0001145549-14-002804.txt : 20140319
0001145549-14-002804.hdr.sgml : 20140319
20140319130642
ACCESSION NUMBER: 0001145549-14-002804
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20140319
DATE AS OF CHANGE: 20140319
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/A
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 14703490
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2012-06-30
0000857156
S000004510
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
40
59
1252174072.29
409436.41
10104587.62
1242478921.08
0.0028
1.0001
2012-06-30
1.0001
2012-06-30
C000012387
1.00
1242478921.08
1.00
-45880838.61
40685695.70
86566534.31
0.0001
1.0001
2012-06-30
1.0001
2012-06-30
Abbott Laboratories
Abbott Laboratories 0.170000%
00282CGH9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
N
4000000.00
3999716.67
0.0032
N
3999840.00
3999840.00
Alpine Securitization Corp
Alpine Securitization Corp 0.300000%
02086LH66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4998541.67
0.0040
N
4998850.00
4998850.00
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
12000000.00
11993076.66
0.0097
N
11994600.00
11994600.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.530000%
04915TM66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-12-06
2012-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
997688.61
0.0008
N
997930.00
997930.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.295300%
05253MBA1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-11-26
N
N
N
5000000.00
5000000.00
0.0040
N
5000000.00
5000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.190000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
15000000.00
15000000.00
0.0121
Security is a time deposit.
N
15000150.00
15000150.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.200000%
972BSY006
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
12000000.00
12000000.00
0.0097
N
12000840.00
12000840.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.360000%
972NJB000
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-26
2012-11-26
N
N
N
4000000.00
4000000.00
0.0032
N
4002000.00
4002000.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VMQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
4000000.00
4000000.00
0.0032
N
4000160.00
4000160.00
Bank of Montreal
Bank of Montreal 0.190000%
06366VNA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
6000000.00
6000000.00
0.0048
N
6000060.00
6000060.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VNY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-28
2012-08-28
N
N
N
6000000.00
6000000.00
0.0048
N
6000300.00
6000300.00
Bank of Montreal
Bank of Montreal 0.200000%
06366VPJ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
7000000.00
7000000.00
0.0056
N
7000350.00
7000350.00
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
12000000.00
11999520.21
0.0097
N
11999760.00
11999760.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417EM67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
12000000.00
12000000.00
0.0097
N
12000000.00
12000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.320000%
06417EM91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-04
2012-10-04
N
N
N
7000000.00
7000000.00
0.0056
N
7000910.00
7000910.00
Bank of Nova Scotia
Bank of Nova Scotia 0.330000%
06417EP64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-16
2012-10-16
N
N
N
5000000.00
5000000.00
0.0040
N
5000900.00
5000900.00
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
11000000.00
11000000.00
0.0089
N
10998240.00
10998240.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EUV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
3000000.00
3000000.00
0.0024
N
3000330.00
3000330.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EYS0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
N
4000000.00
4000000.00
0.0032
N
3999920.00
3999920.00
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
10000000.00
10000000.00
0.0080
N
9999800.00
9999800.00
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
6000000.00
6000000.00
0.0048
N
5999880.00
5999880.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
06538EZZ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-18
2012-09-18
N
N
N
1000000.00
1000000.00
0.0008
N
999980.00
999980.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBJ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-30
2012-10-30
N
N
N
3000000.00
3000000.00
0.0024
N
3002670.00
3002670.00
Barclays Bank Plc
Barclays Bank Plc 0.660000%
06741XBT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
11000000.00
11000000.00
0.0089
N
11004730.00
11004730.00
Barclays Bank Plc
Barclays Bank Plc 0.700000%
06741XBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-16
2012-11-16
N
N
N
4000000.00
4000000.00
0.0032
N
4002480.00
4002480.00
Barclays Capital, Inc
Barclays Capital, Inc 0.210000%
07699U005_0.2100_M120706_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-07-01
5.000000
Government Agency Debt
9286071.00
3841008.60
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
97732.00
102988.94
Freddie Mac
2041-02-01
4.500000
Government Agency Debt
5652948.00
5410216.95
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
15908.00
16588.23
