0001145549-12-008189.txt : 20121030
0001145549-12-008189.hdr.sgml : 20121030
20120910123218
ACCESSION NUMBER: 0001145549-12-008189
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120831
FILED AS OF DATE: 20120910
DATE AS OF CHANGE: 20120910
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: 121082407
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
2012-08-31
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
45
68
791460478.06
233717.40
47688.24
791646507.22
0.0033
1.0001
2012-08-31
1.0001
2012-08-31
C000012386
1.00
791646507.22
1.00
-10323289.14
26975124.18
37298413.32
0.0001
1.0001
2012-08-31
1.0001
2012-08-31
Alpine Securitization Corp
Alpine Securitization Corp 0.340000%
02086LJL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4999244.44
0.0063
N
4999450.00
4999450.00
Alpine Securitization Corp
Alpine Securitization Corp 0.460000%
02086LP42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-04
2013-02-04
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
1000000.00
998045.00
0.0013
N
998020.00
998020.00
Alpine Securitization Corp
Alpine Securitization Corp 0.400000%
02086LPS9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-26
2013-02-26
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
2000000.00
1996111.11
0.0025
N
1995040.00
1995040.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.310000%
04915TJ78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
3999896.67
0.0051
N
3999880.00
3999880.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.300000%
04915TK43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
3999000.00
0.0051
N
3999480.00
3999480.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.520000%
04915TNB4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
3992546.67
0.0050
N
3994000.00
3994000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.500000%
04915TP55
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
3991444.45
0.0050
N
3992160.00
3992160.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.286000%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-11-26
N
N
N
4000000.00
4000000.00
0.0051
N
4000080.00
4000080.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.160000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
15000000.00
15000000.00
0.0189
Security is a time deposit.
N
15000000.00
15000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.330000%
972DEJ000
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
1000000.00
1000000.00
0.0013
N
1000340.00
1000340.00
Bank of America, NA
Bank of America, NA 0.350000%
06052WQV8
Other Note
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
N
7000000.00
7000000.00
0.0088
N
7000210.00
7000210.00
Bank of Montreal
Bank of Montreal 0.300000%
06366VT63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
2000000.00
2000000.00
0.0025
N
2000200.00
2000200.00
Bank of Nova Scotia
Bank of Nova Scotia 0.210000%
06417E2V4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
11000000.00
10999975.57
0.0139
N
11000330.00
11000330.00
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
2000000.00
2000000.00
0.0025
N
2000540.00
2000540.00
Bank of the West
Bank of the West 0.450000%
0642G0XW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
2000000.00
2000000.00
0.0025
N
2000620.00
2000620.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
06538ED46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
6000000.00
6000000.00
0.0076
N
6002040.00
6002040.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538EU21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
N
1000000.00
1000000.00
0.0013
N
1000040.00
1000040.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
6000000.00
6000000.00
0.0076
N
6000300.00
6000300.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZK6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
3000000.00
3000000.00
0.0038
N
3000180.00
3000180.00
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
4000000.00
4000000.00
0.0051
N
4002400.00
4002400.00
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
5000000.00
5000000.00
0.0063
N
5003850.00
5003850.00
Barclays Bank Plc
Barclays Bank Plc 0.690000%
06741XDV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
2000000.00
2000000.00
0.0025
N
2000660.00
2000660.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M120907_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-01-01
3.000000
Government Agency Debt
2052234.00
1861952.32
Fannie Mae
2027-04-01
2.500000
Government Agency Debt
8169.00
8236.16
Fannie Mae
2031-02-01
4.000000
Government Agency Debt
8521.00
7521.19
Fannie Mae
2035-06-01
2.633000
Government Agency Debt
16434.00
10466.18
Fannie Mae
2037-11-01
7.000000
Government Agency Debt
21642.00
11381.42
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
503459.00
475608.78
Fannie Mae
2040-12-01
4.000000
Government Agency Debt
489638.00
468558.11
Fannie Mae
2041-01-01
4.000000
Government Agency Debt
508676.00
480475.74
Fannie Mae
2042-02-01
2.507000
Government Agency Debt
2692.00
2461.47
