0001145549-14-002960.txt : 20140328
0001145549-14-002960.hdr.sgml : 20140328
20140328144241
ACCESSION NUMBER: 0001145549-14-002960
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110831
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: 14725096
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-800-648-5300
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP/A
1
primary_doc.xml
N-MFP/A
N-MFP/A
LIVE
N
2011-08-31
0000857156
S000004509
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
40
60
895013917.72
178065.28
43823.05
895148159.95
0.0021
1.0000
2011-08-31
1.0000
2011-08-31
C000012386
1.00
895148159.95
1.00
7167218.91
70880070.71
63712851.80
0.0001
1.0000
2011-08-31
1.0000
2011-08-31
Amsterdam Funding Corp
Amsterdam Funding Corp 0.210000%
03221KWU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
3000000.00
2999527.50
0.0034
N
2999460.00
2999460.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.370000%
04915UWV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
1000000.00
999712.22
0.0011
N
999920.00
999920.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.260000%
04915UZ69
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-06
2011-12-06
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
8000000.00
7994453.33
0.0089
N
7996000.00
7996000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.250000%
05253CZG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-16
2011-12-16
N
N
N
6000000.00
5995583.33
0.0067
N
5995860.00
5995860.00
Bank of America, NA
Bank of America, NA 0.240000%
06052WDM2
Other Note
N
First Tier Security
N/A
N/A
2011-10-13
2011-10-13
N
N
N
1000000.00
1000000.00
0.0011
N
1000110.00
1000110.00
Bank of America, NA
Bank of America, NA 0.300000%
06052WEF6
Other Note
N
First Tier Security
N/A
N/A
2011-12-19
2011-12-19
N
N
N
6000000.00
6000000.00
0.0067
N
6000900.00
6000900.00
Bank of America, NA
Bank of America, NA 0.240000%
06052WEQ2
Other Note
N
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
1000000.00
1000000.00
0.0011
N
999720.00
999720.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WFW8
Other Note
N
First Tier Security
N/A
N/A
2011-11-03
2011-11-03
N
N
N
15000000.00
15000000.00
0.0168
N
15001350.00
15001350.00
Bank of America, NA
Bank of America, NA 0.250000%
06052WGB3
Other Note
N
First Tier Security
N/A
N/A
2011-11-04
2011-11-04
N
N
N
10000000.00
10000000.00
0.0112
N
10000900.00
10000900.00
Bank of Nova Scotia
Bank of Nova Scotia 0.240000%
06417D2F1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
4000000.00
4000000.00
0.0045
N
3999480.00
3999480.00
Bank of Nova Scotia
Bank of Nova Scotia 0.170000%
06417D5B7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
4000000.00
4000000.00
0.0045
N
4000120.00
4000120.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417D6B6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
3000000.00
3000000.00
0.0034
N
3000000.00
3000000.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EAL7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-13
2012-01-13
N
N
N
5000000.00
5000000.00
0.0056
N
4996800.00
4996800.00
Bank of Nova Scotia
Bank of Nova Scotia 0.190000%
06417EBH5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
1000000.00
1000000.00
0.0011
N
999920.00
999920.00
Bank of Nova Scotia
Bank of Nova Scotia 0.250000%
06417EDB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
N
4000000.00
4000000.00
0.0045
N
3999560.00
3999560.00
Bank of Nova Scotia
Bank of Nova Scotia 0.080000%
06417EEE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
5000000.00
5000000.00
0.0056
N
4999950.00
4999950.00
Bank of the West
Bank of the West 0.200000%
0642G0WE7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
N
4000000.00
4000000.00
0.0045
N
4000280.00
4000280.00
Barclays Bank Plc
Barclays Bank Plc 0.707200%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-15
2011-10-17
N
N
N
7000000.00
7000000.00
0.0078
N
7002380.00
7002380.00
Barclays Capital, Inc
Barclays Capital, Inc 0.120000%
07699U005_0.1200_M110907_2MN1
0000851376
Government Agency Repurchase Agreement
Y
GNMA
2020-10-20
5.000000
Government Agency Debt
10529743.00
10153573.67
GNMA
2036-01-20
5.250000
Government Agency Debt
13660559.00
2742362.85
GNMA
2037-12-20
3.000000
Government Agency Debt
3364482.00
3306748.56
GNMA
2041-03-20
4.500000
Government Agency Debt
16149462.00
17266611.12
GNMA
2041-08-20
4.000000
Government Agency Debt
47727.00
50915.32
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
32000000.00
32000000.00
0.0357
N
31999680.00
31999680.00
Barclays Capital, Inc
Barclays Capital, Inc 0.140000%
07699U005_0.1400_M110907_2MN1
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
73480.00
50301.19
Fannie Mae
2025-10-25
2.000000
Government Agency Debt
30962.00
21298.47
GNMA
2040-06-15
5.000000
Government Agency Debt
37047.00
32409.52
GNMA
2041-07-20
4.500000
Government Agency Debt
12373038.00