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
9000000.00
9000000.00
0.0072
N
8999730.00
8999730.00
Barclays Capital, Inc
Barclays Capital, Inc 0.220000%
07699U005_0.2200_M120706_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-03-01
3.286000
Government Agency Debt
7535.00
6409.31
Fannie Mae
2041-03-01
4.500000
Government Agency Debt
12146.00
11669.25
Fannie Mae
2041-10-01
3.299000
Government Agency Debt
4261342.00
4006204.35
Fannie Mae
2042-02-01
2.178000
Government Agency Debt
9126477.00
9325752.80
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
185216.00
195178.66
Freddie Mac
2042-04-01
3.500000
Government Agency Debt
60029.00
62595.85
GNMA
2042-05-20
3.500000
Government Agency Debt
11631504.00
12526852.59
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
25000000.00
25000000.00
0.0201
N
25000000.00
25000000.00
Barclays Capital, Inc
Barclays Capital, Inc 0.240000%
07699U005_0.2400_M120706_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2020-01-01
4.505000
Government Agency Debt
4480189.00
4937748.61
Fannie Mae
2036-06-01
6.500000
Government Agency Debt
67756.00
26474.93
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
170689.00
179870.26
Fannie Mae
2042-04-01
4.000000
Government Agency Debt
69191.00
74234.33
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
5000000.00
5000000.00
0.0040
N
5000000.00
5000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.190000%
987WVU007_0.1900_M120702_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
31924669.00
27197018.80
Fannie Mae
2026-01-01
3.500000
Government Agency Debt
3665158.00
3702981.44
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
30000000.00
30000000.00
0.0241
N
30000000.00
30000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X0GD0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
Y
Bank of New Zealand
N/A
N/A
N
2000000.00
1999865.55
0.0016
N
1999860.00
1999860.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.280000%
10513DJT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
1000000.00
1000000.00
0.0008
N
1000120.00
1000120.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EGC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999666.67
0.0024
N
2999790.00
2999790.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999773.33
0.0008
N
999900.00
999900.00
CAFCO, LLC
CAFCO, LLC 0.510000%
12476EGP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999107.50
0.0024
N
2999640.00
2999640.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.680000%
13606YAV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-27
2012-09-27
N
N
N
11000000.00
11000000.00
0.0089
N
11013420.00
11013420.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YFL5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
3000000.00
3000000.00
0.0024
N
3000030.00
3000030.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.170000%
13606YGQ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
N
3000000.00
3000000.00
0.0024
N
2999970.00
2999970.00
Catholic Health Initiatives
Taxable CP Notes Series A 0.180000%
1491M0MF9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-14
2012-08-14
N
N
N
2000000.00
2000000.00
0.0016
N
1999680.00
1999680.00
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
19000000.00
18991133.33
0.0153
N
18992400.00
18992400.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
8000000.00
8000000.00
0.0064
N
8000400.00
8000400.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRM7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
N
8000000.00
8000000.00
0.0064
N
8000400.00
8000400.00
Chase Bank USA, NA
Chase Bank USA, NA 0.180000%
16144RRQ8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-17
2012-08-17
N
N
N
7000000.00
7000000.00
0.0056
N
7000560.00
7000560.00
Ciesco, LLC
Ciesco, LLC 0.510000%
17178BGQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999688.33
0.0008
N
999870.00
999870.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BGR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999041.67
0.0024
N
2999610.00
2999610.00
Ciesco, LLC
Ciesco, LLC 0.470000%
17178BGS8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-26
2012-07-26
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999373.33
0.0016
N
1999740.00
1999740.00
Ciesco, LLC
Ciesco, LLC 0.500000%
17178BH65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-06
2012-08-06
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999027.78
0.0016
N
1999580.00
1999580.00
Citibank, NA
Citibank, NA 0.400000%
1730D23B6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
7000000.00
6999931.77
0.0056
N
7000560.00
7000560.00
Citibank, NA
Citibank, NA 0.370000%
1730D23D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
11000000.00
11000000.00
0.0089
N
11000220.00
11000220.00
Citibank, NA
Citibank, NA 0.420000%
1730D23T7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
1000000.00
1000000.00
0.0008
N
1000200.00
1000200.00
Citibank, NA
Citibank, NA 0.500000%
1730D23V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
N
2000000.00
2000000.00
0.0016
N
2000440.00
2000440.00
Citibank, NA
Citibank, NA 0.200000%
17299S003
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
7000000.00
7000000.00
0.0056
Security is a time deposit.
