0001145549-16-012383.txt : 20160414
0001145549-16-012383.hdr.sgml : 20160414
20160407155747
ACCESSION NUMBER: 0001145549-16-012383
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160407
DATE AS OF CHANGE: 20160407
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: 161560068
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2016-03-31
0000857156
S000004510
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
43
59
901988878.83
391284.24
214922.26
902165240.81
0.0057
1.0002
2016-03-31
1.0002
2016-03-31
C000012387
1.00
902165240.81
1.00
-118219382.28
35895101.12
154114483.40
0.0001
1.0002
2016-03-31
1.0002
2016-03-31
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.370000%
ATD0FVPG6
0000859994
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
10000000.00
10000000.00
0.0111
N
10000021.50
10000021.50
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.780500%
06427EVK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-09-02
N
N
N
15000000.00
15000000.00
0.0166
N
15004665.15
15004665.15
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.570000%
06427EXT3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
7000000.00
7000000.00
0.0078
N
7001598.87
7001598.87
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JE99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
3000000.00
2998416.67
0.0033
N
2998725.90
2998725.90
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JEC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
N
N
N
8000000.00
7995444.44
0.0089
N
7996257.60
7996257.60
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.823400%
06417JHF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-15
2016-08-15
N
N
N
8000000.00
7975217.78
0.0088
N
7979206.40
7979206.40
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.863900%
06417JJF0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
N
N
N
1000000.00
996010.55
0.0011
N
996402.00
996402.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160401_2MN2
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-05-01
3.000000
Government Agency Debt
4093158.00
2835327.92
Fannie Mae
2028-04-01
2.500000
Government Agency Debt
4800000.00
3895801.79
Fannie Mae
2032-07-01
3.000000
Government Agency Debt
6691413.00
4582076.44
Fannie Mae
2042-03-01
4.000000
Government Agency Debt
5600000.00
4348233.28
Fannie Mae
2044-08-01
4.000000
Government Agency Debt
465281.00
435987.09
GNMA
2041-11-15
4.000000
Government Agency Debt
8984718.00
2677497.67
GNMA
2042-07-20
3.000000
Government Agency Debt
6024691.00
1825076.07
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
20000000.00
20000000.00
0.0222
N
20000000.00
20000000.00
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.666200%
06417GAA6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-15
2016-07-15
N
N
N
5000000.00
5000000.00
0.0055
N
5001220.05
5001220.05
BANK OF THE WEST
BANK OF THE WEST 0.650000%
06426GKA4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
N
N
N
2000000.00
2000000.00
0.0022
N
2000927.22
2000927.22
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
3000000.00
3000000.00
0.0033
N
3000132.33
3000132.33
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MCV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-19
2016-04-19
N
N
N
1000000.00
1000000.00
0.0011
N
1000059.11
1000059.11
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MQY8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
2000000.00
2000000.00
0.0022
N
2000653.42
2000653.42
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.620000%
06538MTS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
8000000.00
8000000.00
0.0089
N
8001192.88
8001192.88
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000%
06741X2P2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
N
N
N
7000000.00
7000000.00
0.0078
N
7002759.47
7002759.47
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.270000%
00799J004_0.2700_M160406_2MN2
0001484219
Government Agency Repurchase Agreement
Y
Fannie Mae
2034-04-01
4.000000
Government Agency Debt
3736154.00
3547826.41
Fannie Mae
2038-07-25
2.031900
Government Agency Debt
1.00
0.16
Fannie Mae
2040-10-01
5.000000
Government Agency Debt
2024240.00
988894.72
Fannie Mae
2043-11-01
4.500000
Government Agency Debt
4696366.00
3530138.64
Fannie Mae
2045-07-01
4.000000
Government Agency Debt
3345976.00
3551193.53
Fannie Mae
2046-03-25
0.970000
Government Agency Debt
1000.00
976.13
Freddie Mac
2020-10-25
4.333000
Government Agency Debt
10.00
11.16
Freddie Mac
2039-11-01
4.500000
Government Agency Debt
655867.00
230262.87
Freddie Mac
2041-07-01
4.500000
Government Agency Debt
7225000.00
3549796.68
Freddie Mac
2043-09-01
4.500000
Government Agency Debt
6300000.00
3544559.04
Freddie Mac
2044-08-01
4.500000
Government Agency Debt
3405363.00
3516866.60
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
3286314.00
3539434.89
GNMA
2025-07-25
3.010000
Government Agency Debt
47.00
49.29
