0001145549-16-009908.txt : 20160229
0001145549-16-009908.hdr.sgml : 20160229
20160108160902
ACCESSION NUMBER: 0001145549-16-009908
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160108
DATE AS OF CHANGE: 20160108
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 161333315
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-12-31
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
35
65
705084884.72
300926.83
129668.47
705256143.08
0.0045
1.0000
2015-12-31
1.0000
2015-12-31
C000012386
25000.00
705256143.08
1.00
5068721.20
44138860.46
39070139.26
0.0001
1.0000
2015-12-31
1.0000
2015-12-31
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.280000%
ATD0EWS15
0000931061
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
Y
Santander UK Plc
N/A
N/A
N
7000000.00
7000000.00
0.0099
N
7000000.00
7000000.00
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 0.631000%
00084BCM4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
6000000.00
5991600.00
0.0085
N
5994114.00
5994114.00
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.350000%
ATD0EVMQ8
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
8000000.00
8000000.00
0.0113
N
7999893.60
7999893.60
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.280000%
ATD0EVMP0
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
5000000.00
5000000.00
0.0071
N
4999885.00
4999885.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.461000%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2016-01-04
2016-04-04
N
N
N
2000000.00
2000000.00
0.0028
N
1999750.00
1999750.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.530000%
06053PJV0
Other Note
N
First Tier Security
N/A
N/A
2016-02-22
2016-02-22
N
N
N
7000000.00
7000000.00
0.0099
N
7004186.07
7004186.07
BANK OF AMERICA NA
BANK OF AMERICA NA 0.340000%
06053PKK2
Other Note
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
N
1000000.00
1000000.00
0.0014
N
1000094.01
1000094.01
BANK OF AMERICA NA
BANK OF AMERICA NA 0.460000%
06053PKU0
Other Note
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
4000000.00
4000000.00
0.0057
N
3999844.04
3999844.04
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.517000%
06427EKG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-13
2016-05-13
N
N
N
9000000.00
9000000.00
0.0128
N
8999703.00
8999703.00
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.630000%
06427EQG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
4000000.00
4000000.00
0.0057
N
4000456.04
4000456.04
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.470000%
06417JDM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-21
2016-04-21
N
N
N
5000000.00
4992754.17
0.0071
N
4990838.00
4990838.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JEC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
N
N
N
1000000.00
998166.66
0.0014
N
997683.60
997683.60
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160104_2MN1
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-06-01
5.000000
Government Agency Debt
1000.00
92.14
Fannie Mae
2042-01-01
3.244000
Government Agency Debt
2568696.00
969732.02
UNITED STATES TREASURY
2021-09-30
2.125000
Treasury Debt
1064800.00
1079591.70
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
2000000.00
2000000.00
0.0028
N
2000000.00
2000000.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.400000%
06417GBV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
13000000.00
13000000.00
0.0184
N
13001307.93
13001307.93
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.450000%
06417GCJ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
1000000.00
1000000.00
0.0014
N
1000152.51
1000152.51
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.643100%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-11
2016-03-10
N
N
N
5000000.00
5000000.00
0.0071
N
4999905.00
4999905.00
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
1000000.00
1000000.00
0.0014
N
999814.40
999814.40
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
5000000.00
5000000.00
0.0071
N
4999072.00
4999072.00
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
5000000.00
5000000.00
0.0071
N
4998816.50
4998816.50
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
1000000.00
1000000.00
0.0014
N
999744.30
999744.30
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000%
06741X2A5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-28
2016-03-28
N
N
N
3000000.00
3000000.00
0.0043
N
3001424.73
3001424.73
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.920000%
06741XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
2000000.00
2000000.00
0.0028
N
2002607.02
2002607.02
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000%
