0001145549-14-002927.txt : 20140328
0001145549-14-002927.hdr.sgml : 20140328
20140328130418
ACCESSION NUMBER: 0001145549-14-002927
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111130
FILED AS OF DATE: 20140328
DATE AS OF CHANGE: 20140328
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: 14724574
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
2011-11-30
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
32
53
1334746933.63
265720.11
146159.68
1334866494.06
0.0023
1.0000
2011-11-30
1.0000
2011-11-30
C000012387
1.00
1334866494.06
1.00
-15241318.92
66223097.92
81464416.84
0.0001
1.0000
2011-11-30
1.0000
2011-11-30
Alpine Securitization Corp
Alpine Securitization Corp 0.210000%
02086MZ72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
6000000.00
5999790.00
0.0045
N
5999820.00
5999820.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZ13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
1000000.00
0.0007
N
1000000.00
1000000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZ96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999944.44
0.0007
N
999960.00
999960.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.250000%
03221KZL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999604.17
0.0022
N
2999700.00
2999700.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999715.83
0.0007
N
999800.00
999800.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.310000%
04014AA52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
8000000.00
7997588.89
0.0060
N
7998208.00
7998208.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.270000%
04915UZ28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
2000000.00
1999985.00
0.0015
N
2000000.00
2000000.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.250000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
4000000.00
3999861.11
0.0030
N
3999960.00
3999960.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZL6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999862.78
0.0007
N
999960.00
999960.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.600000%
971JFK004
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-30
2012-05-30
N
N
N
4000000.00
4000000.00
0.0030
N
4000000.00
4000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.490000%
973HUY009
0000859994
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-27
2012-04-27
N
N
N
4000000.00
4000000.00
0.0030
N
4000640.00
4000640.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WFE8
Other Note
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
2000000.00
2000000.00
0.0015
N
1999800.00
1999800.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C05A6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
19000000.00
19000000.00
0.0142
N
18999810.00
18999810.00
Bank of America, NA
Bank of America, NA 0.250000%
0605C05C2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
13000000.00
13000000.00
0.0097
N
12999870.00
12999870.00
Bank of Montreal
Bank of Montreal 0.250000%
06366WMW1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
2000000.00
2000000.00
0.0015
N
2000220.00
2000220.00
Bank of Montreal
Bank of Montreal 0.120000%
06366WTB0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
6000000.00
6000000.00
0.0045
N
6000000.00
6000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D5H4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
4000000.00
4000000.00
0.0030
N
4000320.00
4000320.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417D6X8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
4000000.00
4000000.00
0.0030
N
4000400.00
4000400.00
Bank of Nova Scotia
Bank of Nova Scotia 0.295000%
06417EFA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
2000000.00
2000000.00
0.0015
N
2000060.00
2000060.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417EKP7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
3000000.00
3000000.00
0.0022
N
3000570.00
3000570.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
N
2000000.00
2000000.00
0.0015
N
2000420.00
2000420.00
Bank of Nova Scotia
Bank of Nova Scotia 0.290000%
06417ELM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
N
8000000.00
8000000.00
0.0060
N
8001680.00
8001680.00
Bank of Nova Scotia
Bank of Nova Scotia 0.470000%
06417ENQ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
5000000.00
5000000.00
0.0037
N
5000000.00
5000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.070000%
049999006
0001041839
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
10000000.00
10000000.00
0.0075
Security is a time deposit.
