0001145549-12-005551.txt : 20120730
0001145549-12-005551.hdr.sgml : 20120730
20120607132020
ACCESSION NUMBER: 0001145549-12-005551
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120531
FILED AS OF DATE: 20120607
DATE AS OF CHANGE: 20120607
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: 12894284
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
2012-05-31
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
38
57
1288098009.90
371289.03
109539.24
1288359759.69
0.0026
1.0001
2012-05-31
1.0001
2012-05-31
C000012387
1.00
1288359759.69
1.00
17386426.89
92967421.75
75580994.86
0.0001
1.0001
2012-05-31
1.0001
2012-05-31
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
3999131.11
0.0031
N
3999320.00
3999320.00
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086LFM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
999883.33
0.0008
N
999870.00
999870.00
Alpine Securitization Corp
Alpine Securitization Corp 0.300000%
02086LH66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4997250.00
0.0039
N
4997350.00
4997350.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.300000%
04014AF65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2999875.00
0.0023
N
2999880.00
2999880.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.370000%
04014AFU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-28
2012-06-28
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
7000000.00
6998057.50
0.0054
N
6998670.00
6998670.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.289800%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-22
2012-11-26
N
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
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
0.0093
N
12001440.00
12001440.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NJB000
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
4000000.00
4000000.00
0.0031
N
4001400.00
4001400.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
4000000.00
4000000.00
0.0031
N
4000200.00
4000200.00
Bank of Montreal
Bank of Montreal 0.190000%
06366VNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
6000000.00
6000000.00
0.0047
N
6000180.00
6000180.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VNY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
6000000.00
6000000.00
0.0047
N
6000300.00
6000300.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
7000000.00
7000000.00
0.0054
N
7000000.00
7000000.00
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
0.0093
N
12000120.00
12000120.00
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
0.0054
N
7000700.00
7000700.00
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
5000750.00
5000750.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EUV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
3000000.00
3000000.00
0.0023
N
2999940.00
2999940.00
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
0.0023
N
3001260.00
3001260.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
11000000.00
11000000.00
0.0085
N
10999450.00
10999450.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
4000000.00
4000000.00
0.0031
N
4000560.00
4000560.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120604_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-08-01
2.490000
Government Agency Debt
16119185.00
3164608.48
Fannie Mae
2038-10-01
2.072000
Government Agency Debt
4836654.00
1885833.23
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
5054.00
2214.65
Fannie Mae
2042-03-01
3.098000
Government Agency Debt
4147288.00
4310571.11
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
9000000.00
9000000.00
0.0070
N
8999910.00
8999910.00
Barclays Capital, Inc
Barclays Capital, Inc 0.200000%
07699U005_0.2000_M120607_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2013-04-01
4.500000
Government Agency Debt
7114238.00
122429.88
Fannie Mae
2016-03-01
7.000000
Government Agency Debt
15000000.00
120221.40
Fannie Mae
2019-07-01
5.000000
Government Agency Debt
588999.00
121972.52
Fannie Mae
2019-10-01
5.000000
Government Agency Debt
688862.00
120318.00
Fannie Mae
2020-10-01
4.500000
Government Agency Debt
94366.00
21451.16
Fannie Mae
2020-12-01
4.500000
Government Agency Debt
281617.00
74093.14
Fannie Mae
2026-09-01
3.500000
Government Agency Debt
683340.00
630421.40
Fannie Mae
2030-12-01
3.500000
Government Agency Debt
2435095.00
2099270.37
Fannie Mae
2031-02-01
4.000000
Government Agency Debt
2500000.00
2330322.28
Fannie Mae
2031-09-01
4.000000
Government Agency Debt
2472091.00
2337566.83
Fannie Mae
2032-03-01
4.500000
Government Agency Debt
2183848.00
2403477.28
Fannie Mae
2033-01-01
6.000000
Government Agency Debt
630000.00
122339.01
Fannie Mae
2035-10-01
7.500000
Government Agency Debt
21191.00
16845.38
Fannie Mae
2036-04-01
5.500000
Government Agency Debt
591762.00
120228.32
Fannie Mae
2038-04-01
5.500000
Government Agency Debt
424787.00
163940.97
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
127489.00
122646.12
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
120000.00
120834.17
Fannie Mae
2042-04-01
4.500000
Government Agency Debt
978198.00
1062291.21
Fannie Mae
2042-05-01
2.385000
Government Agency Debt
2368532.00
2455383.39
Freddie Mac
2019-01-01
5.000000
Government Agency Debt
500000.00
120978.11
Freddie Mac
2019-06-01
4.500000
Government Agency Debt
660000.00
122662.67
Freddie Mac
2021-11-01
6.000000
Government Agency Debt
522849.00
120244.38
Freddie Mac
2022-02-01
5.000000
Government Agency Debt
569504.00
121152.14
Freddie Mac
2025-04-01
5.000000
Government Agency Debt
263597.00
120350.93
Freddie Mac
2027-11-01
5.000000
Government Agency Debt
461526.00
120630.42
Freddie Mac
2027-12-01
6.000000
Government Agency Debt
500000.00
120830.75
Freddie Mac
2029-07-01
4.500000
Government Agency Debt
1000.00
603.82
Freddie Mac
2031-01-01
4.000000
Government Agency Debt
626520.00
584960.82
Freddie Mac
2034-08-01
6.500000
Government Agency Debt
595321.00
121020.04
Freddie Mac
2037-02-01
7.000000
Government Agency Debt
1000000.00
121328.04
Freddie Mac
2037-04-01
7.500000
Government Agency Debt
