0001145549-12-003693.txt : 20120530
0001145549-12-003693.hdr.sgml : 20120530
20120405164947
ACCESSION NUMBER: 0001145549-12-003693
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120331
FILED AS OF DATE: 20120405
DATE AS OF CHANGE: 20120405
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 12746228
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2012-03-31
0000857156
S000004510
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
28
46
1280047392.22
397156.76
7120454.13
1273324094.85
0.0024
1.0001
2012-03-31
1.0001
2012-03-31
C000012387
1.00
1273324094.85
1.00
-17339218.52
33689911.74
51029130.26
0.0001
1.0001
2012-03-31
1.0001
2012-03-31
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LD45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5999936.67
0.0047
N
5999880.00
5999880.00
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LDL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999525.00
0.0039
N
4999450.00
4999450.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05252WBL6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
4000000.00
4000000.00
0.0031
N
4000480.00
4000480.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.180000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
21000000.00
21000000.00
0.0165
Security is a time deposit.
N
21000210.00
21000210.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.600000%
971JFK004
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
4000000.00
4000000.00
0.0031
N
4003240.00
4003240.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.490000%
973HUY009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
4000000.00
4000000.00
0.0031
N
4001200.00
4001200.00
Bank of America, NA
Bank of America, NA 0.350000%
06052WLT8
Other Note
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
8000000.00
8000000.00
0.0063
N
8000240.00
8000240.00
Bank of Montreal
Bank of Montreal 0.150000%
06366VBD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
N
8000000.00
8000000.00
0.0063
N
7999600.00
7999600.00
Bank of Montreal
Bank of Montreal 0.150000%
06366W6M1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
N
13000000.00
13000000.00
0.0102
N
12999870.00
12999870.00
Bank of Nova Scotia
Bank of Nova Scotia 0.110000%
06417ED59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
13000000.00
13000000.00
0.0102
N
12999870.00
12999870.00
Bank of Nova Scotia
Bank of Nova Scotia 0.470000%
06417ENQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
5000000.00
5000000.00
0.0039
N
5001950.00
5001950.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417EVU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
2000000.00
2000000.00
0.0016
N
2000020.00
2000020.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417EVW0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
11000000.00
11000000.00
0.0086
N
11000220.00
11000220.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417EYW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
7000000.00
7000000.00
0.0055
N
7000140.00
7000140.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538ENN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
1000000.00
1000000.00
0.0008
N
999980.00
999980.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538EQP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
6000000.00
6000000.00
0.0047
N
5999760.00
5999760.00
Barclays Bank Plc
Barclays Bank Plc 0.160000%
06740M6D0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
12000000.00
12000000.00
0.0094
N
12000000.00
12000000.00
Barclays Bank Plc
Barclays Bank Plc 0.150000%
06740M6R9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M120406_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
921878.00
868925.25
Fannie Mae
2027-01-01
3.500000
Government Agency Debt
2407103.00
2525975.50
Fannie Mae
2037-12-25
5.500000
Government Agency Debt
108295538.00
20527328.70
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
6477297.00
1924176.51
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
1000.00
894.22
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
2281343.00
2512270.47
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
2427398.00
2560120.49
GNMA
2029-01-16
4.384000
Government Agency Debt
15386.00
15736.55
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
945.40
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
945.40
GNMA
2039-06-20
4.500000
Government Agency Debt
13634453.00
5769409.72
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
35000000.00
35000000.00
0.0275
N
34997900.00
34997900.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120406_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-02-01
3.000000
Government Agency Debt
2601614.00
2473360.90
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
2239803.00
2357183.41
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
4529644.00
3219319.76
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
2861212.00
2355997.37
GNMA
2029-01-16
4.384000
Government Agency Debt
9633.00
9852.47
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
945.40
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
10000000.00
10000000.00
0.0079
N
9999600.00
9999600.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120406_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
1478519.00
1431807.80
Fannie Mae
2031-02-01
4.000000
Government Agency Debt
2500000.00
2379008.61
Fannie Mae
2031-09-01
4.000000
Government Agency Debt
2500000.00
