0001145549-11-011674.txt : 20111229
0001145549-11-011674.hdr.sgml : 20111229
20111107140816
ACCESSION NUMBER: 0001145549-11-011674
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111031
FILED AS OF DATE: 20111107
DATE AS OF CHANGE: 20111107
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: 111184010
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
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2011-10-31
0000857156
S000004509
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
32
49
892086095.66
162148.39
33329.35
892214914.70
0.0021
1.0000
2011-10-31
1.0000
2011-10-31
C000012386
1.00
892214914.70
1.00
-4087010.33
46558149.21
50645159.54
0.0001
1.0000
2011-10-31
1.0000
2011-10-31
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KYE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999729.16
0.0034
N
2999790.00
2999790.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.240000%
03221KYH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999893.33
0.0011
N
999910.00
999910.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KYV8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999416.67
0.0034
N
2999520.00
2999520.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
8000000.00
7997977.78
0.0090
N
7999200.00
7999200.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05253CZG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
6000000.00
5998125.00
0.0067
N
5999280.00
5999280.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEF6
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
6000000.00
6000000.00
0.0067
N
5999820.00
5999820.00
Bank of America, NA
Bank of America, NA 0.240000%
06052WEQ2
Other Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFW8
Other Note
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
15000000.00
15000000.00
0.0168
N
15000000.00
15000000.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WGB3
Other Note
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
10000000.00
10000000.00
0.0112
N
10000000.00
10000000.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WMW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
4000000.00
4000000.00
0.0045
N
4000440.00
4000440.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D2F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
4000000.00
4000000.00
0.0045
N
4000320.00
4000320.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
5000000.00
5000000.00
0.0056
N
4998550.00
4998550.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EDB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
4000000.00
4000000.00
0.0045
N
4000040.00
4000040.00
Bank of Nova Scotia
Bank of Nova Scotia 0.295000%
06417EFA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
3000000.00
3000000.00
0.0034
N
3000000.00
3000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EKP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
1000000.00
1000000.00
0.0011
N
999780.00
999780.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
8000000.00
8000000.00
0.0090
N
7998080.00
7998080.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.150000%
06538DZ44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
6000000.00
6000000.00
0.0067
N
6000000.00
6000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M111107_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-03-01
3.784000
Government Agency Debt
12318525.00
4160000.13
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
4000000.00
4000000.00
0.0045
N
3999960.00
3999960.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M111107_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-06-01
2.413000
Government Agency Debt
3753267.00
2685842.62
Fannie Mae
2039-12-01
3.522000
Government Agency Debt
49854782.00
29127712.58
Fannie Mae
2041-08-01
3.131000
Government Agency Debt
1422961.00
1466445.46
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
32000000.00
32000000.00
0.0359
N
32000000.00
32000000.00
Barton Capital, LLC
Barton Capital, LLC 0.450000%
06945MY18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
2000000.00
2000000.00
0.0022
N
1999993.80
1999993.80
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.120000%
0554M3YN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
Y
BHP Billiton Ltd
N/A
N/A
N
4000000.00
3999720.00
0.0045
N
3999520.00
3999520.00
BNP Paribas
BNP Paribas 0.540000%
05572NCN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
7000000.00
7000000.00
0.0078
N
7000000.00
7000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.120000%
987WVU007_0.1200_M111101_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-11-01
4.026000
Government Agency Debt
705733.00
472194.10
Fannie Mae
2040-11-01
3.191000
Government Agency Debt
8647235.00
8199418.01
Fannie Mae
2041-06-01
2.458000
Government Agency Debt
6752318.00
6778388.36
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
15000000.00
15000000.00
0.0168
N
15000000.00
15000000.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
5000000.00
5000000.00
0.0056
N
4997750.00
4997750.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2997855.83
0.0034
N
2998980.00
2998980.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2996933.33
0.0034
N
2998830.00
2998830.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1997963.33
0.0022
N
1999200.00
1999200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.320700%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2012-07-09
N
N
N
1000000.00
1000000.00
0.0011
N
1000200.00