Fannie Mae
2042-05-01
2.501000
Government Agency Debt
4165.00
4270.53
Fannie Mae
2042-07-01
2.770000
Government Agency Debt
460495.00
478938.05
Freddie Mac
2025-11-01
4.500000
Government Agency Debt
391828.00
347751.76
GNMA
2039-06-20
2.600000
Government Agency Debt
2623.00
2402.20
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
4000000.00
4000000.00
0.0051
N
4000080.00
4000080.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
992JYM004_0.1800_M120906_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-08-01
0.00
Government Agency Debt
10362385.00
10400000.46
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
10000000.00
10000000.00
0.0126
N
9999900.00
9999900.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.200000%
0554M2LU9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
Y
BHP Billiton Ltd
N/A
N/A
N
3000000.00
2998583.34
0.0038
N
2997060.00
2997060.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.200000%
0554M2LV7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
Y
BHP Billiton Ltd
N/A
N/A
N
1000000.00
999522.22
0.0013
N
999000.00
999000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.200000%
987WVU007_0.2000_M120904_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-03-01
5.450000
Government Agency Debt
17473809.00
4417890.64
Fannie Mae
2040-11-01
3.090000
Government Agency Debt
18715530.00
12552512.37
Fannie Mae
2042-02-01
3.192000
Government Agency Debt
2604065.00
2599597.03
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
19000000.00
19000000.00
0.0240
N
19000000.00
19000000.00
CAFCO, LLC
CAFCO, LLC 0.590000%
12476EJQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3998688.89
0.0051
N
3999480.00
3999480.00
CAFCO, LLC
CAFCO, LLC 0.450000%
12476EL15
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999275.00
0.0013
N
999580.00
999580.00
CAFCO, LLC
CAFCO, LLC 1.005000%
12476ENR6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1992055.56
0.0025
N
1997580.00
1997580.00
California
RAN Series A1 0.210000%
46636YW89
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
Y
JP Morgan Chase & Co
N/A
N/A
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
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
9000000.00
9000000.00
0.0114
N
9003600.00
9003600.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.606500%
13606YLN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2013-04-16
N
N
N
4000000.00
4000000.00
0.0051
N
3999640.00
3999640.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.324500%
13606YNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-28
2013-05-28
N
N
N
6000000.00
6000000.00
0.0076
N
6000000.00
6000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
13738JJQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
7000000.00
6998250.00
0.0088
N
6998950.00
6998950.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJ42
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
1000000.00
0.0013
N
999990.00
999990.00
Chariot Funding, LLC
Chariot Funding, LLC 0.200000%
15963TJB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999961.11
0.0013
N
999980.00
999980.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
4000000.00
3999626.67
0.0051
N
3999840.00
3999840.00
Chariot Funding, LLC
Chariot Funding, LLC 0.210000%
15963TJM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5999405.00
0.0076
N
5999760.00
5999760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TML0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-20
2012-12-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1998573.33
0.0025
N
1998560.00
1998560.00
Chariot Funding, LLC
Chariot Funding, LLC 0.240000%
15963TMM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-21
2012-12-21
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2049000.00
2047524.72
0.0026
N
2047504.23
2047504.23
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RRU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-17
2012-10-17
N
N
N
2000000.00
2000000.00
0.0025
N
2000320.00
2000320.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RRW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
3000000.00
3000000.00
0.0038
N
3000510.00
3000510.00
Chase Bank USA, NA
Chase Bank USA, NA 0.200000%
16144RSC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
1000000.00
1000000.00
0.0013
N
1000200.00
1000200.00
Ciesco, LLC
Ciesco, LLC 0.620000%
17178BL86
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
998880.56
0.0013
N
999530.00
999530.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BNR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1992055.56
0.0025
N
1997580.00
1997580.00
Ciesco, LLC
Ciesco, LLC 1.005000%
17178BP17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3983333.33
0.0050
N
3994800.00
3994800.00
Citibank, NA
Citibank, NA 0.580000%
1730D25B4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-15
2012-11-15
N
N
N
3000000.00
3000000.00
0.0038
N
3002790.00
3002790.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272DJH4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