06741XY44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-26
2016-02-26
N
N
N
1000000.00
1000000.00
0.0014
N
1000315.11
1000315.11
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.580000%
06741XZ35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000817.22
2000817.22
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.280000%
00799J004_0.2800_M160105_2MN1
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-05-15
0.250000
Treasury Debt
8409400.00
8407095.27
UNITED STATES TREASURY
2017-06-30
0.625000
Treasury Debt
100.00
99.45
UNITED STATES TREASURY
2020-03-31
1.375000
Treasury Debt
6963200.00
6892845.81
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
15000000.00
15000000.00
0.0213
N
14999929.50
14999929.50
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.310000%
00799J004_0.3100_M160104_2MN1
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-09-15
1.000000
Treasury Debt
1172900.00
1175248.80
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
1152164.00
1152164.00
0.0016
N
1152164.00
1152164.00
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.610000%
34959TDN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
4000000.00
4000000.00
0.0057
N
4000510.04
4000510.04
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.520000%
05572NA97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
6000000.00
6000000.00
0.0085
N
6000214.26
6000214.26
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.450000%
921AAE003_0.4500_M160104_2MN1
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1157586.00
1150000.53
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
1000000.00
1000000.00
0.0014
N
999986.40
999986.40
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.290000%
987WVU007_0.2900_M160104_2MN1
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-12-31
2.750000
Treasury Debt
4942500.00
5100042.19
UNITED STATES TREASURY
2022-03-31
1.750000
Treasury Debt
1033500.00
1019960.02
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
6000000.00
6000000.00
0.0085
N
6000000.00
6000000.00
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.310000%
987WVU007_0.3100_M160104_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2041-12-25
3.000000
Government Agency Debt
51630.00
49437.50
Freddie Mac
2017-11-01
5.500000
Government Agency Debt
494825.00
9706.57
Freddie Mac
2017-12-01
5.500000
Government Agency Debt
2007148.00
18254.01
Freddie Mac
2020-02-01
4.000000
Government Agency Debt
533629.00
38347.04
Freddie Mac
2021-01-01
3.000000
Government Agency Debt
85552.00
22689.09
Freddie Mac
2021-04-01
4.000000
Government Agency Debt
900000.00
294054.82
Freddie Mac
2023-04-01
5.000000
Government Agency Debt
50000.00
9137.69
Freddie Mac
2023-07-01
6.000000
Government Agency Debt
161043.00
28043.31
Freddie Mac
2023-09-01
6.000000
Government Agency Debt
566264.00
50073.61
Freddie Mac
2026-12-01
3.000000
Government Agency Debt
500000.00
274310.90
Freddie Mac
2027-04-01
5.000000
Government Agency Debt
1115000.00
62658.01
Freddie Mac
2027-05-01
5.000000
Government Agency Debt
1765000.00
94744.50
Freddie Mac
2027-07-01
6.000000
Government Agency Debt
1421129.00
178799.62
Freddie Mac
2028-04-01
5.500000
Government Agency Debt
2000000.00
116174.16
Freddie Mac
2028-09-01
2.500000
Government Agency Debt
151067.00
118863.61
Freddie Mac
2029-02-01
5.500000
Government Agency Debt
481058.00
58922.35
Freddie Mac
2031-01-01
4.000000
Government Agency Debt
645000.00
220866.85
Freddie Mac
2033-03-01
6.000000
Government Agency Debt
5714732.00
113819.44
Freddie Mac
2034-03-01
6.000000
Government Agency Debt
464506.00
94031.66
Freddie Mac
2034-08-01
6.000000
Government Agency Debt
225000.00
16217.68
Freddie Mac
2035-09-01
4.500000
Government Agency Debt
1612147.00
196020.62
Freddie Mac
2036-01-01
5.500000
Government Agency Debt
1451059.00
131802.25
Freddie Mac
2036-07-01
5.500000
Government Agency Debt
1500000.00
68852.05
Freddie Mac
2036-07-01
5.500000
Government Agency Debt
1564738.00
60152.52
Freddie Mac
2036-09-01
6.000000
Government Agency Debt
2154781.00
79052.46
Freddie Mac
2037-01-01
6.000000
Government Agency Debt
384960.00
18472.23
Freddie Mac
2037-02-01
5.500000
Government Agency Debt
230000.00
9509.27
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
5538184.00
272471.03
Freddie Mac
2038-02-01
5.500000
Government Agency Debt
2995053.00
208100.41
Freddie Mac
2038-04-01
5.500000
Government Agency Debt
1899520.00
113638.42
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
482952.00
23504.88
Freddie Mac
2038-06-20
6.000000
Government Agency Debt
3682320.00
48111.14
Freddie Mac
2038-08-01
6.000000
Government Agency Debt
345000.00
62104.79
Freddie Mac
2038-09-01