13443787.73
GNMA
2041-08-20
4.000000
Government Agency Debt
27130.00
28942.37
Unrated Security
N/A
N/A
2011-09-07
2011-09-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
13000000.00
13000000.00
0.0145
N
13000000.00
13000000.00
BHP Billiton Finance (USA) Ltd
BHP Billiton Finance (USA) Ltd 0.150000%
0554M3XJ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
Y
BHP Billiton Ltd
N/A
N/A
N
4000000.00
3999216.67
0.0045
N
3998640.00
3998640.00
BNP Paribas
BNP Paribas 0.540000%
05572NBH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
N
1000000.00
1000000.00
0.0011
N
1000060.00
1000060.00
BNP Paribas
BNP Paribas 0.540000%
05572NBL9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
5000000.00
5000000.00
0.0056
N
5000650.00
5000650.00
BNP Paribas
BNP Paribas 0.520000%
05572NBV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
2000000.00
2000000.00
0.0022
N
2000400.00
2000400.00
BNP Paribas
BNP Paribas 0.540000%
05572NCN4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-02
2011-11-02
N
N
N
7000000.00
7000000.00
0.0078
N
7002940.00
7002940.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.080000%
987WVU007_0.0800_M110901_2MN1
0001197610
Government Agency Repurchase Agreement
Y
GNMA
2022-06-20
2.375000
Government Agency Debt
43183866.00
648725.63
GNMA
2023-07-20
2.625000
Government Agency Debt
55000000.00
641889.56
GNMA
2023-07-20
2.625000
Government Agency Debt
58651549.00
641711.32
GNMA
2023-10-20
2.125000
Government Agency Debt
2462922.00
33851.02
GNMA
2025-08-20
2.625000
Government Agency Debt
103888270.00
643718.78
GNMA
2027-12-20
2.125000
Government Agency Debt
57885050.00
557164.03
GNMA
2030-05-20
2.375000
Government Agency Debt
32012126.00
636351.00
GNMA
2032-02-20
1.750000
Government Agency Debt
14428798.00
626111.34
GNMA
2033-02-20
1.750000
Government Agency Debt
8502921.00
642059.37
GNMA
2034-06-20
2.250000
Government Agency Debt
1362919.00
512652.33
GNMA
2034-07-20
2.500000
Government Agency Debt
1500000.00
365469.36
GNMA
2034-08-20
2.625000
Government Agency Debt
6000000.00
632824.64
GNMA
2034-11-20
3.000000
Government Agency Debt
1380355.00
387280.32
GNMA
2034-11-20
5.000000
Government Agency Debt
1038690.00
224665.66
GNMA
2035-01-20
3.000000
Government Agency Debt
2498483.00
389746.57
GNMA
2035-01-20
3.500000
Government Agency Debt
1709451.00
253596.62
GNMA
2035-04-20
1.750000
Government Agency Debt
1609311.00
624354.59
GNMA
2035-10-20
3.500000
Government Agency Debt
396312.00
254052.32
GNMA
2035-11-20
2.250000
Government Agency Debt
689166.00
642521.21
GNMA
2036-05-20
2.000000
Government Agency Debt
2185124.00
644981.86
GNMA
2037-11-20
5.000000
Government Agency Debt
1528733.00
558158.01
GNMA
2037-11-20
5.500000
Government Agency Debt
3816631.00
638419.25
GNMA
2038-01-20
5.500000
Government Agency Debt
721420.00
339703.26
GNMA
2038-02-20
5.500000
Government Agency Debt
879554.00
157599.92
GNMA
2040-02-20
3.750000
Government Agency Debt
558664.00
576382.53
GNMA
2040-03-20
3.500000
Government Agency Debt
822983.00
416536.53
GNMA
2040-06-20
2.500000
Government Agency Debt
489152.00
481518.97
GNMA
2040-07-20
4.000000
Government Agency Debt
428086.00
450138.86
GNMA
2040-08-20
4.500000
Government Agency Debt
692971.00
308296.67
GNMA
2041-01-20
4.000000
Government Agency Debt
346838.00
366445.36
GNMA
2041-02-20
3.500000
Government Agency Debt
597764.00
627907.38
GNMA
2041-04-20
3.000000
Government Agency Debt
116949.00
121844.55
GNMA
2041-06-20
4.000000
Government Agency Debt
381360.00
403321.19
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
15000000.00
15000000.00
0.0168
N
15000000.00
15000000.00
BNZ International Funding Ltd
BNZ International Funding Ltd 0.220000%
0556X1WM0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
Y
Bank of New Zealand
N/A
N/A
N
1000000.00
999877.78
0.0011
N
999910.00
999910.00
CAFCO, LLC
CAFCO, LLC 0.310000%
12476EAP4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-23
2012-01-23
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2996280.00
0.0033
N
2997750.00
2997750.00
CAFCO, LLC
CAFCO, LLC 0.400000%
12476EB16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2994900.00
0.0033
N
2997510.00
2997510.00
CAFCO, LLC
CAFCO, LLC 0.390000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-03
2012-02-03
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1996641.67
0.0022
N
1998300.00
1998300.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.285100%
13606X4J4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2012-07-09
N
N
N
1000000.00
1000000.00
0.0011
N
1000250.00
1000250.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.270800%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-12-28
N
N
N
10000000.00
10000000.00
0.0112
N
9999600.00
9999600.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.242100%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2012-01-03
N
N
N
2000000.00
2000000.00
