0001145549-14-003008.txt : 20140401
0001145549-14-003008.hdr.sgml : 20140401
20140401150601
ACCESSION NUMBER: 0001145549-14-003008
CONFORMED SUBMISSION TYPE: N-MFP/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20140401
DATE AS OF CHANGE: 20140401
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: 14733755
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
2011-06-30
0000857156
S000004510
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
39
68
1357746287.76
582997.45
122271.95
1358207013.26
0.0023
1.0002
2011-06-30
1.0002
2011-06-30
C000012387
1.00
1358207013.26
1.00
-14360346.50
170869030.66
185229377.16
0.0001
1.0002
2011-06-30
1.0002
2011-06-30
Abbey National Treasury Services Plc
Abbey National Treasury Services Plc 0.450000%
00279HXB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
Y
Santander UK Plc
N/A
N/A
N
6000000.00
6000000.00
0.0044
N
6000060.00
6000060.00
Alpine Securitization Corp
Alpine Securitization Corp 0.160000%
02086MVG6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
Y
Credit / Liquidity
Credit Suisse AG
N/A
N/A
5000000.00
4998977.78
0.0037
N
4998800.00
4998800.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.220000%
03221KUM2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
10000000.00
9998777.78
0.0074
N
9999000.00
9999000.00
Amsterdam Funding Corp
Amsterdam Funding Corp 0.200000%
03221KWL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999550.00
0.0007
N
999490.00
999490.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.460000%
04014BVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999425.00
0.0007
N
999740.00
999740.00
Argento Variable Funding Co, LLC
Argento Variable Funding Co, LLC 0.220000%
04014BVR9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
Y
Credit / Liquidity
Lloyds TSB Bank Plc
N/A
N/A
6000000.00
5997983.34
0.0044
N
5998080.00
5998080.00
Atlantic Asset Securitization, LLC
Atlantic Asset Securitization, LLC 0.150000%
04821UU67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Letter of Credit
Credit Agricole Corporate and Investment Bank
N/A
N/A
1000000.00
999979.17
0.0007
N
999980.00
999980.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.140000%
04915UUK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
5000000.00
4999650.00
0.0037
N
4999900.00
4999900.00
Atlantis One Funding Corp
Atlantis One Funding Corp 0.190000%
04915UVC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
Y
Cash
Rabobank Nederland
N/A
N/A
16000000.00
15996453.33
0.0118
N
15998560.00
15998560.00
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
999075.00
0.0007
N
999720.00
999720.00
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
1997690.00
0.0015
N
1998700.00
1998700.00
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
3995611.11
0.0029
N
3997280.00
3997280.00
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
998757.77
0.0007
N
999240.00
999240.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.200000%
05253CX35
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
5000000.00
4997388.89
0.0037
N
4998650.00
4998650.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.120000%
052992005
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
2000000.00
2000000.00
0.0015
Security is a time deposit.
N
2000000.00
2000000.00
Australia & New Zealand Banking Group Ltd
Australia & New Zealand Banking Group Ltd 0.100000%
052992005_M110701
0000859994
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
12000000.00
12000000.00
0.0088
Security is a time deposit.
N
12000000.00
12000000.00
Bank of America Corp
Bank of America Corp 0.230000%
0660P1UE9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
13000000.00
12998920.28
0.0096
N
12999480.00
12999480.00
Bank of America, NA
Bank of America, NA 0.310000%
06052WCA9
Other Note
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
6000000.00
6000000.00
0.0044
N
6000000.00
6000000.00
Bank of America, NA
Bank of America, NA 0.270000%
06052WCW1
Other Note
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
9000000.00
9000000.00
0.0066
N
9000180.00
9000180.00
Bank of America, NA
Bank of America, NA 0.260000%
06052WDF7
Other Note
N
First Tier Security
N/A
N/A
2011-10-03
2011-10-03
N
N
N
5000000.00
5000000.00
0.0037
N
4999300.00
4999300.00
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
16000000.00
16000000.00
0.0118
N
16002400.00
16002400.00
Bank of America, NA
Bank of America, NA 0.190000%
06052WDQ3
Other Note
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
13000000.00
13000000.00
0.0096
N
13001040.00
13001040.00
Bank of America, NA
Bank of America, NA 0.280000%
06052WDT7
Other Note
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
13000000.00
13000000.00
0.0096
N
13001950.00
13001950.00
Bank of America, NA
Bank of America, NA 0.400000%
06422TWG4
Other Instrument
Security is a Bankers Acceptance.