6.000000
Government Agency Debt
700000.00
41442.98
Freddie Mac
2038-09-01
6.000000
Government Agency Debt
260000.00
40524.40
Freddie Mac
2038-11-20
6.000000
Government Agency Debt
9000000.00
141993.48
Freddie Mac
2038-12-20
5.500000
Government Agency Debt
2539314.00
47227.27
Freddie Mac
2040-05-01
6.000000
Government Agency Debt
61989.00
21602.88
Freddie Mac
2041-02-01
3.500000
Government Agency Debt
1153212.00
536621.85
Freddie Mac
2045-01-01
3.500000
Government Agency Debt
40000.00
38337.52
Freddie Mac
2045-03-01
4.000000
Government Agency Debt
12000.00
11541.66
Freddie Mac
2045-10-20
4.000000
Government Agency Debt
363192.00
380687.10
Freddie Mac
2045-12-20
4.000000
Government Agency Debt
14968.00
15711.66
GNMA
2026-02-20
1.750000
Government Agency Debt
25000.00
110.58
GNMA
2034-11-20
1.625000
Government Agency Debt
147379.00
14252.63
GNMA
2037-03-20
6.500000
Government Agency Debt
571577.00
178502.70
GNMA
2041-08-15
5.500000
Government Agency Debt
840167.00
40440.84
GNMA
2042-04-20
2.500000
Government Agency Debt
1497330.00
648103.85
GNMA
2042-05-20
4.000000
Government Agency Debt
1299.00
603.52
GNMA
2042-06-20
0.500000
Government Agency Debt
7990.00
7739.38
GNMA
2042-09-20
3.500000
Government Agency Debt
1192960.00
789670.40
GNMA
2043-01-15
4.000000
Government Agency Debt
90000.00
28219.09
GNMA
2045-01-20
1.500000
Government Agency Debt
36307.00
36810.86
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
6000000.00
6000000.00
0.0085
N
6000000.00
6000000.00
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.450000%
988VYS000_0.4500_M160105_2MN1
0001197610
Other Repurchase Agreement
N
CMLTI 2007-AR8 2A1A
2037-07-25
2.799200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1430000.00
319449.86
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.621000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1378184.00
1369152.99
WAMU MTG CERT 2007-HY1 1-A1 20370225 FLT
2037-02-25
2.205100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2703000.00
611397.33
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
2000000.00
2000000.00
0.0028
N
1999959.00
1999959.00
BPCE SA
BPCE SA 0.390000%
05571BB28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
N
4000000.00
3998613.33
0.0057
N
3998595.60
3998595.60
BPCE SA
BPCE SA 0.651100%
05571BCX9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-31
2016-03-31
N
N
N
5000000.00
4991875.00
0.0071
N
4992480.00
4992480.00
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 0.330000%
10513DS27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
3000000.00
3000000.00
0.0043
N
3000077.40
3000077.40
CAFCO LLC
CAFCO LLC 0.460000%
12476EB32
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
1000000.00
999578.33
0.0014
N
999805.40
999805.40
CAFCO LLC
CAFCO LLC 0.480000%
12476EBA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
2000000.00
1998933.33
0.0028
N
1999489.80
1999489.80
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.661600%
13606ADD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-28
2016-06-28
N
N
N
3000000.00
3000000.00
0.0043
N
2999637.00
2999637.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.570000%
13606ADR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
1000000.00
1000000.00
0.0014
N
998784.10
998784.10
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.463100%
13606YA22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-11
2016-06-10
N
N
N
6000000.00
6000000.00
0.0085
N
5999886.00
5999886.00
CHARTA LLC
CHARTA LLC 0.510000%
16115UCF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
4000000.00
3995806.67
0.0057
N
3997291.60
3997291.60
CHARTA LLC
CHARTA LLC 0.470000%
16115UDE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
1000000.00
998642.22
0.0014
N
998818.80
998818.80
CHASE BANK USA NA
CHASE BANK USA NA 0.681600%
161453BD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-07-27
N
N
N
2000000.00
2000000.00
0.0028
N
1999780.00
1999780.00
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.400000%
17304U2U3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-11
2016-01-11
N
N
N
10000000.00
10000000.00
0.0142
N
10000843.10
10000843.10
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.380000%
17304U3C2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000075.62
2000075.62
COCA-COLA CO
COCA-COLA CO 0.390000%
19121AAM3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
1000000.00
999783.33
0.0014
N
999845.40
999845.40
COCA-COLA CO
COCA-COLA CO 0.510000%
19121ACH2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
1000000.00
998923.33
0.0014
N
999176.50
999176.50
COCA-COLA CO
COCA-COLA CO 0.680000%
19121AF22
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
