0001145549-16-011474.txt : 20160414
0001145549-16-011474.hdr.sgml : 20160414
20160307170755
ACCESSION NUMBER: 0001145549-16-011474
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160229
FILED AS OF DATE: 20160307
DATE AS OF CHANGE: 20160307
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: 161489275
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
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2016-02-29
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
45
61
1027125773.03
464151.45
7227932.92
1020361991.56
0.0055
1.0001
2016-02-29
1.0001
2016-02-29
C000012387
1.00
1020361991.56
1.00
-57391741.34
51525899.26
108917640.60
0.0001
1.0001
2016-02-29
1.0001
2016-02-29
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.620000%
00279JBH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
Y
Santander UK Plc
N/A
N/A
N
9000000.00
9000000.00
0.0088
N
9001580.49
9001580.49
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.380000%
ATD0FH4N5
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
11000000.00
11000000.00
0.0108
N
11000000.00
11000000.00
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.370000%
ATD0FH488
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
12000000.00
12000000.00
0.0118
N
12000000.00
12000000.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.460000%
06053PKQ9
Other Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
2000000.00
2000000.00
0.0020
N
2000292.02
2000292.02
BANK OF AMERICA NA
BANK OF AMERICA NA 0.810000%
06053PMX2
Other Note
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
10000000.00
10000000.00
0.0098
N
10001140.10
10001140.10
BANK OF AMERICA NA
BANK OF AMERICA NA 0.730000%
06053PNA1
Other Note
N
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
N
N
N
7000000.00
7000000.00
0.0069
N
7000791.07
7000791.07
BANK OF AMERICA NA
BANK OF AMERICA NA 0.790000%
06053PNH6
Other Note
N
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
N
N
N
2000000.00
2000000.00
0.0020
N
2000012.02
2000012.02
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.370000%
06427EUV1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
9000000.00
9000000.00
0.0088
N
8999991.90
8999991.90
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.360000%
06427EVC2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
3000000.00
3000000.00
0.0029
N
2999991.00
2999991.00
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FJKD5
0001498632
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
14000000.00
14000000.00
0.0137
N
14000000.00
14000000.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JE99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
3000000.00
2997125.00
0.0029
N
2997462.60
2997462.60
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
8000000.00
7992000.00
0.0078
N
7992797.60
7992797.60
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.823400%
06417JHF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-15
2016-08-15
N
N
N
8000000.00
7969568.89
0.0078
N
7971589.60
7971589.60
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160301_2MN2
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-10-01
4.000000
Government Agency Debt
2955770.00
3085310.00
UNITED STATES TREASURY
2016-03-31
0.00
Treasury Debt
700.00
699.83
UNITED STATES TREASURY
2018-02-28
0.750000
Treasury Debt
4000.00
3995.62
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
3000000.00
3000000.00
0.0029
N
3000000.00
3000000.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.850000%
06417GDP0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
N
N
N
2000000.00
2000000.00
0.0020
N
2001116.42
2001116.42
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.660500%
06417GAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-15
2016-07-15
N
N
N
5000000.00
5000000.00
0.0049
N
4999695.00
4999695.00
BANK OF THE WEST
BANK OF THE WEST 0.650000%
06426GKA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
N
N
N
2000000.00
2000000.00
0.0020
N
2001309.42
2001309.42
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.500000%
06538MBN8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
2000000.00
2000000.00
0.0020
N
2000154.42
2000154.42
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
6000000.00
6000000.00
0.0059
N
6000546.66
6000546.66
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
3000000.00
3000000.00
0.0029
N
3000275.43
3000275.43
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MCV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-19
2016-04-19
N
N
N
1000000.00
1000000.00
0.0010
N
1000093.21
1000093.21
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MQY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
2000000.00
2000000.00
0.0020
N
2000367.22
2000367.22
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
9000000.00
9000000.00
0.0088
N
9000677.79
9000677.79
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000%
06741X2P2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
N
N
N
7000000.00
7000000.00
0.0069
N
7002116.17
7002116.17
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160304_2MN2
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-07-14
0.00
Treasury Debt
100.00
99.87
UNITED STATES TREASURY