N
First Tier Security
N/A
N/A
2011-09-16
2011-09-16
N
N
N
3000000.00
2997433.33
0.0022
Security is a Bankers Acceptance
N
2998380.00
2998380.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417D2N4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
11000000.00
11000000.00
0.0081
N
11000660.00
11000660.00
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
0.0029
N
3999600.00
3999600.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417D6E0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-10-04
2011-10-04
N
N
N
1000000.00
1000000.00
0.0007
N
999920.00
999920.00
Bank of Nova Scotia
Bank of Nova Scotia 0.180000%
06417DZ73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
7000000.00
7000000.00
0.0052
N
7000350.00
7000350.00
Bank of the West
Bank of the West 0.260000%
0642G0WA5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
1000000.00
1000000.00
0.0007
N
1000110.00
1000110.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.470000%
06538A3Y9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
7000000.00
7000000.00
0.0052
N
7000350.00
7000350.00
Bank of Tokyo Mitsubishi UFJ, Ltd
Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000%
06538A4Y8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
6000000.00
6000000.00
0.0044
N
6001080.00
6001080.00
Barclays Bank Plc
Barclays Bank Plc 0.687100%
06740MQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-15
2011-10-17
N
N
N
6000000.00
6000000.00
0.0044
N
6007440.00
6007440.00
Barclays Capital, Inc
Barclays Capital, Inc 0.060000%
07699U005_0.0600_M110707_2MN2
0000851376
Government Agency Repurchase Agreement
Y
Fannie Mae
2024-06-01
4.000000
Government Agency Debt
22017823.00
15600000.13
Fannie Mae
2041-02-01
3.500000
Government Agency Debt
8743603.00
8320000.18
Unrated Security
N/A
N/A
2011-07-07
2011-07-07
Y
BARCLAYS CAPITAL INC
N/A
N/A
N
N
23000000.00
23000000.00
0.0169
N
23000000.00
23000000.00
Barton Capital, LLC
Barton Capital, LLC 0.220000%
06945MUS3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
SOCIETE GENERALE
N/A
N/A
9000000.00
8998625.00
0.0066
N
8999370.00
8999370.00
BNP Paribas
BNP Paribas 0.540000%
05572NAT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-23
2011-08-23
N
N
N
26000000.00
26000000.00
0.0191
N
26012480.00
26012480.00
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
1000000.00
1000000.00
0.0007
N
1000610.00
1000610.00
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
0.0052
N
7004830.00
7004830.00
BNP Paribas
BNP Paribas 0.445000%
985VDTII6
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
10000000.00
10000000.00
0.0074
N
10001500.00
10001500.00
BNP Paribas
BNP Paribas 0.450000%
985WFB009
0001197610
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
8000000.00
8000000.00
0.0059
N
8000320.00
8000320.00
BNP Paribas Securities Corp
BNP Paribas Securities Corp 0.110000%
987YEA006_0.1100_M110701_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-03-25
1.085800
Government Agency Debt
44848440.00
3382003.10
Freddie Mac
2020-02-15
4.500000
Government Agency Debt
5784779.00
2262681.51
Freddie Mac
2033-02-15
0.598000
Government Agency Debt
99250000.00
3590470.52
Freddie Mac
2033-05-15
5.000000
Government Agency Debt
3255000.00
3518940.72
Freddie Mac
2033-07-15
5.000000
Government Agency Debt
3000000.00
3243611.33
Freddie Mac
2040-09-15
5.000000
Government Agency Debt
721793.00
769640.50
Freddie Mac
2041-06-15
4.000000
Government Agency Debt
3363000.00
3182653.15
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
Y
BNP PARIBAS SECURITIES CORP
N/A
N/A
N
N
19000000.00
19000000.00
0.0140
N
19000000.00
19000000.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4999202.78
0.0037
N
4999800.00
4999800.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3UL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
5000000.00
4998918.05
0.0037
N
4999700.00
4999700.00
CAFCO, LLC
CAFCO, LLC 0.410000%
1247P3V41
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2998838.33
0.0022
N
2999700.00
2999700.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.235600%
13606XV47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-12-28
N
N
N
3000000.00
3000000.00
0.0022
N
3000540.00
3000540.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.235600%
13606XV62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-12-28
N
N
N
12000000.00
12000000.00
0.0088
N
11999400.00
11999400.00
Canadian Imperial Bank of Commerce
Canadian Imperial Bank of Commerce 0.240400%
13606XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2012-01-03
N
N
N
5000000.00
5000000.00
0.0037
N
4999700.00
4999700.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.150000%
1373X3U13
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