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
25000000.00
25000000.00
0.0277
N
25000000.00
25000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160401_2MN2
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-06-30
1.500000
Treasury Debt
299700.00
301681.02
UNITED STATES TREASURY
2016-08-15
4.875000
Treasury Debt
779400.00
797249.65
UNITED STATES TREASURY
2016-08-31
0.500000
Treasury Debt
637000.00
637567.05
UNITED STATES TREASURY
2016-09-30
3.000000
Treasury Debt
500000.00
506328.00
UNITED STATES TREASURY
2016-10-31
1.000000
Treasury Debt
569900.00
573971.84
UNITED STATES TREASURY
2016-11-30
0.500000
Treasury Debt
650000.00
650959.83
UNITED STATES TREASURY
2017-06-15
0.875000
Treasury Debt
484000.00
486297.09
UNITED STATES TREASURY
2017-07-15
0.875000
Treasury Debt
751300.00
754316.41
UNITED STATES TREASURY
2018-03-31
0.875000
Treasury Debt
100.00
100.20
UNITED STATES TREASURY
2018-06-30
1.375000
Treasury Debt
686300.00
697344.97
UNITED STATES TREASURY
2018-07-15
0.875000
Treasury Debt
897100.00
899720.36
UNITED STATES TREASURY
2019-05-31
1.125000
Treasury Debt
445500.00
449536.23
UNITED STATES TREASURY
2019-05-31
1.500000
Treasury Debt
478000.00
488232.07
UNITED STATES TREASURY
2020-09-30
2.000000
Treasury Debt
872900.00
902905.94
UNITED STATES TREASURY
2023-01-31
1.750000
Treasury Debt
862400.00
874050.69
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
8843372.00
8843372.00
0.0098
N
8843372.00
8843372.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160405_2MN2
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2017-04-30
0.424000
Treasury Debt
100.00
100.05
UNITED STATES TREASURY
2018-07-31
2.250000
Treasury Debt
992400.00
1029108.67
UNITED STATES TREASURY
2020-04-30
1.125000
Treasury Debt
100.00
100.42
UNITED STATES TREASURY
2040-11-15
4.250000
Treasury Debt
759000.00
1010700.25
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0022
N
1999956.00
1999956.00
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.641000%
08224LE44
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
4000000.00
3997653.33
0.0044
N
3998315.20
3998315.20
BLUE MOUNTAIN ENTERPRISES LLC
BLUE MOUNTAIN ENTERPRISES LLC SERIES VRDN 0.420000%
095770AA1
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
3640000.00
3640000.00
0.0040
N
3640000.00
3640000.00
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.600000%
34959TDX1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
6000000.00
6000000.00
0.0067
N
6001082.46
6001082.46
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000%
34959TEC6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
1000000.00
1000000.00
0.0011
N
1000256.01
1000256.01
BNP PARIBAS SA
BNP PARIBAS SA 0.510000%
09658YD57
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
1999886.67
0.0022
N
1999903.80
1999903.80
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
928DZM005_0.3100_M160401_2MN2
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2027-03-01
3.000000
Government Agency Debt
12454496.00
8235961.14
Freddie Mac
2019-09-01
5.500000
Government Agency Debt
1805000.00
68187.72
Freddie Mac
2035-06-01
5.500000
Government Agency Debt
777739.00
25341.60
Freddie Mac
2037-05-01
4.500000
Government Agency Debt
1209476.00
23762.47
Freddie Mac
2037-09-01
6.000000
Government Agency Debt
4118128.00
156768.59
Freddie Mac
2037-10-15
6.000000
Government Agency Debt
135305.00
5879.46
Freddie Mac
2038-01-01
6.000000
Government Agency Debt
679400.00
66790.59
Freddie Mac
2038-03-01
5.500000
Government Agency Debt
8451872.00
698629.61
Freddie Mac
2038-05-01
5.500000
Government Agency Debt
671772.00
50395.68
UNITED STATES TREASURY
2023-03-31
1.500000
Treasury Debt
6100000.00
6059014.10
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
15000000.00
15000000.00
0.0166
N
15000000.00
15000000.00
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.500000%
05572ND94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-15
2016-04-15
N
N
N
7000000.00
7000000.00
0.0078
N
7000376.67
7000376.67
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH82
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
N
N
N
1000000.00
1000000.00
0.0011
N
1000635.71
1000635.71
BPCE SA
BPCE SA 0.610900%
05571BF99
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
6000000.00
5992985.00
0.0066
N
5994330.00
5994330.00
CAFCO LLC
CAFCO LLC 0.651500%
12476EF79
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
9000000.00
8989112.50
0.0100
N
8991091.80
8991091.80
CAFCO LLC
CAFCO LLC 0.580900%
12476EFM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
2000000.00
1997390.00
0.0022
N
1997467.20
1997467.20
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.673000%
13606AJP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-05-26
N
N
N
8000000.00
8000000.00
0.0089
N
7999488.00
7999488.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.850000%
13606ASS8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
N
N