N
10000000.00
10000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.160000%
06538D4V8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
5000000.00
5000000.00
0.0037
N
5000000.00
5000000.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.170000%
06538D5D7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
9000000.00
9000000.00
0.0067
N
8999910.00
8999910.00
Barclays Bank Plc
Barclays Bank Plc 0.180000%
06740MV59
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
N
7000000.00
7000000.00
0.0052
N
6999930.00
6999930.00
Barclays Capital, Inc
Barclays Capital, Inc 0.150000%
07699U005_0.1500_M111207_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-04-25
5.500000
Government Agency Debt
7172.00
8685.33
Fannie Mae
2037-07-01
5.000000
Government Agency Debt
17363846.00
14488670.16
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
7154.00
7704.30
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
7899.00
8163.43
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
36480.00
25196.97
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
15891.00
14776.68
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
17468.00
11792.09
GNMA
2039-06-20
2.600000
Government Agency Debt
13673.00
13333.25
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
14000000.00
14000000.00
0.0105
N
13999860.00
13999860.00
Barclays Capital, Inc
Barclays Capital, Inc 0.170000%
07699U005_0.1700_M111207_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-06-01
4.000000
Government Agency Debt
3854377.00
3807045.66
Fannie Mae
2035-04-25
5.500000
Government Agency Debt
3305.00
4002.37
Fannie Mae
2037-07-01
5.000000
Government Agency Debt
12800713.00
10681119.18
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
12818.00
13803.98
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
10976.00
11343.44
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
30459.00
21038.23
Freddie Mac
2034-02-15
2.000000
Government Agency Debt
12085.00
11237.57
Freddie Mac
2039-07-01
5.500000
Government Agency Debt
11598.00
7829.44
GNMA
2039-06-20
2.600000
Government Agency Debt
19621.00
19133.45
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
14000000.00
14000000.00
0.0105
N
13999580.00
13999580.00
Barclays Capital, Inc
Barclays Capital, Inc 0.180000%
07699U005_0.1800_M111207_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-18
7.000000
Government Agency Debt
6125.00
611.60
Fannie Mae
2037-03-25
4.000000
Government Agency Debt
19057.00
18958.16
Fannie Mae
2040-01-25
1.539000
Government Agency Debt
2257071.00
2178.97
Fannie Mae
2042-10-25
6.500000
Government Agency Debt
8829.00
1442.23
Fannie Mae
2044-07-25
7.000000
Government Agency Debt
10754.00
3336.54
Freddie Mac
2022-09-15
1.400000
Government Agency Debt
29577.00
2316.98
Freddie Mac
2023-08-01
4.500000
Government Agency Debt
1000.00
366.67
Freddie Mac
2025-12-01
4.000000
Government Agency Debt
3512521.00
3440140.47
Freddie Mac
2033-04-01
5.000000
Government Agency Debt
23901849.00
4857941.61
Freddie Mac
2033-10-15
2.000000
Government Agency Debt
3532.00
3246.52
GNMA
2032-02-16
5.500000
Government Agency Debt
17896.00
5430.70
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
8000000.00
8000000.00
0.0060
N
7999760.00
7999760.00
Barclays Capital, Inc
Barclays Capital, Inc 0.190000%
07699U005_0.1900_M111207_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-03-01
4.500000
Government Agency Debt
1016512.00
784454.96
Fannie Mae
2027-06-18
7.000000
Government Agency Debt
10419.00
1040.38
Fannie Mae
2027-09-17
0.781000
Government Agency Debt
8000000.00
77705.11
Fannie Mae
2031-06-01
4.000000
Government Agency Debt
20936366.00
20679269.64
Fannie Mae
2039-01-01
7.000000
Government Agency Debt
41121.00
44284.10
Fannie Mae
2041-03-01
4.000000
Government Agency Debt
28104.00
29044.82
Fannie Mae
2042-07-25
7.000000
Government Agency Debt
202366.00
24312.14
Freddie Mac
2020-12-25
4.186000
Government Agency Debt
71679.00
78891.85
Freddie Mac
2022-09-15
1.400000
Government Agency Debt
8672.00
679.34
Freddie Mac
2024-03-15
2.000000
Government Agency Debt
19214.00
13271.24
Freddie Mac
2040-08-01
5.000000
Government Agency Debt
1000.00
920.62
GNMA
2032-02-16
5.500000
Government Agency Debt
246975.00
74946.70
GNMA
2039-06-20
2.600000
Government Agency Debt
52032.00
50739.10
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
21000000.00
21000000.00
0.0157
N
20999770.00
20999770.00
Barclays US Funding Corp
Barclays US Funding Corp 0.180000%
06737JZK4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
Y
Barclays Bank Plc
N/A
N/A
N
1000000.00
999910.00
0.0007
N
999910.00
999910.00
Barclays US Funding Corp
Barclays US Funding Corp 0.200000%
06737JZN8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
Y
Barclays Bank Plc
N/A
N/A
N
7000000.00
6999183.33
0.0052
N
6999230.00
6999230.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.180000%
0554M2AS6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-26
2012-01-26
N
Y
BHP Billiton Ltd
N/A
N/A
N
2040000.00
2039428.80
0.0015
N
2038796.40
2038796.40
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.190000%
0554M2BG1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-16
2012-02-16
N
Y
BHP Billiton Ltd
N/A
N/A
N
5000000.00
4997968.06
0.0037
N
4995050.00
4995050.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.140000%
987WVU007_0.1400_M111201_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2037-09-25
4.500000
Government Agency Debt
16461175.00
7766061.83
Freddie Mac
2041-10-15
4.000000
Government Agency Debt
8524657.00
9033938.95
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
16000000.00
16000000.00
0.0120
N
16000000.00
16000000.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.220000%
