0001145549-16-012389.txt : 20160414
0001145549-16-012389.hdr.sgml : 20160414
20160407155800
ACCESSION NUMBER: 0001145549-16-012389
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: 161560073
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2016-03-31
0000857156
S000004509
1
N
N
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
84-00896
N
N
N
Prime
45
63
675616215.59
389215.14
2138084.86
673867345.87
0.0059
1.0001
2016-03-31
1.0001
2016-03-31
C000012386
25000.00
673867345.87
1.00
5761304.13
44897808.83
39136504.70
0.0014
1.0001
2016-03-31
1.0001
2016-03-31
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.620000%
00279JBH4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
Y
Santander UK Plc
N/A
N/A
N
6000000.00
6000000.00
0.0089
N
6000053.46
6000053.46
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.370000%
ATD0FVP27
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
7000000.00
7000000.00
0.0104
N
7000015.05
7000015.05
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.360000%
ATD0FVP43
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
3000000.00
3000000.00
0.0045
N
3000004.05
3000004.05
BANK OF AMERICA NA
BANK OF AMERICA NA 0.647600%
06050TMA7
Other Note
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
2000000.00
2000000.00
0.0030
N
2000000.00
2000000.00
BANK OF AMERICA NA
BANK OF AMERICA NA 0.460000%
06053PKU0
Other Note
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
4000000.00
4000000.00
0.0059
N
4000112.04
4000112.04
BANK OF AMERICA NA
BANK OF AMERICA NA 0.670000%
06053PMG9
Other Note
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
N
5000000.00
5000000.00
0.0074
N
5001095.05
5001095.05
BANK OF AMERICA NA
BANK OF AMERICA NA 0.740000%
06053PMR5
Other Note
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
2000000.00
2000000.00
0.0030
N
2000752.02
2000752.02
BANK OF AMERICA NA
BANK OF AMERICA NA 0.790000%
06053PNH6
Other Note
N
First Tier Security
N/A
N/A
2016-08-05
2016-08-05
N
N
N
2000000.00
2000000.00
0.0030
N
2001306.02
2001306.02
BANK OF AMERICA NA
BANK OF AMERICA NA 0.760000%
06053PNU7
Other Note
N
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
N
N
N
2000000.00
2000000.00
0.0030
N
2001568.02
2001568.02
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.638100%
06427EKG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-05-13
N
N
N
9000000.00
9000000.00
0.0134
N
9002070.09
9002070.09
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
1000000.00
1000000.00
0.0015
N
1000228.41
1000228.41
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.650000%
06427EYN5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-18
2016-07-18
N
N
N
1000000.00
999999.89
0.0015
N
1000326.11
1000326.11
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.300000%
06427EZD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
1000000.00
1000000.00
0.0015
N
999987.10
999987.10
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.560000%
06427EZJ3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
1000000.00
1000000.00
0.0015
N
1000151.81
1000151.81
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.470000%
06417JDM1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-21
2016-04-21
N
N
N
5000000.00
4998694.44
0.0074
N
4999014.00
4999014.00
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
06417JEC2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
N
N
N
1000000.00
999430.55
0.0015
N
999532.20
999532.20
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.320000%
924HZZ001_0.3200_M160401_2MN1
0001041839
Government Agency Repurchase Agreement
Y
Fannie Mae
2040-10-01
4.000000
Government Agency Debt
2070058.00
1744600.23
Fannie Mae
2042-08-01
3.000000
Government Agency Debt
242613.00
205109.91
Fannie Mae
2044-08-01
4.000000
Government Agency Debt
4134719.00
3874398.71
Fannie Mae
2045-03-01
3.500000
Government Agency Debt
4100000.00
4232118.79
Fannie Mae
2045-05-01
3.500000
Government Agency Debt
4100000.00
4256897.80
Fannie Mae
2045-09-01
3.500000
Government Agency Debt
1088704.00
1136874.58
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
15000000.00
15000000.00
0.0223
N
15000000.00
15000000.00
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.771800%
06417GEQ7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-25
2016-08-23
N
N
N
7000000.00
7000000.00
0.0104
N
7002912.07
7002912.07
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MAX7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
1000000.00
1000000.00
0.0015
N
1000018.91
1000018.91
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBB4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
5000000.00
5000000.00
0.0074
N
5000094.55
5000094.55
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBT5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
5000000.00
5000000.00
0.0074
N
5000192.55
5000192.55
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000%
06538MBZ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-04-13
N
N
N
1000000.00
1000000.00
0.0015
N
1000044.11
1000044.11
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
4000000.00
4000000.00
0.0059
N
4000596.44
4000596.44
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.880000%
06741X2K3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
N
N
N
3000000.00
3000000.00
0.0045
N
3001815.63
3001815.63
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.680000%
06741X2Y3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-30
2016-06-30
N
N
N
4000000.00
4000000.00
0.0059
N
4000413.64
4000413.64
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.920000%
06741XW38
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
2000000.00
2000000.00
0.0030
N
2001247.82
2001247.82
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.580000%
06741XZ35