N
6000000.00
6000000.00
0.0067
N
6001367.46
6001367.46
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.540000%
13606ATV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
N
N
N
3000000.00
3000000.00
0.0033
N
2999910.60
2999910.60
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.600900%
13738JFH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-17
2016-06-17
N
N
Y
Deal Sponsor
Lloyds Bank Plc
N/A
N/A
5000000.00
4993583.34
0.0055
N
4993879.00
4993879.00
CHARTA LLC
CHARTA LLC 0.450000%
16115UDL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
6000000.00
5998575.00
0.0066
N
5998776.60
5998776.60
CHARTA LLC
CHARTA LLC 0.591000%
16115UFG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
5000000.00
4993772.23
0.0055
N
4994171.50
4994171.50
CIESCO LLC
CIESCO LLC 0.570800%
17178BEJ0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
3000000.00
2997767.50
0.0033
N
2998140.00
2998140.00
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
5000000.00
0.0055
N
4999943.50
4999943.50
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.520000%
19422CD18
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
6000000.00
6000000.00
0.0067
N
5999932.20
5999932.20
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.400000%
19422CD59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
Y
Deal Sponsor
JP Morgan Securities LLC
N/A
N/A
3000000.00
2999866.67
0.0033
N
2999827.80
2999827.80
Commonwealth Bank of Australia
COMMONWEALTH BANK OF AUSTRALIA 0.643000%
20272APA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-29
2016-06-29
N
N
N
6000000.00
6000000.00
0.0067
N
6001452.06
6001452.06
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.700000%
928CYG001
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
N
N
N
3000000.00
3000000.00
0.0033
N
3000946.53
3000946.53
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.590000%
928DGD006
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
18000000.00
18000000.00
0.0200
N
18006417.18
18006417.18
CRC FUNDING LLC
CRC FUNDING LLC 0.580900%
12622UFM3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
2000000.00
1997390.00
0.0022
N
1997467.20
1997467.20
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.360000%
22534HGA3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
8000000.00
8000000.00
0.0089
N
8000000.00
8000000.00
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.600000%
928DAP005
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
1000000.00
1000000.00
0.0011
N
1000164.21
1000164.21
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.630000%
928WRK006
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
1000000.00
1000000.00
0.0011
N
1000130.40
1000130.40
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.650000%
962NNF008
0001330437
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
3000000.00
3000000.00
0.0033
N
3000543.93
3000543.93
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.850000%
22549VSL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
N
N
N
6000000.00
6000000.00
0.0067
N
6001674.06
6001674.06
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000%
22549VTQ6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
6000000.00
6000000.00
0.0067
N
6003125.46
6003125.46
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.620000%
988WZK004_0.6200_M160406_2MN2
0001230485
Other Repurchase Agreement
N
144A IRWHE 2006-3 1A
2037-09-25
0.603000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16170000.00
2300097.23
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
Y
Credit Suisse AG
N/A
N/A
N
2000000.00
2000000.00
0.0022
N
1999992.80
1999992.80
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.250000%
988WZK004_1.2500_M160705_2MN2
0001230485
Other Repurchase Agreement
N
ABS CONSECO FIN (00-4)
2032-05-01
8.310000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
366000.00
135466.78
ARCAP
2045-09-21
5.040000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7062499.00
6809661.25
GT 97-4 M1 ASSETBK HOME EQUITY
2029-02-15
7.220000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
475000.00
463607.65
RFMS2 2005-HS1 AII
2035-10-25
0.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
117620847.00
6395140.65
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
Y
Credit Suisse AG
N/A
N/A
N
12000000.00
12000000.00
0.0133
Y
12009325.20
12009325.20
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.620000%
928HGE005
0001142175
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
3000000.00
3000000.00
0.0033
N
3000898.23
3000898.23
DANSKE CORP
DANSKE CORP 0.595900%
2363F6E63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
N
N
N
1000000.00
999421.53
0.0011
N
999601.00
999601.00
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.320000%
21599B009_0.3200_M160401_2MN2
0001074042
Government Agency Repurchase Agreement
Y
UNITED STATES TREASURY
2017-03-30
0.00
Treasury Debt
22578900.00
22440039.76