N
7000000.00
7000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG61
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
5000000.00
4999900.00
0.0040
N
4999900.00
4999900.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DG95
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-09
2012-07-09
N
N
N
3000000.00
2999895.00
0.0024
N
2999940.00
2999940.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
8000000.00
7999640.00
0.0064
N
7999760.00
7999760.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272DGK0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
5000000.00
4999575.00
0.0040
N
4999700.00
4999700.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
N
1000000.00
999708.33
0.0008
N
999760.00
999760.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.210000%
20272DHQ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
N
N
3000000.00
2999072.50
0.0024
N
2999250.00
2999250.00
CRC Funding, LLC
CRC Funding, LLC 0.450000%
12622UG59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3999850.00
0.0032
N
3999880.00
3999880.00
CRC Funding, LLC
CRC Funding, LLC 0.510000%
12622UGH3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-17
2012-07-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9997875.00
0.0080
N
9999000.00
9999000.00
Credit Suisse AG
Credit Suisse AG 0.290000%
22550DPT0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-02
2012-08-02
N
N
N
19000000.00
19000000.00
0.0153
N
19000760.00
19000760.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.180000%
22799D001_0.1800_M120702_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-09-20
5.000000
Government Agency Debt
47776240.00
48275536.14
Freddie Mac
2042-05-20
4.500000
Government Agency Debt
3190000.00
3527824.96
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
50782344.00
50782344.00
0.0409
N
50782344.00
50782344.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.270000%
22799E009_0.2700_M120913_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-11-01
5.500000
Government Agency Debt
4885000.00
1020655.74
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
1000000.00
1000000.00
0.0008
Y
999940.00
999940.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.290000%
22799E009_0.2900_M120921_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-11-01
4.000000
Government Agency Debt
1045000.00
1021576.22
First Tier Security
N/A
N/A
2012-09-21
2012-09-21
N
N
N
1000000.00
1000000.00
0.0008
Y
1000000.00
1000000.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.600000%
2284K0HA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
2000000.00
1998700.00
0.0016
N
1999440.00
1999440.00
Crown Point Capital Company, LLC
Crown Point Capital Company, LLC 0.570000%
2284K0J63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-06
2012-09-06
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
Credit / Liquidity
Barclays Bank Plc
N/A
N/A
Credit / Liquidity
FEDERAL HOME LOAN BANK
N/A
N/A
Credit / Liquidity
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8990595.00
0.0072
N
8994780.00
8994780.00
Deutsche Bank AG
Deutsche Bank AG 0.430000%
25154UC93
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
15000000.00
15000000.00
0.0121
N
15002400.00
15002400.00
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
1000000.00
1000000.00
0.0008
N
1000070.00
1000070.00
Deutsche Bank AG
Deutsche Bank AG 0.230000%
25154UR63
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-23
2012-07-23
N
N
N
20000000.00
20000000.00
0.0161
N
20000000.00
20000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M120702_2MN2
0001074042
Treasury Repurchase Agreement
Y
United States Treasury Department
2021-08-15
2.125000
Treasury Debt
38271100.00
40800099.50
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
40000000.00
40000000.00
0.0322
N
40000000.00
40000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
991JCA005_0.1900_M120702_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
4990649.00
4347007.49
GNMA
2037-11-16
2.750000
Government Agency Debt
955555.00
864131.64
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
5000000.00
5000000.00
0.0040
N
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120702_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
10780638.00
5052079.33
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
152265.00
132627.46
Fannie Mae
