0001145549-16-011489.txt : 20160414
0001145549-16-011489.hdr.sgml : 20160414
20160307170826
ACCESSION NUMBER: 0001145549-16-011489
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: 161489295
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Premier Shares
SWAXX
C000038267
Ultra Shares
SNAXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2016-02-29
0000857156
S000004508
4
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
65
10981664071.25
5234974.61
81699602.39
10905199443.47
0.0054
1.0001
2016-02-29
1.0001
2016-02-29
C000012383
25000.00
6358682746.87
1.00
-14625457.53
118539136.04
133164593.57
0.0013
1.0001
2016-02-29
1.0001
2016-02-29
C000012384
1000000.00
1098332719.95
1.00
50744373.69
95396470.33
44652096.64
0.0023
1.0001
2016-02-29
1.0001
2016-02-29
C000012385
3000000.00
934958574.57
1.00
87237045.35
131609918.46
44372873.11
0.0030
1.0001
2016-02-29
1.0001
2016-02-29
C000038267
10000000.00
2513225402.08
1.00
440647985.33
625162484.50
184514499.17
0.0033
1.0001
2016-02-29
1.0001
2016-02-29
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.300000%
ATD0FJJS4
0000931061
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
Y
Santander UK Plc
N/A
N/A
N
4000000.00
4000000.00
0.0004
N
4000000.00
4000000.00
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
81000000.00
81000000.00
0.0074
N
81014224.41
81014224.41
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.620000%
00279JBU5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
Y
Santander UK Plc
N/A
N/A
N
20000000.00
20000000.00
0.0018
N
20002124.20
20002124.20
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.380000%
ATD0FH4Q8
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
111000000.00
111000000.00
0.0102
N
111000000.00
111000000.00
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.370000%
ATD0FH4G0
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
149000000.00
149000000.00
0.0137
N
149000000.00
149000000.00
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
96000000.00
96000000.00
0.0088
N
96014016.96
96014016.96
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
35000000.00
35000000.00
0.0032
N
35005530.35
35005530.35
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
24000000.00
24000000.00
0.0022
N
24000144.24
24000144.24
BANK OF MONTREAL
BANK OF MONTREAL 0.280000%
927RLB004_0.2800_M160301_2MN4
0000009622
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-04-15
0.125000
Treasury Debt
6984900.00
7321670.00
UNITED STATES TREASURY
2017-11-15
4.250000
Treasury Debt
1162900.00
1244700.00
UNITED STATES TREASURY
2024-11-15
2.250000
Treasury Debt
7383400.00
7750190.00
UNITED STATES TREASURY
2025-11-15
2.250000
Treasury Debt
1375500.00
1442810.00
UNITED STATES TREASURY
2045-05-15
3.000000
Treasury Debt
554400.00
600823.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
18000000.00
18000000.00
0.0017
N
18000000.00
18000000.00
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
39000000.00
39000000.00
0.0036
N
38999929.80
38999929.80
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
89000000.00
89000000.00
0.0082
N
88999919.90
88999919.90
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
34000000.00
34000000.00
0.0031
N
33999898.00
33999898.00
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FJK52
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
163000000.00
163000000.00
0.0149
N
163000000.00
163000000.00
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
88700000.00
88614995.82
0.0081
N
88624977.54
88624977.54
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
68000000.00
67932000.00
0.0062
N
67938779.60
67938779.60
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.300000%
924HZZ001_0.3000_M160301_2MN4
0001041839
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-03-31
0.00
Treasury Debt
200.00
199.95
UNITED STATES TREASURY
2020-03-31
1.125000
Treasury Debt
5847500.00
5863860.00
UNITED STATES TREASURY
2020-04-30
1.375000
Treasury Debt
23600.00
23884.90
UNITED STATES TREASURY
2020-08-31
1.375000
Treasury Debt
17448100.00
17572200.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
23000000.00
23000000.00
0.0021
N
23000000.00
23000000.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160301_2MN4
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2042-11-01
3.500000
Government Agency Debt
20727600.00
16253300.00
Fannie Mae
2046-02-01
4.000000
Government Agency Debt
11572400.00
12586700.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
28000000.00
28000000.00
0.0026
N
28000000.00
28000000.00
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
52000000.00
52000000.00
0.0048
N
52029026.92
52029026.92
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
70000000.00
70000000.00
0.0064
N
70001750.70
70001750.70
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
33000000.00
33000000.00
0.0030
N
32997987.00
32997987.00
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
36000000.00
36000000.00
0.0033
N
36023569.56
36023569.56
BANK OF THE WEST
BANK OF THE WEST 0.650000%
06426GKB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
N
N
N
6000000.00
6000000.00
0.0006
N
6003961.26
6003961.26
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
3000000.00
3000000.00
0.0003
N
3000258.33
3000258.33
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MDL0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
3000000.00
3000000.00
0.0003
N
3000276.03
3000276.03
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
30000000.00
30000000.00
0.0028
N
30005508.30
30005508.30
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MRC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
N
N
N
15000000.00
15000000.00
0.0014
N
15002557.65
15002557.65
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
10000000.00
10000000.00
0.0009
N
10003023.10
10003023.10
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
42000000.00
42000000.00
0.0039
N
42002680.02
42002680.02
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160301_2MN4
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2018-07-15
0.875000
Treasury Debt
2517600.00
2521900.00
UNITED STATES TREASURY
2019-07-31
0.875000
Treasury Debt
4700.00
4678.31
UNITED STATES TREASURY
2024-02-15
2.750000
Treasury Debt
44671000.00
48473400.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
50000000.00
50000000.00
0.0046
N
50000000.00
50000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160304_2MN4
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-03-31
0.00
Treasury Debt
100.00
99.98
UNITED STATES TREASURY
2016-05-19
0.00
Treasury Debt
99171600.00
99105300.00
UNITED STATES TREASURY
2016-09-15
0.00
Treasury Debt
200.00
199.52
UNITED STATES TREASURY
2016-11-30
2.750000
Treasury Debt
62900.00
64322.60
UNITED STATES TREASURY