987YEA006_0.2200_M111207_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2022-07-25
6.000000
Government Agency Debt
115000000.00
234009.66
Fannie Mae
2034-05-25
5.000000
Government Agency Debt
35939.00
37694.18
Fannie Mae
2035-07-25
4.750000
Government Agency Debt
810000.00
274731.51
Fannie Mae
2037-07-25
0.595000
Government Agency Debt
900000.00
269981.84
Fannie Mae
2039-04-25
4.000000
Government Agency Debt
236000.00
244585.50
Fannie Mae
2040-07-25
5.000000
Government Agency Debt
219076.00
244993.96
Fannie Mae
2041-09-25
4.000000
Government Agency Debt
276000.00
286570.03
Freddie Mac
2022-05-15
0.750000
Government Agency Debt
1874976.00
253444.97
Freddie Mac
2031-10-15
1.193000
Government Agency Debt
1750000.00
378308.69
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
240000.00
257091.55
Freddie Mac
2033-06-15
5.000000
Government Agency Debt
285000.00
321141.36
Freddie Mac
2035-09-15
5.500000
Government Agency Debt
306222.00
351001.93
GNMA
2035-01-20
4.750000
Government Agency Debt
1500000.00
349800.59
GNMA
2038-06-20
4.500000
Government Agency Debt
1000000.00
390058.81
GNMA
2041-06-20
4.000000
Government Agency Debt
288000.00
306585.57
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
4000000.00
4000000.00
0.0030
N
4000080.00
4000080.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.340000%
0556X0AB0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
Y
Bank of New Zealand
N/A
N/A
N
1000000.00
999612.78
0.0007
N
999690.00
999690.00
Branch Banking & Trust Co
Branch Banking & Trust Co 0.290000%
10513DDT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
4000000.00
4000000.00
0.0030
N
3998320.00
3998320.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAJ8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3998346.67
0.0030
N
3999280.00
3999280.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1999087.22
0.0015
N
1999620.00
1999620.00
CAFCO, LLC
CAFCO, LLC 0.370000%
12476EAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999434.72
0.0007
N
999800.00
999800.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3997244.44
0.0030
N
3999080.00
3999080.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2997920.00
0.0022
N
2999280.00
2999280.00
CAFCO, LLC
CAFCO, LLC 0.290000%
12476FZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999685.83
0.0022
N
2999880.00
2999880.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.095000%
13606X6V5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
12000000.00
12000000.00
0.0090
N
11999760.00
11999760.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.090000%
13606X6X1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
1000000.00
1000000.00
0.0007
N
999980.00
999980.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.307200%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
3000000.00
3000000.00
0.0022
N
3000030.00
3000030.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.307200%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2011-12-28
N
N
N
12000000.00
12000000.00
0.0090
N
11999640.00
11999640.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.295300%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2012-01-03
N
N
N
5000000.00
5000000.00
0.0037
N
4999850.00
4999850.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.400000%
1373X2A90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2998700.00
0.0022
N
2999190.00
2999190.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z26
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999985.00
0.0015
N
1999980.00
1999980.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
1999925.00
0.0015
N
1999940.00
1999940.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3Z75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999775.00
0.0037
N
4999850.00
4999850.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.270000%
1373X3ZE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
3000000.00
2999707.50
0.0022
N
2999790.00
2999790.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TA90
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999761.67
0.0007
N
999880.00
999880.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999028.34
0.0022
N
2999490.00
2999490.00
Chariot Funding, LLC
Chariot Funding, LLC 0.220000%
15963TAQ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-24
2012-01-24
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999010.00
0.0022
N
2999460.00
2999460.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999591.11
0.0007
N
999760.00
999760.00
Chariot Funding, LLC
Chariot Funding, LLC 0.230000%
15963TB73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-07
2012-02-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999565.55
0.0007
N
999720.00
999720.00
Chariot Funding, LLC
Chariot Funding, LLC 0.180000%
15963UZE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9018000.00
9017413.83
0.0068
N
9017639.28
9017639.28
Ciesco, LLC
Ciesco, LLC 0.330000%
17178BAC9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-12
2012-01-12
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999615.00
0.0007
N
999850.00
999850.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BB12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9993111.11
0.0075
N
9997700.00
9997700.00
Ciesco, LLC
Ciesco, LLC 0.290000%
17178CZ14
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
1000000.00
0.0007
N
1000000.00
1000000.00
Citibank, NA
Citibank, NA 0.270000%
1730D2L91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
7000000.00
7000000.00
0.0052
N
7000210.00
7000210.00
Citibank, NA
Citibank, NA 0.270000%
1730D2M66
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
N