6000000.00
5999458.33
0.0076
N
5999700.00
5999700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.300000%
20272DPR5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
N
N
4000000.00
3994200.00
0.0050
N
3994480.00
3994480.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.240000%
972WXS007
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-18
2012-10-18
N
N
N
4000000.00
4000000.00
0.0051
N
4000280.00
4000280.00
CRC Funding, LLC
CRC Funding, LLC 0.700000%
12622UKN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1998133.33
0.0025
N
1999180.00
1999180.00
CRC Funding, LLC
CRC Funding, LLC 0.680000%
12622UKQ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3996222.22
0.0050
N
3998280.00
3998280.00
CRC Funding, LLC
CRC Funding, LLC 0.570000%
12622UL61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2997007.50
0.0038
N
2998200.00
2998200.00
Credit Suisse AG
Credit Suisse AG 0.330000%
22550DTB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
1000000.00
1000000.00
0.0013
N
1000040.00
1000040.00
Credit Suisse AG
Credit Suisse AG 0.500000%
22550DVY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-29
2013-01-29
N
N
N
6000000.00
6000000.00
0.0076
N
6004020.00
6004020.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.200000%
22799D001_0.2000_M120904_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-08-20
4.500000
Government Agency Debt
14515158.00
9234741.80
Freddie Mac
2042-07-15
3.000000
Government Agency Debt
5145000.00
5394004.74
GNMA
2038-12-20
7.000000
Government Agency Debt
3198179.00
2223388.61
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
16519482.00
16519482.00
0.0209
N
16519482.00
16519482.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120914_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
11210000.00
10202973.84
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
10000000.00
10000000.00
0.0126
Y
10000100.00
10000100.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.290000%
22799E009_0.2900_M120921_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
3365000.00
3062712.49
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
N
3000000.00
3000000.00
0.0038
Y
3000000.00
3000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.250000%
992JYD004_0.2500_M121120_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
3365000.00
3062712.49
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
3000000.00
3000000.00
0.0038
Y
3000060.00
3000060.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
Freddie Mac
N/A
N/A
6000000.00
6000000.00
0.0076
N
5999880.00
5999880.00
Deutsche Bank AG
Deutsche Bank AG 0.420000%
25154U2Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
7000000.00
7000000.00
0.0088
N
7001540.00
7001540.00
Deutsche Bank AG
Deutsche Bank AG 0.410000%
25154U3N2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
1000000.00
1000000.00
0.0013
N
1000210.00
1000210.00
Deutsche Bank AG
Deutsche Bank AG 0.340000%
25154U4X9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
5000000.00
5000000.00
0.0063
N
5000500.00
5000500.00
Deutsche Bank AG
Deutsche Bank AG 0.470000%
25154UM43
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
2000000.00
2000000.00
0.0025
N
2000260.00
2000260.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
21599B009_0.2100_M120904_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-09-25
6.500000
Government Agency Debt
46012331.00
46800000.76
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
45000000.00
45000000.00
0.0568
N
45000000.00
45000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.180000%
991JCA005_0.1800_M120905_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-09-25
6.500000
Government Agency Debt
1495.00
1520.59
GNMA
2040-08-16
2.500000
Government Agency Debt
4961639.00
5198479.53
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
5000000.00
5000000.00
0.0063
N
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M120907_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
9934533.00
10417889.88
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
10000000.00
10000000.00
0.0126
N
10000000.00
10000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.220000%
99ETSZ007_0.2200_M120907_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-03-25
0.896000
Government Agency Debt
6151.00
4234.73
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
2427026.00
2048032.70
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
1177.00
1232.88
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
2264.00
2603.97
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
1303.00
1436.67
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1000.00
1152.41
Fannie Mae
2042-08-25
3.500000
Government Agency Debt
1000.00
1047.71
GNMA
2040-08-16
2.500000
Government Agency Debt
20671.00
21657.72
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
2000000.00
2000000.00
0.0025
N
1999980.00
1999980.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.280000%
99ETSZ007_0.2800_M120907_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-03-25