2000000.00
2000000.00
0.0015
N
2000000.00
2000000.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UD7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
6000000.00
5999100.00
0.0044
N
5999640.00
5999640.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3UF2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
4000000.00
3999300.00
0.0029
N
3999720.00
3999720.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.450000%
1373X3US4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Letter of Credit
Lloyds TSB Bank Plc
N/A
N/A
1000000.00
999687.50
0.0007
N
999870.00
999870.00
Cancara Asset Securitisation, LLC
Cancara Asset Securitisation, LLC 0.220000%
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
6500000.00
6497298.89
0.0048
N
6497335.00
6497335.00
Chariot Funding, LLC
Chariot Funding, LLC 0.160000%
15963UU61
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
10000000.00
9999777.78
0.0074
N
9999900.00
9999900.00
Chase Bank USA, NA
Chase Bank USA, NA 0.150000%
16144RQG1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
8000000.00
8000000.00
0.0059
N
7999120.00
7999120.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-11
2011-07-11
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999658.33
0.0022
N
2999910.00
2999910.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MUL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999350.83
0.0022
N
2999820.00
2999820.00
Ciesco, LLC
Ciesco, LLC 0.410000%
17177MVV1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
1000000.00
999328.06
0.0007
N
999800.00
999800.00
Citibank, NA
Citibank, NA 0.200000%
1730D2E40
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
13000000.00
13000000.00
0.0096
N
13000910.00
13000910.00
Citibank, NA
Citibank, NA 0.180000%
1730D2F49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
5000000.00
5000000.00
0.0037
N
4999700.00
4999700.00
Citibank, NA
Citibank, NA 0.130000%
172991002
0000036684
Other Instrument
Security is a time deposit.
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
16000000.00
16000000.00
0.0118
Security is a time deposit.
N
16000000.00
16000000.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.250000%
17307SUE0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
Y
Citigroup Inc
N/A
N/A
N
9000000.00
8999187.50
0.0066
N
8999640.00
8999640.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.220000%
17307SUL4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
Y
Citigroup Inc
N/A
N/A
N
1000000.00
999883.89
0.0007
N
999950.00
999950.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.400000%
17307SV41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
Y
Citigroup Inc
N/A
N/A
N
4000000.00
3998488.89
0.0029
N
3999640.00
3999640.00
Citigroup Funding, Inc
Citigroup Funding, Inc 0.200000%
17307SVG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
Y
Citigroup Inc
N/A
N/A
N
3000000.00
2999233.33
0.0022
N
2999580.00
2999580.00
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
2000000.00
1998505.00
0.0015
N
1999540.00
1999540.00
Commerzbank AG
Commerzbank AG 0.110000%
20259X2A0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
7000000.00
7000000.00
0.0052
N
6999930.00
6999930.00
Commerzbank AG
Commerzbank AG 0.110000%
20259XZ89
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
6000000.00
6000000.00
0.0044
N
5999940.00
5999940.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.276800%
20272ABA3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2012-05-18
N
N
N
5000000.00
5000000.00
0.0037
N
5000000.00
5000000.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.170000%
20272EWF1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-15
2011-09-15
N
N
N
10000000.00
9996411.11
0.0074
N
9996300.00
9996300.00
Commonwealth Bank of Australia
Commonwealth Bank of Australia 0.230000%
20272EYE2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-14
2011-11-14
N
N
N
2000000.00
1998262.22
0.0015
N
1998260.00
1998260.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UUE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2999555.83
0.0022
N
2999880.00
2999880.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UV57
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
10000000.00
9996013.89
0.0074
N
9998900.00
9998900.00
CRC Funding, LLC
CRC Funding, LLC 0.410000%
12619UVF5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Letter of Credit
Citibank NA
N/A
N/A
3000000.00
2998462.50
0.0022
N
2999550.00
2999550.00
Credit Suisse AG
Credit Suisse AG 0.260200%
22550CB42
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-12-01
N
N
N
8000000.00
8000000.00
0.0059
N
7999360.00
7999360.00
Credit Suisse AG
Credit Suisse AG 0.190000%
22550CP70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