0.0022
N
1999900.00
1999900.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3W78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
5000000.00
4999625.00
0.0056
N
4999850.00
4999850.00
Chariot Funding, LLC
Chariot Funding, LLC 0.130000%
15963UW77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1999956.67
0.0022
N
1999960.00
1999960.00
Chariot Funding, LLC
Chariot Funding, LLC 0.150000%
15963UW93
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999900.00
0.0034
N
2999940.00
2999940.00
Chariot Funding, LLC
Chariot Funding, LLC 0.170000%
15963UX50
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5888000.00
5887054.65
0.0066
N
5887175.68
5887175.68
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQM8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-22
2011-11-22
N
N
N
1000000.00
1000000.00
0.0011
N
999880.00
999880.00
Ciesco, LLC
Ciesco, LLC 0.310000%
17178BAH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-17
2012-01-17
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1997623.33
0.0022
N
1998580.00
1998580.00
Ciesco, LLC
Ciesco, LLC 0.400000%
17178BB12
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4991500.00
0.0056
N
4995850.00
4995850.00
Citibank, NA
Citibank, NA 0.200000%
1730D2G89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
N
7000000.00
7000000.00
0.0078
N
7000210.00
7000210.00
Citibank, NA
Citibank, NA 0.240000%
1730D2K50
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
3000000.00
3000000.00
0.0034
N
2999940.00
2999940.00
Citibank, NA
Citibank, NA 0.230000%
1730D2L75
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.390000%
17307SW81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Citigroup Inc
N/A
N/A
N
6000000.00
5999545.00
0.0067
N
5999880.00
5999880.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.312800%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2012-05-18
N
N
N
13000000.00
13000000.00
0.0145
N
13000000.00
13000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.180000%
20272EWE4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
13000000.00
12999155.00
0.0145
N
12999220.00
12999220.00
CRC Funding, LLC
CRC Funding, LLC 0.310000%
12622UAJ5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-18
2012-01-18
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
2000000.00
1997606.11
0.0022
N
1996880.00
1996880.00
CRC Funding, LLC
CRC Funding, LLC 0.400000%
12622UB13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-01
2012-02-01
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
4000000.00
3993200.00
0.0045
N
3992680.00
3992680.00
CRC Funding, LLC
CRC Funding, LLC 0.260000%
12622VYE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
6000000.00
5996793.33
0.0067
N
5996280.00
5996280.00
Credit Suisse AG
Credit Suisse AG 0.270800%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-12-01
N
N
N
10000000.00
10000000.00
0.0112
N
9999500.00
9999500.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.060000%
22799D001_0.0600_M110901_2MN1
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-04-20
5.000000
Government Agency Debt
23900000.00
25928435.28
Unrated Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
25419627.00
25419627.00
0.0284
N
25419627.00
25419627.00
Danaher Corp
Danaher Corp 0.130000%
23585MWL6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
2000000.00
1999862.78
0.0022
N
1999800.00
1999800.00
Deutsche Bank AG
Deutsche Bank AG 0.200000%
25154T4U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
N
4000000.00
4000000.00
0.0045
N
3999800.00
3999800.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.070000%
21599B009_0.0700_M110901_2MN1
0001074042
Government Agency Repurchase Agreement
Y
United States Treasury Department
2014-08-15
0.500000
Treasury Debt
71023800.00
71400040.86
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
70000000.00
70000000.00
0.0782
N
70000000.00
70000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.110000%
99ETSZ007_0.1100_M110926_2MN1
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2039-04-01
5.000000
Government Agency Debt
13081904.00
7494075.79
Fannie Mae
2040-05-01
4.500000
Government Agency Debt
11573480.00
10238619.95
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
17000000.00
17000000.00
0.0190
Y
16999830.00
16999830.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.265000%
2332K1Z11
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-01
2011-12-01
N
N
N
3000000.00
2997990.42
0.0033
N
2997510.00
2997510.00
Fairway Finance Co, LLC
Fairway Finance Co, LLC 0.140000%
30601WWM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1000000.00
999922.22
0.0011
N
999880.00
999880.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.170000%
30603BWL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999730.84
0.0034
N
2999790.00
2999790.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.170000%