2017-09-30
1.875000
Treasury Debt
6515800.00
6676490.00
UNITED STATES TREASURY
2018-01-31
0.875000
Treasury Debt
7362300.00
7376640.00
UNITED STATES TREASURY
2018-06-30
2.375000
Treasury Debt
977900.00
1017020.00
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
112000000.00
112000000.00
0.0103
N
112000000.00
112000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.320000%
00799J004_0.3200_M160302_2MN4
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-03-24
0.00
Treasury Debt
1000.00
999.81
UNITED STATES TREASURY
2016-07-31
3.250000
Treasury Debt
100.00
101.42
UNITED STATES TREASURY
2017-02-02
0.00
Treasury Debt
214600.00
213441.00
UNITED STATES TREASURY
2019-12-31
1.125000
Treasury Debt
22595000.00
22636900.00
UNITED STATES TREASURY
2020-06-30
1.625000
Treasury Debt
32023200.00
32663300.00
UNITED STATES TREASURY
2021-08-15
8.125000
Treasury Debt
1997600.00
2714240.00
UNITED STATES TREASURY
2025-02-15
7.625000
Treasury Debt
7649600.00
11434400.00
UNITED STATES TREASURY
2045-05-15
3.000000
Treasury Debt
1099200.00
1191240.00
UNITED STATES TREASURY
2045-08-15
2.875000
Treasury Debt
10199500.00
10704400.00
United States Treasury Department
2017-08-31
1.875000
Treasury Debt
100.00
101.62
United States Treasury Department
2018-05-31
2.375000
Treasury Debt
39300.00
40870.70
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
80000000.00
80000000.00
0.0073
N
80000000.00
80000000.00
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.661100%
08224LE28
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
31000000.00
30964763.33
0.0028
N
30972115.50
30972115.50
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
1000000.00
998862.22
0.0001
N
999061.10
999061.10
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
45000000.00
45000000.00
0.0041
N
45007416.45
45007416.45
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEB8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
N
N
N
29000000.00
29000000.00
0.0027
N
29002436.29
29002436.29
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
5000000.00
5000000.00
0.0005
N
5000287.55
5000287.55
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
63000000.00
62968762.50
0.0058
N
62973603.00
62973603.00
BNP PARIBAS SA
BNP PARIBAS SA 0.300000%
928DZM005_0.3000_M160301_2MN4
0001197610
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2021-05-15
3.125000
Treasury Debt
8415800.00
9245520.00
UNITED STATES TREASURY
2022-02-28
1.750000
Treasury Debt
100.00
101.74
UNITED STATES TREASURY
2023-02-28
1.500000
Treasury Debt
28624300.00
28494600.00
UNITED STATES TREASURY
2025-01-15
0.250000
Treasury Debt
100.00
98.75
UNITED STATES TREASURY
2025-07-15
0.375000
Treasury Debt
1019500.00
1019790.00
UNITED STATES TREASURY
2044-02-15
1.375000
Treasury Debt
100.00
108.38
UNITED STATES TREASURY
2044-11-15
3.000000
Treasury Debt
100.00
108.49
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
38000000.00
38000000.00
0.0035
N
38000000.00
38000000.00
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
928DZM005_0.3100_M160301_2MN4
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-04-01
3.500000
Government Agency Debt
2956760.00
2880700.00
Freddie Mac
2025-10-01
4.000000
Government Agency Debt
149899.00
41286.40
Freddie Mac
2027-12-01
2.500000
Government Agency Debt
3175380.00
2202740.00
Freddie Mac
2043-02-01
3.500000
Government Agency Debt
19764000.00
15638800.00
GNMA
2043-08-20
4.000000
Government Agency Debt
3692390.00
2129630.00
UNITED STATES TREASURY
2016-03-03
0.00
Treasury Debt
200.00
199.99
UNITED STATES TREASURY
2020-02-29
1.375000
Treasury Debt
400.00
403.31
UNITED STATES TREASURY
2020-04-30
1.375000
Treasury Debt
79449200.00
80408200.00
UNITED STATES TREASURY
2020-07-31
1.625000
Treasury Debt
34999900.00
35649700.00
UNITED STATES TREASURY
2024-02-15
2.750000
Treasury Debt
178000.00
193151.00
UNITED STATES TREASURY
2025-02-15
2.000000
Treasury Debt
10780200.00
11018900.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
147000000.00
147000000.00
0.0135
N
147000000.00
147000000.00
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
5000000.00
5000000.00
0.0005
N
5002360.05
5002360.05
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
35000000.00
35000000.00
0.0032
N
35015690.85
35015690.85
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.480000%
921AAE003_0.4800_M160301_2MN4
0001197610
Other Repurchase Agreement
N
COMCAST CORP NEW SR NT 4.75%44
2044-03-01
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1961000.00
2100420.00
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
13057600.00
11382900.00
EQT CORP,PA
2019-06-01
8.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
32000.00
33074.00
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
62865.00
60744.50
J P MORGAN CHASE & CO
2025-07-15
3.900000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
17000.00
17951.30
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
12000000.00
12000000.00
0.0011
N
12000000.00
12000000.00
BPCE SA
BPCE SA 0.390000%
05571BC35
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
40000000.00
39999133.33
0.0037
N
39998716.00
39998716.00
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
100000000.00
99824944.44
0.0092
N
99850170.00
99850170.00
CAFCO LLC
CAFCO LLC 0.450000%
12476ECV9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-03-29
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
25000000.00
24991250.00
0.0023
N
24992105.00
24992105.00
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
8000000.00
7988220.00
0.0007
N
7987487.52
7987487.52
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.280000%
ATD0FJJW5
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
79000000.00
79000000.00
0.0072
N
79000000.00
79000000.00
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
90000000.00
90000000.00
0.0083
N
89985960.90
89985960.90
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
61000000.00
61000000.00
0.0056
N
60993717.00
60993717.00
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
14000000.00
14000000.00
0.0013
N
14000453.60
14000453.60
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.780000%
13606ARB6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
1000000.00
1000000.00
0.0001
N
1000032.40
1000032.40
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
135000000.00
135000000.00
0.0124
N
134980426.35
134980426.35
CHASE BANK USA NA
CHASE BANK USA NA 0.686200%
161453BF1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-08-01
N
N
N
44000000.00
44000000.00
0.0040
N
43993048.44
43993048.44
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
2000000.00
1997530.00
0.0002
N
1997559.80
1997559.80
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.640000%
17304U4W7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-14