2422738.27
Fannie Mae
2032-03-01
4.500000
Government Agency Debt
2183848.00
2378655.98
Fannie Mae
2039-11-01
4.500000
Government Agency Debt
3788091.00
2388501.58
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
2213699.00
2402922.46
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
2357787.00
2392106.33
Freddie Mac
2031-01-01
4.000000
Government Agency Debt
626520.00
595655.37
Freddie Mac
2040-05-01
5.000000
Government Agency Debt
3000000.00
2390945.72
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
18000000.00
18000000.00
0.0141
N
18000000.00
18000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
992JYM004_0.1500_M120402_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Federal Farm Credit Bank
2013-05-03
0.300000
Government Agency Debt
12489000.00
12499365.87
Federal Farm Credit Bank
2014-04-21
0.256000
Government Agency Debt
891000.00
890679.24
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
13000000.00
13000000.00
0.0102
N
13000000.00
13000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M2DQ7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
Y
BHP Billiton Ltd
N/A
N/A
N
4650000.00
4649573.75
0.0037
N
4649209.50
4649209.50
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.170000%
0554M2E86
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
Y
BHP Billiton Ltd
N/A
N/A
N
2000000.00
1999660.00
0.0016
N
1999400.00
1999400.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.160000%
987WVU007_0.1600_M120402_2MN2
0001197610
Government Agency Repurchase Agreement
Y
United States Treasury Department
2015-03-15
0.375000
Treasury Debt
20469000.00
20400077.87
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
20000000.00
20000000.00
0.0157
N
20000000.00
20000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.330000%
10513DJM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
6000000.00
6000000.00
0.0047
N
6002100.00
6002100.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.280000%
10513DJT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
1000000.00
1000000.00
0.0008
N
999760.00
999760.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476EE39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
9000000.00
8997752.50
0.0071
N
8998830.00
8998830.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
998484.17
0.0008
N
999440.00
999440.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2995240.00
0.0024
N
2998200.00
2998200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
11000000.00
11000000.00
0.0086
N
11022660.00
11022660.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.220000%
13606YBG0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
8000000.00
8000000.00
0.0063
N
8000720.00
8000720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
13738JD23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
9000000.00
0.0071
N
8999820.00
8999820.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.250000%
13738JDL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999375.00
0.0039
N
4999387.50
4999387.50
Chariot Funding, LLC
Chariot Funding, LLC 0.190000%
15963TF79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999651.67
0.0008
N
999710.00
999710.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TFE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3998134.45
0.0031
N
3998680.00
3998680.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
10000000.00
10000000.00
0.0079
N
10000500.00
10000500.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RQP1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
N
15000000.00
15000000.00
0.0118
N
15000750.00
15000750.00
Ciesco, LLC
Ciesco, LLC 0.280000%
17178BE35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5998553.33
0.0047
N
5999220.00
5999220.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BGQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
998399.16
0.0008
N
999400.00
999400.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1996500.00
0.0016
N
1998600.00
1998600.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
6000000.00
6000000.00
0.0047
N
6003480.00
6003480.00
Citibank, NA
Citibank, NA 0.600000%
1730D2S94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
7000000.00
7000000.00
0.0055
N
7006230.00
7006230.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.513100%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
5000000.00
5000000.00
0.0039
N
4999580.00
4999580.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DDP2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
N
3000000.00
2999667.50
0.0024
N
2999820.00
2999820.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.190000%
20272DEX4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
N
1000000.00
999688.61
0.0008
N
999770.00
999770.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.630000%
20272DFF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
4000000.00
3994820.00
0.0031
N
3998640.00
3998640.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.360000%
971MDH006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
7000000.00
7000000.00
0.0055
N
7000560.00
7000560.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.270000%
971ULL000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
6000000.00
6000000.00
0.0047
N
6000300.00
6000300.00
CRC Funding, LLC
CRC Funding, LLC 0.280000%
12622UEB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999696.67
0.0008
N
999660.00
999660.00
CRC Funding, LLC