30603BX40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999844.16
0.0011
N
999870.00
999870.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.180000%
30603BX65
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
9000000.00
8998425.00
0.0101
N
8998740.00
8998740.00
Fannie Mae
Fannie Mae 0.020000%
313588LL7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
16000000.00
15999937.78
0.0179
N
15999968.00
15999968.00
Fannie Mae
Fannie Mae 0.060000%
313588MP7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
4500000.00
4499745.00
0.0050
N
4499959.50
4499959.50
Fannie Mae
Fannie Mae 0.090000%
313588MV4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
N
5000000.00
4999500.00
0.0056
N
4999945.00
4999945.00
Federal Home Loan Bank
Federal Home Loan Bank 0.030000%
313384LM9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
4600000.00
4599969.33
0.0051
N
4599990.80
4599990.80
Federal Home Loan Bank
Federal Home Loan Bank 0.020000%
313384LU1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
4000000.00
3999966.67
0.0045
N
3999984.00
3999984.00
Federal Home Loan Bank
Federal Home Loan Bank 0.010000%
313384MP1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
N
6000000.00
5999943.33
0.0067
N
5999946.00
5999946.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384MW6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-12
2011-10-12
N
N
N
2000000.00
1999908.89
0.0022
N
1999978.00
1999978.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384PK9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
N
6000000.00
5999285.01
0.0067
N
5999868.00
5999868.00
Freddie Mac
Freddie Mac 0.030000%
313396LY7
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
3000000.00
2999952.50
0.0034
N
2999985.00
2999985.00
Freddie Mac
Freddie Mac 0.055000%
313396MA8
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
N
2000000.00
1999935.83
0.0022
N
1999988.00
1999988.00
Freddie Mac
Freddie Mac 0.030000%
313396MN0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
1000000.00
999972.50
0.0011
N
999991.00
999991.00
Freddie Mac
Freddie Mac 0.020000%
313396MY6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-14
2011-10-14
N
N
N
13000000.00
12999689.44
0.0145
N
12999844.00
12999844.00
Freddie Mac
Freddie Mac 0.146100%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2012-08-10
N
N
N
15000000.00
15000000.00
0.0168
N
15018450.00
15018450.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.200000%
3686M1WF9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
3000000.00
2999766.67
0.0034
N
2999760.00
2999760.00
General Electric Capital Corp
General Electric Capital Corp 0.260000%
36959HAB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-11
2012-01-11
N
N
N
5000000.00
4995233.33
0.0056
N
4995500.00
4995500.00
General Electric Capital Corp
General Electric Capital Corp 0.120000%
36959JWK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
14000000.00
13999160.00
0.0156
N
13999440.00
13999440.00
General Electric Co
General Electric Co 0.120000%
36960MWK5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
3000000.00
2999820.00
0.0034
N
2999880.00
2999880.00
Goldman Sachs & Co
Goldman Sachs & Co 0.500000%
992JYE002_0.5000_M111027_2MN1
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249998.10
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249954.13
CHEMED CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249959.52
COMERICA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
602.16
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249958.08
CVS CAREMARK CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249998.16
D R HORTON INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249990.40
EATON CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249959.25
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249966.64
FACTSET RESH SYS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249966.60
HONEYWELL INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249974.94
INTERNATIONAL FLAVORS&FRAGRACOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249984.00
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249969.70
LORILLARD INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249888.87
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249977.80
SOLUTIA INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249989.04
TARGA RES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249997.02
TEEKAY CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249977.00
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249977.49
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249986.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249976.70
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
249950.54
First Tier Security
N/A
N/A
2011-10-27
2011-10-27
N
N
N
5000000.00
5000000.00
0.0056
Repurchase agreement collateralized by common stock and ETFs.