0.896000
Government Agency Debt
2948.00
2029.59
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
2387977.00
2015081.41
Fannie Mae
2042-01-01
4.500000
Government Agency Debt
1213.00
1270.58
Fannie Mae
2042-05-01
4.500000
Government Agency Debt
1000.00
1120.01
Fannie Mae
2042-06-25
7.000000
Government Agency Debt
2277.00
2618.92
Fannie Mae
2042-07-01
3.500000
Government Agency Debt
3194.00
3379.14
Fannie Mae
2042-07-25
6.500000
Government Agency Debt
1239.00
1366.11
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
1000.00
1152.41
GNMA
2040-08-16
2.500000
Government Agency Debt
19780.00
20724.19
GNMA
2042-01-20
4.000000
Government Agency Debt
32118.00
32610.51
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
Deutsche Bank Securities Inc
N/A
N/A
N
N
2000000.00
2000000.00
0.0025
N
1999980.00
1999980.00
DNB Bank ASA
DNB Bank ASA 0.510000%
23330LJA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-14
2013-01-14
N
N
N
3000000.00
3000000.00
0.0038
N
3001800.00
3001800.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LKK1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-13
2012-11-13
N
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LKT2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-20
2012-11-20
N
N
N
5000000.00
5000000.00
0.0063
N
5000000.00
5000000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.205000%
30601VLS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
2000000.00
1999054.72
0.0025
N
1998580.00
1998580.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.200000%
30601VLT6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
3000000.00
2998600.00
0.0038
N
2997840.00
2997840.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.200000%
30601VLV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1000000.00
999522.22
0.0013
N
999250.00
999250.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384F87
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
5000000.00
4999875.00
0.0063
N
4999930.00
4999930.00
Federal Home Loan Bank
Federal Home Loan Bank 0.130000%
313384F87
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
3000000.00
2999891.67
0.0038
N
2999958.00
2999958.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384H28
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-09-24
2012-09-24
N
N
N
7000000.00
6999572.22
0.0088
N
6999804.00
6999804.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384J34
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-03
2012-10-03
N
N
N
3000000.00
2999722.08
0.0038
N
2999808.00
2999808.00
Freddie Mac
Freddie Mac 0.407600%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-10
2013-08-09
N
N
N
15000000.00
15000000.00
0.0189
N
15013575.00
15013575.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.450000%
3686M0J58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
7000000.00
6999912.50
0.0088
N
6999790.00
6999790.00
General Electric Capital Corp
General Electric Capital Corp 0.330000%
36959HKQ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
N
1000000.00
999541.67
0.0013
N
999830.00
999830.00
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
4000000.00
3997475.55
0.0050
N
3998720.00
3998720.00
General Electric Capital Corp
General Electric Capital Corp 0.370000%
36959HN45
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-04
2013-01-04
N
N
N
9000000.00
8988715.00
0.0114
N
8991900.00
8991900.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HNU7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
4000000.00
3994808.89
0.0050
N
3995160.00
3995160.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HPL5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-20
2013-02-20
N
N
N
1000000.00
998497.78
0.0013
N
998460.00
998460.00
Goldman Sachs & Co
Goldman Sachs & Co 0.180000%
992JYE002_0.1800_M120905_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
2.280000
Government Agency Debt
25252543.00
25200000.21
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
24000000.00
24000000.00
0.0303
N
24000000.00
24000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.190000%
992JYE002_0.1900_M120904_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
2.439000
Government Agency Debt
2063522.00
2137404.24
Fannie Mae
2042-04-01
2.565000
Government Agency Debt
3016642.00
3112596.79
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
5000000.00
5000000.00
0.0063
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.540000%
992JYE002_0.5400_M121114_2MN1
0000769993
Other Repurchase Agreement
N
ADVANCE AUTO PARTS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99996.16
ASTORIA FINL CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99999.10
BEAM INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99990.10
BONANZA CREEK ENERGY INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99988.83
CBS CORP NEW CL B
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99972.00
CF INDS HLDGS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99947.96