6000000.00
5982660.00
0.0085
N
5987371.80
5987371.80
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.520000%
19422FD11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
5000000.00
4993427.78
0.0071
N
4991541.00
4991541.00
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.520000%
19422CD18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
3000000.00
2996056.67
0.0042
N
2994924.60
2994924.60
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.447000%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-12
2016-05-12
N
N
N
5000000.00
5000000.00
0.0071
N
4999815.00
4999815.00
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.400000%
927LZZ009
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
4000000.00
4000000.00
0.0057
N
4000057.64
4000057.64
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HBX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
N
3000000.00
3000000.00
0.0043
N
3000436.23
3000436.23
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.300000%
22534HCD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
4000000.00
4000000.00
0.0057
N
4000000.00
4000000.00
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.570000%
22549VCC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
N
4000000.00
4000000.00
0.0057
N
4000426.44
4000426.44
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.600000%
921AER000_0.6000_M160106_2MN1
0001230485
Other Repurchase Agreement
N
144A PALS 2001-1A A2
2031-05-10
0.779200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9115000.00
2221892.82
144A TMTS 2006-1 2A1B
2037-01-25
0.791600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
560000.00
78836.90
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
Y
Credit Suisse AG
N/A
N/A
N
2000000.00
2000000.00
0.0028
N
1999989.20
1999989.20
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.200000%
988WZK004_1.2000_M160404_2MN1
0001230485
Other Repurchase Agreement
N
144A BAYV 2004-B A2
2039-05-28
1.071600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2995000.00
969105.22
144A IRWHE 2006-P1 2A3
2037-06-25
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5937000.00
4406861.19
BOMBARDER CAPITAL MORTGAGE SE
2029-12-15
0.550500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
306983.29
CWL 2006-SPS2 A
2026-05-25
0.741600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3590000.00
612124.67
GSAMP 2006-S1 A1
2035-11-25
0.701600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173339000.00
5276921.67
RAMP 2005-RS3 M7
2035-03-25
1.621600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5587000.00
2228551.08
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
Y
Credit Suisse AG
N/A
N/A
N
12000000.00
12000000.00
0.0170
Y
12006884.40
12006884.40
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.350000%
21599B009_0.3500_M160104_2MN1
0001074042
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-07-31
0.187000
Treasury Debt
71490800.00
71400015.22
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
70000000.00
70000000.00
0.0993
N
70000000.00
70000000.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160106_2MN1
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2041-02-15
4.000000
Government Agency Debt
11850414.00
4743471.01
GNMA
2041-11-20
4.000000
Government Agency Debt
35000000.00
15502862.97
GNMA
2045-09-20
3.500000
Government Agency Debt
6045454.00
6273666.48
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
26000000.00
26000000.00
0.0369
N
25999781.60
25999781.60
HSBC BANK PLC
HSBC BANK PLC 0.391000%
40433FET2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
3000000.00
3000000.00
0.0043
N
3000000.03
3000000.03
HSBC BANK PLC
HSBC BANK PLC 0.463800%
40433FFP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-04
2016-08-01
N
N
N
10000000.00
10000000.00
0.0142
N
9998700.00
9998700.00
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.540000%
926VGY002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
9000000.00
9000000.00
0.0128
N
9000814.59
9000814.59
ING US FUNDING LLC
ING US FUNDING LLC 0.611000%
4497W0D13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
998458.06
0.0014
N
998492.20
998492.20
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.340000%
46899T004_0.3400_M160104_2MN1
0001168163
Government Agency Repurchase Agreement
Y
UNITED STATES TREASURY
2016-12-31
3.250000
Treasury Debt
54700.00
56024.78
UNITED STATES TREASURY
2024-11-15
2.250000
Treasury Debt
964200.00
964193.64
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.900000%
921ACP006_0.9000_M160330_2MN1
0001168163
Other Repurchase Agreement
N
BAMLL COML MTG SECS TR 2014 INLD
2029-12-17
2.797000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