2017-05-31
0.625000
Treasury Debt
7852900.00
7853790.00
UNITED STATES TREASURY
2018-03-31
2.875000
Treasury Debt
1285400.00
1354770.00
UNITED STATES TREASURY
2023-11-15
2.750000
Treasury Debt
1841300.00
2011410.00
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
11000000.00
11000000.00
0.0108
N
11000000.00
11000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.310000%
00799J004_0.3100_M160304_2MN2
0001484219
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-07-01
1.956000
Government Agency Debt
22872100.00
1350060.00
Fannie Mae
2038-04-01
2.479000
Government Agency Debt
8661550.00
1406240.00
Fannie Mae
2039-12-01
3.642000
Government Agency Debt
18630000.00
1469460.00
Fannie Mae
2040-07-01
2.630000
Government Agency Debt
16559500.00
1276310.00
Fannie Mae
2040-08-01
3.653000
Government Agency Debt
15274300.00
1584480.00
Fannie Mae
2046-01-01
2.848000
Government Agency Debt
262240.00
270844.00
Fannie Mae
2046-01-01
2.851000
Government Agency Debt
1357560.00
1403130.00
Fannie Mae
2046-01-01
2.915000
Government Agency Debt
1582490.00
1639490.00
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
10000000.00
10000000.00
0.0098
N
10000000.00
10000000.00
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.641000%
08224LE44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
4000000.00
3995448.89
0.0039
N
3996244.40
3996244.40
BLUE MOUNTAIN ENTERPRISES LLC
BLUE MOUNTAIN ENTERPRISES LLC SERIES VRDN 0.350000%
095770AA1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3640000.00
3640000.00
0.0036
N
3640000.00
3640000.00
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.600000%
34959TDX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
6000000.00
6000000.00
0.0059
N
6000988.86
6000988.86
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
1000000.00
1000000.00
0.0010
N
1000057.51
1000057.51
BNP PARIBAS SA
BNP PARIBAS SA 0.510000%
09658YD57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
1999008.33
0.0020
N
1999162.00
1999162.00
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
928DZM005_0.3000_M160301_2MN2
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2044-11-15
3.000000
Treasury Debt
2820500.00
3060090.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
3000000.00
3000000.00
0.0029
N
3000000.00
3000000.00
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
928DZM005_0.3100_M160301_2MN2
0001197610
Government Agency Repurchase Agreement
Y
UNITED STATES TREASURY
2019-02-15
0.750000
Treasury Debt
900.00
895.48
UNITED STATES TREASURY
2019-06-30
1.625000
Treasury Debt
100.00
102.28
UNITED STATES TREASURY
2020-11-30
1.625000
Treasury Debt
100.00
102.22
UNITED STATES TREASURY
2020-12-31
2.375000
Treasury Debt
7156900.00
7550590.00
UNITED STATES TREASURY
2022-01-31
1.500000
Treasury Debt
100.00
100.53
UNITED STATES TREASURY
2022-05-15
1.750000
Treasury Debt
1005000.00
1027080.00
UNITED STATES TREASURY
2023-01-31
1.750000
Treasury Debt
5616000.00
5701270.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
14000000.00
14000000.00
0.0137
N
14000000.00
14000000.00
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.500000%
05572ND94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-15
2016-04-15
N
N
N
7000000.00
7000000.00
0.0069
N
7000511.07
7000511.07
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
N
N
N
1000000.00
1000000.00
0.0010
N
1000472.01
1000472.01
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.480000%
921AAE003_0.4800_M160301_2MN2
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
4.826500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2378370.00
2278190.00
EQT CORP,PA
2019-06-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
9000.00
9302.05
FNMA CONN AVE SECS 2015-C03 1M-1 20250725 FLT
2025-07-25
1.926500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12031.00
11625.20
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
2000000.00
2000000.00
0.0020
N
2000000.00
2000000.00
BPCE SA
BPCE SA 0.686400%
05571BF16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
5000000.00
4991247.23
0.0049
N
4992508.50
4992508.50
CAFCO LLC
CAFCO LLC 0.651500%
12476EF79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
9000000.00
8984075.00
0.0088
N
8985001.50
8985001.50
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 0.280000%
ATD0FJJT2
0000800030
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
7000000.00
7000000.00
0.0069
N
7000000.00
7000000.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.678500%
13606ADD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-06-28
N
N
N
3000000.00
3000000.00
0.0029
N
2999532.03
2999532.03
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.673800%
13606AJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-05-26
N
N
N
8000000.00
8000000.00
0.0078
N
7999176.00
7999176.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.780000%
13606AQT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
6000000.00
6000000.00
0.0059
N
6000194.40
6000194.40
CHARTA LLC
CHARTA LLC 0.450000%
16115UDL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
6000000.00
5996250.00
0.0059
N
5996013.60
5996013.60
CIESCO LLC
CIESCO LLC 0.570800%
17178BEJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