DOW CHEM CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99975.48
EQUITY LIFESTYLE PPTYS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
411.90
HEWLETT PACKARD CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99992.02
HUMANA INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99963.00
JABIL CIRCUIT INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99989.27
JPMORGAN CHASE & CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99999.00
KODIAK OIL & GAS CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99999.51
PRESTIGE BRANDS HLDGS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99986.86
PROGRESSIVE CORP OHIO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99981.44
PROLOGIS INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99995.45
RENTECH INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99999.90
ROCKWELL AUTOMATION INC COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99955.35
SOUTHERN CO COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99972.14
SOUTHERN COPPER CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99997.66
STRYKER CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99953.02
TUPPERWARE BRANDS CORP COM
2012-08-31
N/A
Other Instrument
common stock or ETF
0.00
99986.64
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
2000000.00
2000000.00
0.0025
Repurchase agreement collateralized by common stock and ETFs.
Y
2000000.00
2000000.00
Govco, LLC
Govco, LLC 0.570000%
38362VJJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2999335.00
0.0038
N
2999670.00
2999670.00
Govco, LLC
Govco, LLC 0.620000%
38362VL27
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1997967.78
0.0025
N
1999060.00
1999060.00
Govco, LLC
Govco, LLC 0.620000%
38362VL68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
7000000.00
6992405.00
0.0088
N
6996430.00
6996430.00
HSBC USA, Inc
HSBC USA, Inc 0.320000%
40427RKW0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
3000000.00
2998506.67
0.0038
N
2998710.00
2998710.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.380000%
4497W0K49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999683.33
0.0013
N
999770.00
999770.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.380000%
4497W0K56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-05
2012-10-05
N
Y
ING Bank NV
N/A
N/A
N
7000000.00
6997709.45
0.0088
N
6998320.00
6998320.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.360000%
4497W0L63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999370.00
0.0013
N
999400.00
999400.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.400000%
4497W0MC9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-12
2012-12-12
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
998900.00
0.0013
N
998730.00
998730.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.300000%
4662J0L67
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
5000000.00
4997375.00
0.0063
N
4998400.00
4998400.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.383500%
46636JAW3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-01
2013-03-01
N
N
N
4000000.00
4000000.00
0.0051
N
4000000.00
4000000.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.190000%
992JYG007_0.1900_M120907_2MN1
0001168163
Government Agency Repurchase Agreement
Y
Freddie Mac
2042-08-01
3.500000
Government Agency Debt
6795889.00
7210001.03
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
7000000.00
7000000.00
0.0088
N
7000000.00
7000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.357000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-09-21
2013-09-20
N
N
N
10000000.00
10000000.00
0.0126
N
10005790.00
10005790.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.210000%
4820P2J48
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
2000000.00
0.0025
N
1999960.00
1999960.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.200000%
4820P2JL0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6999377.78
0.0088
N
6999160.00
6999160.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.220000%
4820P2KC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6998374.44
0.0088
N
6998040.00
6998040.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.350000%
53943RM30
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-03
2012-12-03
N
N
N
3000000.00
2997375.00
0.0038
N
2996760.00
2996760.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.400000%
53943RM55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-05
2012-12-05
N
N
N
1000000.00
998977.78
0.0013
N
998880.00
998880.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LJB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
2000000.00
1999910.55
0.0025
N
1999860.00
1999860.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.230000%
56274LJK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999904.17
0.0013
N
999880.00
999880.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JB1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-11
2012-09-11
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5000000.00