1000200.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295800%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-12-28
N
N
N
10000000.00
10000000.00
0.0112
N
9999700.00
9999700.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.289400%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2012-01-03
N
N
N
2000000.00
2000000.00
0.0022
N
1999920.00
1999920.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Y19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
7000000.00
7000000.00
0.0078
N
7000000.00
7000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999535.00
0.0022
N
1999640.00
1999640.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6997048.33
0.0078
N
6997760.00
6997760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4997433.33
0.0056
N
4997550.00
4997550.00
Chariot Funding, LLC
Chariot Funding, LLC 0.140000%
15963UY75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999976.67
0.0011
N
999980.00
999980.00
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
1000000.00
1000000.00
0.0011
N
1000020.00
1000020.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998673.89
0.0022
N
1999380.00
1999380.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BB12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4994888.89
0.0056
N
4998050.00
4998050.00
Citibank, NA
Citibank, NA 0.240000%
1730D2K50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
3000000.00
3000000.00
0.0034
N
3000180.00
3000180.00
Citibank, NA
Citibank, NA 0.230000%
1730D2L75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
1000000.00
1000000.00
0.0011
N
1000060.00
1000060.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.312800%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2012-05-18
N
N
N
13000000.00
13000000.00
0.0146
N
13002275.00
13002275.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272EZG6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
4000000.00
3998600.00
0.0045
N
3998960.00
3998960.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998656.66
0.0022
N
1998560.00
1998560.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3995911.11
0.0045
N
3996320.00
3996320.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622VYE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5999436.67
0.0067
N
5999580.00
5999580.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550C6U0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
1000000.00
1000000.00
0.0011
N
999990.00
999990.00
Credit Suisse AG
Credit Suisse AG 0.309400%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-12-01
N
N
N
10000000.00
10000000.00
0.0112
N
9999900.00
9999900.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.100000%
22799D001_0.1000_M111101_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-10-20
4.500000
Government Agency Debt
32460000.00
35139853.19
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
34446179.00
34446179.00
0.0386
N
34446179.00
34446179.00
Danaher Corp
Danaher Corp 0.120000%
23585MYM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
N
3000000.00
2999800.00
0.0034
N
2999640.00
2999640.00
Danske Corp
Danske Corp 0.290000%
2363F7Y28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
Y
Danske Bank A/S
N/A
N/A
N
2000000.00
1999983.89
0.0022
N
1999980.00
1999980.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154UFP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
3000000.00
3000000.00
0.0034
N
3000000.00
3000000.00
Deutsche Bank AG
Deutsche Bank AG 0.300000%
25154UFS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.120000%
21599B009_0.1200_M111101_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2021-04-25
4.500000
Government Agency Debt
8000664.00
7188300.06
Fannie Mae
2032-08-25
6.000000
Government Agency Debt
1632858.00
1676585.94
Fannie Mae
2037-11-25
4.500000
Government Agency Debt
14515893.00
14303207.90
Fannie Mae
2040-02-25
3.500000
Government Agency Debt
12030715.00
12375659.34
Fannie Mae
2041-05-25
4.500000
Government Agency Debt
5229000.00
5558233.53
Fannie Mae
2041-07-25
0.594700
Government Agency Debt
11034002.00
5698014.09
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
45000000.00
45000000.00
0.0504
N
45000000.00
45000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.080000%
991JCA005_0.0800_M111103_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2030-12-01
6.500000
Government Agency Debt
8382335.00
6247611.58
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
1000.00
920.90
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
6000000.00
6000000.00
0.0067
N
5999940.00
5999940.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M111107_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
18085.00
7450.49
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
36878232.00
21816558.06
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
25504.00
25043.45
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
102936.00
102666.69
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
21000000.00
21000000.00
0.0235
N
21000000.00
21000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
99ETSZ007_0.1800_M111107_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-10-01
6.000000
Government Agency Debt
8296.00
7639.79
Fannie Mae
2040-08-01
5.000000
Government Agency Debt
7754678.00
7299988.74
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
7000000.00
7000000.00
0.0078
N
7000000.00
7000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M111107_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-07-25
0.844700
Government Agency Debt
4720463.00
127429.57