2000000.00
2000000.00
0.0015
N
2000080.00
2000080.00
Citibank, NA
Citibank, NA 0.520000%
1730D2R20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-29
2012-05-29
N
N
N
6000000.00
6000000.00
0.0045
N
5996100.00
5996100.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20271EGW3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
2000000.00
2000000.00
0.0015
N
2000000.00
2000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.491100%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-21
2012-05-18
N
N
N
5000000.00
5000000.00
0.0037
N
4998875.00
4998875.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.280000%
20272DA42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
5000000.00
4998677.78
0.0037
N
4998850.00
4998850.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.310000%
20272DAL4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
N
1000000.00
999569.45
0.0007
N
999560.00
999560.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.265000%
20272EZ68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
4000000.00
3999852.78
0.0030
N
3999880.00
3999880.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.250000%
20272EZF8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
4571000.00
4570555.60
0.0034
N
4570634.32
4570634.32
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.285000%
20272EZM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-21
2011-12-21
N
N
N
6000000.00
5999050.00
0.0045
N
5999400.00
5999400.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.330000%
973MQJ006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
2000000.00
2000000.00
0.0015
N
1999900.00
1999900.00
CRC Funding, LLC
CRC Funding, LLC 0.270000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
7000000.00
6997532.50
0.0052
N
6996990.00
6996990.00
CRC Funding, LLC
CRC Funding, LLC 0.330000%
12622UAH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999569.17
0.0007
N
999570.00
999570.00
CRC Funding, LLC
CRC Funding, LLC 0.580000%
12622UEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-17
2012-05-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
997293.34
0.0007
N
996910.00
996910.00
CRC Funding, LLC
CRC Funding, LLC 0.290000%
12622VZE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999895.28
0.0007
N
999920.00
999920.00
Credit Suisse AG
Credit Suisse AG 0.315300%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
8000000.00
8000000.00
0.0060
N
8000000.00
8000000.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.120000%
22799D001_0.1200_M111201_2MN2
0001230485
Government Agency Repurchase Agreement
Y
GNMA
2040-08-15
4.500000
Government Agency Debt
4075000.00
3834797.18
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
3757666.00
3757666.00
0.0028
N
3757666.00
3757666.00
Danaher Corp
Danaher Corp 0.110000%
23585MZK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
2000000.00
1999890.00
0.0015
N
1999780.00
1999780.00
Danaher Corp
Danaher Corp 0.120000%
23585MZN9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
2000000.00
1999860.00
0.0015
N
1999740.00
1999740.00
Danske Corp
Danske Corp 0.300000%
2363F7Z50
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
Y
Danske Bank A/S
N/A
N/A
N
4000000.00
3999866.67
0.0030
N
3999920.00
3999920.00
Deutsche Bank AG
Deutsche Bank AG 0.360000%
25154UFW9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
8000000.00
8000000.00
0.0060
N
8000080.00
8000080.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.140000%
21599B009_0.1400_M111201_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2026-08-01
3.500000
Government Agency Debt
15374797.00
15696124.22
Fannie Mae
2033-09-01
5.000000
Government Agency Debt
169452209.00
50496186.50
Fannie Mae
2036-07-01
2.773000
Government Agency Debt
70706426.00
32607690.25
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
95000000.00
95000000.00
0.0712
N
95000000.00
95000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.170000%
99ETSZ007_0.1700_M111216_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
2270003.00
643399.63
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
20718.00
8337.04
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
42146551.00
24350885.18
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
117621.00
114128.17
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
24000000.00
24000000.00
0.0180
Y
24000000.00
24000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.190000%
99ETSZ007_0.1900_M120109_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2031-07-25
0.857000
Government Agency Debt
3539200.00
92455.05
Fannie Mae
2038-02-01
5.500000
Government Agency Debt
566924.00
160686.44
Fannie Mae
2038-10-01
6.500000
Government Agency Debt
5105.00
2054.28
Fannie Mae
2039-05-25
4.000000
Government Agency Debt
10371075.00
5992064.61
Fannie Mae
2041-05-01
4.500000
Government Agency Debt
28938.00
28078.67
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
6000000.00
6000000.00
0.0045
Y
5999940.00
5999940.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.210000%
99ETSZ007_0.2100_M120103_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2018-11-01
4.500000
Government Agency Debt
14674716.00
7280000.31
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
7000000.00
7000000.00
0.0052
Y
6999860.00
6999860.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.250000%
25600TK48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
N
5000000.00
5000000.00
0.0037
N
5000100.00
5000100.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing, LLC) Series 1997B 0.220000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0011
N
1500000.00
1500000.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.220000%