3000000.00
2996295.00
0.0029
N
2996339.70
2996339.70
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17304U5G1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
11000000.00
11000000.00
0.0108
N
11001195.81
11001195.81
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
4997761.11
0.0049
N
4998044.50
4998044.50
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
6000000.00
5997313.33
0.0059
N
5997653.40
5997653.40
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.648500%
20272APA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-06-29
N
N
N
6000000.00
6000000.00
0.0059
N
5999064.06
5999064.06
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.400000%
927LZZ009
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
3000000.00
3000000.00
0.0029
N
3000021.93
3000021.93
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.590000%
928DGD006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
18000000.00
18000000.00
0.0176
N
18002649.78
18002649.78
COOPERATIEVE RABOBANK UA (NY BRANCH)
COOPERATIEVE RABOBANK UA (NY BRANCH) 0.640000%
21684BL77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
N
N
N
7000000.00
7000000.00
0.0069
N
6999101.90
6999101.90
COOPERATIEVE RABOBANK UA (NY BRANCH)
COOPERATIEVE RABOBANK UA (NY BRANCH) 0.810000%
21685VLT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
9000000.00
9000000.00
0.0088
N
9000756.99
9000756.99
CRC FUNDING LLC
CRC FUNDING LLC 0.480000%
12622UCM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
1000000.00
999733.33
0.0010
N
999787.10
999787.10
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HFD8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
1000000.00
1000000.00
0.0010
N
1000260.21
1000260.21
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HFF3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
N
N
N
9000000.00
9000000.00
0.0088
N
9002297.79
9002297.79
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.600000%
928DAP005
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
1000000.00
1000000.00
0.0010
N
1000253.01
1000253.01
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000%
22549VTQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
6000000.00
6000000.00
0.0059
N
6002413.86
6002413.86
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VVL4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
6000000.00
6000000.00
0.0059
N
6000657.66
6000657.66
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.300000%
22799D001_0.3000_M160301_2MN2
0001230485
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-03-31
0.500000
Treasury Debt
91755000.00
91770300.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
89969451.00
89969451.00
0.0882
N
89969451.00
89969451.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.630000%
921AER000_0.6300_M160302_2MN2
0001230485
Other Repurchase Agreement
N
LBMLT
2036-08-25
0.675800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7500000.00
2492790.00
NSTR 2007-B M1
2037-04-25
0.845800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4649000.00
1946030.00
RENAISSANCE STEP 08/35
2035-08-25
5.199000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2185000.00
161498.00
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
Y
Credit Suisse AG
N/A
N/A
N
4000000.00
4000000.00
0.0039
N
4000000.00
4000000.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.200000%
988WZK004_1.2000_M160603_2MN2
0001230485
Other Repurchase Agreement
N
CWL 2007-10 2A3
2047-06-25
0.615800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7000000.00
5607750.00
MSHEL 2006-3 A4
2036-04-25
0.695800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7250000.00
4416750.00
NCSLT 2005-1 B
2035-03-26
0.815800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4774290.00
2626400.00
NSTR 2007-B M1
2037-04-25
0.845800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2750000.00
1151130.00
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
N
Y
Credit Suisse AG
N/A
N/A
N
12000000.00
12000000.00
0.0118
Y
12006115.20
12006115.20
DANSKE CORP
DANSKE CORP 0.595900%
2363F6E63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
N
N
N
1000000.00
998909.17
0.0010
N
999186.70
999186.70
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.320000%
21599B009_0.3200_M160301_2MN2
0001074042
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2044-02-15
3.625000
Treasury Debt
6712500.00
8160080.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
8000000.00
8000000.00
0.0078
N
8000000.00
8000000.00
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.360000%
ATD0FIXZ4
0001498632
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
11000000.00
11000000.00
0.0108
N
11000010.45
11000010.45
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.800000%
23340QCT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
1000000.00
1000000.00
0.0010
N
1000036.91
1000036.91
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.360000%
23340QDL4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
7000000.00
7000000.00
0.0069
N
7000020.37
7000020.37
EAGLE CNTY COLO
EAGLE CNTY COLO REV MULTI FAM HOUSING SERIES 1997B 0.480000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0015
N