N
6000000.00
6000000.00
0.0044
N
5999100.00
5999100.00
Credit Suisse Securities (USA), LLC
Credit Suisse Securities (USA), LLC 0.030000%
22799D001_0.0300_M110701_2MN2
0001230485
Government Agency Repurchase Agreement
Y
Freddie Mac
2041-06-20
5.000000
Government Agency Debt
14925000.00
16210882.02
Unrated Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
15892356.00
15892356.00
0.0117
N
15892356.00
15892356.00
Danske Corp
Danske Corp 0.240000%
2363F7VJ4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
Y
Danske Bank A/S
N/A
N/A
N
3000000.00
2999040.00
0.0022
N
2999160.00
2999160.00
Danske Corp
Danske Corp 0.250000%
2363F7WT1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-27
2011-09-27
N
Y
Danske Bank A/S
N/A
N/A
N
2000000.00
1998777.78
0.0015
N
1998760.00
1998760.00
Deutsche Bank AG
Deutsche Bank AG 0.310000%
25154TV53
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-01
2011-08-01
N
N
N
8000000.00
8000000.00
0.0059
N
8001120.00
8001120.00
Deutsche Bank AG
Deutsche Bank AG 0.240000%
25154TY35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-22
2011-08-22
N
N
N
14000000.00
14000000.00
0.0103
N
14001820.00
14001820.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.060000%
21599B009_0.0600_M110701_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2033-05-01
5.500000
Government Agency Debt
31946044.00
5979683.73
Fannie Mae
2033-12-01
5.500000
Government Agency Debt
22144042.00
17554790.77
Fannie Mae
2035-03-01
6.500000
Government Agency Debt
18159020.00
17807271.94
Fannie Mae
2037-01-01
5.803000
Government Agency Debt
22093018.00
5784887.56
Fannie Mae
2037-07-01
5.613000
Government Agency Debt
49053410.00
17530559.45
Fannie Mae
2037-08-01
6.500000
Government Agency Debt
47889962.00
17815540.95
Fannie Mae
2038-06-01
4.800000
Government Agency Debt
24860688.00
17462618.09
Fannie Mae
2039-01-01
6.500000
Government Agency Debt
34749932.00
17462939.58
Fannie Mae
2040-09-01
3.676000
Government Agency Debt
20191821.00
17801708.09
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
130000000.00
130000000.00
0.0957
N
130000000.00
130000000.00
Deutsche Bank Securities, Inc
Deutsche Bank Securities, Inc 0.130000%
99ETSZ007_0.1300_M110720_2MN2
0001074042
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-11-01
3.250000
Government Agency Debt
4092797.00
4160000.61
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
N
4000000.00
4000000.00
0.0029
Y
4000000.00
4000000.00
DnB NOR Bank ASA
DnB NOR Bank ASA 0.340000%
2332K1VS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-26
2011-08-26
N
N
N
11000000.00
10994182.22
0.0081
N
10996370.00
10996370.00
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
4999100.00
4999100.00
Eagle Cnty, CO
Housing Facilities RB (BC Housing, LLC) Series 1997B 0.180000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
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 0.200000%
30601WUS6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
N
Y
Credit / Liquidity
BANK OF MONTREAL
N/A
N/A
1019000.00
1018858.47
0.0008
N
1018877.72
1018877.72
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.130000%
30603BUE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
13000000.00
12999389.72
0.0096
N
12999610.00
12999610.00
Falcon Asset Securitization Corp
Falcon Asset Securitization Corp 0.170000%
30603BVB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
5000000.00
4999031.94
0.0037
N
4999400.00
4999400.00
Fannie Mae
Fannie Mae 0.030000%
313588JC0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
N
15000000.00
14999837.50
0.0110
N
14999940.00
14999940.00
Fannie Mae
Fannie Mae 0.070000%
313588KE4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
10000000.00
9999241.67
0.0074
N
9999890.00
9999890.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384HT9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
6000000.00
5999972.79
0.0044
N
5999994.00
5999994.00
Federal Home Loan Bank
Federal Home Loan Bank 0.022000%
313384HW2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
N
15000000.00
14999935.83
0.0110
N
14999970.00
14999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.070000%
313384JK6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
19000000.00
18999261.11
0.0140
N
18999886.00
18999886.00
Federal Home Loan Bank
Federal Home Loan Bank 0.050000%
313384JL4
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
N
20000000.00
19999416.67
0.0147
N
19999880.00
19999880.00
Federal Home Loan Bank
Federal Home Loan Bank 0.055000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
10000000.00
9999465.27
0.0074
N
9999900.00
9999900.00
Federal Home Loan Bank
Federal Home Loan Bank 0.040000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