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
22000000.00
22000000.00
0.0244
N
22000000.00
22000000.00
DNB BANK ASA
DNB BANK ASA 0.580900%
2332K0F72
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
8000000.00
7991364.45
0.0089
N
7993260.80
7993260.80
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.800000%
23340QCT8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
1000000.00
1000000.00
0.0011
N
1000455.21
1000455.21
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.350000%
ATD0FVPP6
0001074042
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
9000000.00
9000000.00
0.0100
N
9000004.50
9000004.50
EAGLE CNTY COLO
EAGLE CNTY COLO REV MULTI FAM HOUSING SERIES 1997B 0.480000%
269476AB3
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
Y
Wells Fargo Bank NA
N/A
N/A
Y
Wells Fargo Bank NA
N/A
N/A
N
1500000.00
1500000.00
0.0017
N
1500000.00
1500000.00
EXXON MOBIL CORP
EXXON MOBIL CORP 0.320100%
30229ADM8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-21
2016-04-21
N
N
N
2000000.00
1999644.45
0.0022
N
1999580.00
1999580.00
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.350000%
36960LD10
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
3000000.00
3000000.00
0.0033
N
2999975.10
2999975.10
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.290000%
38399H002_0.2900_M160406_2MN2
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-06-01
2.600000
Government Agency Debt
12862228.00
13260000.98
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
13000000.00
13000000.00
0.0144
N
12999624.30
12999624.30
HSBC BANK PLC
HSBC BANK PLC 0.662100%
40433FFN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-19
2016-07-19
N
N
N
3000000.00
2999954.58
0.0033
N
3000672.03
3000672.03
HSBC BANK PLC
HSBC BANK PLC 0.792600%
40433FGG8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-08-04
N
N
N
16000000.00
16000000.00
0.0177
N
16009136.16
16009136.16
HSBC USA INC
HSBC USA INC 0.470000%
40434PDS2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
3000000.00
2999020.83
0.0033
N
2999148.60
2999148.60
ING US FUNDING LLC
ING US FUNDING LLC 0.611000%
4497W0DB1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
999830.55
0.0011
N
999876.90
999876.90
ING US FUNDING LLC
ING US FUNDING LLC 0.671600%
4497W0F78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
Y
ING Bank NV
N/A
N/A
N
10000000.00
9987530.56
0.0111
N
9989479.00
9989479.00
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
996803.34
0.0011
N
997140.30
997140.30
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.853800%
46590DH29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
1000000.00
997095.83
0.0011
N
998057.30
998057.30
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.310000%
46899T004_0.3100_M160407_2MN2
0001168163
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2024-11-15
2.250000
Treasury Debt
973900.00
1020037.93
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
1000000.00
1000000.00
0.0011
N
1000000.00
1000000.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.080000%
988WST003_1.0800_M160629_2MN2
0001168163
Other Repurchase Agreement
N
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
263.00
252.83
BHMS 2014-ATLS MTG TR
2033-07-08
5.914100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
122.00
117.28
CSMC TRUST 2014-SAF1 A-11 20440325 FLT
2044-03-25
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5000000.00
2104765.49
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2439894.00
2474440.54
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
138943.00
140910.30
FIDELITY NATL INFORMATION SVCS SR GLBL NT 5%25
2025-10-15
5.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
298000.00
326863.95
GENERAL MTRS CO SR GLBL NT5.2%45
2045-04-01
5.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
1911.96
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5728917.00
6185414.29
MILL CITY MTG LN TR 2015-1 A4 20560625 FLT
2056-06-25
3.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
902419.00
974326.45
SPRINGLEAF MTG LN TR
2057-09-25
4.610000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
445250.00
450208.01
First Tier Security
N/A
N/A
2016-06-29
2016-06-29
N
N
N
11000000.00
11000000.00
0.0122
Y
11000679.60
11000679.60
LABCON NORTH AMERICA
LABCON NORTH AMERICA SERIES VRDN 0.440000%
50537AAA2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
Y
Bank of the West
N/A
N/A
Y
Bank of the West
N/A
N/A
N
1445000.00
1445000.00
0.0016
N
1445000.00
1445000.00
LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH
LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH 0.500000%
51489KXD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
5000000.00
5000000.00
0.0055
N
5000060.05
5000060.05
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.400000%
51489NPH9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-08
2016-04-08
N
N
N
4000000.00
4000000.00
0.0044
N
4000120.84
4000120.84