1500000.00
1500000.00
EXXON MOBIL CORP
EXXON MOBIL CORP 0.410000%
30229AC31
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
5000000.00
4999886.11
0.0049
N
4999879.00
4999879.00
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.299900%
30601VC17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
Y
Deal Sponsor
BANK OF MONTREAL
N/A
N/A
1000000.00
1000000.00
0.0010
N
999988.53
999988.53
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.310000%
36960LC45
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
4000000.00
3999896.67
0.0039
N
3999869.20
3999869.20
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160301_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2043-07-01
3.500000
Government Agency Debt
1089810.00
1018350.00
GNMA
2045-09-20
4.000000
Government Agency Debt
1610.00
1652.73
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0010
N
1000000.00
1000000.00
HSBC BANK PLC
HSBC BANK PLC 0.660100%
40433FFN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-07-19
N
N
N
3000000.00
2999941.67
0.0029
N
2999643.00
2999643.00
HSBC BANK PLC
HSBC BANK PLC 0.783500%
40433FGG8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-04
2016-08-04
N
N
N
16000000.00
16000000.00
0.0157
N
16000672.16
16000672.16
HSBC BANK PLC
HSBC BANK PLC 0.870000%
928BWJ009
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
10000000.00
10000000.00
0.0098
N
10004524.10
10004524.10
HSBC USA INC
HSBC USA INC 0.470000%
40434PDS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
3000000.00
2997806.67
0.0029
N
2997691.50
2997691.50
ING US FUNDING LLC
ING US FUNDING LLC 0.430000%
4497W0CE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
Y
ING Bank NV
N/A
N/A
N
6000000.00
5999068.33
0.0059
N
5998900.80
5998900.80
ING US FUNDING LLC
ING US FUNDING LLC 0.440600%
4497W0CE6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
Y
ING Bank NV
N/A
N/A
N
2000000.00
1999682.22
0.0020
N
1999633.60
1999633.60
ING US FUNDING LLC
ING US FUNDING LLC 0.611000%
4497W0DB1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999305.28
0.0010
N
999384.00
999384.00
ING US FUNDING LLC
ING US FUNDING LLC 0.671600%
4497W0F78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
Y
ING Bank NV
N/A
N/A
N
10000000.00
9981761.11
0.0098
N
9982290.00
9982290.00
ING US FUNDING LLC
ING US FUNDING LLC 0.843600%
4497W0HG6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
996080.00
0.0010
N
996108.30
996108.30
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.853800%
46590DH29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
1000000.00
996363.89
0.0010
N
997257.40
997257.40
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.900000%
921ACP006_0.9000_M160531_2MN2
0001168163
Other Repurchase Agreement
N
APPLE INC SR GLBL NT1.7%19
2019-02-22
1.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
434000.00
437743.00
AT & T INC
2023-02-17
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
694000.00
703945.00
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11764.00
11022.60
CITIGROUP COML MTG TR 2012-GC8
2045-09-12
4.876800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30.00
30.70
CSMLT TRUST 2015-1 A-9 20450525 FLT
2045-05-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
286421.00
256376.00
METHANEX CORP SR NT 5.25%22
2022-03-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6179000.00
6171200.00
NATIONAL AUSTRALIA BK LTD REGS VR 120914-120916
2016-12-09
0.727000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
250194.00
PEPSICO INC SR NT 1.85%20
2020-04-30
1.850000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
50000.00
50426.30
PROGRESS ENERGY INC SR GLBL NT 6%39
2039-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
866000.00
1011200.00
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28900.00
23063.90
WIMC CAP TRUST 2012-A A-1 20501018 4.5
2050-10-18
4.549000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1248000.00
382293.00
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
8000000.00
8000000.00
0.0078
Y
7998158.40
7998158.40
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.050000%
921ACP006_1.0500_M160531_2MN2
0001168163
Other Repurchase Agreement
N
APPLE INC SR GLBL NT1.7%19
2019-02-22
1.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
294000.00
296535.00
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
263.00
246.43
BPCE GBL NT 144A FR 5.7%102223
2023-10-22
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
209490.00
CITIGROUP COML MTG TR 2012-GC8
2045-09-12
4.876800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30.00
30.70
COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822
2022-02-08
3.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
53000.00
55899.10
CSMC TR 2013 6
2043-08-25
3.302500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19123.00
17942.20
HILTON USA TR 2013 HLT
2030-11-07
3.714100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2858000.00
2856210.00
PROGRESS ENERGY INC SR GLBL NT 6%39
2039-12-01
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
126000.00
147126.00
WIMC CAP TRUST 2012-A A-1 20501018 4.5
2050-10-18
4.549000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250500.00
76734.30
