0001145549-16-011484.txt : 20160414
0001145549-16-011484.hdr.sgml : 20160414
20160307170816
ACCESSION NUMBER: 0001145549-16-011484
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: 161489287
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
2016-02-29
0000857156
S000004509
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
40
62
667806330.61
434558.16
133606.92
668107281.85
0.0057
1.0001
2016-02-29
1.0001
2016-02-29
C000012386
25000.00
668107281.85
1.00
-29716906.23
32062551.85
61779458.08
0.0012
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
6000000.00
6000000.00
0.0090
N
6001053.66
6001053.66
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
Y
Abn Amro Bank Nv
N/A
N/A
N
6000000.00
5997900.00
0.0090
N
5998652.40
5998652.40
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.380000%
ATD0FH447
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
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.370000%
ATD0FH4B1
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
14000000.00
14000000.00
0.0210
N
14000000.00
14000000.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.638500%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2016-03-04
2016-04-04
N
N
N
2000000.00
2000000.00
0.0030
N
1999680.00
1999680.00
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
0.0060
N
4000632.04
4000632.04
BANK OF AMERICA NA
BANK OF AMERICA NA 0.670000%
06053PMG9
Other Note
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
N
5000000.00
5000000.00
0.0075
N
5002635.05
5002635.05
BANK OF AMERICA NA
BANK OF AMERICA NA 0.740000%
06053PMR5
Other Note
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
2000000.00
2000000.00
0.0030
N
2000178.02
2000178.02
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
0.0030
N
2000012.02
2000012.02
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.630500%
06427EKG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-05-13
N
N
N
9000000.00
9000000.00
0.0135
N
8999496.00
8999496.00
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
0.0060
N
4000630.84
4000630.84
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.320000%
06427EUT6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0015
N
999998.20
999998.20
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
1000000.00
1000000.00
0.0015
N
999999.10
999999.10
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FJJV7
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
9000000.00
9000000.00
0.0135
N
9000000.00
9000000.00
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
4996670.83
0.0075
N
4997248.50
4997248.50
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
999000.00
0.0015
N
999099.70
999099.70
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160301_2MN1
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-06-01
4.000000
Government Agency Debt
2591360.00
1865230.00
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
184577.00
193299.00
UNITED STATES TREASURY
2017-01-15
0.750000
Treasury Debt
1400.00
1402.33
UNITED STATES TREASURY
2021-02-28
1.125000
Treasury Debt
100.00
99.42
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
2000000.00
2000000.00
0.0030
N
2000000.00
2000000.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.773500%
06417GEQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-23
2016-08-23
N
N
N
7000000.00
7000000.00
0.0105
N
7000175.07
7000175.07
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.779300%
06538JF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-10
2016-03-10
N
N
N
5000000.00
5000000.00
0.0075
N
4999755.00
4999755.00
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
0.0015
N
1000086.11
1000086.11
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
0.0075
N
5000430.55
5000430.55
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
0.0075
N
5000455.55
5000455.55
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
0.0015
N
1000091.81
1000091.81
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
0.0045
N
3000225.93
3000225.93
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.880000%
06741X2K3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
N
N
N
3000000.00
3000000.00
0.0045
N
3001736.73
3001736.73
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
0.0030
N
2001494.62
2001494.62
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
0.0030
N
2000127.62
2000127.62
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160304_2MN1
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-12-15
0.625000
Treasury Debt
1815700.00
1817490.00
UNITED STATES TREASURY
2017-01-31
0.875000
Treasury Debt
820600.00
822682.00
UNITED STATES TREASURY
2020-12-31
1.750000
Treasury Debt
100.00
102.61
UNITED STATES TREASURY
2022-09-30
1.750000
Treasury Debt
4403100.00
4499770.00
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
7000000.00
7000000.00
0.0105
N
7000000.00
7000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.310000%
00799J004_0.3100_M160304_2MN1
0001484219
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-08-01
2.500000
Government Agency Debt
906820.00
79175.90
Fannie Mae
2044-11-25
3.000000
Government Agency Debt
25245300.00
26170100.00
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
25000000.00
25000000.00
0.0374
N
25000000.00
25000000.00
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.651000%
08224LD78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
4000000.00
3997327.78
0.0060
N
3998074.80
3998074.80
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
0.0060
N
4000709.24
4000709.24
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
928DZM005_0.3000_M160301_2MN1
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-03-03
0.00
Treasury Debt
200.00
199.99
UNITED STATES TREASURY
2016-03-31
0.00
Treasury Debt
800.00
799.81
UNITED STATES TREASURY