30601VAJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
2000000.00
1999413.33
0.0015
N
1999280.00
1999280.00
Fannie Mae
Fannie Mae 0.025000%
313588PY5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
5000000.00
5000000.00
0.0037
N
5000000.00
5000000.00
Fannie Mae
Fannie Mae 0.030000%
313588QE8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
3425000.00
3424982.87
0.0026
N
3424993.15
3424993.15
Fannie Mae
Fannie Mae 0.035000%
313588SN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
N
10000000.00
9999397.22
0.0075
N
9999830.00
9999830.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384QP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
14000000.00
13999825.00
0.0105
N
13999944.00
13999944.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384RL5
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
11000000.00
10999670.00
0.0082
N
10999890.00
10999890.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384RT8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
9000000.00
8999892.50
0.0067
N
8999892.00
8999892.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384SX8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
N
N
2000000.00
1999881.67
0.0015
N
1999960.00
1999960.00
Freddie Mac
Freddie Mac 0.035000%
313396QS5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
5000000.00
4999912.50
0.0037
N
4999975.00
4999975.00
Freddie Mac
Freddie Mac 0.030000%
313396RH8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
N
11000000.00
10999697.50
0.0082
N
10999901.00
10999901.00
Freddie Mac
Freddie Mac 0.030000%
313396RP0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
19000000.00
18999382.50
0.0142
N
18999791.00
18999791.00
Freddie Mac
Freddie Mac 0.020000%
313396RX3
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
N
1000000.00
999973.89
0.0007
N
999987.00
999987.00
Freddie Mac
Freddie Mac 0.030000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
6000000.00
5999665.00
0.0045
N
5999886.00
5999886.00
Freddie Mac
Freddie Mac 0.035000%
313396ST1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-06
2012-02-06
N
N
N
1998000.00
1997869.85
0.0015
N
1997962.04
1997962.04
Freddie Mac
Freddie Mac 0.291100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-11-09
N
N
N
25000000.00
25000000.00
0.0187
N
25025650.00
25025650.00
General Electric Capital Corp
General Electric Capital Corp 0.200000%
36959HA98
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
10000000.00
9997833.33
0.0075
N
9999100.00
9999100.00
General Electric Capital Corp
General Electric Capital Corp 0.240000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
2000000.00
1999453.33
0.0015
N
1999820.00
1999820.00
General Electric Capital Corp
General Electric Capital Corp 0.220000%
36959HAJ6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
N
3000000.00
2999120.00
0.0022
N
2999670.00
2999670.00
General Electric Capital Corp
General Electric Capital Corp 0.300000%
36959HBT3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-27
2012-02-27
N
N
N
1000000.00
999266.67
0.0007
N
999590.00
999590.00
General Electric Capital Corp
General Electric Capital Corp 0.190000%
36959JZ22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
N
12000000.00
11999936.67
0.0090
N
12000000.00
12000000.00
General Electric Co
General Electric Co 0.140000%
36960MZ55
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
N
10000000.00
9999844.44
0.0075
N
9999900.00
9999900.00
General Electric Co
General Electric Co 0.150000%
36960MZT3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-27
2011-12-27
N
N
N
17000000.00
16998158.33
0.0127
N
16999150.00
16999150.00
Goldman Sachs & Co
Goldman Sachs & Co 0.650000%
992JYE002_0.6500_M120214_2MN2
0000769993
Other Repurchase Agreement
N
ALLEGHANY CORP DEL COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499791.30
ASPEN INSURANCE HOLDINGS LTDSHS
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499997.76
BORGWARNER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499945.41
BUNGE LIMITED COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499972.00
CALPINE CORP COM NEW
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499995.00
CONSOLIDATED EDISON INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499991.25
DEERE & CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499937.28
EXCO RESOURCES INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499999.68
FOOT LOCKER INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
411548.58
GOODYEAR TIRE & RUBR CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499999.92
GRACE W R & CO DEL NEW COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499986.02
HORNBECK OFFSHORE SVCS INC NCOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499970.24
INVESTMENT TECHNOLOGY GRP NECOM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499995.36
ISTAR FINL INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499996.64
JAGUAR MNG INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499995.20
JOHNSON & JOHNSON COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499979.92
MACYS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499986.39
MIDWAY GOLD CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
89088.30
SOUTHWEST AIRLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499994.43
TEXAS INSTRS INC COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499997.12
V F CORP COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499872.52
VULCAN MATLS CO COM
2011-11-30
N/A
Other Instrument
common stock or ETF
0.00
499975.02
First Tier Security
N/A
N/A
2012-02-14
2012-02-14
N
N
N
10000000.00
10000000.00
0.0075
Repurchase agreement collateralized by common stock and ETFs.
