0001145549-12-004460.txt : 20120629
0001145549-12-004460.hdr.sgml : 20120629
20120507123156
ACCESSION NUMBER: 0001145549-12-004460
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120430
FILED AS OF DATE: 20120507
DATE AS OF CHANGE: 20120507
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: 12816781
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
2012-04-30
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
35
52
1281839297.85
240468.26
11108809.31
1270970956.80
0.0024
1.0001
2012-04-30
1.0001
2012-04-30
C000012387
1.00
1270970956.80
1.00
-2353138.05
55405271.95
57758410.00
0.0001
1.0001
2012-04-30
1.0001
2012-04-30
Abbott Laboratories
Abbott Laboratories 0.170000%
00282CGH9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
N
4000000.00
3998545.56
0.0031
N
3999133.20
3999133.20
Alpine Securitization Corp
Alpine Securitization Corp 0.190000%
02086LE36
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999947.22
0.0039
N
4999950.00
4999950.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221LEP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
8000000.00
7998533.34
0.0063
N
7998960.00
7998960.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.300000%
03221LEW6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999758.33
0.0008
N
999825.00
999825.00
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
4000040.00
4000040.00
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
4001640.00
4001640.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.200000%
972BSY006
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
12000000.00
12000000.00
0.0094
N
12000240.00
12000240.00
Bank of Montreal
Bank of Montreal 0.170000%
06366VFA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
12000000.00
12000000.00
0.0094
N
11999520.00
11999520.00
Bank of Montreal
Bank of Montreal 0.150000%
06366VGS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
8000000.00
8000000.00
0.0063
N
7999600.00
7999600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417EM67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
12000000.00
12000000.00
0.0094
N
11999160.00
11999160.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417EM91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
7000000.00
7000000.00
0.0055
N
7000280.00
7000280.00
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
5000600.00
5000600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.330000%
06417EP64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
N
5000000.00
5000000.00
0.0039
N
5000450.00
5000450.00
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
7000070.00
7000070.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.180000%
06538ESA6
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
5000000.00
5000000.00
Barclays Bank Plc
Barclays Bank Plc 0.300000%
06741XAE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
11000000.00
11000000.00
0.0087
N
11000440.00
11000440.00
Barclays Bank Plc
Barclays Bank Plc 0.290000%
06741XAR9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
1000000.00
1000000.00
0.0008
N
1000020.00
1000020.00
Barclays Bank Plc
Barclays Bank Plc 0.280000%
06741XAV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
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_M120507_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
1518.00
1660.73
Fannie Mae
2022-03-01
4.000000
Government Agency Debt
4100000.00
1181331.89
Fannie Mae
2023-02-01
5.189000
Government Agency Debt
6707894.00
4336644.54
Fannie Mae
2025-12-01
3.500000
Government Agency Debt
921878.00
861500.31
Fannie Mae
2037-12-25
5.500000
Government Agency Debt
107231469.00
19764622.61
Fannie Mae
2038-05-01
5.500000
Government Agency Debt
303202.00
200973.48
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2040-04-01
4.542000
Government Agency Debt
1865196.00
1921356.47
Fannie Mae
2041-01-01
4.500000
Government Agency Debt
1399000.00
1180875.58
Fannie Mae
2041-10-01
2.898000
Government Agency Debt
1063363.00
933554.75
Freddie Mac
2021-07-15
6.950000
Government Agency Debt
8693016.00
161190.37
Freddie Mac
2023-04-01
4.500000
Government Agency Debt
227510.00
50265.18
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
879046.00
791703.52
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
1000.00
626.32
Freddie Mac
2038-12-01
5.000000
Government Agency Debt
311508.00
117516.86
Freddie Mac
2041-05-01
5.500000
Government Agency Debt
2281343.00
2542967.89
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
2388216.00
2524982.71
GNMA
2029-01-16
4.384000
Government Agency Debt
15386.00
15605.15
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
940.26
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
940.26
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
35000000.00
35000000.00
0.0275
N
34999300.00
34999300.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M120507_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2019-08-01
4.172000
Government Agency Debt
254080.00
205944.12
Fannie Mae
2026-02-01
3.000000
Government Agency Debt
2601614.00
2465691.00
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
17079.00
13670.11
Fannie Mae
2040-01-01
3.546000
Government Agency Debt
1000.00
677.86
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
2239803.00
2370043.22
Freddie Mac
2024-07-01
4.500000
Government Agency Debt
4498027.00
3097972.34
Freddie Mac
2025-10-01
3.500000
Government Agency Debt
2861212.00
2221609.14
Freddie Mac
2032-11-15
6.000000
Government Agency Debt
20751.00
2893.61
Freddie Mac
2038-12-01
5.000000
Government Agency Debt
39171.00
14777.32
GNMA
2029-01-16
4.384000
Government Agency Debt
9633.00
9770.21
GNMA
2038-12-16
4.500000
Government Agency Debt
1000.00
940.26
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
10000000.00
10000000.00
0.0079
N
9999900.00
9999900.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120507_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
1478519.00
1397055.27
Fannie Mae
2031-02-01
4.000000
Government Agency Debt
2500000.00
2348427.41
Fannie Mae
2031-09-01
4.000000
Government Agency Debt
2472091.00
2362352.92
Fannie Mae
2032-03-01
4.500000
Government Agency Debt
2183848.00
2402485.99
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
21191.00
16961.37
Fannie Mae
2042-01-01
5.000000
Government Agency Debt
2213699.00
2409081.64
Fannie Mae