Lloyds Bank PLC
LLOYDS BANK PLC 0.843600%
53943RHG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
4000000.00
3987213.33
0.0044
N
3988791.20
3988791.20
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
0.0044
N
4000966.84
4000966.84
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.260000%
ATD0FWZ65
0001167831
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
4000000.00
4000000.00
0.0044
N
4000000.00
4000000.00
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.641200%
55607KE28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
2000000.00
1998897.78
0.0022
N
1999296.00
1999296.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.300000%
06399U000_0.3000_M160401_2MN2
0000065100
Government Agency Repurchase Agreement
Y
Freddie Mac
2030-02-01
2.500000
Government Agency Debt
50990425.00
46350000.23
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
45000000.00
45000000.00
0.0499
N
45000000.00
45000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
921ACQ004_0.9600_M160505_2MN2
0000065100
Other Repurchase Agreement
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.933000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
15882872.00
12650000.32
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
11000000.00
11000000.00
0.0122
Y
10999965.90
10999965.90
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.410100%
59157TD67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
10000000.00
9999430.56
0.0111
N
9999360.00
9999360.00
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.440200%
59157TDB6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
1000000.00
999877.78
0.0011
N
999880.80
999880.80
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.440200%
59157TDD2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
1000000.00
999853.33
0.0011
N
999858.40
999858.40
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.420200%
59157TDF7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-15
2016-04-15
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
2000000.00
1999673.33
0.0022
N
1999670.80
1999670.80
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
N
N
N
5000000.00
5000000.00
0.0055
N
5001469.55
5001469.55
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.730000%
60682AM52
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
N
N
N
15000000.00
15000000.00
0.0166
N
15002767.65
15002767.65
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DSZ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-19
2016-05-19
N
N
N
8000000.00
8000000.00
0.0089
N
8001574.48
8001574.48
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000%
60689DTH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
10000000.00
10000000.00
0.0111
N
10001618.10
10001618.10
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
60686N005_0.3200_M160401_2MN2
0000812291
Government Agency Repurchase Agreement
Y
GNMA
2045-10-20
4.000000
Government Agency Debt
1896960.00
2060000.32
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
2000000.00
2000000.00
0.0022
N
2000000.00
2000000.00
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWYV1
0000833029
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
16000000.00
16000000.00
0.0177
N
16000000.00
16000000.00
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.600000%
63873FB56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
6000000.00
6000000.00
0.0067
N
6001036.86
6001036.86
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.650000%
63873FZY7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
1000000.00
1000000.00
0.0011
N
1000335.11
1000335.11
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.500500%
65409REP1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
Y
Deal Sponsor
COOPERATIEVE RABOBANK UA
N/A
N/A
8000000.00
7994222.22
0.0089
N
7994216.80
7994216.80
NORDEA BANK AB
NORDEA BANK AB 0.616300%
65558FGK5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
N
12000000.00
11977655.00
0.0133
N
11978917.20
11978917.20
NRW BANK
NRW BANK 0.445200%
62939LDR7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
7000000.00
6997923.33
0.0078
N
6998012.00
6998012.00
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
3000000.00
2999255.83
0.0033
N
2999341.80
2999341.80
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000%
69033LCH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
1000000.00
1000000.00
0.0011
N
1000172.01
1000172.01
OVERSEA-CHINESE BANKING CORPORATION LIMITED
OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.560800%
69033QFT0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
N
N
N
4000000.00
3994586.67
0.0044
N
3995678.40
3995678.40
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.640000%
21684BL77
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
N
N
N
7000000.00
7000000.00
0.0078
N
7001435.77
7001435.77
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.480000%
21684BV27