676642.00
675750.26
BHMS 2014-ATLS MTG TR
2033-07-08
4.690500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1326.00
1314.42
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2242.00
1064.62
CSMLT TRUST 2015-3 B-2 20451125 FLT
2045-11-25
3.707200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
437071.00
463449.05
LB UBS COMMERCIAO
2039-03-15
5.720000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9080.00
9130.50
SEQUOIA MTG 2013 6
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
87.00
67.48
First Tier Security
N/A
N/A
2016-03-30
2016-03-30
N
N
N
1000000.00
1000000.00
0.0014
Y
999608.10
999608.10
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.050000%
921ACP006_1.0500_M160330_2MN1
0001168163
Other Repurchase Agreement
N
BAMLL COML MTG SECS TR 2014 INLD
2029-12-17
2.797000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5728.00
5720.45
BHMS 2014-ATLS MTG TR
2033-07-08
4.690500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2792.00
2767.63
CSMLT TRUST 2015-3 B-2 20451125 FLT
2045-11-25
3.707200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
268976.00
285209.20
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1054930.00
1082358.06
GOLDMAN SACHS GRP INC
2019-02-15
7.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
19920.32
GRACE MTG TR 2014-GRCE A 20280612 3.3
2028-06-12
3.368700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1045888.00
1071928.60
HSBC USA INC NEW FR 2.35%030520
2020-03-05
2.350000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
100000.00
99487.22
WELLS FARGO CO MTN BE FR 4.1%060326
2026-06-03
4.100000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000.00
15153.73
WISCONSIN ENERGY CORP
2020-06-15
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3186000.00
3169779.72
First Tier Security
N/A
N/A
2016-03-30
2016-03-30
N
N
N
5000000.00
5000000.00
0.0071
Y
4999617.50
4999617.50
JUPITER SECURITIZATION COMPANY LLC
JUPITER SECURITIZATION COMPANY LLC 0.470000%
4820P2A54
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
Y
Deal Sponsor
JPMorgan Chase Bank NA
N/A
N/A
1000000.00
999947.78
0.0014
N
999933.50
999933.50
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.520000%
53945GKB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
1000000.00
1000000.00
0.0014
N
1000430.81
1000430.81
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.520000%
53945GKE0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
4000000.00
4000000.00
0.0057
N
4001839.24
4001839.24
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.500000%
53945GKY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0028
N
2001079.82
2001079.82
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.660000%
53945GLS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
6000000.00
6000000.00
0.0085
N
6005301.66
6005301.66
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.430000%
55607KBN5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-22
2016-02-22
N
N
N
2000000.00
1998757.78
0.0028
N
1998819.20
1998819.20
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.701200%
55607KCH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
1000000.00
998522.22
0.0014
N
999076.00
999076.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.310000%
06399U000_0.3100_M160104_2MN1
0000065100
Government Agency Repurchase Agreement
Y
Freddie Mac
2039-12-15
3.000000
Government Agency Debt
6399447.00
5150000.37
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
5000000.00
5000000.00
0.0071
N
5000000.00
5000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.660000%
921ACQ004_0.6600_M160204_2MN1
0000065100
Other Repurchase Agreement
N
WBCMT 2006-C27 AJ
2045-07-17
5.825000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10336316.00
10350000.14
First Tier Security
N/A
N/A
2016-02-04
2016-02-04
N
N
N
9000000.00
9000000.00
0.0128
Y
8998676.10
8998676.10
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.400200%
59157TAM5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
10000000.00
9997777.78
0.0142
N
9997521.00
9997521.00
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.400000%
60682AE77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
3000000.00
3000000.00
0.0043
N
3000012.63
3000012.63
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.500000%
60689DKQ5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
6000000.00
6000000.00
0.0085
N
5998668.60
5998668.60
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.360000%
60689DMX8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
3000000.00
3000000.00
0.0043
N
2999576.70
2999576.70
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.330000%
60686N005_0.3300_M160104_2MN1