2020-01-31
1.250000
Treasury Debt
2029000.00
2039100.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
2000000.00
2000000.00
0.0030
N
2000000.00
2000000.00
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
928DZM005_0.3100_M160301_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-06-01
3.500000
Government Agency Debt
15646700.00
9268440.00
UNITED STATES TREASURY
2022-01-31
1.500000
Treasury Debt
1600.00
1608.41
UNITED STATES TREASURY
2026-02-15
1.625000
Treasury Debt
100.00
98.79
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
9000000.00
9000000.00
0.0135
N
9000000.00
9000000.00
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
0.0090
N
6000030.66
6000030.66
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
1000000.00
1000000.00
0.0015
N
1000448.31
1000448.31
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.480000%
921AAE003_0.4800_M160301_2MN1
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
876857.00
839921.00
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
1.626500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3268.00
1932.96
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.426500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
110504.00
96331.70
EQT CORP,PA
2019-06-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000.00
4134.24
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-08-26
2.926500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
35724.00
35793.30
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-04-25
5.135800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
139060.00
122066.00
FHLMC STACR 2015-DN1 M-2 20250127 FLT
2025-01-27
2.826500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
48823.00
49428.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
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
4997291.67
0.0075
N
4998342.50
4998342.50
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
4000000.00
3992997.77
0.0060
N
3994006.80
3994006.80
CAFCO LLC
CAFCO LLC 0.570800%
12476EF20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
6000000.00
5991165.00
0.0090
N
5990615.64
5990615.64
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.280000%
ATD0FJK60
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
5000000.00
5000000.00
0.0075
N
5000000.00
5000000.00
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
0.0045
N
2999532.03
2999532.03
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
0.0015
N
999875.70
999875.70
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.599300%
13606YA22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-10
2016-06-10
N
N
N
6000000.00
6000000.00
0.0090
N
6000024.06
6000024.06
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
3999206.67
0.0060
N
3999475.20
3999475.20
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
999425.56
0.0015
N
999443.80
999443.80
CHASE BANK USA NA
CHASE BANK USA NA 0.698500%
161453BD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-28
2016-07-27
N
N
N
2000000.00
2000000.00
0.0030
N
1999710.02
1999710.02
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
8000000.00
8000000.00
0.0120
N
8000869.68
8000869.68
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
999773.33
0.0015
N
999854.60
999854.60
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
5989460.00
0.0090
N
5993137.80
5993137.80
COCA-COLA CO
COCA-COLA CO 0.753500%
19121AJD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
N
N
N
6000000.00
5975500.00
0.0089
N
5984207.40
5984207.40
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
0.0075
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
3000000.00
2998656.67
0.0045
N
2998826.70
2998826.70
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.556500%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-14
2016-05-12
N
N
N
5000000.00
5000000.00
0.0075
N
4999570.00
4999570.00
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
4000000.00
4000000.00
0.0060
N
4000029.24
4000029.24
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.630000%
928EDG000
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
N
N
N
8000000.00
8000000.00
0.0120
N
8001028.08
8001028.08
COOPERATIEVE RABOBANK UA (NY BRANCH)
COOPERATIEVE RABOBANK UA (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
0.0015
N
1000096.71
1000096.71
COOPERATIEVE RABOBANK UA (NY BRANCH)
COOPERATIEVE RABOBANK UA (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
0.0060
N
4000166.44
4000166.44
COOPERATIEVE RABOBANK UA (NY BRANCH)
COOPERATIEVE RABOBANK UA (NY BRANCH) 0.835000%
21685VLH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
N
N
N
1000000.00
1000000.00
0.0015
N
1000561.61
1000561.61
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
6000000.00
6000000.00
0.0090
N
6000504.66
6000504.66
CRC FUNDING LLC
CRC FUNDING LLC 0.651500%
12622UF76
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
1000000.00
998230.55
0.0015
N
998333.50
998333.50
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
0.0045
N
3000665.73
3000665.73
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.710000%
22534HDL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
3000000.00
3000000.00
0.0045
N
3001372.53
3001372.53
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
0.0060
N
4000408.84
4000408.84
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.620000%
22549VMG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0030
N
2000311.02
2000311.02
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.300000%
22799D001_0.3000_M160301_2MN1
0001230485
Treasury Repurchase Agreement
Y
United States Treasury Department
2018-09-30
1.375000
Treasury Debt
11920000.00
12144900.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
11903156.00
11903156.00
0.0178
N
11903156.00
11903156.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.630000%