Y
5000000.00
5000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.560000%
992JYE002_0.5600_M111116_2MN1
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199996.35
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199984.06
CHEMED CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199979.28
COMERICA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
169457.86
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199975.56
CVS CAREMARK CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199969.92
D R HORTON INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199990.20
EATON CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199984.50
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199980.69
FACTSET RESH SYS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199920.60
HONEYWELL INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199989.41
INTERNATIONAL FLAVORS&FRAGRACOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
30988.80
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199975.76
LORILLARD INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199955.58
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199982.24
SOLUTIA INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199998.18
TARGA RES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199985.80
TEEKAY CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199981.60
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199965.50
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199980.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199981.36
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
199982.04
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
N
4000000.00
4000000.00
0.0045
Repurchase agreement collateralized by common stock and ETFs.
Y
4000000.00
4000000.00
Goldman Sachs & Co
Goldman Sachs & Co 0.570000%
992JYE002_0.5700_M111024_2MN1
0000769993
Other Repurchase Agreement
N
AES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299999.85
CAMERON INTERNATIONAL CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299976.09
CHEMED CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299998.08
COMERICA INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
476.71
CONSOL ENERGY INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299986.08
CVS CAREMARK CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299990.64
D R HORTON INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299990.60
EATON CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299976.75
EDISON INTL COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299989.48
FACTSET RESH SYS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299924.80
HONEYWELL INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299960.47
INTERNATIONAL FLAVORS&FRAGRACOM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299980.80
JPMORGAN CHASE & CO COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299963.64
LORILLARD INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299933.37
PHILIP MORRIS INTL INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299973.36
SOLUTIA INC COM NEW
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299997.27
TARGA RES CORP COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299978.70
TEEKAY CORPORATION COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299999.87
TYCO INTERNATIONAL LTD SHS
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299989.48
VALERO ENERGY CORP NEW COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299992.00
VIACOM INC NEW CL B
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299972.04
YUM BRANDS INC COM
2011-08-31
N/A
Other Instrument
common stock or ETF
0.00
299973.06
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
6000000.00
6000000.00
0.0067
Repurchase agreement collateralized by common stock and ETFs.