0000812291
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2018-12-28
1.420000
Government Agency Debt
1023000.00
1020839.76
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
1000000.00
1000000.00
0.0014
N
1000000.00
1000000.00
NATIONAL AUSTRALIA BANK LIMITED (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LIMITED (LONDON BRANCH) 0.300000%
927AQX008
0000833029
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
2000000.00
2000000.00
0.0028
N
1999932.20
1999932.20
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.470600%
6385E0C19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
999216.67
0.0014
N
999295.10
999295.10
NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY
REV IDB & PCR (ALLWAY TOOLS INC) SERIES 1997 (LOC: CITIBANK NA) 0.670000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2016-01-07
2016-01-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
35000.00
35000.00
0.0000
N
35000.00
35000.00
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.300100%
65409RAU4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-28
2016-01-28
N
N
Y
Deal Sponsor
COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK BA
N/A
N/A
7000000.00
6998425.00
0.0099
N
6997522.70
6997522.70
NRW BANK
NRW BANK 0.365000%
62939LA66
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
3000000.00
2999847.92
0.0043
N
2999856.60
2999856.60
NRW BANK
NRW BANK 0.350000%
62939LA82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
2000000.00
1999863.89
0.0028
N
1999871.60
1999871.60
NRW BANK
NRW BANK 0.365000%
62939LA82
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
1000000.00
999929.03
0.0014
N
999935.80
999935.80
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.500000%
67983TCV6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
4000000.00
3995111.11
0.0057
N
3993839.20
3993839.20
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.470000%
67983TDL7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
3000000.00
2995691.67
0.0042
N
2993506.50
2993506.50
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.180000%
69033LAP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
6000000.00
6000000.00
0.0085
N
5999920.80
5999920.80
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.410000%
69033LBD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
1000000.00
1000000.00
0.0014
N
1000097.71
1000097.71
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.520000%
69033QC30
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
1000000.00
999104.45
0.0014
N
999321.00
999321.00
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.510000%
21684BJ62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
1000000.00
1000000.00
0.0014
N
999986.50
999986.50
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.500000%
21685VHA0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-19
2016-02-19
N
N
N
2000000.00
2000000.00
0.0028
N
2000270.02
2000270.02
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.350000%
21685VHF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
1000000.00
1000000.00
0.0014
N
1000011.31
1000011.31
RABOBANK NEDERLAND (NY BRANCH)
RABOBANK NEDERLAND (NY BRANCH) 0.430000%
21685VKC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-16
2016-03-16
N
N
N
4000000.00
4000000.00
0.0057
N
3999508.80
3999508.80
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.600900%
76582JC77
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
1000000.00
998900.00
0.0014
N
998881.50
998881.50
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.443200%
78008FBK9
Other Note
N
First Tier Security
N/A
N/A
2016-01-07
2016-09-06
N
N
N
7000000.00
7000000.00
0.0099
N
7000182.00
7000182.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.378600%
78009NTF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
3000000.00
3000000.00
0.0043
N
3000000.00
3000000.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.447000%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-13
2016-04-13
N
N
N
3000000.00
3000000.00
0.0043
N
2999895.00
2999895.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.484000%
78009NWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-10-03
N
N
N
5000000.00
5000000.00
0.0071
N
5000185.05
5000185.05
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.420000%
82124LBH4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-17
2016-02-17
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
4000000.00
3997806.67
0.0057
N
3997178.80
3997178.80
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000%
83050FAN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
3000000.00
3000000.00
0.0043
N
2999518.80
2999518.80