3000000.00
2999883.34
0.0022
N
2999970.00
2999970.00
Federal Home Loan Bank
Federal Home Loan Bank 0.080000%
313384KA6
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
2500000.00
2499805.56
0.0018
N
2499975.00
2499975.00
Freddie Mac
Freddie Mac 0.139500%
3133F3AA1
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-11
2012-05-10
N
N
N
25000000.00
25000000.00
0.0184
N
25025000.00
25025000.00
Gemini Securitization Corp, LLC
Gemini Securitization Corp, LLC 0.200000%
3686M1W10
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
Y
Credit / Liquidity
Deutsche Bank AG
N/A
N/A
20000000.00
19993111.11
0.0147
N
19992600.00
19992600.00
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
1997413.33
0.0015
N
1998220.00
1998220.00
General Electric Capital Corp
General Electric Capital Corp 0.100000%
36959JVV2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
N
28000000.00
27995411.12
0.0206
N
27995800.00
27995800.00
Goldman Sachs & Co
Goldman Sachs & Co 0.600000%
992JYE002_0.6000_M111101_2MN2
0000769993
Other Repurchase Agreement
N
AEROPOSTALE COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449992.26
AEROPOSTALE COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49999.14
AES CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449996.40
AES CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49996.80
AMDOCS LTD ORD
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449977.95
AMDOCS LTD ORD
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49997.55
ANADARKO PETE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449955.11
ANADARKO PETE CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49978.21
BAKER HUGHES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449983.62
BAKER HUGHES INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49950.54
BANCORPSOUTH INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
125174.05
BANK OF AMERICA CORPORATION COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449989.16
BANK OF AMERICA CORPORATION COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49996.32
BJS WHOLESALE CLUB INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449994.92
BJS WHOLESALE CLUB INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49988.26
CAPITAL ONE FINL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449958.60
CAPITAL ONE FINL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49960.56
CIGNA CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449996.79
CIGNA CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49988.25
CITIGROUP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449984.50
CITIGROUP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49966.00
DYNEX CAP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
208984.88
DYNEX CAP INC COM NEW
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49995.14
FEDEX CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449985.78
FEDEX CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49998.42
FIRST REP BK SAN FRAN CALI NCOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449969.28
FIRST REP BK SAN FRAN CALI NCOM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49989.60
GENERAL DYNAMICS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
116170.80
HESS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449994.68
HESS CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49991.30
MCKESSON CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449981.20
MCKESSON CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49988.70
NATIONAL SEMICONDUCTOR CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449983.20
NATIONAL SEMICONDUCTOR CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49987.20
NEWMONT MINING CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449996.16
NEWMONT MINING CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49987.68
PPL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449983.20
PPL CORP COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49988.84
ROCK-TENN CO CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449998.85
ROCK-TENN CO CL A
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49985.39
STILLWATER MNG CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449994.96
STILLWATER MNG CO COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49999.44
TEXTRON INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
301.73
YUM BRANDS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
449958.81
YUM BRANDS INC COM
2011-06-30
N/A
Other Instrument
common stock or ETF
0.00
49983.15
First Tier Security
N/A
N/A
2011-11-01
2011-11-01
N
N
N
10000000.00
10000000.00
0.0074
Repurchase agreement collateralized by common stock and ETFs.