6568.00
3424.98
Freddie Mac
2037-09-01
6.500000
Government Agency Debt
386530.00
120398.62
Freddie Mac
2038-01-01
5.625000
Government Agency Debt
117288.00
120798.79
Freddie Mac
2040-05-01
5.000000
Government Agency Debt
3000000.00
2264909.24
Freddie Mac
2041-02-15
0.588700
Government Agency Debt
1000.00
995.33
Freddie Mac
2042-02-01
3.500000
Government Agency Debt
1000.00
1044.52
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
18000000.00
18000000.00
0.0140
N
18000000.00
18000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120607_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-08-01
6.500000
Government Agency Debt
165879.00
19125.63
Fannie Mae
2036-11-01
5.500000
Government Agency Debt
35098.00
8861.72
Fannie Mae
2040-07-01
5.000000
Government Agency Debt
25518.00
25966.69
Fannie Mae
2041-02-01
4.500000
Government Agency Debt
13661298.00
13615259.90
GNMA
2042-05-20
3.500000
Government Agency Debt
11686387.00
12449352.25
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
25000000.00
25000000.00
0.0194
N
25000000.00
25000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.155000%
0554M2FC6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
Y
BHP Billiton Ltd
N/A
N/A
N
7000000.00
6999668.47
0.0054
N
6999580.00
6999580.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987WVU007_0.2200_M120601_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Freddie Mac
2014-08-15
6.500000
Government Agency Debt
7995000.00
85999.90
Freddie Mac
2032-02-15
6.500000
Government Agency Debt
1736081.00
71525.63
Freddie Mac
2038-02-20
5.000000
Government Agency Debt
240973.00
101382.94
Freddie Mac
2038-04-20
5.000000
Government Agency Debt
286431.00
132250.34
Freddie Mac
2038-07-20
6.500000
Government Agency Debt
1030000.00
107079.27
Freddie Mac
2039-09-20
4.500000
Government Agency Debt
161000.00
86027.19
Freddie Mac
2041-03-20
5.500000
Government Agency Debt
483054.00
83415.63
GNMA
2017-05-15
6.500000
Government Agency Debt
1064924.00
87572.83
GNMA
2018-04-15
5.000000
Government Agency Debt
693529.00
88712.78
GNMA
2018-04-15
5.000000
Government Agency Debt
500000.00
70936.30
GNMA
2018-06-15
5.000000
Government Agency Debt
399905.00
121042.53
GNMA
2018-10-15
5.000000
Government Agency Debt
366893.00
68634.26
GNMA
2021-04-15
7.000000
Government Agency Debt
2231103.00
90688.01
GNMA
2023-03-15
7.500000
Government Agency Debt
17754273.00
81916.95
GNMA
2023-07-20
5.500000
Government Agency Debt
261153.00
130685.73
GNMA
2023-10-15
7.500000
Government Agency Debt
10946384.00
119055.45
GNMA
2023-12-15
6.000000
Government Agency Debt
1514388.00
109140.87
GNMA
2023-12-15
6.000000
Government Agency Debt
1584324.00
75286.71
GNMA
2023-12-15
6.500000
Government Agency Debt
2675004.00
82179.45
GNMA
2024-02-15
6.500000
Government Agency Debt
3040000.00
83174.64
GNMA
2024-03-15
6.500000
Government Agency Debt
5445491.00
81831.28
GNMA
2026-01-20
3.500000
Government Agency Debt
100000.00
91770.50
GNMA
2026-12-15
7.500000
Government Agency Debt
13860000.00
94372.76
GNMA
2027-01-15
7.500000
Government Agency Debt
9927048.00
124781.05
GNMA
2027-02-15
3.000000
Government Agency Debt
80297.00
84346.33
GNMA
2027-04-20
4.000000
Government Agency Debt
85591.00
92195.65
GNMA
2028-06-15
6.500000
Government Agency Debt
4747365.00
102065.21
GNMA
2028-06-20
5.450000
Government Agency Debt
824865.00
128081.24
GNMA
2028-07-15
6.500000
Government Agency Debt
5291423.00
122692.30
GNMA
2028-07-15
6.500000
Government Agency Debt
6668412.00
106512.02
GNMA
2028-07-15
7.500000
Government Agency Debt
1002317.00
79783.15
GNMA
2028-08-15
6.500000
Government Agency Debt
4800000.00
115671.36
GNMA
2028-08-15
6.500000
Government Agency Debt
896272.00
77838.39
GNMA
2028-09-15
6.500000
Government Agency Debt
2970000.00
99429.31
GNMA
2028-10-15
6.000000
Government Agency Debt
1819220.00
99509.49
GNMA
2028-11-15
6.500000
Government Agency Debt
2895000.00
84729.53
GNMA
2028-12-15
6.000000
Government Agency Debt
1000000.00
73394.57
GNMA
2028-12-15
6.000000
Government Agency Debt
1271493.00
68634.84
GNMA
2028-12-15
6.000000
Government Agency Debt
1449042.00
68351.05
GNMA
2028-12-15
7.000000
Government Agency Debt
3500000.00
91826.25
GNMA
2029-01-15
6.000000
Government Agency Debt
690902.00
110654.75
GNMA
2029-03-15
6.000000
Government Agency Debt
1226640.00
82988.63
GNMA
2029-03-15
6.000000
Government Agency Debt
1054062.00
69813.86
GNMA
2029-05-15
6.000000
Government Agency Debt
1107673.00
76343.82
GNMA
2029-07-20
6.000000
Government Agency Debt
3077874.00
117592.93
GNMA
2029-10-15
7.250000
Government Agency Debt
3665987.00
80091.95
GNMA
2029-10-15
7.500000
Government Agency Debt
4492658.00
95710.65
GNMA
2029-11-15
7.500000
Government Agency Debt
1004350.00
101170.31
GNMA
2030-09-20
8.000000
Government Agency Debt
57967.00
71948.45
GNMA
2031-07-15
7.000000
Government Agency Debt
7114980.00
125756.62
GNMA
2031-08-15
6.500000
Government Agency Debt
3825000.00
115318.69
GNMA
2031-08-15
6.500000
Government Agency Debt
2007594.00
67302.96
GNMA
2031-08-15
7.000000
Government Agency Debt
642395.00
128936.85
GNMA
2031-10-15
7.500000
Government Agency Debt
6435204.00
75105.04
GNMA
2032-05-15
7.000000
Government Agency Debt
609000.00
115978.53
GNMA
2032-07-15
6.500000
Government Agency Debt
1321793.00
106371.09
GNMA
2032-07-15
7.000000
Government Agency Debt
541000.00
92294.00
GNMA
2032-08-15
7.000000
Government Agency Debt
1224817.00
71834.60
GNMA
2032-10-15
5.750000
Government Agency Debt
135913.00
131682.37
GNMA
2032-11-15
6.000000
Government Agency Debt
1782477.00
69811.01
GNMA
2032-11-20
4.700000
Government Agency Debt
113695.00
104173.24
GNMA
2032-11-20
4.700000
Government Agency Debt
147079.00
82394.59
GNMA
2032-12-20
4.700000
Government Agency Debt
112369.00
101551.16
GNMA
2033-01-20
4.700000
Government Agency Debt
343924.00
129142.54
GNMA
2033-01-20
5.000000
Government Agency Debt
325000.00
68244.32
GNMA
2033-02-15
5.500000
Government Agency Debt
561278.00
73079.18
GNMA
2033-02-20
4.700000
Government Agency Debt
123550.00
109433.31
GNMA
2033-03-20
4.700000
Government Agency Debt