2042-05-01
2.385000
Government Agency Debt
2391332.00
2476193.80
Freddie Mac
2026-03-01
4.000000
Government Agency Debt
2357787.00
2383081.10
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
1000.00
626.32
Freddie Mac
2031-01-01
4.000000
Government Agency Debt
626520.00
587572.30
Freddie Mac
2040-05-01
5.000000
Government Agency Debt
3000000.00
2336162.65
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
18000000.00
18000000.00
0.0142
N
18000000.00
18000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.130000%
992JYM004_0.1300_M120501_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-04-01
2.122000
Government Agency Debt
5215845.00
1798084.93
Fannie Mae
2035-05-01
3.248000
Government Agency Debt
58658704.00
17966486.38
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
6144.00
4917.69
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
19000000.00
19000000.00
0.0149
N
19000000.00
19000000.00
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
1999933.89
0.0016
N
1999920.00
1999920.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987WVU007_0.2200_M120501_2MN2
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2040-10-15
5.500000
Government Agency Debt
32064914.00
30900000.74
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
30000000.00
30000000.00
0.0236
N
30000000.00
30000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0GD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
Y
Bank of New Zealand
N/A
N/A
N
2000000.00
1999107.77
0.0016
N
1998500.00
1998500.00
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
6001440.00
6001440.00
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
999970.00
999970.00
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
8999855.00
0.0071
N
8999910.00
8999910.00
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
998895.00
0.0008
N
999640.00
999640.00
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
2996472.50
0.0024
N
2998830.00
2998830.00
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
0.0087
N
11021010.00
11021010.00
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
8000080.00
8000080.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YFL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.280000%
13738JEG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-16
2012-05-16
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
9000000.00
8998950.00
0.0071
N
8999190.00
8999190.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
13738JEQ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999137.50
0.0039
N
4999300.00
4999300.00
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
999804.72
0.0008
N
999850.00
999850.00
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
3998875.56
0.0031
N
3999240.00
3999240.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
8000000.00
8000000.00
0.0063
N
8000000.00
8000000.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
8000000.00
8000000.00
0.0063
N
8000000.00
8000000.00
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
5999906.67
0.0047
N
5999940.00
5999940.00
Ciesco, LLC
Ciesco, LLC 0.300000%
17178BEN1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999475.00
0.0024
N
2999760.00
2999760.00
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
998810.00
0.0008
N
999610.00
999610.00
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
1997305.55
0.0016
N
1999040.00
1999040.00
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
6001860.00
6001860.00
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
7004270.00
7004270.00
Citibank, NA
Citibank, NA 0.250000%
1730D2Z96
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-31
2012-05-31
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
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
5000025.00
5000025.00
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
999841.66
0.0008
N
999920.00
999920.00
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
3996850.00
0.0031
N
3999480.00
3999480.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG61
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
5000000.00
4998350.00
0.0039
N
4998700.00
4998700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
3000000.00
2998965.00
0.0024
N
2999160.00
2999160.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
8000000.00
7997160.00
0.0063
N
7997680.00
7997680.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
5000000.00
4998025.00
0.0039
N
4998250.00
4998250.00
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
999922.22
0.0008
N
999950.00
999950.00
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
999742.22
0.0008
N
999900.00
999900.00
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
9989091.67
0.0079
N
9991100.00
9991100.00
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 0.190000%
22799D001_0.1900_M120501_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-08-20
5.000000
Government Agency Debt
37013729.00
38779903.36
Freddie Mac
2042-03-20
4.500000
Government Agency Debt
11225000.00
12336487.50
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
50112245.00
50112245.00
0.0394
N
50112245.00
50112245.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.170000%
22799E009_0.1700_M120504_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2038-02-01
5.000000
Government Agency Debt
52805000.00
23461157.42
First Tier Security
N/A
N/A
2012-05-04
2012-05-04
N
N
N
23000000.00
23000000.00
0.0181
N
22999770.00
22999770.00
Danaher Corp
Danaher Corp 0.140000%
23585LEP9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-23
2012-05-23
N
N
N
1000000.00
999914.44
0.0008
N
999860.00
999860.00
Deutsche Bank AG
Deutsche Bank AG 0.210000%
25154UYW8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-02
2012-05-02
N
N
N
17000000.00
17000000.00
0.0134
N
17000000.00
17000000.00
Deutsche Bank AG
Deutsche Bank AG 0.200000%
25154UZL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
N
19000000.00
19000000.00
0.0149
N
18999810.00
18999810.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
21599B009_0.2100_M120501_2MN2
0001074042
Government Agency Repurchase Agreement
Y
GNMA
2041-10-20
3.500000
Government Agency Debt
81786465.00
88400000.27
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
85000000.00
85000000.00
0.0669
N
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120501_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-12-01