2016-06-14
N
N
N
33000000.00
33000000.00
0.0030
N
33003663.33
33003663.33
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.580000%
17304U5F3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-11
2016-05-11
N
N
N
50000000.00
50000000.00
0.0046
N
50006280.50
50006280.50
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
107000000.00
107000000.00
0.0098
N
107011631.97
107011631.97
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
30000000.00
29877500.00
0.0027
N
29921037.00
29921037.00
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.500000%
19422CDL4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
20000000.00
19986111.11
0.0018
N
19986202.00
19986202.00
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
39000000.00
39000000.00
0.0036
N
38996646.00
38996646.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 0.637700%
20272APD2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-08
2016-07-08
N
N
N
37000000.00
37000000.00
0.0034
N
36999408.00
36999408.00
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
46000000.00
46000000.00
0.0042
N
46000336.26
46000336.26
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.580000%
927XZA008
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
50000000.00
50000000.00
0.0046
N
50000000.00
50000000.00
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
0.0007
N
8001028.08
8001028.08
COOPERATIEVE RABOBANK UA (NY BRANCH)
COOPERATIEVE RABOBANK UA (NY BRANCH) 0.820000%
21684BG73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
18000000.00
18000000.00
0.0017
N
18002916.18
18002916.18
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
101000000.00
101000000.00
0.0093
N
101004202.61
101004202.61
COOPERATIEVE RABOBANK UA (NY BRANCH)
COOPERATIEVE RABOBANK UA (NY BRANCH) 0.470000%
21685VKD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
10000000.00
10000000.00
0.0009
N
10000647.10
10000647.10
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
100000000.00
100000000.00
0.0092
N
100008411.00
100008411.00
CRC FUNDING LLC
CRC FUNDING LLC 0.520000%
12622UCH7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
25000000.00
24994222.22
0.0023
N
24996080.00
24996080.00
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
40000000.00
39989333.33
0.0037
N
39991484.00
39991484.00
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
30000000.00
29946916.66
0.0027
N
29950005.00
29950005.00
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000%
22534HFE6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
3000000.00
3000000.00
0.0003
N
3000781.23
3000781.23
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
101000000.00
101000000.00
0.0093
N
101025786.31
101025786.31
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000%
22549VSC8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
2000000.00
2000000.00
0.0002
N
2000100.82
2000100.82
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
12000000.00
12000000.00
0.0011
N
12004827.72
12004827.72
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
25000000.00
25000000.00
0.0023
N
25002740.25
25002740.25
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.300000%
22799D001_0.3000_M160301_2MN4
0001230485
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2043-05-15
2.875000
Treasury Debt
55360000.00
58834000.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
57677038.00
57677038.00
0.0053
N
57677038.00
57677038.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.630000%
921AER000_0.6300_M160302_2MN4
0001230485
Other Repurchase Agreement
N
AMRES 1999-1 M1
2029-11-25
1.185800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
788568.00
AMSI 2005-R8 M5
2035-10-25
1.075800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
2373980.00
BSABS 2006-2 M6
2036-07-25
2.185800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2987000.00
2567530.00
CARR 2006-OPT1 M3
2036-02-25
0.805800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
814883.00
CWL
2036-04-25
0.875800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2500000.00
2031240.00
CWL
2047-08-25
1.785800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3272250.00
CWL 2005-1 MV7
2035-07-25
1.685800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4896000.00
3522940.00
CWL 2005-15 M1
2036-03-25
0.885800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5725000.00
4103840.00
CWL 2005-3 MV6
2035-08-25
1.175800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4240000.00
3085320.00
FFML 2006-FF4 M1
2036-03-25
0.795800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
1829020.00
FREMONT HOME FLT 11/35
2035-11-25
0.875800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6000000.00
823294.00
GSAMP
2036-08-25
0.585800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4861000.00
2875360.00
JPMAC 2005-OPT2 M5
2035-12-25
1.085800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
115000.00
69610.50
JPMAC 2005-OPT2 M6
2035-12-25
1.145800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3500000.00
535724.00
MSAC 2005-HE3 M6
2035-07-25
1.545800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
857912.00
NHELI 2005-FM1 M4
2035-05-25
1.350800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
473469.00
NSTR 2006-B M2
2036-09-25
0.795800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
1044900.00
OOMLT 2005-3 M4
2035-08-25
1.055800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
1924310.00
RAMC 2006-3 AF3
2036-11-25
5.586000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2510000.00
1170680.00
RASC 2006-KS4 M2
2036-06-25
0.725800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
3102600.00
SAST 2006-1 M2
2036-03-25
0.930800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3499000.00
1305400.00
SAST 2006-1 M3
2036-03-25
1.020800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3499000.00
530736.00
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
Y
Credit Suisse AG
N/A
N/A
N
34000000.00
34000000.00
0.0031
N
34000000.00
34000000.00
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.200000%
988WZK004_1.2000_M160603_2MN4
0001230485
Other Repurchase Agreement
N
144A IRWHE 2006-P1 2A3
2037-06-25
5.800000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3250000.00
2309530.00
144A NAA 2006-S3 A1
2036-08-25
0.755800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8814000.00
651056.00
144A NAA 2006-S5 A1
2036-10-25
0.635800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
109789000.00
6314960.00
144A NAA 2007-S1 A1
2036-12-25
0.835800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
29158400.00
2354660.00
BOMBARDER CAPITAL MORTGAGE SE
2029-12-15
0.647000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15000000.00
266355.00
BSABS 2007-AQ2 A4
2037-01-25