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
6805.00
2803.46
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
13828029.00
8180435.48
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
13017.00
12781.94
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
38583.00
38482.05
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
8000000.00
8000000.00
0.0090
N
8000160.00
8000160.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
3000000.00
2999337.50
0.0034
N
2999400.00
2999400.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.230000%
30601VA50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1037000.00
1036569.35
0.0012
N
1036512.61
1036512.61
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.220000%
30601VAJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
5000000.00
4997616.66
0.0056
N
4996800.00
4996800.00
Fannie Mae
Fannie Mae 0.030000%
313588PA7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
4000000.00
3999973.33
0.0045
N
3999992.00
3999992.00
Fannie Mae
Fannie Mae 0.025000%
313588PQ2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-23
2011-11-23
N
N
N
2000000.00
1999969.44
0.0022
N
1999988.00
1999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.035000%
313384PF0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
5000000.00
4999936.81
0.0056
N
4999980.00
4999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
6000000.00
5999844.17
0.0067
N
5999970.00
5999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384QE2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
12000000.00
11999880.00
0.0134
N
11999880.00
11999880.00
Federal Home Loan Bank
Federal Home Loan Bank 0.025000%
313384QG7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
4000000.00
3999894.44
0.0045
N
3999956.00
3999956.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
11000000.00
10999587.50
0.0123
N
10999857.00
10999857.00
Freddie Mac
Freddie Mac 0.035000%
313396PA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-09
2011-11-09
N
N
N
15000000.00
14999883.33
0.0168
N
14999970.00
14999970.00
Freddie Mac
Freddie Mac 0.045000%
313396PY3
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
1957000.00
1956926.61
0.0022
N
1956984.34
1956984.34
Freddie Mac
Freddie Mac 0.035000%
313396QS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
3000000.00
2999860.00
0.0034
N
2999961.00
2999961.00
Freddie Mac
Freddie Mac 0.030000%
313396RH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
1000000.00
999947.50
0.0011
N
999983.00
999983.00
Freddie Mac
Freddie Mac 0.030000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
2000000.00
1999885.00
0.0022
N
1999962.00
1999962.00
Freddie Mac
Freddie Mac 0.291100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-11-09
N
N
N
15000000.00
15000000.00
0.0168
N
15018390.00
15018390.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
8000000.00
7995897.78
0.0090
N
7997760.00
7997760.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HAJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
12000000.00
11994280.00
0.0134
N
11995800.00
11995800.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HBT3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
2000000.00
1998033.33
0.0022
N
1998300.00
1998300.00
General Electric Co
General Electric Co 0.140000%
36960MZC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
10000000.00
9998405.55
0.0112
N
9998800.00
9998800.00
General Electric Co
General Electric Co 0.140000%
36960MZD8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
7000000.00
6998856.67
0.0078
N
6999160.00
6999160.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
992JYE002_0.5600_M111116_2MN1
0000769993
Other Repurchase Agreement
N
3M CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
567.00
BUNGE LIMITED COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199948.97
CENTERPOINT ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199998.26
COMMONWEALTH REIT COM SH B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199994.31
DIAMOND OFFSHORE DRILLING INCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199980.69
ENNIS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199985.13
EOG RES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199973.18
FOOT LOCKER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199977.60
GRACE W R & CO DEL NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199967.25
HEALTHSPRING INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199978.38
INVESTMENT TECHNOLOGY GRP NECOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199995.18
ISTAR FINL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199997.00
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199943.12
LORILLARD INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199994.45
LOWES COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199980.46
PHILIP MORRIS INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199988.76
PROGRESS ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199968.02
ROCK-TENN CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199945.44
SIMON PPTY GROUP INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199969.35
TJX COS INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199945.44
VIACOM INC NEW CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199984.95
WEYERHAEUSER CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
199982.40
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
4000000.00
4000000.00
0.0045
Repurchase agreement collateralized by common stock and ETFs.