CRC Funding, LLC 0.580000%
12622UEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999275.00
0.0008
N
999590.00
999590.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9984983.33
0.0078
N
9984000.00
9984000.00
Credit Suisse AG
Credit Suisse AG 0.170000%
22550DMX4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
6000000.00
6000000.00
0.0047
N
6000000.00
6000000.00
Credit Suisse AG
Credit Suisse AG 0.170000%
22550DMY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
7000000.00
7000000.00
0.0055
N
7000000.00
7000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.110000%
22799D001_0.1100_M120402_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2024-09-15
4.500000
Government Agency Debt
3060000.00
2061551.29
Freddie Mac
2025-07-15
4.000000
Government Agency Debt
22133808.00
14966929.18
Freddie Mac
2052-10-15
4.400000
Government Agency Debt
21958048.00
23203100.54
Freddie Mac
2053-02-15
4.900000
Government Agency Debt
20654487.00
22576810.58
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
61575227.00
61575227.00
0.0484
N
61575227.00
61575227.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.150000%
992JYD004_0.1500_M120404_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-06-25
0.811800
Government Agency Debt
26225000.00
6120301.92
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
N
6000000.00
6000000.00
0.0047
N
5999940.00
5999940.00
Danaher Corp
Danaher Corp 0.150000%
23585LDC9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-12
2012-04-12
N
N
N
4000000.00
3999833.33
0.0031
N
3999720.00
3999720.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25154UVJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-12
2012-04-12
N
N
N
15000000.00
15000000.00
0.0118
N
15000000.00
15000000.00
Deutsche Bank AG
Deutsche Bank AG 0.250000%
25154UVK7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
N
22000000.00
22000000.00
0.0173
N
22000220.00
22000220.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.150000%
21599B009_0.1500_M120402_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
29440289.00
31200000.50
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
30000000.00
30000000.00
0.0236
N
30000000.00
30000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M120406_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
3925372.00
4160000.21
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
4000000.00
4000000.00
0.0031
N
4000000.00
4000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120406_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
8832087.00
9360000.47
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
9000000.00
9000000.00
0.0071
N
9000000.00
9000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120406_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
109672.00
114826.18
Fannie Mae
2036-07-01
2.746000
Government Agency Debt
8897.00
3952.03
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
1062287.00
1124406.59
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
1000.00
971.34
Freddie Mac
2036-07-15
0.848500
Government Agency Debt
4004564.00
1078803.42
Freddie Mac
2036-08-15
0.741700
Government Agency Debt
23915883.00
2519968.59
Freddie Mac
2041-11-15
1.398500
Government Agency Debt
655000.00
353998.33
GNMA
2037-11-16
2.750000
Government Agency Debt
3291.00
3073.91
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120406_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
4906715.00
5200000.26
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.230000%
99ETSZ007_0.2300_M120402_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
14720145.00
15600000.78
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0118
N
15000000.00
15000000.00
DNB Bank ASA
DNB Bank ASA 0.140000%
23330LAW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
7000000.00
7000000.00
0.0055
N
6999930.00
6999930.00
DNB Bank ASA
DNB Bank ASA 0.150000%
23330LBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
N
5000000.00
5000000.00
0.0039
N
4999800.00
4999800.00
DNB Bank ASA
DNB Bank ASA 0.160000%
23330LCD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
3000000.00
3000000.00
0.0024
N
2999490.00
2999490.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing, LLC) Series 1997B 0.240000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0012
N
1500000.00
1500000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.140000%
30601VDK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1000000.00
999933.89
0.0008
N
999900.00
999900.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.150000%
30601VDP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-23
2012-04-23
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1000000.00
999912.50
0.0008
N
999870.00
999870.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.160000%
30601VEE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
2000000.00
1999626.67
0.0016
N
1999420.00
1999420.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.210000%
30601VEG2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
6000000.00
5998460.00
0.0047
N
5998200.00
5998200.00
Fannie Mae
Fannie Mae 0.085000%
313588VB8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
Fannie Mae
Fannie Mae 0.110000%
313588YB5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
2750000.00
2749395.00
0.0022
N
2749780.00
2749780.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384VJ5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