3.500000
Government Agency Debt
2590050.00
2701417.19
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
180108.00
53359.43
Fannie Mae
2037-06-01
6.000000
Government Agency Debt
1783723.00
407585.03
Fannie Mae
2038-01-01
7.000000
Government Agency Debt
13495198.00
2726081.75
Fannie Mae
2038-08-01
6.000000
Government Agency Debt
5228855.00
1534149.16
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
49438.00
24611.63
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
2946498.00
2723212.98
Fannie Mae
2041-08-01
4.000000
Government Agency Debt
2596165.00
2719060.46
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
2613676.00
2722266.65
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
15000000.00
15000000.00
0.0118
N
15000000.00
15000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.200000%
99ETSZ007_0.2000_M120507_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-02-01
3.500000
Government Agency Debt
109672.00
114929.04
Fannie Mae
2036-07-01
2.765000
Government Agency Debt
8897.00
3939.03
Fannie Mae
2038-08-01
2.230000
Government Agency Debt
3207.00
1539.97
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
476906.00
489854.70
Fannie Mae
2040-12-25
4.000000
Government Agency Debt
1062287.00
1138549.88
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
8405.00
7395.20
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
1000.00
1040.56
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
2313.00
2492.68
Freddie Mac
2036-07-15
0.841700
Government Agency Debt
4004564.00
1044509.15
Freddie Mac
2036-08-15
0.741700
Government Agency Debt
23915883.00
2266062.21
Freddie Mac
2041-11-15
1.391700
Government Agency Debt
655000.00
134160.63
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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_M120507_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.121000
Government Agency Debt
62909.00
18637.64
Fannie Mae
2039-02-25
4.000000
Government Agency Debt
4906715.00
5172371.26
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
14488.00
12247.23
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
10673.00
11363.72
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
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
3000000.00
3000000.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LCL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
6000000.00
6000000.00
0.0047
N
6000120.00
6000120.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
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
2012-05-07
2012-05-07
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 0.160000%
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
1999884.44
0.0016
N
1999860.00
1999860.00
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
5999475.00
0.0047
N
5999520.00
5999520.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.140000%
30601VEN7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
2000000.00
1999836.66
0.0016
N
1999760.00
1999760.00
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
2749638.68
0.0022
N
2749802.00
2749802.00
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
9999611.11
0.0079
N
9999830.00
9999830.00
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
999955.28
0.0008
N
999981.00
999981.00
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
9998900.00
0.0079
N
9999400.00
9999400.00
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
24997493.06
0.0197
N
24998425.00
24998425.00
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
4999343.75
0.0039
N
4999625.00
4999625.00
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
2999587.50
0.0024
N
2999775.00
2999775.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
2000000.00
1999602.78
0.0016
N
1999784.00
1999784.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
6000000.00
5998580.00
0.0047
N
5999292.00
5999292.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
4000000.00
3999092.78
0.0031
N
3999528.00
3999528.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
2000000.00
1999553.89
0.0016
N
1999756.00
1999756.00
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
14998708.33
0.0118
N
14999220.00
14999220.00
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
1999825.00
0.0016
N
1999884.00
1999884.00
Freddie Mac
Freddie Mac 0.090000%
313396ZF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
1000000.00
999822.50
0.0008
N
999882.00
999882.00
Freddie Mac
Freddie Mac 0.080000%
313396ZV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
2000000.00
1999622.22
0.0016
N
1999716.00
1999716.00
Freddie Mac
Freddie Mac 0.369200%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-10
2013-05-10
N
N
N
25000000.00
25000000.00
0.0197
N
25035175.00
25035175.00
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
999987.22
0.0008
N
999980.00
999980.00
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
8999615.00
0.0071
N
8999730.00
8999730.00
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
5996700.00
0.0047
N
5998200.00
5998200.00
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
999158.33
0.0008
N
999460.00
999460.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HJ57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
4000000.00
3995907.78
0.0031
N
3996520.00
3996520.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
11000000.00
10982962.22
0.0086
N
10983390.00
10983390.00
General Electric Co
General Electric Co 0.170000%
36960LEA9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
3000000.00
2999872.50
0.0024
N
2999910.00
2999910.00
General Electric Co
General Electric Co 0.170000%
36960LEB7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
2000000.00
1999905.56
0.0016
N
1999920.00
1999920.00
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
14996937.49
0.0118
N
14996850.00
14996850.00
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
3999050.00
0.0031
N
3998960.00
3998960.00
Goldman Sachs & Co
Goldman Sachs & Co 0.200000%
992JYE002_0.2000_M120507_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
14715825.00
15750000.03
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
15000000.00
15000000.00
0.0118
N
15000000.00
15000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.700000%
992JYE002_0.7000_M120511_2MN2
0000769993
Other Repurchase Agreement