0.765800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10124000.00
3047190.00
BSSLT
2037-01-25
0.815800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
54739800.00
8427600.00
BSSLT 2007-1 2A
2037-08-25
0.875800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
36000000.00
6460280.00
CGCMT 2014-GC25 A4
2047-10-10
3.635000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15735000.00
16388600.00
COMM 2012-CR4 AM
2045-10-15
3.251000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1500000.00
1527350.00
COMM 2014 UBS4 MTG TR
2047-08-10
3.968000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14000000.00
14496900.00
CRGT 2007-1 A1
2038-04-19
0.485500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3549000.00
430804.00
CSAIL 3.7182% 08/48
2048-08-15
3.718200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1265000.00
1326340.00
CWHEL
2036-11-15
0.577000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
27000000.00
3447940.00
CWHEL 2006-H 2A1A
2036-11-15
0.577000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
91870000.00
11731900.00
CWL 2006-12 M1
2036-12-25
0.487000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
9656.44
CWL 2006-S3 A4
2029-01-25
6.418300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
28105000.00
20056000.00
CWL 2006-S4 A4
2034-07-25
5.932000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16521100.00
9740930.00
CWL 2006-SPS2 A
2026-05-25
0.755800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
193000000.00
32589700.00
GSAMP 2006-S1 A1
2035-11-25
0.715800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
173339000.00
6744090.00
INDS 2006-1 A4
2036-05-25
6.666000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
600.00
39.75
LXS 2007-6 3A7
2037-05-25
5.128900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
19084000.00
5383030.00
MLMI 2005-SL3 M2
2036-07-25
1.440800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4000000.00
53777.60
NAA 2006-S4 A1
2036-08-25
0.605800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4305000.00
302924.00
OOMLT 2007-FXD1 3A5
2037-01-25
5.957000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
21528000.00
16305400.00
RAMP 2005-RS3 M7
2035-03-25
1.635800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5587000.00
2051110.00
SACO
2036-06-25
0.635800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82984300.00
8816060.00
SACO
2036-07-25
0.635800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
61748000.00
6543520.00
SACO 2005-WM2 M1
2035-07-25
1.260800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
43570000.00
14551800.00
SACO 2006-3 A3
2036-04-25
0.895800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12688600.00
3116520.00
SACO 2006-5 1A
2036-04-25
0.585800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
12527400.00
1632240.00
SACO 2006-5 2A1
2036-05-25
0.585800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1650000.00
218341.00
SACO 2006-6 A
2036-06-25
0.695800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1700000.00
220556.00
SACO I TRUST 2006-4
2036-03-25
0.605800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
168530000.00
19036200.00
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
N
Y
Credit Suisse AG
N/A
N/A
N
197000000.00
197000000.00
0.0181
Y
197100391.20
197100391.20
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
24000000.00
23973820.00
0.0022
N
23980480.80
23980480.80
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.320000%
21599B009_0.3200_M160301_2MN4
0001074042
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2022-02-28
1.750000
Treasury Debt
79200400.00
80580100.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
79000000.00
79000000.00
0.0072
N
79000000.00
79000000.00
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.360000%
ATD0FIXY7
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
75000000.00
75000000.00
0.0069
N
75000071.25
75000071.25
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
51000000.00
51000000.00
0.0047
N
51001882.41
51001882.41
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
85000000.00
85000000.00
0.0078
N
85000247.35
85000247.35
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 0.580000%
962KFC000
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
50000000.00
50000000.00
0.0046
N
50014985.50
50014985.50
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.360000%
ATD0FH538
0001074042
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
44000000.00
44000000.00
0.0040
N
44000000.00
44000000.00
EMF LLC
EMF LLC SERIES VRDN 0.450000%
26868TAA0
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
Y
Comerica Bank
N/A
N/A
Y
Comerica Bank
N/A
N/A
N
4095000.00
4095000.00
0.0004
N
4095000.00
4095000.00
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
13000000.00
12999703.89
0.0012
N
12999685.40
12999685.40
EXXON MOBIL CORP
EXXON MOBIL CORP 0.450200%
30229ACN7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-22
2016-03-22
N
N
N
39000000.00
38989762.50
0.0036
N
38991513.60
38991513.60
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.300000%
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
11000000.00
11000000.00
0.0010
N
10999873.83
10999873.83
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.250000%
98599G006_0.2500_M160301_2MN4
0001457970
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2019-04-30
1.625000
Treasury Debt
130753000.00
134069000.00
UNITED STATES TREASURY
2019-12-31
1.125000
Treasury Debt
37826600.00
37896700.00
UNITED STATES TREASURY
2020-12-31
2.375000
Treasury Debt
33558000.00
35404000.00
UNITED STATES TREASURY
2021-02-28
2.000000
Treasury Debt
198532000.00
205310000.00
UNITED STATES TREASURY
2022-11-15
1.625000
Treasury Debt
563644000.00
570362000.00
UNITED STATES TREASURY
2023-11-15
2.750000
Treasury Debt
147353000.00
160966000.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1144000000.00
1144000000.00
0.1049
N
1144000000.00
1144000000.00
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.320000%
36960LC29
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
30000000.00
29999733.33
0.0028
N
29999523.00
29999523.00
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
34000000.00
33999414.45
0.0031
N
33999177.20
33999177.20
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
45000000.00
44998837.50
0.0041
N
44998528.50
44998528.50
GFRE HOLDINGS LLC
GFRE HOLDINGS LLC 0.440000%
36169XAA6
Variable Rate Demand Note
N
First Tier 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
2015000.00
2015000.00
0.0002
N
2015000.00
2015000.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160301_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Freddie Mac
2033-01-15
0.827000
Government Agency Debt
7000000.00
73750.30
Freddie Mac