921AER000_0.6300_M160302_2MN1
0001230485
Other Repurchase Agreement
N
JPMAC 2007-CH4 M2
2037-05-25
0.675800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1550000.00
758737.00
RENAISSANCE STEP 08/35
2035-08-25
5.199000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5315000.00
392842.00
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
Y
Credit Suisse AG
N/A
N/A
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.200000%
988WZK004_1.2000_M160603_2MN1
0001230485
Other Repurchase Agreement
N
CWL 2005-13 MV2
2036-04-25
0.895800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6475000.00
4072470.00
CWL 2005-15 M1
2036-03-25
0.885800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
375000.00
268810.00
JPMAC 2007-CH4 M1
2037-05-25
0.665800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6365000.00
4088800.00
KEYCORP STUDENT LOAN
2042-07-28
1.871300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6500000.00
4392040.00
NCSLT 2005-1 B
2035-03-26
0.815800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1780000.00
979202.00
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
0.0180
Y
12006115.20
12006115.20
DANSKE CORP
DANSKE CORP 0.611000%
2363F6D64
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
2000000.00
1998780.00
0.0030
N
1999177.80
1999177.80
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.320000%
21599B009_0.3200_M160301_2MN1
0001074042
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2044-02-15
3.625000
Treasury Debt
4195300.00
5100030.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
5000000.00
5000000.00
0.0075
N
5000000.00
5000000.00
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.360000%
ATD0FIYH3
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
8000000.00
8000000.00
0.0120
N
8000007.60
8000007.60
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.810000%
23290Q6E8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
N
3000000.00
3000000.00
0.0045
N
3001484.43
3001484.43
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
1000000.00
1000000.00
0.0015
N
1000002.91
1000002.91
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
3000000.00
2999931.67
0.0045
N
2999927.40
2999927.40
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
0.0015
N
999988.53
999988.53
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.310000%
36960LC37
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
5000000.00
4999913.89
0.0075
N
4999879.00
4999879.00
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
3000000.00
2999922.50
0.0045
N
2999901.90
2999901.90
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160301_2MN1
0000769993
Government Agency Repurchase Agreement
Y
GNMA
2045-09-20
4.000000
Government Agency Debt
993630.00
1020000.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
HSBC BANK PLC
HSBC BANK PLC 0.646200%
40433FFP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-08-01
N
N
N
10000000.00
10000000.00
0.0150
N
10000210.10
10000210.10
HSBC BANK PLC
HSBC BANK PLC 0.850000%
928QAE001
0001050258
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
N
6000000.00
6000000.00
0.0090
N
6002607.66
6002607.66
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
0.0135
N
9002129.49
9002129.49
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
999474.72
0.0015
N
999549.30
999549.30
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
3000000.00
2997915.83
0.0045
N
2998152.00
2998152.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.813300%
46590DHP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
N
N
N
8000000.00
7968500.00
0.0119
N
7973169.60
7973169.60
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.900000%
921ACP006_0.9000_M160531_2MN1
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
46000.00
46396.70
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1326.00
1242.43
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
COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922
2022-11-09
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1082000.00
1089050.00
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
100.00
89.51
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
10000.00
10085.30
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
1000000.00
1000000.00
0.0015
Y
999769.80
999769.80
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.050000%
921ACP006_1.0500_M160531_2MN1
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
247000.00
249130.00
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2792.00
2616.04
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
1314390.00
1345150.00
CSMC TR 2013 6
2043-08-25
3.302500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
30815.00
28912.20
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
900.00
805.59
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2458150.00
2573080.00
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
1045890.00
1085560.00
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
47000.00
47400.70
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
237000.00
276737.00
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
5000000.00
5000000.00
0.0075
Y
5000501.50
5000501.50
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
1000000.00
1000000.00
0.0015
N
1000008.71
1000008.71
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
0.0030
N
2000160.22
2000160.22
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
0.0090
N
6000964.26
6000964.26
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
0.0060
N
3999504.00
3999504.00
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
999688.89
0.0015
N
999824.30
999824.30
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.320000%
06399U000_0.3200_M160301_2MN1
0000065100
Government Agency Repurchase Agreement