Y
6003840.00
6003840.00
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
998466.67
0.0011
N
998450.00
998450.00
Govco, LLC
Govco, LLC 0.260000%
38362WY70
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999516.11
0.0011
N
999490.00
999490.00
Govco, LLC
Govco, LLC 0.260000%
38362WYF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5000000.00
4997291.67
0.0056
N
4997050.00
4997050.00
Govco, LLC
Govco, LLC 0.260000%
38362WYG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999451.11
0.0011
N
999390.00
999390.00
Govco, LLC
Govco, LLC 0.320000%
38362WYV7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
5500000.00
5495648.89
0.0061
N
5495875.00
5495875.00
Grampian Funding, LLC
Grampian Funding, LLC 0.430000%
38501BB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-02
2012-02-02
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
1000000.00
998160.55
0.0011
N
998840.00
998840.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CW11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
3000000.00
3000000.00
0.0034
N
3000000.00
3000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.380000%
38501CYJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
2000000.00
1998353.33
0.0022
N
1999280.00
1999280.00
HSBC USA, Inc
HSBC USA, Inc 0.170000%
40427SXQ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-24
2011-10-24
N
N
N
4000000.00
3998998.89
0.0045
N
3998560.00
3998560.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.230000%
4497W1WV4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-29
2011-09-29
N
Y
ING Bank NV
N/A
N/A
N
4000000.00
3999284.44
0.0045
N
3999320.00
3999320.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.220000%
4497W1X68
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
Y
ING Bank NV
N/A
N/A
N
4000000.00
3999144.44
0.0045
N
3999080.00
3999080.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.253000%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-09-21
2012-09-20
N
N
N
10000000.00
10000000.00
0.0112
N
9999580.00
9999580.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
6000000.00
5999653.33
0.0067
N
5999580.00
5999580.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.160000%
4820P3WF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
2000000.00
1999875.55
0.0022
N
1999840.00
1999840.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.270000%
53943SWS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-26
2011-09-26
N
N
N
1000000.00
999812.50
0.0011
N
999860.00
999860.00
Lloyds TSB Bank Plc
Lloyds TSB Bank Plc 0.445000%
53944AR80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
3000000.00
3000000.00
0.0034
N
3000570.00
3000570.00
Manhattan Asset Funding Capital Co, LLC
Manhattan Asset Funding Capital Co, LLC 0.220000%
56274MW99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
Y
Credit / Liquidity
Sumitomo Mitsui Banking Corp
N/A
N/A
3000000.00
2999853.33
0.0034
N
2999874.00
2999874.00
Market Street Funding Corp
Market Street Funding Corp 0.180000%
5705X5XM8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-21
2011-10-21
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
2000000.00
1999500.00
0.0022
N
1999640.00
1999640.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5YJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-18
2011-11-18
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3998093.33
0.0045
N
3998760.00
3998760.00
Market Street Funding Corp
Market Street Funding Corp 0.220000%
5705X5Z20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
1000000.00
999437.78
0.0011
N
999610.00
999610.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.160000%
60681PN83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
Mitsubishi UFJ Trust & Banking Corp
Mitsubishi UFJ Trust & Banking Corp 0.160000%
60681PN91
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
8000000.00
8000000.00
0.0089
N
8000000.00
8000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687C6P7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
4000000.00
4000000.00
0.0045
N
4000000.00
4000000.00
Mizuho Corporate Bank Ltd
Mizuho Corporate Bank Ltd 0.150000%
60687C7B7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-09
2011-09-09
N
N
N
3000000.00
3000000.00
0.0034
N
3000000.00
3000000.00
National Australia Bank Ltd
National Australia Bank Ltd 0.225000%
63253TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
1000000.00
1000000.00
0.0011
N
999660.00
999660.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TFB9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
N
5000000.00
5000000.00
0.0056
N
4999550.00
4999550.00
National Australia Funding (Delaware) Inc
National Australia Funding (Delaware) Inc 0.200000%
63253KX51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
Y
National Australia Bank Ltd
N/A
N/A
N
6000000.00
5998866.67
0.0067
N
5999340.00
5999340.00
Nationwide Building Society
Nationwide Building Society 0.480000%
6385E1W80
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
N
N
3000000.00
2999720.00
0.0034
N
2999880.00
2999880.00
New York City IDA
Industrial RB (Allway Tools) Series 1997 0.470000%
649705LL2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
95000.00
95000.00
0.0001
N
95000.00
95000.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.200000%