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-27
2016-05-27
N
N
N
1000000.00
999998.48
0.0011
N
1000033.31
1000033.31
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.705000%
21684BY32
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
1000000.00
1000000.00
0.0011
N
1000210.91
1000210.91
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.810000%
21685VLT4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
9000000.00
9000000.00
0.0100
N
9004234.59
9004234.59
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.631000%
76582JFU3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
4000000.00
3993840.00
0.0044
N
3994046.80
3994046.80
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.568100%
78009NTY2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
13000000.00
13000000.00
0.0144
N
13000520.13
13000520.13
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.751400%
82124LEJ7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
Y
Deal Sponsor
Barclays Bank PLC
N/A
N/A
4000000.00
3996083.33
0.0044
N
3997434.80
3997434.80
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.350000%
ATD0FWDN2
0000917311
Other Instrument
Security is a time deposit
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
4000000.00
4000000.00
0.0044
N
4000002.00
4000002.00
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000%
83050FAN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
5000000.00
5000000.00
0.0055
N
5000553.55
5000553.55
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.620000%
83369TV87
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
5000000.00
5000000.00
0.0055
N
5001313.55
5001313.55
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.621000%
85520LF75
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
1000000.00
998846.11
0.0011
N
998995.10
998995.10
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.691400%
85520LG17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
Y
Deal Sponsor
BNP Paribas SA
N/A
N/A
1000000.00
998255.83
0.0011
N
998441.10
998441.10
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.800000%
8574P1HN9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
N
N
N
5000000.00
5000000.00
0.0055
N
5004802.55
5004802.55
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563QDR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-04-27
N
N
N
1000000.00
1000000.00
0.0011
N
1000075.81
1000075.81
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QVR8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
N
N
N
9000000.00
9000000.00
0.0100
N
9002981.79
9002981.79
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QVV9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
4000000.00
4000000.00
0.0044
N
4000865.64
4000865.64
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.720000%
86563QZJ2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
9000000.00
9000000.00
0.0100
N
9000160.29
9000160.29
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000%
86563R7E2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0022
N
2000042.22
2000042.22
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K3Q4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
11000000.00
11000000.00
0.0122
N
11002090.11
11002090.11
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000%
86563K3Y7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-27
2016-06-27
N
N
N
2000000.00
2000000.00
0.0022
N
2000214.02
2000214.02
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.570000%
86958DZ21
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-22
2016-06-22
N
N
N
1000000.00
1000000.00
0.0011
N
1000075.81
1000075.81
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.671500%
88602TGE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
7000000.00
6986451.11
0.0077
N
6986831.60
6986831.60
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.853700%
88602TGK3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
1000000.00
997426.39
0.0011
N
997989.40
997989.40
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.500000%
89113EF76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-20
2016-05-20
N
N
N
5000000.00
5000000.00
0.0055
N
5000437.55
5000437.55
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
N
N
N
5000000.00
5000000.00
0.0055
N
5004352.55
5004352.55
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.708100%
89113EM37
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-12
2016-08-12
N
N
N
4000000.00
4000000.00
0.0044
N
3999840.00
3999840.00
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.580900%
89153PFF4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
N
Y
Total SA
N/A
N/A
N
4000000.00
3995166.67
0.0044
N
3996436.40
3996436.40
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.450000%
89233GDD5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
5000000.00
4999250.00
0.0055
N
4999263.50
4999263.50
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.570900%