Y
Freddie Mac
2032-05-15
2.500000
Government Agency Debt
1396400.00
1030000.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.950000%
921ACQ004_0.9500_M160404_2MN1
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
12990000.00
10350000.00
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
9000000.00
9000000.00
0.0135
Y
9001422.90
9001422.90
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
6000000.00
6000000.00
0.0090
N
6000723.66
6000723.66
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AK70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-26
2016-05-26
N
N
N
3000000.00
3000000.00
0.0045
N
3000216.63
3000216.63
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
2000000.00
2000000.00
0.0030
N
2000084.22
2000084.22
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.710000%
60689DQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
N
N
N
3000000.00
3000000.00
0.0045
N
3000918.93
3000918.93
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.830000%
60689DRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
4000000.00
4000000.00
0.0060
N
4001302.04
4001302.04
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
1000000.00
1000125.56
0.0015
N
1000152.31
1000152.31
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
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
60686N005_0.3200_M160301_2MN1
0000812291
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2018-08-08
0.617700
Government Agency Debt
1020000.00
1020270.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.270000%
ATD0FJKB9
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
6000000.00
6000000.00
0.0090
N
6000000.00
6000000.00
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
1000000.00
1000000.00
0.0015
N
999991.30
999991.30
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.530500%
6385E0D42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
5000000.00
4997497.22
0.0075
N
4998065.50
4998065.50
NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY
NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY REV IDB & PCR (ALLWAY TOOLS INC) SERIES 1997 0.680000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2016-03-07
2016-03-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
35000.00
35000.00
0.0001
N
35000.00
35000.00
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH)
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) 0.260000%
ATD0FJK78
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
5000000.00
5000000.00
0.0075
N
5000000.00
5000000.00
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
3998444.44
0.0060
N
3998698.40
3998698.40
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
2998041.67
0.0045
N
2998057.80
2998057.80
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.601000%
67983TEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
3000000.00
2996150.00
0.0045
N
2996561.40
2996561.40
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
0.0015
N
1000007.11
1000007.11
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
0.0015
N
1000271.51
1000271.51
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
999900.00
0.0015
N
999919.30
999919.30
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
3000000.00
2999266.67
0.0045
N
2999397.90
2999397.90
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
1000000.00
999755.55
0.0015
N
999799.30
999799.30
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.737100%
78008FBK9
Other Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-09-06
N
N
N
7000000.00
7000000.00
0.0105
N
6998229.00
6998229.00
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
3000000.00
3000000.00
0.0045
N
2999802.00
2999802.00
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.772200%
78009NWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-10-03
N
N
N
5000000.00
5000000.00
0.0075
N
4998875.00
4998875.00
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
1000000.00
996692.50
0.0015
N
997048.20
997048.20
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.360000%
ATD0FHQH4
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
5000000.00
5000000.00
0.0075
N
5000000.00
5000000.00
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
3000000.00
3000000.00
0.0045
N
3000376.83
3000376.83
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.620000%
83369TX69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
1000000.00
1000000.00
0.0015
N
1000178.41
1000178.41
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369TZ67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000018.00
1000018.00
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
1999395.56
0.0030
N
1999598.60
1999598.60
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
9000000.00
9000000.00
0.0135
N
8999514.00
8999514.00
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
0.0105
N
7000011.97
7000011.97
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
0.0060
N
4000036.04
4000036.04
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QRF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
1000000.00
1000000.00
0.0015
N
1000407.41
1000407.41
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000356.01
1000356.01
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QUP3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
1000000.00
1000000.00
0.0015
N
1000053.41
1000053.41
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
0.0015
N
1000058.61
1000058.61
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
0.0030
N
2000144.22
2000144.22
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K3F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
4000000.00
4000000.00
0.0060
N
4000307.24
4000307.24
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
0.0075
N
5000228.55
5000228.55