65409SWC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
3000000.00
2999816.67
0.0034
N
2999850.00
2999850.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.210000%
65409SWM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
2000000.00
1999766.67
0.0022
N
1999760.00
1999760.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.250000%
65557VTF8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-15
2011-11-15
N
N
N
5000000.00
5000000.00
0.0056
N
4999350.00
4999350.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.180000%
65557VVA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
N
N
1000000.00
999988.00
0.0011
N
1000020.00
1000020.00
Nordea North America, Inc
Nordea North America, Inc 0.190000%
6555P1WN3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
Y
Nordea Bank AB
N/A
N/A
N
7000000.00
6999224.17
0.0078
N
6999370.00
6999370.00
Nordea North America, Inc
Nordea North America, Inc 0.260000%
6555P1YV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-29
2011-11-29
N
Y
Nordea Bank AB
N/A
N/A
N
1000000.00
999357.22
0.0011
N
999270.00
999270.00
Nordea North America, Inc
Nordea North America, Inc 0.230000%
6555P1Z75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-07
2011-12-07
N
Y
Nordea Bank AB
N/A
N/A
N
3000000.00
2998140.83
0.0033
N
2997540.00
2997540.00
Old Line Funding, LLC
Old Line Funding, LLC 0.180000%
67983UXK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999760.00
0.0011
N
999820.00
999820.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983UXK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-19
2011-10-19
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999746.66
0.0011
N
999820.00
999820.00
Old Line Funding, LLC
Old Line Funding, LLC 0.170000%
67983UXL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
4000000.00
3999074.44
0.0045
N
3999240.00
3999240.00
Old Line Funding, LLC
Old Line Funding, LLC 0.190000%
67983UXX6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-31
2011-10-31
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3459000.00
3457904.65
0.0039
N
3458114.84
3458114.84
Old Line Funding, LLC
Old Line Funding, LLC 0.220000%
67983UYH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-17
2011-11-17
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
1000000.00
999529.45
0.0011
N
999650.00
999650.00
Palm Springs, CA
COP (Downtown Parking) Series 2002A 0.330000%
696656HS9
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-09-07
2011-09-07
Y
California State Teachers Retirement Systems
N/A
N/A
Y
California State Teachers Retirement Systems
N/A
N/A
N
7605000.00
7605000.00
0.0085
N
7605000.00
7605000.00
Rabobank Nederland
Rabobank Nederland 0.280100%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-07
2011-10-07
N
N
N
16000000.00
16000000.00
0.0179
N
16000800.00
16000800.00
Rabobank Nederland
Rabobank Nederland 0.285600%
74977MPK5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2011-12-05
N
N
N
5000000.00
5000000.00
0.0056
N
5000500.00
5000500.00
Reckitt Benckiser Treasury Services PLC
Reckitt Benckiser Treasury Services PLC 0.460000%
7562E0BA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2012-02-10
2012-02-10
N
Y
Reckitt Benckiser Group Plc
N/A
N/A
N
3000000.00
2993790.00
0.0033
N
2994000.00
2994000.00
Royal Bank of Canada
Royal Bank of Canada 0.280000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-03-27
N
N
N
6000000.00
6000000.00
0.0067
N
5999760.00
5999760.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.443400%
78011H2J3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-13
2011-09-13
N
N
N
4000000.00
4000000.00
0.0045
N
4000000.00
4000000.00
Sanofi
Sanofi 0.340000%
8010M3WC0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
5000000.00
4999480.56
0.0056
N
4999750.00
4999750.00
Sanofi
Sanofi 0.330000%
8010M3WE6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
2000000.00
1999761.67
0.0022
N
1999900.00
1999900.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.290000%
83051ANU1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
N
N
1000000.00
999979.98
0.0011
N
1000040.00
1000040.00
Societe Generale
Societe Generale 0.500000%
83369RXC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
5000000.00
5000000.00
0.0056
N
5000650.00
5000650.00
Societe Generale
Societe Generale 0.410000%
83369RZE4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-18
2011-10-18
N
N
N
1000000.00
1000000.00
0.0011
N
1000070.00
1000070.00
Societe Generale North America, Inc
Societe Generale North America, Inc 0.540000%
83365SW82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-08
2011-09-08
N
Y
Societe Generale
N/A
N/A
N
3000000.00
2999685.00
0.0034
N
2999880.00
2999880.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.270000%
8342E3Y75
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
3000000.00
2998492.50
0.0033
N
2998620.00
2998620.00
State Street Bank & Trust Company, NA
State Street Bank & Trust Company, NA 0.150000%
8574P02S6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
7000000.00
7000000.00
0.0078
N
6999860.00
6999860.00
State Street Corp
State Street Corp 0.220000%
85747KZF4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-15
2011-12-15
N
N
N
4000000.00
3997433.33
0.0045
N
3996000.00
3996000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257C5X6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