Y
10009300.00
10009300.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 0.370000%
38142UZF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
4000000.00
3999424.44
0.0030
N
3999680.00
3999680.00
Govco, LLC
Govco, LLC 0.320000%
38362VA37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-03
2012-01-03
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999706.67
0.0007
N
999800.00
999800.00
Govco, LLC
Govco, LLC 0.320000%
38362VA45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999697.78
0.0007
N
999790.00
999790.00
Govco, LLC
Govco, LLC 0.330000%
38362VAA1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999633.33
0.0007
N
999720.00
999720.00
Govco, LLC
Govco, LLC 0.330000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
3000000.00
2998707.50
0.0022
N
2998890.00
2998890.00
Govco, LLC
Govco, LLC 0.400000%
38362VAH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999477.78
0.0007
N
999630.00
999630.00
Govco, LLC
Govco, LLC 0.320000%
38362VAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-19
2012-01-19
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999564.44
0.0007
N
999600.00
999600.00
Govco, LLC
Govco, LLC 0.320000%
38362VAL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-20
2012-01-20
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999555.55
0.0007
N
999590.00
999590.00
Govco, LLC
Govco, LLC 0.340000%
38362VBF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-15
2012-02-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
11000000.00
10992104.44
0.0082
N
10990540.00
10990540.00
Govco, LLC
Govco, LLC 0.420000%
38362VBU6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-28
2012-02-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
9000000.00
8990655.00
0.0067
N
8989920.00
8989920.00
Govco, LLC
Govco, LLC 0.500000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
2000000.00
1995972.22
0.0015
N
1995440.00
1995440.00
Govco, LLC
Govco, LLC 0.510000%
38362VDQ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-04-24
2012-04-24
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
997945.83
0.0007
N
997720.00
997720.00
Govco, LLC
Govco, LLC 0.290000%
38362WZG9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999879.17
0.0007
N
999920.00
999920.00
Govco, LLC
Govco, LLC 0.300000%
38362WZN4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999825.00
0.0007
N
999890.00
999890.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
3000000.00
2997742.50
0.0022
N
2998740.00
2998740.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZ75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
6000000.00
5999730.00
0.0045
N
5999940.00
5999940.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZG5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
999887.50
0.0007
N
999980.00
999980.00
Grampian Funding, LLC
Grampian Funding, LLC 0.270000%
38501CZL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
999857.50
0.0007
N
999970.00
999970.00
HSBC USA, Inc
HSBC USA, Inc 0.270000%
40427RC58
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-05
2012-03-05
N
N
N
4000000.00
3997150.00
0.0030
N
3994880.00
3994880.00
HSBC USA, Inc
HSBC USA, Inc 0.195000%
40427SZ10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
1000000.00
1000000.00
0.0007
N
1000000.00
1000000.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.294800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-12-21
2012-12-21
N
N
N
38000000.00
38000000.00
0.0285
N
37996010.00
37996010.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2AT2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2998907.50
0.0022
N
2998410.00
2998410.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.230000%
4820P2B20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999597.50
0.0007
N
999370.00
999370.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.140000%
4820P3Z63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1999961.11
0.0015
N
1999940.00
1999940.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.140000%
4820P3Z89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
7000000.00
6999809.44
0.0052
N
6999720.00
6999720.00
Labcon North America
Taxable Demand Bonds Series 2010 0.780000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2270000.00
2270000.00
0.0017
N
2270000.00
2270000.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.190000%
53943SZN0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
8000000.00
7999113.33
0.0060
N
7998960.00
7998960.00
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AJ3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
3019000.00
3018074.17
0.0023
N
3018456.58
3018456.58
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4AT1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-27
2012-01-27
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1022000.00
1021627.82
0.0008
N
1021785.38
1021785.38
Market Street Funding Corp
Market Street Funding Corp 0.230000%
5705X4BH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-17
2012-02-17
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3998006.66
0.0030
N
3998760.00
3998760.00
Merrill Lynch, Pierce, Fenner & Smith, Inc
Merrill Lynch, Pierce, Fenner & Smith, Inc 0.230000%
06399V008_0.2300_M111207_2MN2
0000728612
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-10-15
4.000000
Government Agency Debt
15443680.00
16480000.69
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Merrill Lynch Pierce Fenner & Smith Inc
N/A
N/A
N
N
16000000.00
16000000.00
0.0120
N
16000480.00
16000480.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687GFU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
6000000.00
6000000.00
0.0045
N
6000000.00
6000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
5000000.00
5000000.00
0.0037
N
5000050.00
5000050.00
National Australia Bank Ltd
National Australia Bank Ltd 0.510000%
971ANG003
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-08
2012-05-08
N
N
N
1000000.00
1000000.00
0.0007
N
999600.00
999600.00
National Australia Bank Ltd
National Australia Bank Ltd 0.500000%
973NEE008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
11000000.00
11000000.00
0.0082
N
11001870.00
11001870.00
Old Line Funding, LLC
Old Line Funding, LLC 0.180000%
67983UZF3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
12000000.00
11999160.00
0.0090
N
11999640.00
11999640.00
Rabobank Nederland
Rabobank Nederland 0.337200%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-28
2012-03-26
N
N
N
7000000.00
7000000.00
0.0052
N
7000770.00
7000770.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.270000%
74927MZ82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
2000000.00
1999895.00
0.0015
N
1999920.00
1999920.00
RBS Holdings USA Inc
RBS Holdings USA Inc 0.260000%
74927MZL3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
Y
Royal Bank of Scotland Plc
N/A
N/A
N
1000000.00
999862.78
0.0007
N
999880.00
999880.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0BA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
5000000.00
4995463.89
0.0037
N
4995650.00
4995650.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-03-27
N
N
N
3000000.00
3000000.00
0.0022
N
2999910.00
2999910.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-04-09
N
N
N
3000000.00
3000000.00
0.0022
N
2999610.00
2999610.00
Royal Bank of Canada
Royal Bank of Canada 0.050000%
985YRK002
0000352613
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
30000000.00
30000000.00
0.0225
Security is a time deposit.