Y
4000680.00
4000680.00
Goldman Sachs & Co
Goldman Sachs & Co 0.730000%
992JYE002_0.7300_M120202_2MN1
0000769993
Other Repurchase Agreement
N
3M CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
567.00
BUNGE LIMITED COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49940.54
CENTERPOINT ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49988.92
COMMONWEALTH REIT COM SH B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49993.68
DIAMOND OFFSHORE DRILLING INCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49943.79
ENNIS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49984.86
EOG RES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49969.50
FOOT LOCKER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49994.40
GRACE W R & CO DEL NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49981.05
HEALTHSPRING INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49953.96
INVESTMENT TECHNOLOGY GRP NECOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49989.90
ISTAR FINL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49994.00
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49985.78
LORILLARD INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49969.96
LOWES COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49984.43
PHILIP MORRIS INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49979.16
PROGRESS ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49965.79
ROCK-TENN CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49986.36
SIMON PPTY GROUP INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49959.98
TJX COS INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49986.36
VIACOM INC NEW CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49962.57
WEYERHAEUSER CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
49995.60
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
N
1000000.00
1000000.00
0.0011
Repurchase agreement collateralized by common stock and ETFs.
Y
1000000.00
1000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.760000%
992JYE002_0.7600_M120221_2MN1
0000769993
Other Repurchase Agreement
N
3M CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
648.00
BUNGE LIMITED COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299954.59
CENTERPOINT ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299997.39
COMMONWEALTH REIT COM SH B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299981.67
DIAMOND OFFSHORE DRILLING INCOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299936.78
ENNIS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299985.31
EOG RES INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299912.18
FOOT LOCKER INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299988.92
GRACE W R & CO DEL NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299972.40
HEALTHSPRING INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299994.66
INVESTMENT TECHNOLOGY GRP NECOM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299998.70
ISTAR FINL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299999.00
KINETIC CONCEPTS INC COM NEW
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299983.06
LORILLARD INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299934.37
LOWES COS INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299992.06
PHILIP MORRIS INTL INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299947.08
PROGRESS ENERGY INC COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299952.03
ROCK-TENN CO CL A
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299978.53
SIMON PPTY GROUP INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299889.31
TJX COS INC NEW COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299978.53
VIACOM INC NEW CL B
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299999.87
WEYERHAEUSER CO COM
2011-10-31
N/A
Other Instrument
common stock or ETF
0.00
299991.90
First Tier Security
N/A
N/A
2012-02-21
2012-02-21
N
N
N
6000000.00
6000000.00
0.0067
Repurchase agreement collateralized by common stock and ETFs.
Y
6000000.00
6000000.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.360000%
38142UZL9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
2000000.00
1999020.00
0.0022
N
1999240.00
1999240.00
Govco, LLC
Govco, LLC 0.320000%
38362VA94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999386.66
0.0011
N
999440.00
999440.00
Govco, LLC
Govco, LLC 0.400000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999144.44
0.0011
N
999330.00
999330.00
Govco, LLC
Govco, LLC 0.500000%
38362VDS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-26
2012-04-26
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
997541.67
0.0011
N
997360.00
997360.00
Govco, LLC
Govco, LLC 0.260000%
38362WY70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999956.67
0.0011
N
999970.00
999970.00
Govco, LLC
Govco, LLC 0.260000%
38362WYF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4999494.44
0.0056
N
4999650.00
4999650.00
Govco, LLC
Govco, LLC 0.260000%
38362WYG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999891.67
0.0011
N
999920.00
999920.00
Govco, LLC
Govco, LLC 0.290000%
38362WYV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7000000.00
6998421.11
0.0078
N
6998880.00
6998880.00
Govco, LLC
Govco, LLC 0.320000%
38362WYV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5500000.00
5498631.11
0.0062
N
5499120.00
5499120.00
Govco, LLC
Govco, LLC 0.300000%
38362WZ95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999683.33
0.0011
N
999760.00
999760.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
998889.17
0.0011
N
999430.00
999430.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CY27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
9000000.00
8999932.50
0.0101
N
9000000.00
9000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CY84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
999947.50
0.0011
N
999990.00
999990.00
Grampian Funding, LLC
Grampian Funding, LLC 0.380000%
38501CYJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