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
3000000.00
3000000.00
0.0029
Y
3000300.90
3000300.90
LABCON NORTH AMERICA
LABCON NORTH AMERICA SERIES VRDN 0.370000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
1445000.00
1445000.00
0.0014
N
1445000.00
1445000.00
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) 0.500000%
51489KVJ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
4000000.00
4000000.00
0.0039
N
4000034.84
4000034.84
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.400000%
51489NNZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
2000000.00
2000000.00
0.0020
N
2000012.62
2000012.62
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.390000%
51489NPC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
N
3000000.00
3000000.00
0.0029
N
3000026.13
3000026.13
LLOYDS BANK PLC
LLOYDS BANK PLC 0.843600%
53943RHG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
4000000.00
3984320.00
0.0039
N
3984583.60
3984583.60
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
4000000.00
4000000.00
0.0039
N
4000320.44
4000320.44
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GMF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
N
N
N
4000000.00
4000000.00
0.0039
N
3999504.00
3999504.00
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.641200%
55607KE28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
2000000.00
1997795.56
0.0020
N
1998495.00
1998495.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.320000%
06399U000_0.3200_M160301_2MN2
0000065100
Government Agency Repurchase Agreement
Y
Fannie Mae
2043-03-25
3.000000
Government Agency Debt
10493900.00
8240000.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
8000000.00
8000000.00
0.0078
N
8000000.00
8000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.950000%
921ACQ004_0.9500_M160404_2MN2
0000065100
Other Repurchase Agreement
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.935800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15876600.00
12650000.00
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
11000000.00
11000000.00
0.0108
Y
11001739.10
11001739.10
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.440200%
59157TDB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
1000000.00
999498.89
0.0010
N
999490.20
999490.20
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.440200%
59157TDD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
1000000.00
999474.45
0.0010
N
999459.80
999459.80
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ31
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-08
2016-06-08
N
N
N
8000000.00
8000000.00
0.0078
N
8001211.28
8001211.28
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.620000%
60682AJ49
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
13000000.00
13000000.00
0.0127
N
13002927.73
13002927.73
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
N
N
N
5000000.00
5000000.00
0.0049
N
5000603.05
5000603.05
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.670000%
60689DRY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
2000000.00
2000000.00
0.0020
N
2000304.62
2000304.62
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DSZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
N
N
N
8000000.00
8000000.00
0.0078
N
8000388.88
8000388.88
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000%
60689DTH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
10000000.00
10000000.00
0.0098
N
10000000.00
10000000.00
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
60686N005_0.3200_M160301_2MN2
0000812291
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2018-08-08
0.617700
Government Agency Debt
2040000.00
2040550.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
2000000.00
2000000.00
0.0020
N
2000000.00
2000000.00
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.270000%
ATD0FJK94
0000833029
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
11000000.00
11000000.00
0.0108
N
11000000.00
11000000.00
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
10000000.00
10000000.00
0.0098
N
9999913.00
9999913.00
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.650000%
63873FZY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
1000000.00
1000000.00
0.0010
N
1000171.81
1000171.81
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH)
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) 0.260000%
ATD0FJK37
0001002614
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
9000000.00
9000000.00
0.0088
N
9000000.00
9000000.00
NRW BANK
NRW BANK 0.445200%
62939LC15
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
3000000.00
3000000.00
0.0029
N
2999968.80
2999968.80
NRW BANK
NRW BANK 0.415100%
62939LCM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
4000000.00
3999077.78
0.0039
N
3999115.60
3999115.60
NRW BANK
NRW BANK 0.435100%
62939LCP2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-23
2016-03-23
N
N
N
7000000.00
6998139.17
0.0069
N
6998224.80
6998224.80
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
2000000.00
1999222.22
0.0020
N
1999349.20
1999349.20
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
2998041.66
0.0029
N
2998057.80
2998057.80