Y
10000000.00
10000000.00
Goldman Sachs Group, Inc
Goldman Sachs Group, Inc 1.020000%
03799J008
0000769993
Other Note
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
N
5000000.00
5000000.00
0.0037
Y
5003850.00
5003850.00
Govco, LLC
Govco, LLC 0.200000%
38362WVV0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-29
2011-08-29
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
6000000.00
5998033.33
0.0044
N
5997900.00
5997900.00
Govco, LLC
Govco, LLC 0.200000%
38362WW23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-02
2011-09-02
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
4000000.00
3998600.00
0.0029
N
3998480.00
3998480.00
Govco, LLC
Govco, LLC 0.190000%
38362WWU1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-28
2011-09-28
N
N
Y
Credit / Liquidity
Citibank NA
N/A
N/A
1000000.00
999530.28
0.0007
N
999420.00
999420.00
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
998646.66
0.0007
N
998500.00
998500.00
Grampian Funding, LLC
Grampian Funding, LLC 0.470000%
38501CU54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
3000000.00
2999843.33
0.0022
N
3000000.00
3000000.00
Grampian Funding, LLC
Grampian Funding, LLC 0.460000%
38501CVF1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-15
2011-08-15
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
5000000.00
4997125.00
0.0037
N
4999500.00
4999500.00
Grampian Funding, LLC
Grampian Funding, LLC 0.330000%
38501CY76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-11-07
2011-11-07
N
N
Y
Credit / Liquidity
Bank of Scotland Plc
N/A
N/A
2000000.00
1997635.00
0.0015
N
1999260.00
1999260.00
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
1997044.44
0.0015
N
1999080.00
1999080.00
ING (U.S.) Funding LLC
ING (U.S.) Funding LLC 0.235000%
4497W1WP7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-23
2011-09-23
N
Y
ING Bank NV
N/A
N/A
N
12000000.00
11993420.00
0.0088
N
11993160.00
11993160.00
JPMorgan Chase Bank, NA
JPMorgan Chase Bank, NA 0.225800%
48125LAA0
Other Note
N
First Tier Security
N/A
N/A
2011-07-21
2012-07-20
N
N
N
38000000.00
38000000.00
0.0280
N
38018202.00
38018202.00
Jupiter Securitization Corp
Jupiter Securitization Corp 0.130000%
4820P3UD3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-13
2011-07-13
N
N
Y
Letter of Credit
JPMorgan Chase Bank NA
N/A
N/A
3000000.00
2999870.00
0.0022
N
2999820.00
2999820.00
Labcon North America
Taxable Demand Bonds Series 2010 0.230000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
2370000.00
2370000.00
0.0017
N
2370000.00
2370000.00
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
5000000.00
5000000.00
0.0037
N
5002050.00
5002050.00
Market Street Funding Corp
Market Street Funding Corp 0.270000%
5705X5U66
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Credit / Liquidity
PNC Bank NA
N/A
N/A
4000000.00
3999850.00
0.0029
N
3999920.00
3999920.00
National Australia Bank Ltd
National Australia Bank Ltd 0.250000%
63253TBF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
13000000.00
13000000.00
0.0096
N
13000130.00
13000130.00
National Australia Bank Ltd
National Australia Bank Ltd 0.220200%
63253TBQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2011-10-05
N
N
N
2000000.00
2000000.00
0.0015
N
2000060.00
2000060.00
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
4996300.00
4996300.00
Nationwide Building Society
Nationwide Building Society 0.270000%
6385E1UT6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-27
2011-07-27
N
N
N
1000000.00
999805.00
0.0007
N
999880.00
999880.00
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
4000000.00
3996320.00
0.0029
N
3998280.00
3998280.00
Nationwide Building Society
Nationwide Building Society 0.490000%
6385E1WK3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
1000000.00
998911.11
0.0007
N
999460.00
999460.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.260000%
65409SU89
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-08
2011-07-08
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
3000000.00
2999848.33
0.0022
N
2999910.00
2999910.00
Nieuw Amsterdam Receivables Corp
Nieuw Amsterdam Receivables Corp 0.220000%
65409SV54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Rabobank Nederland
N/A
N/A
6000000.00
5998716.67
0.0044
N
5998980.00
5998980.00
Nordea Bank Finland Plc
Nordea Bank Finland Plc 0.270000%
65557VNM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-18
2011-07-18
N
N
N
10000000.00
9999999.88
0.0074
N
10000800.00
10000800.00
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
11000000.00
10995181.39
0.0081
N
10994610.00
10994610.00
Nordea North America, Inc
Nordea North America, Inc 0.200000%
6555P1X77
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-10-07
2011-10-07
N
Y
Nordea Bank AB
N/A
N/A
N
5000000.00
4997277.78
0.0037
N
4996900.00
4996900.00
Rabobank Nederland
Rabobank Nederland 0.264800%
74977MNM3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-10-07