195632.00
114544.65
GNMA
2033-03-20
4.700000
Government Agency Debt
152027.00
79362.00
GNMA
2033-03-20
5.000000
Government Agency Debt
383625.00
76049.31
GNMA
2033-04-20
4.700000
Government Agency Debt
140940.00
76678.43
GNMA
2033-05-15
5.000000
Government Agency Debt
463725.00
103976.78
GNMA
2033-05-15
5.500000
Government Agency Debt
699860.00
120741.90
GNMA
2033-07-15
4.500000
Government Agency Debt
250000.00
103863.20
GNMA
2033-07-15
5.000000
Government Agency Debt
600060.00
114979.30
GNMA
2033-08-15
4.500000
Government Agency Debt
392231.00
116599.60
GNMA
2033-08-15
4.500000
Government Agency Debt
131548.00
71191.18
GNMA
2033-08-15
4.500000
Government Agency Debt
262495.00
70017.48
GNMA
2033-08-15
4.750000
Government Agency Debt
586093.00
97909.98
GNMA
2033-08-15
5.000000
Government Agency Debt
449629.00
108863.52
GNMA
2033-08-15
5.000000
Government Agency Debt
109570.00
22689.51
GNMA
2033-09-15
4.500000
Government Agency Debt
272000.00
81962.27
GNMA
2033-09-15
5.000000
Government Agency Debt
476206.00
120099.83
GNMA
2033-09-20
5.000000
Government Agency Debt
361464.00
101686.34
GNMA
2033-10-15
4.500000
Government Agency Debt
277167.00
105999.29
GNMA
2033-10-15
4.500000
Government Agency Debt
247000.00
67850.51
GNMA
2033-10-15
5.000000
Government Agency Debt
425019.00
128171.88
GNMA
2033-10-15
5.500000
Government Agency Debt
662703.00
134429.11
GNMA
2033-11-15
4.500000
Government Agency Debt
217000.00
76912.72
GNMA
2033-11-15
5.000000
Government Agency Debt
226200.00
99932.20
GNMA
2034-03-20
5.000000
Government Agency Debt
321417.00
83172.73
GNMA
2034-05-15
4.500000
Government Agency Debt
371109.00
106708.31
GNMA
2034-06-15
4.500000
Government Agency Debt
323391.00
103789.00
GNMA
2034-06-15
4.500000
Government Agency Debt
203200.00
80750.42
GNMA
2034-06-15
4.500000
Government Agency Debt
277366.00
72654.83
GNMA
2034-07-15
4.900000
Government Agency Debt
590378.00
76921.33
GNMA
2034-08-20
6.500000
Government Agency Debt
475000.00
68861.88
GNMA
2035-01-15
5.000000
Government Agency Debt
374459.00
131312.71
GNMA
2035-02-15
4.500000
Government Agency Debt
200000.00
65794.35
GNMA
2035-02-15
5.500000
Government Agency Debt
559063.00
125346.82
GNMA
2035-05-20
5.000000
Government Agency Debt
273000.00
93721.09
GNMA
2035-06-20
5.000000
Government Agency Debt
361560.00
124234.03
GNMA
2035-08-15
4.500000
Government Agency Debt
276539.00
83241.75
GNMA
2035-08-15
4.500000
Government Agency Debt
250000.00
73344.01
GNMA
2035-08-15
4.500000
Government Agency Debt
105950.00
67984.53
GNMA
2035-09-15
4.500000
Government Agency Debt
305473.00
124617.24
GNMA
2035-11-15
4.500000
Government Agency Debt
200282.00
95761.06
GNMA
2035-11-15
5.500000
Government Agency Debt
250583.00
116001.08
GNMA
2036-01-15
4.500000
Government Agency Debt
205865.00
69776.24
GNMA
2036-02-15
4.500000
Government Agency Debt
141924.00
102514.10
GNMA
2036-03-15
4.500000
Government Agency Debt
240306.00
115945.68
GNMA
2036-07-20
6.000000
Government Agency Debt
427731.00
98249.27
GNMA
2036-09-15
6.000000
Government Agency Debt
100000.00
66187.02
GNMA
2036-10-15
7.500000
Government Agency Debt
1000000.00
116480.28
GNMA
2037-03-20
7.000000
Government Agency Debt
91314.00
107882.04
GNMA
2037-06-15
5.200000
Government Agency Debt
196273.00
120931.82
GNMA
2037-06-15
5.200000
Government Agency Debt
96530.00
95197.06
GNMA
2037-06-15
6.000000
Government Agency Debt
221017.00
83828.44
GNMA
2037-07-15
5.200000
Government Agency Debt
200095.00
47330.60
GNMA
2037-07-15
5.500000
Government Agency Debt
185356.00
127485.25
GNMA
2037-08-20
6.500000
Government Agency Debt
500000.00
108294.18
GNMA
2037-10-20
6.000000
Government Agency Debt
408000.00
94026.45
GNMA
2037-12-15
6.500000
Government Agency Debt
337625.00
68406.70
GNMA
2038-01-15
6.500000
Government Agency Debt
354928.00
87397.52
GNMA
2038-03-15
4.500000
Government Agency Debt
195000.00
112262.18
GNMA
2038-03-15
4.500000
Government Agency Debt
280836.00
94525.37
GNMA
2038-04-15
4.500000
Government Agency Debt
251730.00
98800.30
GNMA
2038-05-15
4.500000
Government Agency Debt
250000.00
97522.52
GNMA
2038-06-15
5.000000
Government Agency Debt
135122.00
134204.39
GNMA
2038-06-15
6.500000
Government Agency Debt
597027.00
106344.60
GNMA
2038-06-15
6.500000
Government Agency Debt
500898.00
100573.46
GNMA
2038-07-15
6.500000
Government Agency Debt
552000.00
90200.32
GNMA
2038-07-20
4.500000
Government Agency Debt
150000.00
99398.64
GNMA
2038-11-15
5.500000
Government Agency Debt
268970.00
99399.84
GNMA
2038-12-15
5.500000
Government Agency Debt
413587.00
121769.26
GNMA
2038-12-15
5.500000
Government Agency Debt
270719.00
95043.11
GNMA
2038-12-15
6.500000
Government Agency Debt
535067.00
99396.66
GNMA
2039-01-15
4.500000
Government Agency Debt
125000.00
77214.64
GNMA
2039-01-15
6.500000
Government Agency Debt
317621.00
70291.84
GNMA
2039-01-15
7.000000
Government Agency Debt
111107.00
91669.21
GNMA
2039-02-20
4.000000
Government Agency Debt
125000.00
109926.40
GNMA
2039-03-15
4.500000
Government Agency Debt
178798.00
124027.19
GNMA
2039-03-15
4.500000
Government Agency Debt
169347.00
122670.07
GNMA
2039-03-15
4.500000
Government Agency Debt
199250.00
120996.76
GNMA
2039-03-15
4.500000
Government Agency Debt
208764.00
107539.30
GNMA
2039-03-15
4.500000
Government Agency Debt
100000.00
82437.24
GNMA
2039-03-20
6.000000
Government Agency Debt
303636.00
102529.85
GNMA
2039-04-15
5.000000
Government Agency Debt
141129.00
118602.17
GNMA
2039-04-15
5.500000
Government Agency Debt
145366.00
92151.37
GNMA
2039-05-15
4.500000
Government Agency Debt
156431.00
125306.24
GNMA
2039-05-15
4.500000
Government Agency Debt
156000.00
97928.31
GNMA
2039-05-15
4.500000
Government Agency Debt
112122.00
90659.85
GNMA
2039-05-15
4.500000
Government Agency Debt
167000.00
90633.75
GNMA
2039-05-15
4.500000
Government Agency Debt
115324.00
82219.22
GNMA
2039-05-15
5.000000
Government Agency Debt
151499.00
129537.09
GNMA
2039-05-15
5.000000
Government Agency Debt
109386.00
97120.65
GNMA
2039-05-15
5.000000
Government Agency Debt
113964.00
96971.52
GNMA