2036-11-15
2.750000
Government Agency Debt
907471.00
145328.00
Freddie Mac
2043-02-15
2.500000
Government Agency Debt
1100000.00
1036390.00
Freddie Mac
2043-08-15
3.500000
Government Agency Debt
1615000.00
1732990.00
Freddie Mac
2044-05-15
2.500000
Government Agency Debt
15247300.00
9251550.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
12000000.00
12000000.00
0.0011
N
12000000.00
12000000.00
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.300000%
38399H002_0.3000_M160302_2MN4
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2045-06-01
3.500000
Government Agency Debt
10905100.00
11019700.00
Freddie Mac
2016-11-15
5.500000
Government Agency Debt
664425.00
4480.04
Freddie Mac
2024-04-15
3.750000
Government Agency Debt
11466700.00
346173.00
Freddie Mac
2029-02-15
6.000000
Government Agency Debt
3.00
0.32
Freddie Mac
2034-11-15
4.000000
Government Agency Debt
9000000.00
936436.00
Freddie Mac
2035-12-15
5.500000
Government Agency Debt
550000.00
415756.00
Freddie Mac
2036-11-15
2.750000
Government Agency Debt
55760000.00
8929740.00
Freddie Mac
2039-08-15
3.500000
Government Agency Debt
6358620.00
646200.00
Freddie Mac
2040-05-15
4.500000
Government Agency Debt
6547740.00
326329.00
Freddie Mac
2041-04-15
4.000000
Government Agency Debt
1093000.00
292558.00
Freddie Mac
2041-08-15
4.500000
Government Agency Debt
8000000.00
8827000.00
Freddie Mac
2042-01-15
3.000000
Government Agency Debt
33345000.00
12274200.00
Freddie Mac
2042-01-15
3.000000
Government Agency Debt
260000.00
165990.00
Freddie Mac
2042-12-15
2.500000
Government Agency Debt
1100000.00
902086.00
Freddie Mac
2043-05-15
3.500000
Government Agency Debt
2246110.00
2402990.00
Freddie Mac
2043-09-15
4.000000
Government Agency Debt
493003.00
540619.00
Freddie Mac
2043-10-15
3.500000
Government Agency Debt
559992.00
597720.00
Freddie Mac
2043-12-15
2.500000
Government Agency Debt
3000000.00
2323950.00
Freddie Mac
2043-12-15
3.500000
Government Agency Debt
4935560.00
5322680.00
Freddie Mac
2044-01-15
4.000000
Government Agency Debt
846928.00
956548.00
Freddie Mac
2044-03-15
3.750000
Government Agency Debt
4727510.00
5203310.00
Freddie Mac
2044-05-15
2.500000
Government Agency Debt
380062.00
230609.00
Freddie Mac
2044-08-15
3.000000
Government Agency Debt
1877750.00
1875920.00
Freddie Mac
2044-09-15
3.500000
Government Agency Debt
7848960.00
8300100.00
Freddie Mac
2045-06-15
2.500000
Government Agency Debt
3835000.00
3359620.00
GNMA
2042-06-20
4.500000
Government Agency Debt
605710.00
299221.00
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
75000000.00
75000000.00
0.0069
N
74999707.50
74999707.50
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.500300%
38346LD60
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
Y
Deal Sponsor
BANK OF TOKYO-MITSUBISHI UFJ LTD
N/A
N/A
25000000.00
24987500.00
0.0023
N
24988335.00
24988335.00
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
90000000.00
89998250.00
0.0083
N
89989290.00
89989290.00
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
59000000.00
59000000.00
0.0054
N
59001239.59
59001239.59
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
60000000.00
60000000.00
0.0055
N
60002520.60
60002520.60
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
100000000.00
100000000.00
0.0092
N
100045241.00
100045241.00
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.540000%
926VGY002
0000319432
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
88000000.00
88000000.00
0.0081
N
88020821.68
88020821.68
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
114000000.00
113981886.67
0.0105
N
113979115.20
113979115.20
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
4000000.00
3992704.45
0.0004
N
3992916.00
3992916.00
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
0.0001
N
996108.30
996108.30
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.853700%
46590DH29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
125000000.00
124545486.11
0.0114
N
124657175.00
124657175.00
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
42000000.00
41834625.00
0.0038
N
41859140.40
41859140.40
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.050000%
921ACP006_1.0500_M160531_2MN4
0001168163
Other Repurchase Agreement
N
AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420
2020-09-14
2.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
777000.00
789328.00
AT & T INC
2023-02-17
3.600000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2704000.00
2742750.00
BANK AMER CHRLT NC MTN SB FR 5.3%031517
2017-03-15
5.300000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2531000.00
2679020.00
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
14127.00
13236.70
BRANCH BKG & TR CO WILSON N C VR 052307-052317
2017-05-23
0.918200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2310000.00
2300610.00
CAPITAL ONE FINANCIAL CORPORATION
2019-04-24
2.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
82000.00
82549.10
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
3475920.00
3557270.00
CITIGROUP INC
2018-05-15
6.125000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
945000.00
1041070.00
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
472000.00
475077.00
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
1777130.00
1590710.00
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6668360.00
6980130.00
MERRILL LYNCH & CO
2038-05-14
7.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1731000.00
2261330.00
MERRILL LYNCH & CO INC SUB FLT NT 26
2026-09-15
1.272000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1699000.00
1469710.00
MS BOFA ML TRUST 2015-C26 C 20481019 FLT
2048-10-19
4.411500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1344460.00
1256750.00
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
601000.00
601466.00
NORDEA BK AB EURO MTN FR 4.25%092122
2022-09-21
4.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3599000.00
3788610.00
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
963000.00
971210.00
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
97000.00
113264.00
PRUDENTIAL FINANCIAL INC
2068-06-15
8.875000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2185000.00
2422600.00
RIO TINTO FIN USA PLC SR NT 4.75%42
2042-03-22
4.750000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
334000.00
304520.00
SEQUOIA MTG TR 2013
2043-05-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13818500.00
11028000.00
THOMSON REUTERS CORP NT 3.95%21
2021-09-30
3.950000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
217000.00
231352.00
THOMSON REUTERS CORP SR GLBL NT4.5%43
2043-05-23
4.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
610000.00
533372.00
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
15080900.00