N
N
N
10000000.00
10000000.00
0.0074
N
10001400.00
10001400.00
Rabobank Nederland
Rabobank Nederland 0.265800%
74977MUN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-26
2012-03-26
N
N
N
7000000.00
7000000.00
0.0052
N
7002310.00
7002310.00
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
4985688.89
0.0037
N
4987650.00
4987650.00
Royal Bank of Canada
Royal Bank of Canada 0.270000%
78009J6H3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-01
2012-03-27
N
N
N
3000000.00
3000000.00
0.0022
N
2999610.00
2999610.00
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
0.0029
N
4005800.00
4005800.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 0.510000%
78011HZ24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-18
2011-08-18
N
N
N
1000000.00
1000000.00
0.0007
N
1000440.00
1000440.00
Royal Bank of Scotland Plc
Royal Bank of Scotland Plc 1.000000%
B0B99Z001
0000729153
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
20000000.00
20000000.00
0.0147
N
20024600.00
20024600.00
Sanofi
Sanofi 0.340000%
8010M3WK2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-19
2011-09-19
N
N
N
2000000.00
1998488.89
0.0015
N
1999060.00
1999060.00
Sanofi
Sanofi 0.330000%
8010M3WL0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-20
2011-09-20
N
N
N
2000000.00
1998515.00
0.0015
N
1999040.00
1999040.00
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
2996938.33
0.0022
N
2995890.00
2995890.00
Sheffield Receivables Corp
Sheffield Receivables Corp 0.180000%
82124MVQ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
Y
Letter of Credit
Barclays Bank Plc
N/A
N/A
7000000.00
6998110.00
0.0052
N
6997970.00
6997970.00
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
14983900.00
0.0110
N
14980350.00
14980350.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.380000%
83050UU55
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
1000000.00
999957.78
0.0007
N
999980.00
999980.00
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB 0.330000%
83050UV54
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
N
1000000.00
999679.17
0.0007
N
999820.00
999820.00
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
3000000.00
2999836.51
0.0022
N
3000000.00
3000000.00
Societe Generale
Societe Generale 0.100000%
83369RX22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
N
10000000.00
10000000.00
0.0074
N
9999900.00
9999900.00
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
8000000.00
8000000.00
0.0059
N
8002960.00
8002960.00
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
6000000.00
5993790.00
0.0044
N
5997420.00
5997420.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.430000%
8342E3UE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-14
2011-07-14
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
1000000.00
999844.72
0.0007
N
999950.00
999950.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.260000%
8342E3UK0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-19
2011-07-19
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
3000000.00
2999610.00
0.0022
N
2999760.00
2999760.00
Solitaire Funding, LLC
Solitaire Funding, LLC 0.250000%
8342E3V37
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
Y
Letter of Credit
HSBC Bank Plc
N/A
N/A
10000000.00
9997708.33
0.0074
N
9998500.00
9998500.00
Starbird Funding Corp
Starbird Funding Corp 0.240000%
85520MUF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-07-15
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
6000000.00
5999440.00
0.0044
N
5999580.00
5999580.00
Starbird Funding Corp
Starbird Funding Corp 0.210000%
85520MWM1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
Y
Letter of Credit
BNP Paribas
N/A
N/A
2000000.00
1999043.33
0.0015
N
1998960.00
1998960.00
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
2996938.34
0.0022
N
2995470.00
2995470.00
Straight A Funding, LLC
Straight A Funding, LLC 0.170000%
86257C4H2
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-08-11
2011-08-11
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
1000000.00
999806.39
0.0007
N
999860.00
999860.00
Straight A Funding, LLC
Straight A Funding, LLC 0.200000%
86257GWR0
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
11000000.00
10999694.44
0.0081
N
10999890.00
10999890.00
Straight A Funding, LLC
Straight A Funding, LLC 0.230000%
86257KXE9
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
15000000.00
15000000.00
0.0110
N
15000000.00
15000000.00
Straight A Funding, LLC
Straight A Funding, LLC 0.190000%
86257L3G5
Government Agency Debt
N
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
Y
Credit / Liquidity
Federal Financing Bank
N/A
N/A
22000000.00
21997213.33
0.0162
N
22001320.00
22001320.00
Sumitomo Mitsui Banking Corp
Sumitomo Mitsui Banking Corp 0.140000%
86562EEK0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
N
N
N
6000000.00
6000000.00
0.0044
N
6000000.00
6000000.00
Sumitomo Trust & Banking Co. Ltd.