N
ACCRETIVE HEALTH INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49999.47
AFFILIATED MANAGERS GROUP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49966.58
AMERICAN TOWER CORP NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49996.80
ASHLAND INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49937.42
BUCKLE INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49979.70
DISCOVER FINL SVCS COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49975.94
GEO GROUP INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49992.80
MARATHON PETE CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49960.90
MAXIMUS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49996.80
MURPHY OIL CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49985.10
PORTLAND GEN ELEC CO COM NEW
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49981.02
QUICKSILVER RESOURCES INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49996.98
RALPH LAUREN CORP CL A
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49881.60
ROCKWELL COLLINS INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49967.76
SIMON PPTY GROUP INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49860.93
ST JUDE MED INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49987.22
STARWOOD HOTELS&RESORTS WRLDCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49957.70
THOMAS & BETTS CORP COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49993.68
THOMPSON CREEK METALS CO INCCOM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
650.56
TJX COS INC NEW COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49975.42
VULCAN MATLS CO COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49984.80
WALTER ENERGY INC COM
2012-04-30
N/A
Other Instrument
common stock or ETF
0.00
49974.54
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 0.300000%
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
8999250.00
0.0071
N
8999460.00
8999460.00
Govco, LLC
Govco, LLC 0.320000%
38362VEV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
18000000.00
17995520.00
0.0142
N
17996940.00
17996940.00
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
999156.11
0.0008
N
999630.00
999630.00
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
999953.33
0.0008
N
999960.00
999960.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.359800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-05-21
2013-05-21
N
N
N
38000000.00
38000000.00
0.0299
N
38030020.00
38030020.00
Labcon North America
Taxable Demand Bonds Series 2010 0.750000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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 0.230000%
56274LEH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999693.33
0.0024
N
2999700.00
2999700.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LEJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-18
2012-05-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999782.78
0.0016
N
1999800.00
1999800.00
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
999951.39
0.0008
N
999970.00
999970.00
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
999937.50
0.0008
N
999960.00
999960.00
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
4999416.67
0.0039
N
4999600.00
4999600.00
Market Street Funding Corp
Market Street Funding Corp 0.160000%
5705X4F17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2999586.66
0.0024
N
2999640.00
2999640.00
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
999794.44
0.0008
N
999850.00
999850.00
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
1999405.00
0.0016
N
1999560.00
1999560.00
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
999696.66
0.0008
N
999780.00
999780.00
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
2999020.00
0.0024
N
2999280.00
2999280.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P4T8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-15
2012-05-15
N
N
N
2000000.00
2000000.00
0.0016
N
2000000.00
2000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P4Z4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-22
2012-05-22
N
N
N
4000000.00
4000000.00
0.0031
N
3999960.00
3999960.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5G5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
6000000.00
6000000.00
0.0047
N
6000000.00
6000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.170000%
60687GUR7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-11
2012-05-11
N
N
N
5000000.00
5000000.00
0.0039
N
4999950.00
4999950.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GWU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
N
N
N
6000000.00
6000000.00
0.0047
N
5999940.00
5999940.00
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
1000090.00
1000090.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972DDH005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
9000000.00
9000000.00
0.0071
N
9000000.00
9000000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.270000%
65409RFJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
1000000.00
999640.00
0.0008
N
999670.00
999670.00
Old Line Funding, LLC
Old Line Funding, LLC 0.200000%
67983TGL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
13000000.00
12994222.22
0.0102
N
12995970.00
12995970.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.150000%
71838LEA6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
N
2000000.00
1999925.00
0.0016
N
1999900.00
1999900.00
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
12001440.00
12001440.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
11000000.00
11000000.00
0.0087
N
11000000.00
11000000.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.280000%
74927JER0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
3000000.00
2999440.00
0.0024
N
2999520.00
2999520.00
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
4988819.44
0.0039
N
4991050.00
4991050.00
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
2999475.00
0.0024
N
2999460.00
2999460.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.510000%
83051AT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
4000000.00
4000000.00
0.0031
N
3999320.00
3999320.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.200000%
8342E2EA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
15000000.00
14999250.00
0.0118