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000%
69033LCH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
1000000.00
1000000.00
0.0010
N
1000271.51
1000271.51
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.400100%
71838LCJ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-18
2016-03-18
N
N
N
7000000.00
6998677.78
0.0069
N
6998687.50
6998687.50
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.550600%
76582JCH5
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
4000000.00
3999022.22
0.0039
N
3999197.20
3999197.20
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.550500%
76582JCH5
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
3000000.00
2999266.67
0.0029
N
2999397.90
2999397.90
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.560500%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-04-13
N
N
N
13000000.00
13000000.00
0.0127
N
12999142.00
12999142.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.751400%
82124LEJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
4000000.00
3993500.00
0.0039
N
3995066.80
3995066.80
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.813300%
83050TGS4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
5000000.00
4983462.50
0.0049
N
4985241.00
4985241.00
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.360000%
ATD0FHQS0
0000917311
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
4000000.00
4000000.00
0.0039
N
4000000.00
4000000.00
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
5000000.00
5000000.00
0.0049
N
5000628.05
5000628.05
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.620000%
83369TV87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
5000000.00
5000000.00
0.0049
N
5000992.55
5000992.55
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.568500%
8574P1FB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-11
2016-03-11
N
N
N
12000000.00
12000000.00
0.0118
N
11999352.00
11999352.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000%
86563QCH1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0010
N
1000001.71
1000001.71
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563QDR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-04-27
N
N
N
1000000.00
1000000.00
0.0010
N
1000047.01
1000047.01
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
3000000.00
3000000.00
0.0029
N
3000005.13
3000005.13
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.700000%
86563QLF5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-22
2016-03-22
N
N
N
9000000.00
9000000.00
0.0088
N
9001723.59
9001723.59
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSE1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
3000000.00
3000000.00
0.0029
N
3001049.13
3001049.13
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QVR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
N
N
N
9000000.00
9000000.00
0.0088
N
9000882.90
9000882.90
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
1000000.00
1000000.00
0.0010
N
1000072.11
1000072.11
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R6F0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
1000000.00
1000000.00
0.0010
N
1000072.11
1000072.11
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R7E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0020
N
2000160.22
2000160.22
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000%
86563K2R3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-13
2016-05-13
N
N
N
5000000.00
5000000.00
0.0049
N
5001126.05
5001126.05
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
6000000.00
6000000.00
0.0059
N
6000274.26
6000274.26
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.270000%
ATD0FJKA1
0001448613
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0010
N
1000000.00
1000000.00
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
19000000.00
19000000.00
0.0186
N
19000038.19
19000038.19
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.853700%
88602TGK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
1000000.00
996694.45
0.0010
N
997070.30
997070.30
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.400000%
89113E3U8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-28
2016-03-28
N
N
N
20000000.00
20000000.00
0.0196
N
20000156.20
20000156.20
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.500000%
89113EF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-20
2016-05-20
N
N
N
5000000.00
5000000.00
0.0049
N
4999753.00
4999753.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
N
N
N
5000000.00
5000000.00
0.0049
N
5003622.55
5003622.55
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.696500%
89113EM37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-08-12
N
N
N
4000000.00
4000000.00
0.0039
N
3999852.00
3999852.00
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
5000000.00
5000000.00
0.0049
N
5000010.55
5000010.55
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.450000%
89233GDD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
5000000.00
4997312.50
0.0049
N
4997549.50
4997549.50
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.570900%
89233GF76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
12000000.00