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.350000%
83369TA98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
4000000.00
4000000.00
0.0057
N
4000018.84
4000018.84
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.350000%
83369TB48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
2000000.00
2000000.00
0.0028
N
2000011.02
2000011.02
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.490000%
83369TR82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000088.01
1000088.01
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.681200%
85520LCH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
2000000.00
1997128.89
0.0028
N
1997326.40
1997326.40
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.440500%
8574P1FB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-11
2016-03-11
N
N
N
9000000.00
9000000.00
0.0128
N
8999685.00
8999685.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563QFX3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-19
2016-02-19
N
N
N
4000000.00
4000000.00
0.0057
N
3999621.20
3999621.20
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563QGT1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
7000000.00
7000000.00
0.0099
N
6998800.20
6998800.20
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.450000%
86563QJB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
4000000.00
4000000.00
0.0057
N
3999565.20
3999565.20
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QKE9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
2000000.00
2000000.00
0.0028
N
2000317.42
2000317.42
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R4V7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
1000000.00
1000000.00
0.0014
N
999803.80
999803.80
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R6B9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
2000000.00
2000000.00
0.0028
N
1999385.60
1999385.60
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.320000%
86563KN41
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-28
2016-01-28
N
N
N
5000000.00
5000000.00
0.0071
N
4999649.00
4999649.00
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.430000%
86563KS20
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
1000000.00
1000000.00
0.0014
N
999926.20
999926.20
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.560000%
86563KT86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
N
5000000.00
5000000.00
0.0071
N
5000187.05
5000187.05
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000%
86563KU84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
2000000.00
2000000.00
0.0028
N
2000251.42
2000251.42
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.680000%
86563KV26
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
1000000.00
1000000.00
0.0014
N
1000148.01
1000148.01
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.400000%
86958DH62
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
11000000.00
11000000.00
0.0156
N
10998935.20
10998935.20
SWEDBANK AB
SWEDBANK AB 0.390000%
87019RAS5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-26
2016-01-26
N
N
N
3000000.00
2999187.50
0.0043
N
2999466.90
2999466.90
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.510000%
88602TCF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
2000000.00
1997903.33
0.0028
N
1997416.60
1997416.60
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.587000%
89113EM37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-12
2016-08-12
N
N
N
9000000.00
9000000.00
0.0128
N
8999874.00
8999874.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.571600%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-05-27
N
N
N
5000000.00
5000000.00
0.0071
N
4999575.00
4999575.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.400000%
89113ER24
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
3000000.00
3000000.00
0.0043
N
2999801.10
2999801.10
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.500500%
89113ESQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-19
2016-03-17
N
N
N
7000000.00
7000000.00
0.0099
N
6999678.00
6999678.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.400400%
89233GC20
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
11000000.00
10992544.45
0.0156
N
10991682.90
10991682.90
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.500000%
90267RX38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-03
2016-02-03
N
N
N
3000000.00
3000000.00
0.0043
N
3000885.63
3000885.63
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.545000%
90267RZ85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0014
N
1000470.01
1000470.01
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.400000%
91127PA76