6000000.00
5999306.67
0.0067
N
5999400.00
5999400.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257GB85
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-16
2011-11-16
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
14993983.34
0.0168
N
14994000.00
14994000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257GZN6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-11
2011-10-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
12000000.00
11997866.67
0.0134
N
11997960.00
11997960.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257JZW0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
10000000.00
9996094.45
0.0112
N
9996100.00
9996100.00
Straight A Funding, LLC
Straight A Funding, LLC 0.150000%
86257KA53
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10999175.00
0.0123
N
10999230.00
10999230.00
Straight A Funding, LLC
Straight A Funding, LLC 0.160000%
86257L6D9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-10-06
2011-10-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
3000000.00
2999533.33
0.0034
N
2999580.00
2999580.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.140000%
86562ELF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
Sumitomo Trust & Banking Co Ltd
Sumitomo Trust & Banking Co Ltd 0.150000%
86562WNU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
5000000.00
5000000.00
0.0056
N
5000000.00
5000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.195000%
86959BUS2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
N
6000000.00
6000000.83
0.0067
N
6000000.00
6000000.00
Svenska Handelsbanken AB
Svenska Handelsbanken AB 0.205000%
86959BVV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
2000000.00
2000009.16
0.0022
N
1999920.00
1999920.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.190000%
88602UXL9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-20
2011-10-20
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
5016000.00
5014702.80
0.0056
N
5014244.40
5014244.40
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.220000%
88602UZ29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-12-02
2011-12-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
3000000.00
2998313.33
0.0033
N
2997636.30
2997636.30
Toronto-Dominion Bank
Toronto-Dominion Bank 0.200000%
89112Y4W0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
14000000.00
14000000.00
0.0156
N
14000700.00
14000700.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.180000%
89112Y5E9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-28
2011-11-28
N
N
N
8000000.00
8000000.00
0.0089
N
8000000.00
8000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.240000%
89112YX73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2012-01-10
2012-01-10
N
N
N
9000000.00
9000000.00
0.0101
N
8999640.00
8999640.00
UBS AG
UBS AG 0.390000%
90267AF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-12
2011-09-12
N
N
N
7000000.00
7000000.00
0.0078
N
7000490.00
7000490.00
UBS AG
UBS AG 0.280000%
90267AT22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-13
2011-12-13
N
N
N
6000000.00
6000000.00
0.0067
N
5997900.00
5997900.00
Union Bank, NA
Union Bank, NA 0.260000%
90527MTN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-12-08
2011-12-08
N
N
N
4000000.00
4000000.00
0.0045
N
4000120.00
4000120.00
Univ of California
General Revenue Bonds Series 2011 Y-1 0.300800%
91412GEZ4
Other Municipal Debt
N
First Tier Security
N/A
N/A
2011-09-30
2012-07-01
N
N
N
4000000.00
4000000.00
0.0045
N
4000040.00
4000040.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MWN3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-22
2011-09-22
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
6000000.00
5999475.00
0.0067
N
5999280.00
5999280.00
Victory Receivables Corp
Victory Receivables Corp 0.220000%
92646LW63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-06
2011-09-06
N
N
Y
Credit / Liquidity
Bank of Tokyo Mitsubishi UFJ Ltd
N/A
N/A
Credit / Liquidity
Union Bank NA
N/A
N/A
1000000.00
999969.44
0.0011
N
999970.00
999970.00
Westpac Banking Corp
Westpac Banking Corp 0.278300%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-01
2012-05-01
N
N
N
5000000.00
5000000.00
0.0056
N
4997700.00
4997700.00
Westpac Banking Corp
Westpac Banking Corp 0.282100%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-06
2012-07-03
N
N
N
3000000.00
3000000.00
0.0034
N
2997510.00
2997510.00
Westpac Banking Corp
Westpac Banking Corp 0.270000%
9612C0A66
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2012-01-06
2012-01-06
N
N
N
9000000.00
8991427.50
0.0100
N
8995320.00
8995320.00
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
39787.74
39787.74
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
30986.69
30986.69
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
19889.56
19889.56
0.0000
All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Y
15489.99
15489.99
Windmill Funding Corp
Windmill Funding Corp 0.210000%
97342KX37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999813.33
0.0011
N
999800.00
999800.00
Windmill Funding Corp
Windmill Funding Corp 0.220000%
97342KX52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-05
2011-10-05
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
4000000.00
3999168.89
0.0045
N
3999160.00
3999160.00