3000000.00
2999982.50
0.0024
N
2999994.00
2999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384XC8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-21
2012-05-21
N
N
N
10000000.00
9999047.22
0.0079
N
9999730.00
9999730.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384XF1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
1000000.00
999898.89
0.0008
N
999971.00
999971.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384XU8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
N
10000000.00
9998013.89
0.0079
N
9999280.00
9999280.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384XW4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-08
2012-06-08
N
N
N
25000000.00
24995579.86
0.0196
N
24998150.00
24998150.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384YD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
5000000.00
4998920.84
0.0039
N
4999590.00
4999590.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YD5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-15
2012-06-15
N
N
N
3000000.00
2999321.66
0.0024
N
2999754.00
2999754.00
Freddie Mac
Freddie Mac 0.100000%
313396XP3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
15000000.00
14997500.00
0.0118
N
14998995.00
14998995.00
Freddie Mac
Freddie Mac 0.090000%
313396XT5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
2000000.00
1999680.00
0.0016
N
1999858.00
1999858.00
Freddie Mac
Freddie Mac 0.481500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-10
2013-02-08
N
N
N
25000000.00
25000000.00
0.0196
N
25038325.00
25038325.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.230000%
3686M0E38
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
1000000.00
999801.95
0.0008
N
999770.50
999770.50
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HD38
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
5000000.00
4999961.11
0.0039
N
4999950.00
4999950.00
General Electric Capital Corp
General Electric Capital Corp 0.280000%
36959HD95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
11000000.00
10999401.11
0.0086
N
10999780.00
10999780.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HE86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
9000000.00
8998020.00
0.0071
N
8999100.00
8999100.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HG68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
6000000.00
5995250.00
0.0047
N
5997000.00
5997000.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HHA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
1000000.00
998916.67
0.0008
N
998980.00
998980.00
General Electric Co
General Electric Co 0.150000%
36960LFK6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
15000000.00
14995125.00
0.0118
N
14994750.00
14994750.00
General Electric Co
General Electric Co 0.150000%
36960LFT7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
4000000.00
3998566.67
0.0031
N
3998400.00
3998400.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
992JYE002_0.2000_M120402_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
26405748.00
10500000.01
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
10000000.00
10000000.00
0.0079
N
10000000.00
10000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
992JYE002_0.2000_M120403_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2026-06-01
4.000000
Government Agency Debt
3284445.00
3150000.57
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120511_2MN2
0000769993
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2012-03-31
N/A
Other Instrument
common stock or ETF
0.00
49972.64
ALBEMARLE CORP COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49996.65
BARNES & NOBLE INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49995.40
CENTERPOINT ENERGY INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49981.05
HEALTH CARE REIT INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49948.38
INTEGRYS ENERGY GROUP INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49996.10
MERCK & CO INC NEW COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49983.15
MURPHY OIL CORP COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49954.42
NCR CORP NEW COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49996.80
NEXTERA ENERGY INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
35329.80
NISOURCE INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49979.25
NOBLE ENERGY INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49968.53
PEPCO HOLDINGS INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49986.63
PLAINS EXPL& PRODTN CO COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49986.78
PROGRESS ENERGY INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49958.26
SCHLUMBERGER LTD COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49988.22
THERMO FISHER SCIENTIFIC INCCOM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
15192.26
TOWERS WATSON & CO CL A
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49990.09
TYCO INTERNATIONAL LTD SHS
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49969.84
WALTER ENERGY INC COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49947.25
WATERS CORP COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49944.64
WELLS FARGO & CO NEW COM
2012-03-30
N/A
Other Instrument
common stock or ETF
0.00
49993.62
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
1000000.00
1000000.00
0.0008
Repurchase agreement collateralized by common stock and ETFs.