2039-06-15
4.500000
Government Agency Debt
153000.00
112366.29
GNMA
2039-06-15
4.500000
Government Agency Debt
167746.00
104437.45
GNMA
2039-06-15
4.500000
Government Agency Debt
85000.00
80598.37
GNMA
2039-06-15
6.000000
Government Agency Debt
222570.00
106477.37
GNMA
2039-06-15
6.000000
Government Agency Debt
75000.00
69248.33
GNMA
2039-06-20
6.000000
Government Agency Debt
250000.00
85058.33
GNMA
2039-07-15
4.500000
Government Agency Debt
165000.00
132855.04
GNMA
2039-07-15
4.500000
Government Agency Debt
150000.00
118079.22
GNMA
2039-07-15
4.500000
Government Agency Debt
153091.00
114600.11
GNMA
2039-07-15
4.500000
Government Agency Debt
131740.00
111816.22
GNMA
2039-07-15
4.500000
Government Agency Debt
90000.00
66177.12
GNMA
2039-08-15
5.000000
Government Agency Debt
100006.00
82355.40
GNMA
2039-08-15
6.000000
Government Agency Debt
139336.00
99497.19
GNMA
2039-09-15
4.500000
Government Agency Debt
129665.00
111883.47
GNMA
2039-09-15
4.500000
Government Agency Debt
92857.00
71002.03
GNMA
2039-09-15
4.500000
Government Agency Debt
75000.00
67692.31
GNMA
2039-09-15
5.000000
Government Agency Debt
122000.00
125181.90
GNMA
2039-09-15
5.000000
Government Agency Debt
82422.00
84052.61
GNMA
2039-09-20
6.500000
Government Agency Debt
225946.00
101531.28
GNMA
2039-10-15
4.500000
Government Agency Debt
200000.00
109333.72
GNMA
2039-10-15
4.500000
Government Agency Debt
98000.00
91888.00
GNMA
2039-10-15
5.000000
Government Agency Debt
158871.00
84749.90
GNMA
2039-10-15
6.000000
Government Agency Debt
174560.00
69599.76
GNMA
2039-11-15
4.500000
Government Agency Debt
111247.00
91370.88
GNMA
2039-11-15
4.500000
Government Agency Debt
102057.00
74678.94
GNMA
2039-12-15
5.000000
Government Agency Debt
174558.00
131600.76
GNMA
2039-12-15
6.000000
Government Agency Debt
349503.00
117949.22
GNMA
2039-12-15
6.000000
Government Agency Debt
125371.00
95848.57
GNMA
2039-12-20
4.500000
Government Agency Debt
141000.00
123248.14
GNMA
2040-01-15
4.000000
Government Agency Debt
106850.00
106164.19
GNMA
2040-01-15
4.500000
Government Agency Debt
147676.00
123470.14
GNMA
2040-01-15
4.500000
Government Agency Debt
150000.00
111425.68
GNMA
2040-01-15
5.000000
Government Agency Debt
162137.00
103304.61
GNMA
2040-02-15
4.500000
Government Agency Debt
300746.00
126044.08
GNMA
2040-02-15
4.500000
Government Agency Debt
80817.00
68623.73
GNMA
2040-02-20
4.000000
Government Agency Debt
75495.00
71832.73
GNMA
2040-03-15
4.500000
Government Agency Debt
208660.00
98245.45
GNMA
2040-03-15
4.500000
Government Agency Debt
75435.00
71856.00
GNMA
2040-03-15
4.500000
Government Agency Debt
82225.00
68294.37
GNMA
2040-03-20
6.500000
Government Agency Debt
266171.00
125963.01
GNMA
2040-04-15
4.000000
Government Agency Debt
122601.00
125780.29
GNMA
2040-04-15
4.500000
Government Agency Debt
393345.00
116902.92
GNMA
2040-04-15
4.500000
Government Agency Debt
98772.00
96874.91
GNMA
2040-04-15
4.500000
Government Agency Debt
100757.00
96683.78
GNMA
2040-04-15
4.500000
Government Agency Debt
99512.00
84027.98
GNMA
2040-04-15
4.500000
Government Agency Debt
90406.00
83928.74
GNMA
2040-04-15
4.500000
Government Agency Debt
162880.00
82653.20
GNMA
2040-04-15
4.500000
Government Agency Debt
86521.00
78442.07
GNMA
2040-04-15
6.000000
Government Agency Debt
163451.00
100267.56
GNMA
2040-05-15
4.500000
Government Agency Debt
260176.00
131461.30
GNMA
2040-05-15
4.500000
Government Agency Debt
116677.00
124775.86
GNMA
2040-05-15
4.500000
Government Agency Debt
130346.00
109886.63
GNMA
2040-05-15
4.500000
Government Agency Debt
110140.00
106752.73
GNMA
2040-05-15
4.500000
Government Agency Debt
99961.00
75843.23
GNMA
2040-05-15
4.500000
Government Agency Debt
298987.00
75554.99
GNMA
2040-06-15
4.500000
Government Agency Debt
111961.00
87720.82
GNMA
2040-06-15
4.500000
Government Agency Debt
72145.00
76541.53
GNMA
2040-07-15
4.500000
Government Agency Debt
212137.00
104664.96
GNMA
2040-07-15
4.500000
Government Agency Debt
103473.00
88240.76
GNMA
2040-08-15
4.500000
Government Agency Debt
90174.00
97732.62
GNMA
2040-08-15
4.500000
Government Agency Debt
65000.00
68380.53
GNMA
2040-08-15
5.000000
Government Agency Debt
100970.00
68019.93
GNMA
2040-08-15
5.500000
Government Agency Debt
200000.00
129177.37
GNMA
2040-09-15
4.500000
Government Agency Debt
105191.00
114012.88
GNMA
2040-09-15
4.500000
Government Agency Debt
112464.00
105737.27
GNMA
2040-09-15
4.500000
Government Agency Debt
145000.00
105208.57
GNMA
2040-09-15
4.500000
Government Agency Debt
169320.00
76892.98
GNMA
2040-09-20
6.000000
Government Agency Debt
206920.00
122985.44
GNMA
2040-10-15
4.000000
Government Agency Debt
74000.00
74409.60
GNMA
2040-10-15
4.500000
Government Agency Debt
184452.00
127789.95
GNMA
2040-10-15
4.500000
Government Agency Debt
120836.00
108952.43
GNMA
2040-10-15
4.500000
Government Agency Debt
100000.00
103927.32
GNMA
2040-10-15
4.500000
Government Agency Debt
100245.00
95566.52
GNMA
2040-12-15
4.000000
Government Agency Debt
110962.00
119925.09
GNMA
2040-12-15
4.000000
Government Agency Debt
91216.00
93552.79
GNMA
2040-12-15
4.500000
Government Agency Debt
500000.00
119210.94
GNMA
2040-12-15
4.500000
Government Agency Debt
166807.00
82935.75
GNMA
2040-12-20
5.500000
Government Agency Debt
170147.00
123372.98
GNMA
2041-01-15
4.000000
Government Agency Debt
70244.00
75995.04
GNMA
2041-01-15
4.500000
Government Agency Debt
117783.00
91094.75
GNMA
2041-01-20
3.500000
Government Agency Debt
90000.00
88129.48
GNMA
2041-01-20
5.000000
Government Agency Debt
79556.00
74462.49
GNMA
2041-02-15
3.500000
Government Agency Debt
91000.00
90160.20
GNMA
2041-02-15
4.000000
Government Agency Debt
67496.00
73251.71
GNMA
2041-02-15
5.000000
Government Agency Debt
160182.00
118181.33
GNMA
2041-03-15
4.500000
Government Agency Debt
61953.00
67143.66
GNMA
2041-03-15
5.000000
Government Agency Debt
106161.00
118585.89
GNMA
2041-04-15
4.500000
Government Agency Debt
108941.00
84376.08
GNMA
2041-05-15
4.000000
Government Agency Debt
72808.00
67426.49
GNMA
2041-05-20
6.000000
Government Agency Debt
130770.00
109294.24