89233GF76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
12000000.00
11987270.00
0.0133
N
11988099.60
11988099.60
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4R7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
7000000.00
7000000.00
0.0078
N
7004307.87
7004307.87
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R5D7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-13
2016-06-13
N
N
N
1000000.00
1000000.00
0.0011
N
1000294.51
1000294.51
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.813000%
90267R5Y1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-09-08
N
N
N
6000000.00
6000000.00
0.0067
N
5999874.00
5999874.00
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.560900%
91127PF71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
7000000.00
6992704.44
0.0078
N
6994605.10
6994605.10
UNITED STATES TREASURY
UNITED STATES TREASURY 0.353200%
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-01
2016-10-31
N
N
N
10000000.00
9997887.53
0.0111
N
10000290.00
10000290.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.468200%
912828M23
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-01
2017-10-31
N
N
N
3000000.00
2999999.98
0.0033
N
3000486.00
3000486.00
UNITED STATES TREASURY
UNITED STATES TREASURY 0.370200%
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-01
2016-07-31
N
N
N
5000000.00
5000000.00
0.0055
N
5000695.00
5000695.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.582100%
94988EGT9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-21
2016-05-23
N
N
N
12000000.00
12000000.00
0.0133
N
12002052.12
12002052.12
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.460000%
94988EKQ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-22
2016-04-22
N
N
N
4000000.00
4000000.00
0.0044
N
3999772.40
3999772.40
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.788100%
94988ENH7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-12
2016-07-12
N
N
N
11000000.00
11000000.00
0.0122
N
11006578.11
11006578.11
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQV3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
N
N
N
4000000.00
4000000.00
0.0044
N
4000948.04
4000948.04
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160401_2MN2
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2045-08-01
3.500000
Government Agency Debt
46347717.00
46800429.56
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
45000000.00
45000000.00
0.0499
N
45000000.00
45000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.100000%
927CYE007_1.1000_M160705_2MN2
0000072971
Other Repurchase Agreement
N
BAYVIEW OPPORTUNITY MASTER FD III TR 2014 18NPL
2034-07-28
3.228200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
5450607.00
2666459.51
CAM MTG LLC 2015-1 A 20640715 FLT
2064-07-15
3.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
869000.00
428218.89
DUANE STREET CLO IV LTD
2021-11-15
0.00
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
738341.00
374296.80
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
3000000.00
3000000.00
0.0033
Y
3000662.70
3000662.70
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160406_2MN2
0000072971
Other Repurchase Agreement
N
CSMC SERIES 2009-3R 2-A-2 20370827 6.0
2037-08-27
6.000000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2229900.00
1150123.38
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.427000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2498235.00
2300246.68
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
3000000.00
3000000.00
0.0033
N
2999967.30
2999967.30
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160407_2MN2
0000072971
Other Repurchase Agreement
N
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.427000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2498235.00
2300246.68
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
2000000.00
2000000.00
0.0022
N
1999972.20
1999972.20
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160405_2MN2
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
992744.00
1040069.00
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
1000000.00
1000000.00
0.0011
N
999982.40
999982.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160407_2MN2
0000072971
Government Agency Repurchase Agreement
Y
Fannie Mae
2046-02-01
3.500000
Government Agency Debt
1985488.00
2080138.00
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
2000000.00
2000000.00
0.0022
N
2000000.00
2000000.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.650500%
9612C4SA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-05
2016-07-05
N
N
N
17000000.00
17000000.00
0.0188
N
17003876.17
17003876.17
YMCA OF THE NORTHWOODS
YMCA OF THE NORTHWOODS SERIES VRDN 0.480000%
98752VAA3
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2016-04-07
2016-04-07
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
N
3775000.00
3775000.00
0.0042
N
3775000.00
3775000.00