4619650.00
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
45000000.00
45000000.00
0.0041
Y
45004513.50
45004513.50
JPMORGAN CHASE BANK NA
JPMORGAN CHASE BANK NA 0.781300%
48125LMV1
Other Note
N
First Tier Security
N/A
N/A
2016-04-22
2016-10-21
N
N
N
50000000.00
50000000.00
0.0046
N
49981500.00
49981500.00
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
51000000.00
51000000.00
0.0047
N
51000444.21
51000444.21
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
51000000.00
51000000.00
0.0047
N
51000321.81
51000321.81
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
53000000.00
52792240.00
0.0048
N
52795732.70
52795732.70
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
58000000.00
58000000.00
0.0053
N
58004646.38
58004646.38
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
40000000.00
40000000.00
0.0037
N
39995040.00
39995040.00
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.280000%
ATD0FJK45
0001167831
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
60000000.00
60000000.00
0.0055
N
60000000.00
60000000.00
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
50000000.00
49944888.89
0.0046
N
49962375.00
49962375.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.320000%
06399U000_0.3200_M160301_2MN4
0000065100
Government Agency Repurchase Agreement
Y
Fannie Mae
2036-05-25
3.000000
Government Agency Debt
21681100.00
17705300.00
Fannie Mae
2040-06-25
3.000000
Government Agency Debt
975367.00
834703.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
18000000.00
18000000.00
0.0017
N
18000000.00
18000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.950000%
921ACQ004_0.9500_M160404_2MN4
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
141017000.00
112358000.00
LSTAR SECS INVEST LTD 2015-8 B 20200803 FLT
2020-08-03
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
37056300.00
32541700.00
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
126000000.00
126000000.00
0.0116
Y
126019920.60
126019920.60
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AH33
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
30000000.00
30000000.00
0.0028
N
30008322.30
30008322.30
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.830000%
60682AH58
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
N
N
N
29000000.00
29000000.00
0.0027
N
29009228.09
29009228.09
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
45000000.00
45000000.00
0.0041
N
45010134.45
45010134.45
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
12000000.00
12000000.00
0.0011
N
12001447.32
12001447.32
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.640000%
60682AK39
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
N
N
N
35000000.00
35000000.00
0.0032
N
35004487.35
35004487.35
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
28000000.00
28000000.00
0.0026
N
28002021.88
28002021.88
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000%
60682AL87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
N
N
N
85000000.00
85000000.00
0.0078
N
85000382.50
85000382.50
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.520000%
60689DPC1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
43000000.00
43000213.83
0.0039
N
43000525.03
43000525.03
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
91000000.00
91005524.83
0.0083
N
91013860.21
91013860.21
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
67000000.00
67000000.00
0.0061
N
67000000.00
67000000.00
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
60686N005_0.3200_M160301_2MN4
0000812291
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2017-04-26
0.463800
Government Agency Debt
160000.00
159848.00
Farm Federal Credit Bank
2017-08-04
0.800000
Government Agency Debt
1000.00
999.40
Farm Federal Credit Bank
2017-10-13
0.437000
Government Agency Debt
19903000.00
19862300.00
Farm Federal Credit Bank
2018-02-26
0.850000
Government Agency Debt
3527000.00
3524890.00
Farm Federal Credit Bank
2018-08-06
0.550200
Government Agency Debt
4000000.00
3992250.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
27000000.00
27000000.00
0.0025
N
27000000.00
27000000.00
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.270000%
ATD0FJKC7
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
136000000.00
136000000.00
0.0125
N
136000000.00
136000000.00
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
69000000.00
69000000.00
0.0063
N
68999399.70
68999399.70
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
30000000.00
29984983.34
0.0027
N
29988393.00
29988393.00
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
14000000.00
14000000.00
0.0013
N
14002405.34
14002405.34
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH)
NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) 0.260000%
ATD0FJK86
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
0.0005
N
5000000.00
5000000.00
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.390000%
65558LLG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1000000.00
1000000.00
0.0001
N
1000002.61
1000002.61
NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.400000%
65558LLH3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
100000000.00
100000000.00
0.0092
N
100000811.00
100000811.00
NRW BANK
NRW BANK 0.375000%
62939LC49
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
15000000.00
14999531.25
0.0014
N
14999371.50
14999371.50
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
93000000.00
92975277.50
0.0085
N
92976415.20
92976415.20
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
25000000.00
24990277.78
0.0023
N
24991865.00
24991865.00
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
97250000.00
97186517.36
0.0089
N
97187040.35
97187040.35
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.470000%
67983TDR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
50000000.00
49964097.22
0.0046
N
49963680.00
49963680.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.480000%
67983TDR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
30000000.00
29978000.00
0.0027
N
29978208.00
29978208.00
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.410000%
69033LCF4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
29000000.00
29000000.00
0.0027
N
29000069.89
29000069.89
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
14000000.00
14000000.00
0.0013
N
14003801.14
14003801.14
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.410100%
71838LC42
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
17000000.00
16999419.17
0.0016
N
16999388.00
16999388.00
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.410100%
71838LC75
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
11000000.00
10999248.33
0.0010
N
10999283.90
10999283.90