GNMA
2041-06-15
4.500000
Government Agency Debt
112175.00
119266.63
GNMA
2041-06-15
4.500000
Government Agency Debt
100128.00
102793.82
GNMA
2041-07-15
4.000000
Government Agency Debt
197547.00
132175.43
GNMA
2041-07-15
4.500000
Government Agency Debt
145220.00
113073.50
GNMA
2041-07-15
4.500000
Government Agency Debt
114185.00
88084.28
GNMA
2041-07-15
4.500000
Government Agency Debt
100354.00
76892.78
GNMA
2041-09-15
4.000000
Government Agency Debt
114149.00
123965.39
GNMA
2041-09-15
4.000000
Government Agency Debt
64554.00
69294.38
GNMA
2041-09-15
4.500000
Government Agency Debt
110663.00
120740.35
GNMA
2041-09-15
4.500000
Government Agency Debt
82559.00
90082.14
GNMA
2041-10-15
4.500000
Government Agency Debt
103148.00
112971.94
GNMA
2042-03-15
3.000000
Government Agency Debt
89865.00
93185.28
GNMA
2042-04-15
3.000000
Government Agency Debt
118420.00
123010.30
GNMA
2042-04-15
3.500000
Government Agency Debt
82114.00
87724.06
GNMA
2042-05-15
4.000000
Government Agency Debt
78520.00
86101.21
GNMA
2052-02-15
5.300000
Government Agency Debt
98470.00
114262.49
GNMA
2052-03-15
4.630000
Government Agency Debt
92731.00
103102.72
GNMA
2052-07-15
5.125000
Government Agency Debt
106072.00
122191.53
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
25000000.00
25000000.00
0.0194
N
25000000.00
25000000.00
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
1999486.66
0.0016
N
1999480.00
1999480.00
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
6000720.00
6000720.00
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
1000180.00
1000180.00
CAFCO, LLC
CAFCO, LLC 0.330000%
12476EF79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4999725.00
0.0039
N
4999850.00
4999850.00
CAFCO, LLC
CAFCO, LLC 0.370000%
12476EFL8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5998828.34
0.0047
N
5999460.00
5999460.00
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
999334.17
0.0008
N
999720.00
999720.00
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
2997790.00
0.0023
N
2999070.00
2999070.00
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
0.0085
N
11017380.00
11017380.00
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
0.0023
N
3000000.00
3000000.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YGQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
3000000.00
3000000.00
0.0023
N
2999940.00
2999940.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.350000%
13738JFL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
6000000.00
5998891.66
0.0047
N
5999220.00
5999220.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
13738JFR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-25
2012-06-25
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999466.66
0.0016
N
1999666.60
1999666.60
Catholic Health Initiatives
Taxable CP Notes Series A 0.180000%
1491M0MF9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
2000000.00
2000000.00
0.0016
N
1999020.00
1999020.00
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
999968.33
0.0008
N
999980.00
999980.00
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
3999667.78
0.0031
N
3999840.00
3999840.00
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
0.0062
N
8000560.00
8000560.00
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
0.0062
N
8000640.00
8000640.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
7000000.00
7000000.00
0.0054
N
7000000.00
7000000.00
Ciesco, LLC
Ciesco, LLC 0.370000%
17178BFK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999445.00
0.0023
N
2999760.00
2999760.00
Ciesco, LLC
Ciesco, LLC 0.350000%
17178BFS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-26
2012-06-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999270.83
0.0023
N
2999640.00
2999640.00
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
999249.17
0.0008
N
999690.00
999690.00
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
1998166.67
0.0016
N
1999220.00
1999220.00
Citibank, NA
Citibank, NA 0.370000%
1730D23D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
11000000.00
11000000.00
0.0085
N
11000000.00
11000000.00
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
0.0054
N
7001820.00
7001820.00
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
3999020.00
0.0031
N
3999840.00
3999840.00
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
4999125.00
0.0039
N
4999450.00
4999450.00
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
2999430.00
0.0023
N
2999610.00
2999610.00
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
7998400.00
0.0062
N
7998960.00
7998960.00
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
4998800.00
0.0039
N
4999100.00
4999100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
1000000.00
999527.50
0.0008
N
999530.00
999530.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
3000000.00
2998530.00
0.0023
N
2998500.00
2998500.00
CRC Funding, LLC
CRC Funding, LLC 0.370000%
12622UFM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4998972.22
0.0039
N
4999400.00
4999400.00
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
9993483.33
0.0078
N
9996000.00
9996000.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DPT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
19000000.00
19000000.00
0.0147
N
18999050.00
18999050.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
22799D001_0.2000_M120601_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-04-15
5.000000
Government Agency Debt
1975000.00
1333882.78
Freddie Mac
2041-06-15
4.500000
Government Agency Debt
14044400.00
13389387.90
Freddie Mac
2042-05-20
4.000000
Government Agency Debt
14095167.00
15181424.36
Freddie Mac
2052-06-15
5.180000
Government Agency Debt
14054432.00
16141489.54
GNMA
2039-06-20
5.000000
Government Agency Debt
5565000.00
3905877.16
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
48972433.00
48972433.00
0.0380
N
48972433.00
48972433.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
992JYD004_0.1800_M120601_2MN2
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2041-04-20
5.000000
Government Agency Debt