N
30000000.00
30000000.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.820000%
78011H2S3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-19
2012-04-19
N
N
N
4000000.00
4000000.00
0.0030
N
4001520.00
4001520.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.230000%
78011H6D2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
N
N
7000000.00
7000000.00
0.0052
N
6999930.00
6999930.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.260000%
78011H6R1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-22
2011-12-22
N
N
N
1000000.00
1000000.00
0.0007
N
999990.00
999990.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.280000%
78011H6V2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
N
2000000.00
2000000.00
0.0015
N
2000000.00
2000000.00
Sanofi
Sanofi 0.220000%
8010M3ZF0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
3000000.00
2999743.33
0.0022
N
2999790.00
2999790.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.240000%
82124MZ94
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-09
2011-12-09
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
15000000.00
14999200.00
0.0112
N
14999400.00
14999400.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.250000%
83051AWY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-14
2011-12-14
N
N
N
2000000.00
2000000.00
0.0015
N
2000000.00
2000000.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.240000%
83051AXF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
1000000.00
1000000.00
0.0007
N
999990.00
999990.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3Z82
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
16000000.00
15999222.22
0.0120
N
15999520.00
15999520.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.100000%
8574P04H8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-05
2012-01-05
N
N
N
12000000.00
12000000.00
0.0090
N
12000000.00
12000000.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
3000000.00
2999743.33
0.0022
N
2999760.00
2999760.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBN7
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
14000000.00
13997487.78
0.0105
N
13999440.00
13999440.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EBR8
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19996200.00
0.0150
N
19998926.00
19998926.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257EDG0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
8000000.00
7996875.55
0.0060
N
7998720.00
7998720.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GD42
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2999715.00
0.0022
N
2999820.00
2999820.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GG56
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2000000.00
1999577.78
0.0015
N
1999740.00
1999740.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ53
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
20000000.00
19992611.11
0.0150
N
19993600.00
19993600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GJ79
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-09
2012-02-09
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2998891.67
0.0022
N
2999040.00
2999040.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GK77
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-02-13
2012-02-13
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
4000000.00
3998437.76
0.0030
N
3998600.00
3998600.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257KG24
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
2000000.00
1999989.44
0.0015
N
1999980.00
1999980.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257M4H0
Government Agency Debt
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
1000000.00
999788.89
0.0007
N
999870.00
999870.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.170000%
86562EA65
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
1000000.00
1000000.00
0.0007
N
999990.00
999990.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.160000%
86562EZR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
5000000.00
5000000.00
0.0037
N
5000000.00
5000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.170000%
86562WSK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
12000000.00
12000000.00
0.0090
N
11999880.00
11999880.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.310000%
86959BZK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
19000000.00
19000000.00
0.0142
N
19000000.00
19000000.00
Texas
TRAN Series 2011A 0.110000%
46633V5R6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3000000.00
3000000.00
0.0022
N
3000000.00
3000000.00
Texas
TRAN Series 2011A 0.110000%
46633V5T2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
5000000.00
5000000.00
0.0037
N
5000000.00
5000000.00
Texas
TRAN Series 2011A 0.110000%
46633V6E4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
Y
JP Morgan Chase & Co
N/A
N/A
N
N
3000000.00
3000000.00
0.0022
N
3000000.00
3000000.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.250000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Texas
N/A
N/A
N
N
1000000.00
1000000.00
0.0007
N
1000000.00
1000000.00
Texas
Veterans Land Taxable Refunding Bonds Series 2006A 0.250000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
Texas
N/A
N/A
N
N
1910000.00
1910000.00
0.0014
N
1910000.00
1910000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZC2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999761.67
0.0022
N
2999820.00
2999820.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZG3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6000000.00
5999350.00
0.0045
N
5999520.00
5999520.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.260000%
88324MZL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999588.34
0.0022
N
2999700.00