Y
1000000.00
1000000.00
Govco, LLC
Govco, LLC 0.230000%
38362VD34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-03
2012-04-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8999942.50
0.0071
N
8999820.00
8999820.00
Govco, LLC
Govco, LLC 0.280000%
38362VDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5500000.00
5499401.11
0.0043
N
5499505.00
5499505.00
Govco, LLC
Govco, LLC 0.270000%
38362VDG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999895.00
0.0008
N
999910.00
999910.00
Govco, LLC
Govco, LLC 0.500000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999388.89
0.0016
N
1999700.00
1999700.00
Govco, LLC
Govco, LLC 0.510000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999688.33
0.0008
N
999850.00
999850.00
Govco, LLC
Govco, LLC 0.300000%
38362VDW0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999766.67
0.0008
N
999790.00
999790.00
Govco, LLC
Govco, LLC 0.300000%
38362VEB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8997075.00
0.0071
N
8997390.00
8997390.00
Govco, LLC
Govco, LLC 0.620000%
38362VFK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
998656.67
0.0008
N
999300.00
999300.00
HSBC USA, Inc
HSBC USA, Inc 0.240000%
40427RE80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
1000000.00
999760.00
0.0008
N
999780.00
999780.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.180000%
4662J0DS8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
7000000.00
6999160.00
0.0055
N
6999300.00
6999300.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.361800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-04-23
2013-04-19
N
N
N
38000000.00
38000000.00
0.0298
N
38030894.00
38030894.00
Labcon North America
Taxable Demand Bonds Series 2010 0.640000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2205000.00
2205000.00
0.0017
N
2205000.00
2205000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.210000%
56274LDD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999807.50
0.0024
N
2999790.00
2999790.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LDH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999904.17
0.0008
N
999900.00
999900.00
Market Street Funding Corp
Market Street Funding Corp 0.240000%
5705X4DT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2999500.00
0.0024
N
2999700.00
2999700.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4E83
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999750.00
0.0008
N
999850.00
999850.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4EA8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999736.11
0.0008
N
999830.00
999830.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4EN0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4998611.11
0.0039
N
4998900.00
4998900.00
Market Street Funding Corp
Market Street Funding Corp 0.200000%
5705X4F74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999633.33
0.0008
N
999700.00
999700.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999066.66
0.0016
N
1999240.00
1999240.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999527.50
0.0008
N
999610.00
999610.00
Market Street Funding Corp
Market Street Funding Corp 0.210000%
5705X4FS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2998512.50
0.0024
N
2998770.00
2998770.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.170000%
60681P4G6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
N
7000000.00
7000000.00
0.0055
N
6999930.00
6999930.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.170000%
60681P4H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
4000000.00
4000000.00
0.0031
N
3999920.00
3999920.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.180000%
60687GSH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
5000000.00
5000000.00
0.0039
N
4999950.00
4999950.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GTK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
7000000.00
7000000.00
0.0055
N
6999930.00
6999930.00
National Australia Bank Ltd
National Australia Bank Ltd 0.510000%
971ANG003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
1000000.00
1000000.00
0.0008
N
1000420.00
1000420.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
11000000.00
11000000.00
0.0086
N
11000770.00
11000770.00
Nordea North America, Inc
Nordea North America, Inc 0.145000%
6555P0DG1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
Y
Nordea Bank AB
N/A
N/A
N
7000000.00
6999605.28
0.0055
N
6999440.00
6999440.00
Nordea North America, Inc
Nordea North America, Inc 0.135000%
6555P0DL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
Y
Nordea Bank AB
N/A
N/A
N
2000000.00
1999865.00
0.0016
N
1999780.00
1999780.00
Old Line Funding, LLC
Old Line Funding, LLC 0.210000%
67983TD94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-09
2012-04-09
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
18000000.00
17999265.00
0.0141
N
17999820.00
17999820.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.160000%
71838LDR0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
N
3000000.00
2999693.34
0.0024
N
2999490.00
2999490.00
Rabobank Nederland
Rabobank Nederland 0.330000%
74977JQW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
N
12000000.00
12000000.00
0.0094
N
11997840.00
11997840.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0K96
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-09
2012-10-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4986805.55
0.0039
N
4979300.00
4979300.00
Roche Holdings Inc.