29505000.00
25500647.80
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
25000000.00
25000000.00
0.0194
N
25000000.00
25000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0HA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Cash
Canadian Imperial Bank of Commerce
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
2000000.00
1997666.66
0.0016
N
1998760.00
1998760.00
Deutsche Bank AG
Deutsche Bank AG 0.430000%
25154UC93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
15000000.00
15000000.00
0.0116
N
15001950.00
15001950.00
Deutsche Bank AG
Deutsche Bank AG 0.220000%
25154UH64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
N
22000000.00
22000000.00
0.0171
N
22000220.00
22000220.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
21599B009_0.2200_M120601_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-03-25
3.000000
Government Agency Debt
10252815.00
10752424.42
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
79821894.00
71039131.95
Fannie Mae
2041-09-25
3.000000
Government Agency Debt
6382339.00
6608443.88
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
N
N
N
85000000.00
85000000.00
0.0660
N
85000000.00
85000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120607_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
10780638.00
5202010.57
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
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 0.210000%
99ETSZ007_0.2100_M120607_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-11-01
4.500000
Government Agency Debt
70758449.00
31264473.78
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
30000000.00
30000000.00
0.0233
N
30000000.00
30000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120607_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.143000
Government Agency Debt
62909.00
18387.46
Fannie Mae
2039-01-01
5.000000
Government Agency Debt
28377.00
10710.43
Fannie Mae
2040-08-01
4.000000
Government Agency Debt
14488.00
12300.82
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
1000.00
864.22
Fannie Mae
2041-07-01
4.500000
Government Agency Debt
1091.00
885.10
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
10673.00
11384.77
Fannie Mae
2042-05-25
7.000000
Government Agency Debt
184562.00
213120.82
GNMA
2037-03-20
4.000000
Government Agency Debt
5447306.00
4973056.23
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
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 0.260000%
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
6000420.00
6000420.00
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
5000450.00
5000450.00
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
2012-06-07
2012-06-07
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
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
2749899.16
0.0021
N
2749991.75
2749991.75
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
9999847.22
0.0078
N
9999990.00
9999990.00
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
24999538.19
0.0194
N
24999950.00
24999950.00
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
4999795.83
0.0039
N
4999980.00
4999980.00
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
2999871.67
0.0023
N
2999988.00
2999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.105000%
313384YH6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
6000000.00
5999685.00
0.0047
N
5999970.00
5999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384YJ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
N
3000000.00
2999857.50
0.0023
N
2999985.00
2999985.00
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
1999792.22
0.0016
N
1999944.00
1999944.00
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
5999200.00
0.0047
N
5999802.00
5999802.00
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
3999488.89
0.0031
N
3999868.00
3999868.00
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
1999743.34
0.0016
N
1999930.00
1999930.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384ZX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
5000000.00
4999222.22
0.0039
N
4999765.00
4999765.00
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
15000000.00
0.0116
N
15000000.00
15000000.00
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
1999980.00
0.0016
N
1999998.00
1999998.00
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
999900.00
0.0008
N
999967.00
999967.00
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
1999760.00
0.0016
N
1999910.00
1999910.00
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
0.0194
N
25038275.00
25038275.00
Freddie Mac
Freddie Mac 5.125000%
3134A4QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-15
2012-07-15
N
N
N
2000000.00
2011993.60
0.0016
N
2012466.00
2012466.00
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
5998250.00
0.0047
N
5999340.00
5999340.00
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
999416.67
0.0008
N
999660.00
999660.00
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
3996906.67
0.0031
N
3997800.00
3997800.00
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
10986182.78
0.0085
N
10988780.00
10988780.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
6000000.00
5991573.33
0.0047
N
5991720.00
5991720.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
1500000.00
1497880.00
0.0012
N
1497915.00
1497915.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HLE5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
1000000.00
998524.44
0.0008
N
998500.00
998500.00
General Electric Co
General Electric Co 0.150000%
36960LFE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
N
5000000.00
4999729.17
0.0039
N
4999800.00
4999800.00
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
14998875.00
0.0116
N
14999250.00
14999250.00
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
3999566.67
0.0031
N
3999720.00
3999720.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120604_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-08-01
4.500000
Government Agency Debt
15106156.00
15750000.92