2042-05-25
7.000000
Government Agency Debt
13025.00
15293.83
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
5000000.00
5000000.00
0.0040
N
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120712_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-06-01
5.500000
Government Agency Debt
28710161.00
5214205.84
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
1000.00
871.03
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
5000000.00
5000000.00
0.0040
Y
5000000.00
5000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.240000%
99ETSZ007_0.2400_M120920_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-01
5.000000
Government Agency Debt
10000000.00
3645027.38
Fannie Mae
2036-10-01
7.000000
Government Agency Debt
2805179.00
984108.13
Fannie Mae
2038-02-01
6.500000
Government Agency Debt
6000000.00
3652520.38
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
9434595.00
3649687.40
Fannie Mae
2040-11-01
4.000000
Government Agency Debt
421765.00
302779.45
Fannie Mae
2041-07-25
4.000000
Government Agency Debt
1458237.00
1270168.90
Fannie Mae
2041-10-01
4.000000
Government Agency Debt
3232751.00
3096172.25
Fannie Mae
2042-01-01
4.000000
Government Agency Debt
500912.00
489349.58
Fannie Mae
2047-07-01
6.500000
Government Agency Debt
12101607.00
3652184.30
GNMA
2037-11-16
2.750000
Government Agency Debt
64139.00
58002.46
First Tier Security
N/A
N/A
2012-09-20
2012-09-20
N
N
N
20000000.00
20000000.00
0.0161
Y
20000000.00
20000000.00
DNB Bank ASA
DNB Bank ASA 0.260000%
23330LCL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
6000000.00
6000000.00
0.0048
N
6000060.00
6000060.00
DNB Bank ASA
DNB Bank ASA 0.250000%
23330LDB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-16
2012-07-16
N
N
N
5000000.00
5000000.00
0.0040
N
5000200.00
5000200.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing, LLC) Series 1997B 0.240000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0012
N
1500000.00
1500000.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384A41
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
6000000.00
5999600.00
0.0048
N
5999802.00
5999802.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384E21
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-31
2012-08-31
N
N
N
1000000.00
999833.33
0.0008
N
999933.00
999933.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
10000000.00
9999937.50
0.0080
N
9999980.00
9999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
6000000.00
5999960.00
0.0048
N
5999988.00
5999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384YZ6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
N
2000000.00
1999981.67
0.0016
N
1999996.00
1999996.00
Federal Home Loan Bank
Federal Home Loan Bank 0.075000%
313384ZA0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
24000000.00
23999800.00
0.0193
N
23999952.00
23999952.00
Federal Home Loan Bank
Federal Home Loan Bank 0.120000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
6000000.00
5999820.00
0.0048
N
5999970.00
5999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.115000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
4000000.00
3999885.00
0.0032
N
3999980.00
3999980.00
Federal Home Loan Bank
Federal Home Loan Bank 0.084000%
313384ZF9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
3000000.00
2999937.00
0.0024
N
2999985.00
2999985.00
Federal Home Loan Bank
Federal Home Loan Bank 0.090000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
3000000.00
2999917.50
0.0024
N
2999982.00
2999982.00
Federal Home Loan Bank
Federal Home Loan Bank 0.095000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
3000000.00
2999912.92
0.0024
N
2999982.00
2999982.00
Federal Home Loan Bank
Federal Home Loan Bank 0.110000%
313384ZH5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
2000000.00
1999932.78
0.0016
N
1999988.00
1999988.00
Federal Home Loan Bank
Federal Home Loan Bank 0.085000%
313384ZN2
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
3000000.00
2999886.67
0.0024
N
2999973.00
2999973.00
Federal Home Loan Bank
Federal Home Loan Bank 0.100000%
313384ZX0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-27
2012-07-27
N
N
N
5000000.00
4999652.78
0.0040
N
4999930.00
4999930.00
Freddie Mac
Freddie Mac 0.085000%
313396B28
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
N
N
5000000.00
4999575.00
0.0040
N