2000000.00
1999641.11
0.0022
N
1999940.00
1999940.00
HSBC USA, Inc
HSBC USA, Inc 0.250000%
40427RAQ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
3000000.00
2998250.00
0.0034
N
2997810.00
2997810.00
Illinois Regional Transportation Auth
GO CP Sub Working Cash Notes 0.280000%
75914UAM2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
JPMorgan Chase Bank NA
N/A
N/A
N
3000000.00
3000000.00
0.0034
N
3000000.00
3000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.284700%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-11-21
2012-11-21
N
N
N
10000000.00
10000000.00
0.0112
N
9999680.00
9999680.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2AA3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999572.22
0.0011
N
999430.00
999430.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.180000%
53944A4H5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
12000000.00
12000000.00
0.0134
N
12000000.00
12000000.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AA2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999552.78
0.0011
N
999730.00
999730.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5YJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3999584.44
0.0045
N
3999800.00
3999800.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5Z20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999810.56
0.0011
N
999900.00
999900.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.140000%
60687GDY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
7000000.00
7000000.00
0.0078
N
6999930.00
6999930.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
1000000.00
1000000.00
0.0011
N
1000020.00
1000020.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TFB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
5000000.00
5000000.00
0.0056
N
5000100.00
5000100.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
7000000.00
7000000.00
0.0078
N
7002450.00
7002450.00
New York City IDA
Industrial RB (Allway Tools) Series 1997 0.590000%
649705LL2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
95000.00
95000.00
0.0001
N
95000.00
95000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
5000000.00
5000000.00
0.0056
N
5000300.00
5000300.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
Nordea Bank AB
N/A
N/A
N
1000000.00
999797.78
0.0011
N
999840.00
999840.00
Nordea North America, Inc
Nordea North America, Inc 0.230000%
6555P1Z75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
Y
Nordea Bank AB
N/A
N/A
N
3000000.00
2999310.00
0.0034
N
2999310.00
2999310.00
Old Line Funding, LLC
Old Line Funding, LLC 0.230000%
67983TAL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
6000000.00
5996933.34
0.0067
N
5997780.00
5997780.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UYH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999902.22
0.0011
N
999950.00
999950.00
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UZC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
2000000.00
1999498.89
0.0022
N
1999760.00
1999760.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.330000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
Y
California State Teachers Retirement Systems
N/A
N/A
Y
California State Teachers Retirement Systems
N/A
N/A
N
7605000.00
7605000.00
0.0085
N
7605000.00
7605000.00
Philip Morris International, Inc.
Philip Morris International, Inc. 0.100000%
71838MY79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
2000000.00
1999966.67
0.0022
N
1999940.00
1999940.00
Rabobank Nederland
Rabobank Nederland 0.320000%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-12-05
N
N
N
5000000.00
5000000.00
0.0056
N
5000200.00
5000200.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0BA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
3000000.00
2996128.33
0.0034
N
2996820.00
2996820.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-03-27
N
N
N
6000000.00
6000000.00
0.0067
N
5999580.00
5999580.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.240000%
78011H5E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
4000000.00
4000000.00
0.0045
N
4000000.00
4000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5G6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
7000000.00
7000000.00
0.0078
N
7000000.00
7000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.220000%
78011H5V3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
4000000.00
4000000.00
0.0045
N
3999840.00
3999840.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.240000%
78011H5W1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-30
2011-11-30
N
N
N
1000000.00
1000000.00
0.0011
N
999980.00
999980.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.230000%
83050UY10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
1500000.00
1500000.00
0.0017
N
1500000.00
1500000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83050UYV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
1000000.00
999813.33
0.0011
N
999820.00
999820.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3Y75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
7000000.00
6999696.67
0.0078
N
6999860.00
6999860.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.270000%
8342E3Y75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
3000000.00
2999865.00
0.0034
N
2999940.00
2999940.00
Starbird Funding Corp
Starbird Funding Corp 0.500000%
85520MY15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
4000000.00
4000000.00
0.0045
N
3999983.20
3999983.20
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P03K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
6000000.00
6000000.00
0.0067
N
6000420.00
6000420.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
4000000.00
3998924.44
0.0045
N
3998640.00
3998640.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EAV0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2999319.16
0.0034
N
2999820.00
2999820.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBA5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2000000.00