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
N
15000000.00
15000000.00
0.0116
N
14999850.00
14999850.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M120913_2MN2
0000769993
Other Repurchase Agreement
N
ALTRIA GROUP INC COM
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
149981.68
CITIGROUP INC COM NEW
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
149994.00
United States Treasury Department
2013-07-15
1.875000
Treasury Debt
2019700.00
2623035.91
VISA INC COM CL A
2012-05-31
N/A
Other Instrument
common stock or ETF
0.00
149917.24
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
3000000.00
3000000.00
0.0023
Repurchase agreement collateralized by common stock and ETFs.
Y
3000000.00
3000000.00
Gotham Funding Corp
Gotham Funding Corp 0.190000%
38346LF68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-06
2012-06-06
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
3000000.00
2999920.83
0.0023
N
2999880.00
2999880.00
Govco, LLC
Govco, LLC 0.350000%
38362VFE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-14
2012-06-14
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999747.22
0.0016
N
1999820.00
1999820.00
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
999690.00
0.0008
N
999870.00
999870.00
Govco, LLC
Govco, LLC 0.370000%
38362VFM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-21
2012-06-21
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8998150.00
0.0070
N
8998740.00
8998740.00
Govco, LLC
Govco, LLC 0.380000%
38362VG23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999345.55
0.0016
N
1999560.00
1999560.00
Govco, LLC
Govco, LLC 0.440000%
38362VG56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
15000000.00
14993766.67
0.0116
N
14996400.00
14996400.00
ING Bank NV
ING Bank NV 0.460000%
972ERF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
10000000.00
10000000.00
0.0078
N
9999800.00
9999800.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0J78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
1000000.00
999346.67
0.0008
N
999350.00
999350.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0K27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
6000000.00
5994465.00
0.0047
N
5994780.00
5994780.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.359800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-06-21
2013-06-21
N
N
N
38000000.00
38000000.00
0.0295
N
38029032.00
38029032.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.190000%
4820P2FL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-20
2012-06-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999699.16
0.0023
N
2999610.00
2999610.00
Labcon North America
Taxable Demand Bonds Series 2010 0.650000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2125000.00
2125000.00
0.0016
N
2125000.00
2125000.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LFC3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999798.33
0.0023
N
2999760.00
2999760.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LFJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999792.22
0.0016
N
1999760.00
1999760.00
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
3000000.00
0.0023
N
3000000.00
3000000.00
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
999966.67
0.0008
N
999970.00
999970.00
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
1999766.67
0.0016
N
1999820.00
1999820.00
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
999877.50
0.0008
N
999900.00
999900.00
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
2999562.50
0.0023
N
2999640.00
2999640.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999552.77
0.0008
N
999580.00
999580.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999488.89
0.0008
N
999510.00
999510.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5044000.00
5041389.73
0.0039
N
5041528.44
5041528.44
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
6000120.00
6000120.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.180000%
60681P5U4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-18
2012-06-18
N
N
N
2000000.00
2000000.00
0.0016
N
1999980.00
1999980.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
63253TNZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
3000000.00
3000000.00
0.0023
N
2999730.00
2999730.00
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
0.0070
N
9002520.00
9002520.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
Y
National Australia Bank Ltd
N/A
N/A
N
8000000.00
7997022.22
0.0062
N
7997920.00
7997920.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
Y
National Australia Bank Ltd
N/A
N/A
N
2000000.00
1999244.45
0.0016
N
1999460.00
1999460.00
Nationwide Building Society
Nationwide Building Society 0.630000%
6385E0J46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
5000000.00
4991687.50
0.0039
N
4993450.00
4993450.00
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
999872.50
0.0008
N
999890.00
999890.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HN2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
Y
Nordea Bank AB
N/A
N/A
N
4000000.00
3997357.78
0.0031
N
3997560.00
3997560.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
Y
Nordea Bank AB
N/A
N/A
N
9000000.00
8993910.00
0.0070
N
8994330.00
8994330.00
NRW.BANK
NRW.BANK 0.290000%
62939LHT9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
9000000.00
8993692.50
0.0070
N
8993430.00
8993430.00
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
12996461.11
0.0101
N
12998180.00
12998180.00
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
0.0093
N
12001320.00
12001320.00
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
0.0085
N
10999560.00
10999560.00
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
4990972.22
0.0039
N
4992900.00
4992900.00
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
2999862.50
0.0023
N
2999910.00
2999910.00
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
4000680.00
4000680.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.480000%
83051AZ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