4999800.00
4999800.00
Freddie Mac
Freddie Mac 0.090000%
313396ZF3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-11
2012-07-11
N
N
N
1000000.00
999977.50
0.0008
N
999995.00
999995.00
Freddie Mac
Freddie Mac 0.080000%
313396ZV8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
N
2000000.00
1999897.78
0.0016
N
1999974.00
1999974.00
Freddie Mac
Freddie Mac 0.369200%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-10
2013-05-10
N
N
N
25000000.00
25000000.00
0.0201
N
25033775.00
25033775.00
Freddie Mac
Freddie Mac 5.125000%
3134A4QD9
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-15
2012-07-15
N
N
N
2000000.00
2003543.56
0.0016
N
2003682.00
2003682.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HG68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
6000000.00
5999800.00
0.0048
N
5999880.00
5999880.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HHA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
N
1000000.00
999675.00
0.0008
N
999860.00
999860.00
General Electric Capital Corp
General Electric Capital Corp 0.290000%
36959HJ57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
4000000.00
3997905.56
0.0032
N
3998960.00
3998960.00
General Electric Capital Corp
General Electric Capital Corp 0.340000%
36959HKC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-12
2012-10-12
N
N
N
11000000.00
10989403.33
0.0088
N
10992630.00
10992630.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-06
2012-11-06
N
N
N
6000000.00
5993226.66
0.0048
N
5993760.00
5993760.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HL70
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-07
2012-11-07
N
N
N
1500000.00
1498293.34
0.0012
N
1498425.00
1498425.00
General Electric Capital Corp
General Electric Capital Corp 0.320000%
36959HLE5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-14
2012-11-14
N
N
N
1000000.00
998800.00
0.0008
N
998850.00
998850.00
Goldman Sachs & Co
Goldman Sachs & Co 0.220000%
992JYE002_0.2200_M120702_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-03-01
4.000000
Government Agency Debt
4090140.00
4377486.63
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
822826.00
872513.68
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
N
5000000.00
5000000.00
0.0040
N
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M120913_2MN2
0000769993
Other Repurchase Agreement
N
AGILENT TECHNOLOGIES INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149974.72
AMERICAN CAMPUS CMNTYS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149971.80
APARTMENT INVT & MGMT CO CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.96
AUTOZONE INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149823.74
C&J ENERGY SVCS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149989.84
CHICAGO BRIDGE & IRON CO N VN Y REGI
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149983.34
CIGNA CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149991.10
DENBURY RES INC COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149990.00
DOUGLAS EMMETT INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149987.25
GAMESTOP CORP NEW CL A
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149995.82
LABORATORY CORP AMER HLDGS COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149933.16
NEWMONT MINING CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
753.92
NYSE EURONEXT COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149988.03
OCWEN FINL CORP COM NEW
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149999.18
PERKINELMER INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149993.81
PROASSURANCE CORP COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149917.92
SPECTRUM BRANDS HLDGS INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149987.60
STARWOOD HOTELS&RESORTS WRLDCOM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.60
TEXTRON INC COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.54
UNIVERSAL HLTH SVCS INC CL B
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149994.60
WASHINGTON POST CO CL B
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149760.90
WEYERHAEUSER CO COM
2012-06-29
N/A
Other Instrument
common stock or ETF
0.00
149995.50
First Tier Security
N/A
N/A
2012-09-13
2012-09-13
N
N
N
3000000.00
3000000.00
0.0024
Repurchase agreement collateralized by common stock and ETFs.