11981380.00
0.0117
N
11981157.00
11981157.00
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4R7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
7000000.00
7000000.00
0.0069
N
7002298.17
7002298.17
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R5D7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-13
2016-06-13
N
N
N
1000000.00
1000000.00
0.0010
N
1000217.51
1000217.51
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.813800%
90267R5Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-09-08
N
N
N
6000000.00
6000000.00
0.0059
N
6000000.00
6000000.00
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PF71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
7000000.00
6989328.89
0.0068
N
6990875.50
6990875.50
UNITED STATES TREASURY
UNITED STATES TREASURY 0.373300%
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2016-10-31
N
N
N
10000000.00
9997580.08
0.0098
N
10001230.00
10001230.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.488300%
912828M23
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2017-10-31
N
N
N
3000000.00
2999999.98
0.0029
N
2999262.00
2999262.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.390300%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2016-07-31
N
N
N
5000000.00
5000000.00
0.0049
N
5001125.00
5001125.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.582000%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-21
2016-05-23
N
N
N
12000000.00
12000000.00
0.0118
N
11998848.00
11998848.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.460000%
94988EKQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-22
2016-04-22
N
N
N
4000000.00
4000000.00
0.0039
N
3999152.80
3999152.80
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.776500%
94988ENH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-07-12
N
N
N
11000000.00
11000000.00
0.0108
N
11000143.11
11000143.11
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
4000000.00
4000000.00
0.0039
N
4000182.44
4000182.44
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.310000%
976PDT008_0.3100_M160301_2MN2
0000827124
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2019-11-30
1.500000
Treasury Debt
3005700.00
3060120.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
3000000.00
3000000.00
0.0029
N
3000000.00
3000000.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160301_2MN2
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-07-01
3.000000
Government Agency Debt
17602000.00
17680200.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
17000000.00
17000000.00
0.0167
N
17000000.00
17000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.100000%
927CYE007_1.1000_M160603_2MN2
0000072971
Other Repurchase Agreement
N
BAYVIEW OPPORTUNITY MASTER FD III TR 2014 18NPL
2034-07-28
3.228200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6907200.00
3468980.00
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
N
N
N
3000000.00
3000000.00
0.0029
Y
3000381.90
3000381.90
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.430000%
976PTX002_0.4300_M160301_2MN2
0000072971
Other Repurchase Agreement
N
WELLS FARGO CML MTG 2014-TISH WTS-2 20270215 FLT
2027-02-15
3.677000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4765420.00
4600060.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
4000000.00
4000000.00
0.0039
N
4000000.00
4000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160302_2MN2
0000072971
Other Repurchase Agreement
N
AMER HOMES 4 RENT TR 2014-SFR1 E 20310619 FLT
2031-06-19
2.929200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
858770.00
793032.00
COLONY AMERICAN HOMES 2014-2 F 20310717 FLT
2031-07-17
3.782000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2887970.00
2657340.00
WELLS FARGO MTG LN 2012-RR1 TR
2037-08-27
3.123400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1710980.00
1150120.00
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
4000000.00
4000000.00
0.0039
N
4000000.00
4000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.310000%
976PTZ007_0.3100_M160301_2MN2
0000072971
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2016-08-23
0.500000
Government Agency Debt
4525000.00
4524160.00
Farm Federal Credit Bank
2017-02-06
0.590000
Government Agency Debt
7845000.00
7836030.00
Farm Federal Credit Bank
2017-08-01
0.790000
Government Agency Debt
13131000.00
13132100.00
Farm Federal Credit Bank
2017-12-11
0.800000
Government Agency Debt
800000.00
799160.00
Farm Federal Credit Bank
2018-02-12
0.800000
Government Agency Debt
14000.00
13996.30
Farm Federal Credit Bank
2018-02-26
0.850000
Government Agency Debt
4600000.00
4597240.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
30000000.00
30000000.00
0.0294
N
30000000.00
30000000.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.638500%
9612C4SA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-07
2016-07-05
N
N
N
17000000.00
17000000.00
0.0167
N
17000289.17
17000289.17
YMCA OF THE NORTHWOODS
YMCA OF THE NORTHWOODS SERIES VRDN 0.490000%
98752VAA3
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2016-03-07
2016-03-07
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
N
3775000.00
3775000.00
0.0037
N
3775000.00
3775000.00