4999756.94
0.0063
N
4999700.00
4999700.00
Market Street Funding Corp
Market Street Funding Corp 0.250000%
5705X4JE5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2044000.00
2043858.05
0.0026
N
2043836.48
2043836.48
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
06399V008_0.1900_M120907_2MN1
0000728612
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-07-25
3.000000
Government Agency Debt
11189818.00
5150000.08
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
5000000.00
5000000.00
0.0063
N
4999900.00
4999900.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.220000%
59157TKV4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
5000000.00
4998319.44
0.0063
N
4998100.00
4998100.00
MetLife Short Term Funding LLC
MetLife Short Term Funding LLC 0.400000%
59157TP56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-05
2013-02-05
N
N
Y
Funding Agreement
MetLife Insurance Company of Connecticut
N/A
N/A
Funding Agreement
Metropolitan Life Insurance Co
N/A
N/A
1000000.00
998288.89
0.0013
N
998040.00
998040.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.380000%
60681P6D1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
N
N
N
1000000.00
1000000.00
0.0013
N
1000020.00
1000020.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.370000%
60681P6E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
2000000.00
2000000.00
0.0025
N
2000080.00
2000080.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.535000%
60681P6N9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
6000000.00
6000000.00
0.0076
N
6001620.00
6001620.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.540000%
60681P6P4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-07
2013-01-07
N
N
N
1000000.00
1000000.00
0.0013
N
1000280.00
1000280.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.350000%
60687GB23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
2000000.00
2000000.00
0.0025
N
2000060.00
2000060.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.360000%
60687GB98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
1000000.00
1000000.00
0.0013
N
1000030.00
1000030.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.380000%
60687GG36
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
4000000.00
4000000.00
0.0051
N
4000600.00
4000600.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.330000%
60687GQ27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
4000000.00
4000000.00
0.0051
N
3999920.00
3999920.00
National Australia Bank Ltd
National Australia Bank Ltd 0.335000%
972CAZ000
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
4000000.00
4000000.00
0.0051
N
4001160.00
4001160.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972CAZ000_M121022
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
3000000.00
3000000.00
0.0038
N
3000870.00
3000870.00
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
5000000.00
0.0063
N
4999900.00
4999900.00
New York City IDA
IDRB (Allway Tools) Series 1997 0.280000%
649705LL2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
80000.00
80000.00
0.0001
N
80000.00
80000.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
2000000.00
2000000.00
0.0025
N
2000140.00
2000140.00
Nordea North America, Inc
Nordea North America, Inc 0.340000%
6555P0P11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-01
2013-02-01
N
Y
Nordea Bank AB
N/A
N/A
N
3000000.00
2995750.00
0.0038
N
2996160.00
2996160.00
Nordea North America, Inc
Nordea North America, Inc 0.360000%
6555P0PK9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-19
2013-02-19
N
Y
Nordea Bank AB
N/A
N/A
N
2000000.00
1996640.00
0.0025
N
1996740.00
1996740.00
Nordea North America, Inc
Nordea North America, Inc 0.350000%
6555P0PR4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-25
2013-02-25
N
Y
Nordea Bank AB
N/A
N/A
N
6000000.00
5989850.00
0.0076
N
5989440.00
5989440.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.380000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
Y
California State Teachers Retirement Systems
N/A
N/A
Y
California State Teachers Retirement Systems
N/A
N/A
N
7390000.00
7390000.00
0.0093
N
7390000.00
7390000.00
Rabobank Nederland
Rabobank Nederland 0.480000%
74977JRZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-03-01
2013-03-01
N
N
N
3000000.00
3000000.00
0.0038
N
2999250.00
2999250.00
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
7000000.00
7000000.00
0.0088
N
7002800.00
7002800.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.510000%
74927JLT8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-27
2012-11-27
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
1000000.00
998810.00
0.0013
N
999040.00
999040.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.360000%
7562E0JL1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
2000000.00
1999680.00
0.0025
N
1999740.00
1999740.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.600000%
7562E0PE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-02-14
2013-02-14