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
2000000.00
1999866.67
0.0028
N
1999897.00
1999897.00
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.470700%
91127PCP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-23
2016-03-23
N
N
N
1000000.00
998929.44
0.0014
N
999059.30
999059.30
UNITED STATES TREASURY
UNITED STATES TREASURY 0.344200%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2017-01-31
N
N
N
2000000.00
1999999.99
0.0028
N
1999978.00
1999978.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.428200%
912828M23
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2017-10-31
N
N
N
5000000.00
4999999.97
0.0071
N
4995900.00
4995900.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.305200%
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-31
N
N
N
5000000.00
4999939.63
0.0071
N
5000185.00
5000185.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.330200%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-04
2016-07-31
N
N
N
3000000.00
3000000.00
0.0043
N
3000783.00
3000783.00
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.390000%
92512LBC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
Y
Deal Sponsor
Natixis SA
N/A
N/A
1000000.00
999545.00
0.0014
N
999394.40
999394.40
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.430200%
92646KAN2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-22
2016-01-22
N
N
Y
Deal Sponsor
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
6000000.00
5998495.00
0.0085
N
5998331.40
5998331.40
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.405500%
94988EDH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-08
2016-02-08
N
N
N
4000000.00
4000000.00
0.0057
N
3999992.00
3999992.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.370600%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-13
2016-05-05
N
N
N
2000000.00
2000000.00
0.0028
N
1999900.00
1999900.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.510000%
94988EJH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
8000000.00
8000000.00
0.0113
N
8004012.08
8004012.08
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.671600%
94988EL97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-27
2016-07-27
N
N
N
3000000.00
3000000.00
0.0043
N
2999670.00
2999670.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160104_2MN1
0000827124
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2020-03-31
1.375000
Treasury Debt
20609000.00
20400772.52
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
20000000.00
20000000.00
0.0284
N
20000000.00
20000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.350000%
976PTX002_0.3500_M160104_2MN1
0000072971
Other Repurchase Agreement
N
COMMERCIAL MORTGAGE TRUST 2007-GG9
2039-03-10
5.444000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1322948.00
1150045.22
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
1000000.00
1000000.00
0.0014
N
999983.60
999983.60
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160106_2MN1
0000072971
Other Repurchase Agreement
N
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.129700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1580430.00
1150123.23
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
1000000.00
1000000.00
0.0014
N
999989.10
999989.10
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.350000%
976PTZ007_0.3500_M160105_2MN1
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-12-01
3.500000
Government Agency Debt
20134527.00
20801416.09
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
20000000.00
20000000.00
0.0284
N
19999944.00
19999944.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.360000%
976PTZ007_0.3600_M160107_2MN1
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-12-01
3.500000
Government Agency Debt
15100925.00
15601092.80
First Tier Security
N/A
N/A
2016-01-07
2016-01-07
N
N
N
15000000.00
15000000.00
0.0213
N
15000000.00
15000000.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.478600%
9612C4SA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-05
2016-07-05
N
N
N
3000000.00
3000000.00
0.0043
N
3000075.03
3000075.03
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.403800%
96121TA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-04
2016-07-01
N
N
N
10000000.00
10000000.00
0.0142
N
10000730.10
10000730.10
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.480000%
96121TD47
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
3000000.00
3000000.00
0.0043
N
3000596.13
3000596.13
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.447000%
96121TYX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-12
2016-02-12
N
N
N
3000000.00
3000000.00
0.0043
N
2999889.00
2999889.00