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
0.0030
N
2000259.22
2000259.22
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
0.0015
N
1000172.31
1000172.31
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.270000%
ATD0FJKZ6
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
0.0015
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
11000000.00
11000000.00
0.0165
N
11000022.11
11000022.11
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.805000%
86958DN57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
N
N
N
1000000.00
1000018.82
0.0015
N
1000411.11
1000411.11
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
1999603.33
0.0030
N
1999645.80
1999645.80
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
2000000.00
2000000.00
0.0030
N
2000015.62
2000015.62
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
9000000.00
9000000.00
0.0135
N
8999667.00
8999667.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.588500%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-05-27
N
N
N
5000000.00
5000000.00
0.0075
N
4999315.05
4999315.05
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
0.0045
N
3000006.33
3000006.33
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.579300%
89113ESQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
7000000.00
7000000.00
0.0105
N
6999335.00
6999335.00
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
1000000.00
998448.33
0.0015
N
998429.75
998429.75
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.720000%
90267R4G1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
1000000.00
1000000.00
0.0015
N
1000381.41
1000381.41
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R4K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
5000000.00
5000000.00
0.0075
N
5001399.55
5001399.55
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4W6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
4000000.00
4000000.00
0.0060
N
4001313.64
4001313.64
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
999712.78
0.0015
N
999771.90
999771.90
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.681600%
91127PEA5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
N
N
N
5000000.00
4993388.89
0.0075
N
4995927.50
4995927.50
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.701700%
91127PEB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-11
2016-05-11
N
N
N
2000000.00
1997238.89
0.0030
N
1998340.00
1998340.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.404300%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2017-01-31
N
N
N
2000000.00
1999999.99
0.0030
N
2000674.00
2000674.00
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
5000000.00
4999999.97
0.0075
N
4998770.00
4998770.00
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
3000000.00
3000000.00
0.0045
N
3000675.00
3000675.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.672100%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-05-05
N
N
N
2000000.00
2000000.00
0.0030
N
1999206.00
1999206.00
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
0.0120
N
7999971.20
7999971.20
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.688500%
94988EL97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-07-27
N
N
N
3000000.00
3000000.00
0.0045
N
2999565.03
2999565.03
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
4000000.00
4000000.00
0.0060
N
4000052.04
4000052.04
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988EPN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
N
N
N
4000000.00
4000000.00
0.0060
N
4001208.84
4001208.84
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
2000000.00
2000000.00
0.0030
N
2000313.22
2000313.22
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
4000000.00
4000000.00
0.0060
N
3999862.40
3999862.40
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.310000%
976PDT008_0.3100_M160301_2MN1
0000827124
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2019-11-30
1.500000
Treasury Debt
2003800.00
2040080.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
2000000.00
2000000.00
0.0030
N
2000000.00
2000000.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160301_2MN1
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-07-01
3.000000
Government Agency Debt
11389500.00
11440100.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
11000000.00
11000000.00
0.0165
N
11000000.00
11000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.430000%
976PTX002_0.4300_M160301_2MN1
0000072971
Other Repurchase Agreement
N
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
1155770.00
1150010.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160302_2MN1
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
4580100.00
2300250.00
WELLS FARGO COML TR 2015-LC20 D 20500415 FLT
2050-04-15
4.365600
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1267470.00
930298.00
WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT
2058-07-17
4.252000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1885040.00
1369950.00
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
4000000.00
4000000.00
0.0060
N
4000000.00
4000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160303_2MN1
0000072971
Government Agency Repurchase Agreement
Y
Freddie Mac
2018-06-29
1.350000
Government Agency Debt
14155000.00
14217000.00
Freddie Mac
2018-12-28
1.500000
Government Agency Debt
6365000.00
6389320.00
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
20000000.00
20000000.00
0.0299
N
19999884.00
19999884.00
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
3000000.00
3000000.00
0.0045
N
3000051.03
3000051.03
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.586200%
96121TA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-07-01
N
N
N
10000000.00
10000000.00
0.0150
N
10000490.10
10000490.10