1999493.33
0.0022
N
1999860.00
1999860.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11995946.67
0.0134
N
11998800.00
11998800.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9996516.66
0.0112
N
9998600.00
9998600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB85
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14998812.50
0.0168
N
14999250.00
14999250.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GD42
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2999240.00
0.0034
N
2999490.00
2999490.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GG56
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2000000.00
1999261.11
0.0022
N
1999360.00
1999360.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JZW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9999313.89
0.0112
N
9999600.00
9999600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG24
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
1000000.00
999836.39
0.0011
N
999900.00
999900.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.150000%
86562EWJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
4000000.00
4000000.00
0.0045
N
3999951.20
3999951.20
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.150000%
86562WQX9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
8000000.00
8000000.00
0.0090
N
7999920.00
7999920.00
Texas
TRAN Series 2011A 0.150000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
2000000.00
2000000.00
0.0022
N
2000000.00
2000000.00
Texas
TRAN Series 2011A 0.150000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3000000.00
3000000.00
0.0034
N
3000000.00
3000000.00
Texas
TRAN Series 2011A 0.150000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
2000000.00
2000000.00
0.0022
N
2000000.00
2000000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.250000%
88324MYG4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999583.33
0.0045
N
3999680.00
3999680.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.250000%
88324MYM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-21
2011-11-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999444.44
0.0045
N
3999560.00
3999560.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602TAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5000000.00
4997555.55
0.0056
N
4996450.00
4996450.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZ29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3000000.00
2999431.67
0.0034
N
2999460.00
2999460.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602UZ60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999776.39
0.0011
N
999790.00
999790.00
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
9000000.00
9000000.00
0.0101
N
9000000.00
9000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112Y4W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
14000000.00
14000000.00
0.0157
N
14001400.00
14001400.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112Y5E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
8000000.00
8000000.00
0.0090
N
8000720.00
8000720.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.240000%
89112YX73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
9000000.00
9000000.00
0.0101
N
9001440.00
9001440.00
UBS AG
UBS AG 0.190000%
90267A4K9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-10
2011-11-10
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
UBS AG
UBS AG 0.190000%
90267A4M5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
UBS AG
UBS AG 0.190000%
90267A4U7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
UBS AG
UBS AG 0.190000%
90267A4V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
4000000.00
4000000.00
0.0045
N
4000040.00
4000040.00
UBS AG
UBS AG 0.280000%
90267AT22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
6000000.00
6000000.00
0.0067
N
5999760.00
5999760.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
4000000.00
4000000.00
0.0045
N
4000280.00
4000280.00
Univ of California
Commerical Paper Notes Series B 0.150000%
91411UY25
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
3000000.00
2999987.50
0.0034
N
3000000.00
3000000.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.319000%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-11-01
2012-07-01
N
N
N
4000000.00
4000000.00
0.0045
N
4000120.00
4000120.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217LAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
1000000.00
999409.72
0.0011
N
999290.00
999290.00
Westpac Banking Corp
Westpac Banking Corp 0.329400%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-01
2012-05-01
N
N
N
5000000.00
5000000.00
0.0056
N
4998250.00
4998250.00
Westpac Banking Corp
Westpac Banking Corp 0.329400%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-03
2012-07-03
N
N
N
3000000.00
3000000.00
0.0034
N
2997990.00
2997990.00
Westpac Banking Corp
Westpac Banking Corp 0.270000%
9612C0A66
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9000000.00
8995545.00
0.0101
N
8995950.00
8995950.00
Westpac Banking Corp
Westpac Banking Corp 0.475000%
9612C0CG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
8000000.00
7985644.44
0.0090
N
7989600.00
7989600.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
1000000.00
998185.28
0.0011
N
998670.00
998670.00
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
39787.74
39787.74
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
34444.25
34444.25
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
19889.56
19889.56
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
17218.39
17218.39
Windmill Funding Corp
Windmill Funding Corp 0.260000%
97342KY44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999978.33
0.0011
N
999990.00
999990.00
Windmill Funding Corp
Windmill Funding Corp 0.260000%
97342KY85
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999848.33
0.0034
N
2999910.00
2999910.00
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KYH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999777.78
0.0022
N
1999840.00
1999840.00