N
14999250.00
14999250.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.190000%
8574P05M6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
9000000.00
9000000.00
0.0071
N
8999820.00
8999820.00
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
2999319.16
0.0024
N
2999370.00
2999370.00
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
1999450.56
0.0016
N
1999580.00
1999580.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
6000000.00
5998140.00
0.0047
N
5998620.00
5998620.00
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
8999415.00
0.0071
N
8999730.00
8999730.00
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
4999275.00
0.0039
N
4999550.00
4999550.00
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
11999520.00
0.0094
N
11999760.00
11999760.00
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
2999850.00
0.0024
N
2999940.00
2999940.00
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
9999550.00
0.0079
N
9999800.00
9999800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257JQ67
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
6000000.00
5998441.67
0.0047
N
5998800.00
5998800.00
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
2999370.00
0.0024
N
2999580.00
2999580.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K3K8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14000000.00
13995660.00
0.0110
N
13996780.00
13996780.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K4D3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
6000000.00
5997600.00
0.0047
N
5997840.00
5997840.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-06-04
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
4000000.00
4000000.00
0.0031
N
4001120.00
4001120.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562DDC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
3000000.00
3000000.00
0.0024
N
2999940.00
2999940.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYE2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-05-03
N
N
N
2000000.00
2000000.00
0.0016
N
2000000.00
2000000.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
N
3000000.00
3000000.00
0.0024
N
2999970.00
2999970.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.180000%
86562WYV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-25
2012-05-25
N
N
N
3000000.00
3000000.00
0.0024
N
2999970.00
2999970.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.260000%
86959B6K6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
1000000.00
1000000.00
0.0008
N
999980.00
999980.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.255000%
86959B7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
1000000.00
1000000.00
0.0008
N
999960.00
999960.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.250000%
86959B7H2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-30
2012-07-30
N
N
N
8000000.00
8000000.00
0.0063
N
7999600.00
7999600.00
Texas
TRAN Series 2011A 0.250000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
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 0.250000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
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 0.250000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
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 0.280000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
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 0.280000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-05-07
2012-05-07
Y
Texas
N/A
N/A
N
N
1910000.00
1910000.00
0.0015
N
1910000.00
1910000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LEA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-10
2012-05-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
12000000.00
11998950.00
0.0094
N
11999400.00
11999400.00
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
9997500.00
0.0079
N
9997600.00
9997600.00
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
15000150.00
15000150.00
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
11001135.13
0.0087
N
11001320.00
11001320.00
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
14000280.00
14000280.00
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
2000040.00
2000040.00
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
1000020.00
1000020.00
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
1000030.00
1000030.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XSS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
N
11000000.00
11000000.00
0.0087
N
11000000.00
11000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XTH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
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
7998411.11
0.0063
N
7999600.00
7999600.00
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
3998466.67
0.0031
N
3999640.00
3999640.00
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
5446972.22
0.0043
N
5447711.00
5447711.00
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
1000280.00
1000280.00
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
3000390.00
3000390.00
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
3999735.56
0.0031
N
3999600.00
3999600.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.200000%
92217LGR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
7000000.00
6996694.44
0.0055
N
6994750.00
6994750.00
Victory Receivables Corp
Victory Receivables Corp 0.190000%
92646KEE8
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 Tokyo Mitsubishi UFJ Ltd
N/A
N/A
1000000.00
999931.39
0.0008
N
999920.00
999920.00
Westpac Banking Corp
Westpac Banking Corp 0.331300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
13000000.00
13000000.00
0.0102
N
13000000.00
13000000.00
Westpac Banking Corp
Westpac Banking Corp 0.331300%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-03
2012-07-03
N
N
N
7000000.00
7000000.00
0.0055
N
6998810.00
6998810.00
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
41037.23
41037.23
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
20502.67
20502.67
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
20496.07
20496.07
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
20494.64
20494.64
Windmill Funding Corp
Windmill Funding Corp 0.330000%
97342GEH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999853.33
0.0008
N
999900.00
999900.00