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.410100%
71838LCX8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-31
2016-03-31
N
N
N
10000000.00
9996583.33
0.0009
N
9996546.90
9996546.90
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
17000000.00
16995844.44
0.0016
N
16996588.10
16996588.10
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
16000000.00
15996088.89
0.0015
N
15996788.80
15996788.80
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.641100%
76582JF74
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
48000000.00
47916373.33
0.0044
N
47917236.00
47917236.00
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
93000000.00
93000000.00
0.0085
N
92993862.00
92993862.00
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.741400%
82124LE99
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
Y
Deal Sponsor
Barclays Bank Plc
N/A
N/A
77000000.00
76890788.33
0.0071
N
76919896.90
76919896.90
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
1000000.00
998375.00
0.0001
N
998766.70
998766.70
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
0.0001
N
997048.20
997048.20
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.360000%
ATD0FHQZ4
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
49000000.00
49000000.00
0.0045
N
49000000.00
49000000.00
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.350000%
ATD0FICN4
0000917311
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
57000000.00
57000000.00
0.0052
N
57000011.40
57000011.40
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.800000%
83050FCZ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
N
50000000.00
50000000.00
0.0046
N
50020980.50
50020980.50
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
40000000.00
40000000.00
0.0037
N
40000720.00
40000720.00
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563QDY3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
15000000.00
15000000.00
0.0014
N
15000774.15
15000774.15
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
27000000.00
27000000.00
0.0025
N
27000046.17
27000046.17
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
35000000.00
35000000.00
0.0032
N
35000315.35
35000315.35
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
4000000.00
4000000.00
0.0004
N
4000766.04
4000766.04
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
47000000.00
47000000.00
0.0043
N
47016436.37
47016436.37
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
24000000.00
24000000.00
0.0022
N
24001281.84
24001281.84
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
92000000.00
92000000.00
0.0084
N
92009025.20
92009025.20
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
46000000.00
46000000.00
0.0042
N
46002696.06
46002696.06
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
27000000.00
27000000.00
0.0025
N
27001946.97
27001946.97
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
44000000.00
44000000.00
0.0040
N
44009909.24
44009909.24
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.640000%
86563K2U6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
N
49000000.00
49000000.00
0.0045
N
49008134.49
49008134.49
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.630000%
86563K3B7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
33000000.00
33000000.00
0.0030
N
33003297.03
33003297.03
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
1000000.00
1000000.00
0.0001
N
1000076.81
1000076.81
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
77000000.00
77000000.00
0.0071
N
77003519.67
77003519.67
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
3000000.00
3000000.00
0.0003
N
3000388.83
3000388.83
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.670000%
86563KX32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
1000000.00
1000000.00
0.0001
N
1000230.71
1000230.71
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 0.813300%
86960JH99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-09
2016-08-09
N
N
N
80000000.00
79710200.00
0.0073
N
79723880.00
79723880.00
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.270000%
ATD0FJJU9
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
97000000.00
97000000.00
0.0089
N
97000000.00
97000000.00
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
36000000.00
36000000.00
0.0033
N
36000072.36
36000072.36
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
23000000.00
22923972.22
0.0021
N
22932616.90
22932616.90
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
74500000.00
74500000.00
0.0068
N
74500581.85
74500581.85
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
27000000.00
27000000.00
0.0025
N
26998666.20
26998666.20
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
39000000.00
39000000.00
0.0036
N
39028255.89
39028255.89
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
100000000.00
100000000.00
0.0092
N
99996300.00
99996300.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.450000%
89113EP83
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-28
2016-03-28
N
N
N
59000000.00
59000000.00
0.0054
N
59002732.29
59002732.29
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
56000000.00
56000000.00
0.0051
N
55992328.56
55992328.56
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
1000000.00
1000000.00
0.0001
N
1000002.11
1000002.11
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
1000000.00
1000000.00
0.0001
N
999905.00
999905.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.450300%
89233GDC7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-12
2016-04-12
N
N
N
32000000.00
31983200.00
0.0029
N
31984864.00
31984864.00
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
23000000.00
22987637.50
0.0021
N
22988727.70
22988727.70
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
90000000.00
89860350.00
0.0082
N
89858677.50
89858677.50
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
48000000.00
48000000.00
0.0044
N
48015758.88
48015758.88
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.670000%
90267R4X4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
105000000.00
105000000.00
0.0096
N
105023269.05
105023269.05
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
2000000.00
2000000.00
0.0002
N
2000435.02
2000435.02
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
50000000.00
50000000.00
0.0046
N
50000000.00
50000000.00
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.470700%
91127PCP4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-23
2016-03-23
N
N
N
39000000.00
38988798.33
0.0036
N
38991104.10
38991104.10
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.641200%
91127PDR9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
5000000.00
4995111.11
0.0005
N
4996966.50
4996966.50