Y
3001650.00
3001650.00
Govco, LLC
Govco, LLC 0.380000%
38362VG23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
2000000.00
0.0016
N
1999960.00
1999960.00
Govco, LLC
Govco, LLC 0.440000%
38362VG56
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-05
2012-07-05
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
15000000.00
14999450.00
0.0121
N
14999400.00
14999400.00
Govco, LLC
Govco, LLC 0.500000%
38362VGJ6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1999555.56
0.0016
N
1999760.00
1999760.00
ING Bank NV
ING Bank NV 0.460000%
972ERF002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-03
2012-08-03
N
N
N
10000000.00
10000000.00
0.0080
N
10001200.00
10001200.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.240000%
4662J0J78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
1000000.00
999553.33
0.0008
N
999630.00
999630.00
JP Morgan Chase & Co
JP Morgan Chase & Co 0.270000%
4662J0K27
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-02
2012-10-02
N
N
N
6000000.00
5995860.00
0.0048
N
5996580.00
5996580.00
JP Morgan Securities, LLC
JP Morgan Securities, LLC 0.300000%
992JYG007_0.3000_M120724_2MN2
0001168163
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-04-01
3.500000
Government Agency Debt
4921980.00
5180827.51
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
5000000.00
5000000.00
0.0040
Y
5000100.00
5000100.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.363800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2012-07-23
2013-07-19
N
N
N
38000000.00
38000000.00
0.0306
N
38027968.00
38027968.00
Labcon North America
Taxable Demand Bonds Series 2010 0.650000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2125000.00
2125000.00
0.0017
N
2125000.00
2125000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEW7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-01
2012-10-01
N
N
N
2000000.00
2000000.00
0.0016
N
1999420.00
1999420.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.450000%
53944LEZ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-10
2012-10-10
N
N
N
10000000.00
10000000.00
0.0080
N
9996900.00
9996900.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274LGC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999816.67
0.0024
N
2999760.00
2999760.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.250000%
56274LGJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
1000000.00
999888.89
0.0008
N
999880.00
999880.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HA5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-10
2012-08-10
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999750.83
0.0008
N
999750.00
999750.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999686.94
0.0008
N
999680.00
999680.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HM9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-21
2012-08-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
5044000.00
5042388.72
0.0041
N
5042385.92
5042385.92
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4HT4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3000000.00
2998926.67
0.0024
N
2998920.00
2998920.00
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
1000000.00
999506.95
0.0008
N
999530.00
999530.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.400000%
60681P5G5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-01
2012-08-01
N
N
N
6000000.00
6000000.00
0.0048
N
6000840.00
6000840.00
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
4000000.00
4000000.00
0.0032
N
4000000.00
4000000.00
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
0.0016
N
1999960.00
1999960.00
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
5000000.00
5000000.00
0.0040
N
5000000.00
5000000.00
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
7000000.00
7000000.00
0.0056
N
7000000.00
7000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
63253TNZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-05
2012-11-05
N
N
N
3000000.00
3000000.00
0.0024
N
3000630.00
3000630.00
National Australia Bank Ltd
National Australia Bank Ltd 0.340000%
972DDH005
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-10-22
2012-10-22
N
N
N
9000000.00
9000000.00
0.0072
N
9002250.00
9002250.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-07
2012-08-07
N
Y
National Australia Bank Ltd
N/A
N/A
N
8000000.00
7998400.00
0.0064
N
7999200.00
7999200.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253JH86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
Y
National Australia Bank Ltd
N/A
N/A
N
2000000.00
1999588.89
0.0016
N
1999800.00
1999800.00
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
4994400.00
0.0040
N
4996650.00
4996650.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.300000%
65557V6V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-17
2012-09-17
N
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
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
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HN2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-22
2012-08-22
N
Y
Nordea Bank AB
N/A
N/A
N
4000000.00
3998356.67
0.0032
N
3998720.00
3998720.00
Nordea North America, Inc
Nordea North America, Inc 0.290000%
6555P0HQ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-24
2012-08-24
N
Y
Nordea Bank AB
N/A
N/A
N
9000000.00
8996157.50
0.0072
N
8996940.00
8996940.00
NRW.BANK
NRW.BANK 0.290000%
62939LHT9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