2999700.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.230000%
88602TB28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
11000000.00
10995572.50
0.0082
N
10993070.00
10993070.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.380000%
89112XCL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-05-01
2012-05-01
N
N
N
15000000.00
15000000.00
0.0112
N
15007050.00
15007050.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.130000%
89112XDW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
4000000.00
4000000.00
0.0030
N
4000080.00
4000080.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112XEQ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
9000000.00
9000000.00
0.0067
N
9000270.00
9000270.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.210000%
89112XGB5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-04-02
2012-04-02
N
N
N
13000000.00
13000000.00
0.0097
N
12999090.00
12999090.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.240000%
89112YX73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
8000000.00
8000000.00
0.0060
N
8001520.00
8001520.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.280000%
89233GC12
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-01
2012-03-01
N
N
N
14000000.00
13990091.11
0.0105
N
13991880.00
13991880.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.550000%
89233GEE2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-14
2012-05-14
N
N
N
8000000.00
7979833.34
0.0060
N
7985360.00
7985360.00
Toyota Motor Credit Corp
Toyota Motor Credit Corp 0.600000%
89233GEQ5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-05-24
2012-05-24
N
N
N
4000000.00
3988333.33
0.0030
N
3991920.00
3991920.00
UBS AG
UBS AG 0.280000%
90267AT22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
1000000.00
1000000.00
0.0007
N
1000030.00
1000030.00
UBS Securities LLC
UBS Securities LLC 0.210000%
936991009_0.2100_M111207_2MN2
0001070766
Government Agency Repurchase Agreement
Y
Freddie Mac
2040-01-01
5.500000
Government Agency Debt
17392880.00
13260000.54
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
Y
UBS Securities LLC
N/A
N/A
N
N
13000000.00
13000000.00
0.0097
N
13000130.00
13000130.00
Union Bank, NA
Union Bank, NA 0.250000%
90526NZ16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
1000000.00
1000000.00
0.0007
N
999990.00
999990.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
2000000.00
2000000.00
0.0015
N
2000040.00
2000040.00
Union Bank, NA
Union Bank, NA 0.360000%
90527MWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-02-22
2012-02-22
N
N
N
1000000.00
1000000.00
0.0007
N
999670.00
999670.00
Univ of California
Commerical Paper Notes Series B 0.230000%
91411SA91
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-09
2012-01-09
N
N
N
1000000.00
999750.83
0.0007
N
999750.00
999750.00
Univ of California
Commerical Paper Notes Series B 0.190000%
91411UZC2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-12
2011-12-12
N
N
N
3000000.00
2999825.83
0.0022
N
2999850.00
2999850.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.250000%
92217LAR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-25
2012-01-25
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
3000000.00
2998854.16
0.0022
N
2998650.00
2998650.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.210000%
92217MZ59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-05
2011-12-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
6000000.00
5999860.00
0.0045
N
5999880.00
5999880.00
Westpac Banking Corp
Westpac Banking Corp 0.335800%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-01
2012-05-01
N
N
N
13000000.00
13000000.00
0.0097
N
12996360.00
12996360.00
Westpac Banking Corp
Westpac Banking Corp 0.335300%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-05
2012-07-03
N
N
N
7000000.00
7000000.00
0.0052
N
6995940.00
6995940.00
Westpac Banking Corp
Westpac Banking Corp 0.230000%
96121TEX2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
2000000.00
2000000.00
0.0015
N
2000020.00
2000020.00
Westpac Banking Corp
Westpac Banking Corp 0.475000%
9612C0CG2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-16
2012-03-16
N
N
N
1000000.00
998601.39
0.0007
N
999050.00
999050.00
Westpac Banking Corp
Westpac Banking Corp 0.470000%
9612C0CK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-03-19
2012-03-19
N
N
N
11000000.00
10984346.37
0.0082
N
10989110.00
10989110.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.315000%
96122HZ14
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
3000000.00
3000000.00
0.0022
N
3000000.00
3000000.00
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
79575.48
79575.48
0.0001
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
68928.28
68928.28
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
39781.34
39781.34
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
34458.60
34458.60
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
39778.70
39778.70
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
34456.31
34456.31
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
39778.12
39778.12
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
34455.81
34455.81
Windmill Funding Corp
Windmill Funding Corp 0.320000%
97342JA43
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-04
2012-01-04
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999697.78
0.0007
N
999805.60
999805.60
Windmill Funding Corp
Windmill Funding Corp 0.250000%
97342KZ84
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6200000.00
6199698.61
0.0046
N
6199814.00
6199814.00
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342KZL5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-20
2011-12-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999556.67
0.0022
N
2999730.00
2999730.00