Sumitomo Trust & Banking Co. Ltd. 0.415000%
86562WKH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-25
2011-08-25
N
N
N
2000000.00
2000015.25
0.0015
N
2000520.00
2000520.00
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
14000000.00
14000122.29
0.0103
N
13998600.00
13998600.00
Texas
Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.190000%
8827162D4
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
Y
Landesbank Hessen-Thuringen Girozentrale
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 0.190000%
882721JT1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2011-07-07
2011-07-07
Y
Landesbank Hessen-Thuringen Girozentrale
N/A
N/A
N
N
1940000.00
1940000.00
0.0014
N
1940000.00
1940000.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.230000%
88324MUL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-20
2011-07-20
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
6000000.00
5999271.67
0.0044
N
5999400.00
5999400.00
Thames Asset Global Securitization No. 1, Inc
Thames Asset Global Securitization No. 1, Inc 0.200000%
88324MVA0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-10
2011-08-10
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
2000000.00
1999555.56
0.0015
N
1999560.00
1999560.00
Thunder Bay Funding, LLC
Thunder Bay Funding, LLC 0.200000%
88602UV23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
Y
Standby Purchase Agreement
Royal Bank of Canada
N/A
N/A
11000000.00
10998044.44
0.0081
N
10998020.00
10998020.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.255600%
89112YME0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-28
2011-10-28
N
N
N
3000000.00
3000000.00
0.0022
N
3000600.00
3000600.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.140000%
89112YP64
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-30
2011-08-30
N
N
N
6000000.00
6000000.00
0.0044
N
6000000.00
6000000.00
Toronto-Dominion Bank
Toronto-Dominion Bank 0.280000%
89112YYM9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-11-08
2011-11-08
N
N
N
3000000.00
3000918.81
0.0022
N
3000990.00
3000990.00
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
1000000.00
1000000.00
0.0007
N
1000370.00
1000370.00
UBS AG
UBS AG 0.390000%
90267AG34
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-09-14
2011-09-14
N
N
N
7000000.00
7000000.00
0.0052
N
7002660.00
7002660.00
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
999910.00
999910.00
Union Bank, NA
Union Bank, NA 0.250000%
90527MQY5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
N
5000000.00
5000000.00
0.0037
N
5000200.00
5000200.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MUM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
4000000.00
3999666.67
0.0029
N
3999640.00
3999640.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MUU9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-28
2011-07-28
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
2000000.00
1999775.00
0.0015
N
1999760.00
1999760.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MV20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-02
2011-08-02
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
3000000.00
2999600.00
0.0022
N
2999550.00
2999550.00
Variable Funding Capital Corp
Variable Funding Capital Corp 0.150000%
92217MV53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-05
2011-08-05
N
N
Y
Credit / Liquidity
Wells Fargo Bank NA
N/A
N/A
1000000.00
999854.16
0.0007
N
999840.00
999840.00
Westpac Banking Corp
Westpac Banking Corp 0.281000%
96121TDE5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-01
2012-05-01
N
N
N
13000000.00
13000000.00
0.0096
N
13087490.00
13087490.00
Westpac Banking Corp
Westpac Banking Corp 0.280200%
96121TEU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2011-07-05
2012-07-03
N
N
N
7000000.00
7000000.00
0.0052
N
7000000.00
7000000.00
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
1999999.99
0.0015
N
1999640.00
1999640.00
Westpac Banking Corp
Westpac Banking Corp 0.277100%
9612C4BF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-15
2011-09-16
N
N
N
14000000.00
14000000.00
0.0103
N
13999860.00
13999860.00
Westpac Securities NZ Ltd
Westpac Securities NZ Ltd 0.230000%
96122HUS0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-26
2011-07-26
N
Y
Westpac New Zealand Ltd
N/A
N/A
N
3000000.00
2999520.83
0.0022
N
2999790.00
2999790.00
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
61257.20
61257.20
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
30623.67
30623.67
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
30621.64
30621.64
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
30621.20
30621.20
Windmill Funding Corp
Windmill Funding Corp 0.280000%
97342KU63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-06
2011-07-06
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
1000000.00
999961.11
0.0007
N
999980.00
999980.00
Windmill Funding Corp
Windmill Funding Corp 0.220000%
97342KUN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-07-22
2011-07-22
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4999358.33
0.0037
N
4999500.00
4999500.00
Windmill Funding Corp
Windmill Funding Corp 0.200000%
97342KVH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2011-08-17
2011-08-17
N
N
Y
Letter of Credit
Royal Bank of Scotland Plc
N/A
N/A
5000000.00
4998694.44
0.0037
N
4998800.00
4998800.00