9000000.00
8995940.01
0.0072
N
8995320.00
8995320.00
Old Line Funding, LLC
Old Line Funding, LLC 0.200000%
67983TGL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
13000000.00
12998700.00
0.0105
N
12999350.00
12999350.00
Rabobank Nederland
Rabobank Nederland 0.330000%
74977JQW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
N
12000000.00
12000000.00
0.0097
N
12000240.00
12000240.00
Rabobank Nederland
Rabobank Nederland 0.510000%
74977MZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-01
2012-11-01
N
N
N
11000000.00
11000000.00
0.0089
N
11003850.00
11003850.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.500000%
7562E0K96
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-10-09
2012-10-09
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4993125.00
0.0040
N
4994900.00
4994900.00
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
2000000.00
1992433.33
0.0016
N
1993060.00
1993060.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.320000%
82124LJC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
5000000.00
4996800.00
0.0040
N
4996950.00
4996950.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.310000%
82124LJC7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
2000000.00
1998760.00
0.0016
N
1998780.00
1998780.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.510000%
83051AT76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-09
2012-08-09
N
N
N
4000000.00
4000000.00
0.0032
N
4001080.00
4001080.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.480000%
83051AZ53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
5000000.00
5000000.00
0.0040
N
5000800.00
5000800.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.300000%
8342E2GR3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9998083.33
0.0080
N
9998600.00
9998600.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.190000%
8574P05M6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-13
2012-07-13
N
N
N
9000000.00
9000000.00
0.0072
N
9000090.00
9000090.00
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
0.0008
N
1000130.00
1000130.00
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
5000000.00
4996493.05
0.0040
N
4996850.00
4996850.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257EHV3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
6000000.00
6000000.00
0.0048
N
5999940.00
5999940.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257JS32
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-08
2012-08-08
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9998150.00
0.0080
N
9998200.00
9998200.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K3K8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14000000.00
14000000.00
0.0113
N
13999860.00
13999860.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K4D3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
6000000.00
5999460.00
0.0048
N
5999580.00
5999580.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K5X8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11996640.00
0.0097
N
11996280.00
11996280.00
Straight A Funding, LLC
Straight A Funding, LLC 0.180000%
86257K6B5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-08-29
2012-08-29
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
9000000.00
8997390.00
0.0072
N
8997120.00
8997120.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.250000%
86562DCE8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-02
2012-08-03
Y
Sumitomo Mitsui Banking Corp
N/A
N/A
N
N
4000000.00
4000000.00
0.0032
N
4000920.00
4000920.00
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
4000000.00
4000000.00
0.0032
N
3999760.00
3999760.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.350000%
86562DHY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-12
2012-09-12
N
N
N
3000000.00
3000000.00
0.0024
N
2999820.00
2999820.00
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
1000000.00
1000000.00
0.0008
N
999940.00
999940.00
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
5000000.00
5000000.00
0.0040
N
4999900.00
4999900.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.190000%
86562WB31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
13000000.00
13000000.00
0.0105
N
12999870.00
12999870.00
Sumitomo Mitsui Trust Bank Ltd
Sumitomo Mitsui Trust Bank Ltd 0.160000%
86562WC89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
N
N
N
6000000.00
6000000.00
0.0048
N
6000000.00
6000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.260000%
86959B6K6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
N
1000000.00
1000000.00
0.0008
N
1000030.00
1000030.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.255000%
86959B7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-24
2012-07-24
N
N
N
1000000.00
1000000.00
0.0008
N
1000050.00
1000050.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.250000%
86959B7H2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-30
2012-07-30
N
N
N
8000000.00
8000000.00
0.0064
N
8000400.00
8000400.00
Swedbank AB
Swedbank AB 0.440000%
87019QKD9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-27
2012-08-27
N
N
N
4000000.00
4000000.00
0.0032
N
4000640.00
4000640.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3000000.00
3000000.00
0.0024
N
3000000.00
3000000.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
4950000.00
4950000.00
0.0040
N
4950000.00
4950000.00
Texas
Tax and Revenue Anticipation Note Series 2011A 0.180000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-02