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
30000000.00
29954266.67
0.0027
N
29960895.00
29960895.00
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
20000000.00
19995160.16
0.0018
N
20002460.00
20002460.00
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
72000000.00
71999999.64
0.0066
N
71982288.00
71982288.00
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
46000000.00
46000000.00
0.0042
N
46010350.00
46010350.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.632000%
94985H3V4
Other Note
N
First Tier Security
N/A
N/A
2016-03-15
2016-10-14
N
N
N
50000000.00
50000000.00
0.0046
N
49983150.00
49983150.00
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
8000000.00
8000000.00
0.0007
N
8000104.08
8000104.08
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
9000000.00
9000000.00
0.0008
N
9001409.49
9001409.49
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
16000000.00
16000000.00
0.0015
N
15999448.00
15999448.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.840000%
94988ERN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
N
N
N
30000000.00
30000000.00
0.0028
N
30001740.30
30001740.30
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.783800%
94988ERR1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-29
2016-08-26
N
N
N
50000000.00
50000000.00
0.0046
N
49999500.00
49999500.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.310000%
976PDT008_0.3100_M160301_2MN4
0000827124
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2019-11-30
1.500000
Treasury Debt
26954600.00
27442600.00
UNITED STATES TREASURY
2020-04-30
1.375000
Treasury Debt
5135700.00
5197690.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
32000000.00
32000000.00
0.0029
N
32000000.00
32000000.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160301_2MN4
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2035-07-01
3.000000
Government Agency Debt
27651200.00
27774000.00
Freddie Mac
2045-10-01
3.500000
Government Agency Debt
147309000.00
152148000.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
173000000.00
173000000.00
0.0159
N
173000000.00
173000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.100000%
927CYE007_1.1000_M160603_2MN4
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
10961600.00
5505210.00
BVW OPP MST FD TR 2012-4NPLIII A 20350228 FLT
2035-02-28
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
11400000.00
5384360.00
DUANE STREET CLO IV LTD
2021-11-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000000.00
996106.00
GMAT 2013-1 TR
2043-11-25
3.966900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7769560.00
3623060.00
SELENE NON PERFORM LNS 2014-1 A 20540525 FLT
2054-05-25
2.981400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16408000.00
7707590.00
SUNSET MTG CO 2014 NPL2
2044-11-16
3.721000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
18954000.00
8975620.00
WESTWOOD CDO II
2022-04-25
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2497820.00
First Tier Security
N/A
N/A
2016-06-03
2016-06-03
N
N
N
30000000.00
30000000.00
0.0028
Y
30003819.00
30003819.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.430000%
976PTX002_0.4300_M160301_2MN4
0000072971
Other Repurchase Agreement
N
BAMLL COML MTG TR 2015-ASHF E 20280118 FLT
2028-01-18
4.427000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3200000.00
3178020.00
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
9547910.00
9393810.00
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
4701800.00
4678380.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
15000000.00
15000000.00
0.0014
N
15000000.00
15000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160302_2MN4
0000072971
Other Repurchase Agreement
N
AMER RES PROP TR 2014-SFR1 F 20310918 FLT
2031-09-18
4.849000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3546810.00
3234860.00
B2R MTG TRUST 2015-2 E 20481118 FLT
2048-11-18
5.491500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7150000.00
6566970.00
CIFC FDG 2014 III INV LTD
2026-07-22
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3000000.00
2746430.00
CITI GRP COML MTG TR 2008-C7 A-J 20491210 FLT
2049-12-10
6.143700
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5100000.00
4132200.00
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
112035.00
103088.00
COMM MTG TR 2014-UBS4 D 20470812 FLT
2047-08-12
4.687300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
10000000.00
7941170.00
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.443800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
629666.00
532200.00
CSMC TRUST 2014-IVR1 B-4 20431125 FLT
2043-11-25
3.718400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
3305000.00
2641940.00
IRVINE CORE OFF TR 2013-IRV F 20480515 FLT
2048-05-15
3.173100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7340770.00
5496220.00
JP MORGAN CHASE CMBS 2008-C2 A-1A 20510212 5.9
2051-02-12
5.998000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4092000.00
3369070.00
JP MORGAN MTG TR 2014-IVR3 B-4 20440925 FLT
2044-09-25
3.181400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
6769900.00
4986910.00
LSTAR SECS INVEST TR 2014-2 A 20191101 FLT
2019-11-01
2.426200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13000000.00
10612500.00
NATIONSTAR MTG LN TR 2013-A B 20521225 FLT
2052-12-25
5.618500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
13606100.00
11188500.00
NRP MTG TR 2013-1 B4 20430725 FLT
2043-07-25
3.317000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
8361000.00
6344310.00
WACHOVIA CMBS 2007-C30 E 20431215 FLT
2043-12-15
5.553000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
370000.00
300274.00
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
1432530.00
1051450.00
WINWATER MTG LN TR 2016-1 B-5 20460120 FLT
2046-01-20
3.891300
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5711830.00
4659980.00
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
66000000.00
66000000.00
0.0061
N
66000000.00
66000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.310000%
976PTZ007_0.3100_M160301_2MN4
0000072971
Government Agency Repurchase Agreement
Y
Farm Federal Credit Bank
2018-04-13
1.090000
Government Agency Debt
347000.00
347679.00
Farm Federal Credit Bank
2018-04-20
1.100000
Government Agency Debt
7985000.00
8017110.00
Farm Federal Credit Bank
2018-06-01
1.200000
Government Agency Debt
12200000.00
12236500.00
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
20000000.00
20000000.00
0.0018
N
20000000.00
20000000.00
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
76000000.00
75995023.44
0.0070
N
76001292.76
76001292.76
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
116000000.00
116000000.00
0.0106
N
116005685.16
116005685.16