5000000.00
5000000.00
0.0039
N
4999450.00
4999450.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2GR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9995500.00
0.0078
N
9996100.00
9996100.00
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
0.0070
N
9000090.00
9000090.00
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
2999810.00
0.0023
N
2999820.00
2999820.00
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
1999846.67
0.0016
N
1999880.00
1999880.00
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
5999070.00
0.0047
N
5999220.00
5999220.00
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
5999320.00
0.0047
N
5999460.00
5999460.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JS32
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9996600.00
0.0078
N
9996400.00
9996400.00
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
2999835.00
0.0023
N
2999880.00
2999880.00
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
13997830.00
0.0109
N
13998180.00
13998180.00
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
5998530.00
0.0047
N
5998500.00
5998500.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K5X8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11994780.00
0.0093
N
11994480.00
11994480.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.230000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-01
2012-07-05
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
4000000.00
4000000.00
0.0031
N
4001040.00
4001040.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.170000%
86562WZT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-19
2012-06-19
N
N
N
5000000.00
5000000.00
0.0039
N
4999950.00
4999950.00
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
1000060.00
1000060.00
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
1000070.00
1000070.00
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
0.0062
N
8000560.00
8000560.00
Swedbank AB
Swedbank AB 0.440000%
87019QKD9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
4000000.00
4000000.00
0.0031
N
3999720.00
3999720.00
Texas
TRAN Series 2011A 0.200000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3000000.00
3000000.00
0.0023
N
3000000.00
3000000.00
Texas
TRAN Series 2011A 0.200000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
4950000.00
4950000.00
0.0038
N
4950000.00
4950000.00
Texas
TRAN Series 2011A 0.200000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
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 0.260000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
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 0.260000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-06-07
2012-06-07
Y
Texas
N/A
N/A
N
N
1875000.00
1875000.00
0.0015
N
1875000.00
1875000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.350000%
88324LFB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-11
2012-06-11
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
12000000.00
11998833.33
0.0093
N
11999160.00
11999160.00
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
9999652.78
0.0078
N
9999600.00
9999600.00
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
11000000.00
0.0085
N
11000000.00
11000000.00
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
1000040.00
1000040.00
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
0.0085
N
11000330.00
11000330.00
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
1000040.00
1000040.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112XWJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-05
2012-06-05
N
N
N
28000000.00
28000000.00
0.0217
N
28000000.00
28000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.150000%
89112XWX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
N
1000000.00
1000000.00
0.0008
N
1000010.00
1000010.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112XXP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
2000000.00
2000000.00
0.0016
N
2000100.00
2000100.00
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
5448145.49
0.0042
N
5448855.50
5448855.50
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
10000000.00
9979100.00
0.0077
N
9984000.00
9984000.00
UBS Securities LLC
UBS Securities LLC 0.180000%
936991009_0.1800_M120601_2MN2
0001070766
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-10-01
4.000000
Government Agency Debt
5369620.00
5100000.20
First Tier Security
N/A
N/A
2012-06-01
2012-06-01
Y
UBS Securities LLC
N/A
N/A
N
N
5000000.00
5000000.00
0.0039
N
5000000.00
5000000.00
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
1000180.00
1000180.00
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
0.0023
N
3000720.00
3000720.00
Univ of California
CP Series B 0.180000%
91411SGJ3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
3000000.00
2999295.00
0.0023
N
2999280.00
2999280.00
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
6997900.00
0.0054
N
6997270.00
6997270.00
Victory Receivables Corp
Victory Receivables Corp 0.200000%
92646KFC1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-12
2012-06-12
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
6000000.00
5999633.33
0.0047
N
5999520.00
5999520.00
Westpac Banking Corp
Westpac Banking Corp 0.328800%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-06-06
2012-07-03
N
N
N
7000000.00
7000000.00
0.0054
N
6999440.00
6999440.00
Westpac Banking Corp
Westpac Banking Corp 0.428800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-07
2013-02-07
N
N
N
8000000.00
8000000.00
0.0062
N
8000000.00
8000000.00
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
41244.12
41244.12
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
20606.03
20606.03
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
20599.40
20599.40
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
20597.96
20597.96
Windmill Funding Corp
Windmill Funding Corp 0.300000%
97342GF44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-06-04
2012-06-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6999825.00
0.0054
N
6999860.00
6999860.00