2012-07-02
Y
JP Morgan Chase & Co
N/A
N/A
N
N
2975000.00
2975000.00
0.0024
N
2975000.00
2975000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Texas
N/A
N/A
N
N
1000000.00
1000000.00
0.0008
N
1000000.00
1000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.280000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
Texas
N/A
N/A
N
N
1875000.00
1875000.00
0.0015
N
1875000.00
1875000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.500000%
88324LGC5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-12
2012-07-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
11000000.00
10998472.22
0.0089
N
10999120.00
10999120.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XSS5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
N
11000000.00
11000000.00
0.0089
N
11000220.00
11000220.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.170000%
89112XTH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
1000000.00
1000000.00
0.0008
N
1000030.00
1000030.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.190000%
89112XXP5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-08-20
2012-08-20
N
N
N
2000000.00
2000000.00
0.0016
N
2000000.00
2000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYL3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-05
2012-09-05
N
N
N
7000000.00
7000000.00
0.0056
N
6999720.00
6999720.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112XYR0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-09-07
2012-09-07
N
N
N
4000000.00
4000000.00
0.0032
N
3999840.00
3999840.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.250000%
89233GGL4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-20
2012-07-20
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
5450000.00
5449318.75
0.0044
N
5449564.00
5449564.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.440000%
89233GLK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-11-19
2012-11-19
N
N
Y
Support Agreement
Toyota Motor Corp
N/A
N/A
10000000.00
9982888.89
0.0080
N
9987000.00
9987000.00
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
12000000.00
12000000.00
0.0097
N
11999640.00
11999640.00
UBS AG
UBS AG 0.510000%
90267RJF7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-09
2012-11-09
N
N
N
5000000.00
5000000.00
0.0040
N
5000000.00
5000000.00
UBS Securities LLC
UBS Securities LLC 0.200000%
936991009_0.2000_M120706_2MN2
0001070766
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
7846803.00
8160000.07
Fannie Mae
2042-03-01
3.500000
Government Agency Debt
3923402.00
4080000.56
First Tier Security
N/A
N/A
2012-07-06
2012-07-06
Y
UBS Securities LLC
N/A
N/A
N
N
12000000.00
12000000.00
0.0097
N
11999840.00
11999840.00
Union Bank, NA
Union Bank, NA 0.430000%
90527MD45
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-19
2012-07-19
N
N
N
3000000.00
3000000.00
0.0024
N
3000480.00
3000480.00
Union Bank, NA
Union Bank, NA 0.400000%
90527MS23
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-11-02
2012-11-02
N
N
N
1000000.00
1000000.00
0.0008
N
999480.00
999480.00
Univ of California
CP Series B 0.180000%
91411SGJ3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-18
2012-07-18
N
N
N
3000000.00
2999760.00
0.0024
N
2999730.00
2999730.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.200000%
92217LGR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-25
2012-07-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
7000000.00
6999105.56
0.0056
N
6999020.00
6999020.00
Westpac Banking Corp
Westpac Banking Corp 0.328800%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-07-03
2012-07-03
N
N
N
7000000.00
7000000.00
0.0056
N
7000000.00
7000000.00
Westpac Banking Corp
Westpac Banking Corp 0.370000%
96121TPC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-12-14
2012-12-14
N
N
N
1000000.00
1000000.00
0.0008
N
999770.00
999770.00
Westpac Banking Corp
Westpac Banking Corp 0.250000%
9612C0JE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-09-14
2012-09-14
N
N
N
1000000.00
999486.11
0.0008
N
999440.00
999440.00
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
3000000.00
2993866.67
0.0024
N
2992890.00
2992890.00
Westpac Banking Corp
Westpac Banking Corp 0.429800%
9612C4DN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-07
2013-02-07
N
N
N
8000000.00
8000000.00
0.0064
N
8000000.00
8000000.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WFX6
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
49258.47
49258.47
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
41451.00
41451.00
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96335WGE7
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24610.09
24610.09
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
20709.39
20709.39
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKB8
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24602.17
24602.17
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
20702.73
20702.73
Whistlejacket Capital, LLC
Whistlejacket Capital, LLC 0.000000%
96432XKM4
Other Note
N
No Longer an Eligible Security
N/A
N/A
2015-04-29
2015-04-29
N
N
N
24600.45
24600.45
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
20701.28
20701.28
Windmill Funding Corp
Windmill Funding Corp 0.400000%
97342GGA9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-07-10
2012-07-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
7000000.00
6999377.78
0.0056
N
6999650.00
6999650.00