Roche Holdings Inc. 0.150000%
77119LFC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
Y
Roche Holding LTD
N/A
N/A
N
3000000.00
2999112.50
0.0024
N
2998980.00
2998980.00
Royal Bank of Canada
Royal Bank of Canada 0.330000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-09
N
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Royal Bank of Canada
Royal Bank of Canada 0.120000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
17000000.00
17000000.00
0.0134
Security is a time deposit.
N
17000000.00
17000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
4000000.00
4000000.00
0.0031
N
4001360.00
4001360.00
Sanofi
Sanofi 0.140000%
8010M2DH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-17
2012-04-17
N
N
N
5000000.00
4999708.33
0.0039
N
4999800.00
4999800.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.160000%
82124LDB5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-11
2012-04-11
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
4000000.00
3999840.00
0.0031
N
3999760.00
3999760.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.170000%
82124LDJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
3925000.00
3924703.44
0.0031
N
3924607.50
3924607.50
Sheffield Receivables Corp
Sheffield Receivables Corp 0.220000%
82124LDW9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-30
2012-04-30
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
5000000.00
4999144.45
0.0039
N
4999050.00
4999050.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.150000%
83050TDS7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
4000000.00
3999600.00
0.0031
N
3999280.00
3999280.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.130000%
8574P05D6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-13
2012-04-13
N
N
N
10000000.00
10000000.00
0.0079
N
10000000.00
10000000.00
State Street Corp
State Street Corp 0.190000%
85747JFD4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
3000000.00
2998860.00
0.0024
N
2997480.00
2997480.00
State Street Corp
State Street Corp 0.230000%
85747JFD4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-13
2012-06-13
N
N
N
2000000.00
1999080.00
0.0016
N
1998320.00
1998320.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EFY9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-18
2012-04-18
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
5000000.00
4999577.78
0.0039
N
4999678.00
4999678.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FEZ4
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
9000000.00
8998110.00
0.0071
N
8998650.00
8998650.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FFG5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
5000000.00
4998550.00
0.0039
N
4998900.00
4998900.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GN82
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
19665000.00
19664688.64
0.0154
N
19664803.35
19664803.35
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR39
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-09
2012-05-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11997780.00
0.0094
N
11998440.00
11998440.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257GR62
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2999415.00
0.0024
N
2999580.00
2999580.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JJ40
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-04-04
2012-04-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10999883.89
0.0086
N
10999890.00
10999890.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JL88
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998100.00
0.0079
N
9998700.00
9998700.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K2T0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2998935.00
0.0024
N
2999100.00
2999100.00
Sumitomo Mitsui Trust Bank, Limited
Sumitomo Mitsui Trust Bank, Limited 0.180000%
86562WXJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-10
2012-04-10
N
N
N
2000000.00
2000000.00
0.0016
N
2000000.00
2000000.00
Sumitomo Mitsui Trust Bank, Limited
Sumitomo Mitsui Trust Bank, Limited 0.180000%
86562WXQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Sumitomo Mitsui Trust Bank, Limited
Sumitomo Mitsui Trust Bank, Limited 0.130000%
86562WYA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
2000000.00
2000000.00
0.0016
N
1999980.00
1999980.00
Sumitomo Mitsui Trust Bank, Limited
Sumitomo Mitsui Trust Bank, Limited 0.130000%
86562WYC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
11000000.00
11000000.00
0.0086
N
10999890.00
10999890.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.150000%
86959B5C5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
N
15000000.00
15000000.00
0.0118
N
15000300.00
15000300.00
Texas
TRAN Series 2011A 0.200000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Texas
TRAN Series 2011A 0.200000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
4950000.00
4950000.00
0.0039
N
4950000.00
4950000.00
Texas