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
997283.33
0.0013
N
998270.00
998270.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.640000%
7562E0Q82
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-08
2013-03-08
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
1000000.00
996711.11
0.0013
N
997920.00
997920.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKQ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-24
2012-10-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999583.33
0.0013
N
999650.00
999650.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-25
2012-10-25
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999575.00
0.0013
N
999640.00
999640.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LKW1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
1000000.00
999533.33
0.0013
N
999600.00
999600.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.310000%
82124LL59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1998932.22
0.0025
N
1999080.00
1999080.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.300000%
82124LLE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1998816.67
0.0025
N
1998880.00
1998880.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.360000%
83050TKK6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-19
2012-10-19
N
N
N
3000000.00
2998650.00
0.0038
N
2999250.00
2999250.00
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
2000000.00
2000000.00
0.0025
N
2000140.00
2000140.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.250000%
8574P06L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
1000000.00
1000000.00
0.0013
N
1000050.00
1000050.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.210000%
8574P06P8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
N
4000000.00
4000000.00
0.0051
N
4000360.00
4000360.00
State Street Corp
State Street Corp 0.250000%
85747JKB2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-11
2012-10-11
N
N
N
3000000.00
2999229.17
0.0038
N
2999400.00
2999400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257FJW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7998320.00
0.0101
N
7997920.00
7997920.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.300000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-04
2012-10-05
N
N
N
3000000.00
3000000.00
0.0038
N
3000450.00
3000450.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHP8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
2000000.00
2000000.00
0.0025
N
2000060.00
2000060.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-10
2012-09-10
N
N
N
2000000.00
2000000.00
0.0025
N
2000080.00
2000080.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DJA9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
4000000.00
4000000.00
0.0051
N
4000240.00
4000240.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.490000%
86562DMR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-18
2013-01-18
N
N
N
1000000.00
999981.16
0.0013
N
1000270.00
1000270.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.470000%
86562DNU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-28
2013-01-28
N
N
N
6000000.00
6000000.00
0.0076
N
6001260.00
6001260.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.320000%
86562DPT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
5000000.00
5000000.00
0.0063
N
4999900.00
4999900.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.370000%
86562WA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
3000000.00
3000000.00
0.0038
N
3000090.00
3000090.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.380000%
86562WC97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
4000000.00
4000000.00
0.0051
N
4000760.00
4000760.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.280000%
86958CEY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
4000000.00
4000000.00
0.0051
N
4000280.00
4000280.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.270000%
86958CEZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
4000000.00
4000000.00
0.0051
N
4000200.00
4000200.00
Swedbank AB
Swedbank AB 0.450000%
87019RK39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-03
2012-10-03
N
N
N
1000000.00
999637.50
0.0013
N
999770.00
999770.00
Swedbank AB
Swedbank AB 0.300000%
87019RLU8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-28
2012-11-28
N
N
N
1000000.00
999291.67
0.0013
N
999020.00
999020.00
Texas
TRAN Series 2012 0.200000%
46636YW48
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-09-04
2012-09-04
Y
JPMorgan Chase Bank NA
N/A
N/A
N
N
4000000.00
4000000.00
0.0051
N
4000000.00
4000000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.330000%
88324LJC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999926.67
0.0013
N
999930.00
999930.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.330000%
88324LJJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999615.00
0.0038
N
2999670.00
2999670.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.210000%
88602TKF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-15