TRAN Series 2011A 0.200000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
2975000.00
2975000.00
0.0023
N
2975000.00
2975000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.220000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Texas
N/A
N/A
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.220000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-04-06
2012-04-06
Y
Texas
N/A
N/A
N
N
1910000.00
1910000.00
0.0015
N
1910000.00
1910000.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.140000%
88602TDL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-20
2012-04-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3000000.00
2999790.00
0.0024
N
2999640.00
2999640.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.250000%
88602TF65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
10000000.00
9995486.11
0.0078
N
9995600.00
9995600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
15000000.00
15000000.00
0.0118
N
15003450.00
15003450.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XGB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
13000000.00
13000000.00
0.0102
N
13000130.00
13000130.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112XGJ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
11000000.00
11002197.02
0.0086
N
11002640.00
11002640.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.220000%
89112XJW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
14000000.00
14000000.00
0.0110
N
14001540.00
14001540.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
2000000.00
2000000.00
0.0016
N
2000120.00
2000120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XNX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
1000000.00
1000000.00
0.0008
N
1000060.00
1000060.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XSF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-27
2012-06-27
N
N
N
1000000.00
1000000.00
0.0008
N
1000070.00
1000070.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.550000%
89233GEE2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
8000000.00
7994866.67
0.0063
N
7998720.00
7998720.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
4000000.00
3996533.33
0.0031
N
3999040.00
3999040.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233GGL4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
5450000.00
5445874.65
0.0043
N
5445803.50
5445803.50
UBS Securities LLC
UBS Securities LLC 0.160000%
99EPPA003_0.1600_M120402_2MN2
0001070766
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
11889067.00
12240000.71
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
12000000.00
12000000.00
0.0094
N
12000000.00
12000000.00
Union Bank, NA
Union Bank, NA 0.440000%
90527MB21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-22
2012-06-22
N
N
N
1000000.00
1000000.00
0.0008
N
1000160.00
1000160.00
Union Bank, NA
Union Bank, NA 0.430000%
90527MD45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
3000000.00
3000000.00
0.0024
N
2999640.00
2999640.00
United States Treasury Department
United States Treasury Department 0.070000%
9127955H0
Treasury Debt
N
First Tier Security
N/A
N/A
2012-04-12
2012-04-12
N
N
N
10000000.00
9999805.55
0.0079
N
9999920.00
9999920.00
United States Treasury Department
United States Treasury Department 0.090000%
9127955J6
Treasury Debt
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
4000000.00
3999830.00
0.0031
N
3999928.00
3999928.00
Univ of California
CP Series B 0.170000%
91411SEF3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
4000000.00
3999187.78
0.0031
N
3999160.00
3999160.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.180000%
92217LDR7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-25
2012-04-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
5000000.00
4999425.00
0.0039
N
4999300.00
4999300.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KDG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-16
2012-04-16
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
1000000.00
999926.11
0.0008
N
999910.00
999910.00
Westpac Banking Corp
Westpac Banking Corp 0.334000%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-05-01
N
N
N
13000000.00
13000000.00
0.0102
N
12999350.00
12999350.00
Westpac Banking Corp
Westpac Banking Corp 0.333000%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-03
2012-07-03
N
N
N
7000000.00
7000000.00
0.0055
N
6998250.00
6998250.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
49258.47
49258.47
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
40835.27
40835.27
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24610.09
24610.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
20401.77
20401.77
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24602.17
24602.17
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
20395.20
20395.20
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24600.45
24600.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
20393.78
20393.78