2012-10-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999760.83
0.0013
N
999710.00
999710.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TL84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5000000.00
4998194.45
0.0063
N
4997800.00
4997800.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602TLS0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
2000000.00
1999077.77
0.0025
N
1998880.00
1998880.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.324500%
89112X2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2013-05-28
N
N
N
1000000.00
1000000.00
0.0013
N
1000000.00
1000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.327000%
89112XP90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-20
2013-04-22
N
N
N
16000000.00
16000000.00
0.0202
N
16003680.00
16003680.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.300000%
89112XT47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-25
2013-01-25
N
N
N
6000000.00
6000000.00
0.0076
N
6002220.00
6002220.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.290000%
89112XW27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-02-08
2013-02-08
N
N
N
4000000.00
4000000.00
0.0051
N
4000160.00
4000160.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XZA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
2000000.00
2000000.00
0.0025
N
2000020.00
2000020.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.450000%
89233GJ64
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
5000000.00
4999875.00
0.0063
N
4999950.00
4999950.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.230000%
89233GJD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
7000000.00
6999597.50
0.0088
N
6999860.00
6999860.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.400000%
89233GL79
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
2000000.00
1998577.78
0.0025
N
1999400.00
1999400.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.320000%
89233GQ41
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-03-04
2013-03-04
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
1000000.00
998391.11
0.0013
N
998300.00
998300.00
UBS AG
UBS AG 0.470000%
90267RJE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-29
2012-10-29
N
N
N
7000000.00
7000000.00
0.0088
N
7004270.00
7004270.00
UBS AG
UBS AG 0.410000%
90267RLJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-01-11
2013-01-11
N
N
N
2000000.00
2000000.00
0.0025
N
1999260.00
1999260.00
UBS Finance (Delaware), Inc
UBS Finance (Delaware), Inc 0.340000%
90262CJR9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-25
2012-09-25
N
Y
UBS AG
N/A
N/A
N
4000000.00
3999206.67
0.0051
N
3999800.00
3999800.00
Union Bank, NA
Union Bank, NA 0.360000%
90527MU87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-29
2012-11-29
N
N
N
3000000.00
3000000.00
0.0038
N
3000450.00
3000450.00
United States Treasury Department
United States Treasury Department 0.105000%
9127955C1
Treasury Debt
N
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
7000000.00
6999673.33
0.0088
N
6999734.00
6999734.00
Victory Receivables Corp
Victory Receivables Corp 0.210000%
92646KJJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
2023000.00
2022834.79
0.0026
N
2022777.47
2022777.47
Westpac Banking Corp
Westpac Banking Corp 0.300000%
96121TMR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-08
2012-11-08
N
N
N
8500000.00
8500000.00
0.0107
N
8501615.00
8501615.00
Westpac Banking Corp
Westpac Banking Corp 0.489300%
96121TPP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-11
2013-07-11
N
N
N
2000000.00
2000000.00
0.0025
N
2000440.00
2000440.00
Westpac Banking Corp
Westpac Banking Corp 0.477000%
96121TPS1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2013-07-18
N
N
N
3000000.00
3000000.00
0.0038
N
2999880.00
2999880.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-02
2013-01-02
N
N
N
2000000.00
1997333.33
0.0025
N
1998220.00
1998220.00
Westpac Banking Corp
Westpac Banking Corp 0.400000%
9612C0N39
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-01-03
2013-01-03
N
N
N
1000000.00
998655.56
0.0013
N
999090.00
999090.00
Westpac Banking Corp
Westpac Banking Corp 0.433800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2013-02-07
N
N
N
5000000.00
5000000.00
0.0063
N
5003500.00
5003500.00
Westpac Banking Corp
Westpac Banking Corp 0.335700%
9612C4DV0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-04
2013-02-04
N
N
N
2000000.00
2000000.00
0.0025
N
2000540.00
2000540.00
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
24629.24
24629.24
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
21496.40
21496.40
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
12300.72
12300.72
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
10736.07
10736.07
Windmill Funding Corp
Windmill Funding Corp 0.320000%
97342GJK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-19
2012-09-19
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999466.67
0.0051
N
3999560.00
3999560.00