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0030
N
2000076.22
2000076.22
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.270000%
00799J004_0.2700_M160406_2MN1
0001484219
Government Agency Repurchase Agreement
Y
Fannie Mae
2035-03-01
4.000000
Government Agency Debt
3625725.00
3634904.85
Fannie Mae
2035-11-01
4.000000
Government Agency Debt
769503.00
823908.63
Freddie Mac
2030-05-01
3.000000
Government Agency Debt
3683618.00
3632511.49
Freddie Mac
2031-03-01
2.500000
Government Agency Debt
3552565.00
3652865.75
Freddie Mac
2045-01-01
4.500000
Government Agency Debt
3869192.00
3655198.12
Freddie Mac
2046-01-01
4.500000
Government Agency Debt
3274012.00
3636422.63
Freddie Mac
2046-02-01
4.000000
Government Agency Debt
1633965.00
1764189.44
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
20000000.00
20000000.00
0.0297
N
20000000.00
20000000.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160401_2MN1
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-08-15
4.875000
Treasury Debt
206600.00
211331.51
UNITED STATES TREASURY
2026-02-15
1.625000
Treasury Debt
523400.00
514758.11
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
711836.00
711836.00
0.0011
N
711836.00
711836.00
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.300000%
00799J004_0.3000_M160405_2MN1
0001484219
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2016-07-31
0.500000
Treasury Debt
2037500.00
2040055.38
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0030
N
1999956.00
1999956.00
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.651000%
08224LD78
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
Y
Deal Sponsor
SOCIETE GENERALE SA
N/A
N/A
4000000.00
3999566.67
0.0059
N
3999677.20
3999677.20
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.610000%
34959TDN3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
4000000.00
4000000.00
0.0059
N
4000028.04
4000028.04
BNP PARIBAS SA
BNP PARIBAS SA 0.310000%
928DZM005_0.3100_M160401_2MN1
0001197610
Government Agency Repurchase Agreement
Y
Fannie Mae
2032-07-01
3.500000
Government Agency Debt
6253940.00
3901950.45
Fannie Mae
2040-02-01
2.555000
Government Agency Debt
11033486.00
6591262.22
Freddie Mac
2032-01-01
6.500000
Government Agency Debt
1002.00
33.27
Freddie Mac
2038-08-01
5.500000
Government Agency Debt
2406.00
97.53
GNMA
2046-03-20
3.500000
Government Agency Debt
789725.00
836754.44
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
11000000.00
11000000.00
0.0163
N
11000000.00
11000000.00
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
1000000.00
1000000.00
0.0015
N
1000622.61
1000622.61
BNP PARIBAS SECURITIES CORP.
BNP PARIBAS SECURITIES CORP. 0.480000%
921AAE003_0.4800_M160405_2MN1
0001197610
Other Repurchase Agreement
N
CONNECTICUT AVENUE SECURITIES SERIES 2013-C01
2023-10-25
2.435800
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
73771.00
39751.09
GSR MTGE 2007
2037-05-25
2.893500
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4890639.00
1110249.13
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
1000000.00
1000000.00
0.0015
N
999982.00
999982.00
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
4000000.00
3995357.22
0.0059
N
3996886.40
3996886.40
CAFCO LLC
CAFCO LLC 0.570800%
12476EF20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
6000000.00
5994110.00
0.0089
N
5994624.00
5994624.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.673000%
13606ADD7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-28
2016-06-28
N
N
N
3000000.00
3000000.00
0.0045
N
2999661.00
2999661.00
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.570000%
13606ADR6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000018.81
1000018.81
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
2000000.00
2000000.00
0.0030
N
2000455.82
2000455.82
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
4000000.00
4000000.00
0.0059
N
3999880.80
3999880.80
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.611900%
13606YA22
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-11
2016-06-10
N
N
N
6000000.00
6000000.00
0.0089
N
6000162.06
6000162.06
CHARTA LLC
CHARTA LLC 0.470000%
16115UDE8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
1000000.00
999830.28
0.0015
N
999875.90
999875.90
CHASE BANK USA NA
CHASE BANK USA NA 0.693000%
161453BD6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-07-27
N
N
N
2000000.00
2000000.00
0.0030
N
2000558.02
2000558.02
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.630000%
17304U5G1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-09
2016-06-09
N
N
N
8000000.00
8000000.00
0.0119
N
8001888.88
8001888.88
COCA-COLA CO
COCA-COLA CO 0.680000%
19121AF22
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-02
2016-06-02
N
N
N
6000000.00
5992973.34
0.0089
N
5995401.00
5995401.00
COCA-COLA CO
COCA-COLA CO 0.753500%
19121AJD4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
N
N
N
6000000.00
5979375.00
0.0089
N
5985060.00
5985060.00
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
0.0074
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
3000000.00
3000000.00
0.0045
N
2999966.10
2999966.10
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
0.0045
N
2999827.80
2999827.80
Commonwealth Bank of Australia
COMMONWEALTH BANK OF AUSTRALIA 0.568100%
20272AME3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-12
2016-05-12
N
N
N
5000000.00
5000000.00
0.0074
N
5000720.05
5000720.05
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
4000000.00
4000000.00
0.0059
N
4001262.04
4001262.04
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.630000%
928EDG000
0000008565
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-23
2016-06-23
N
N
N
8000000.00
8000000.00
0.0119
N
8002052.88
8002052.88
CRC FUNDING LLC
CRC FUNDING LLC 0.651500%
12622UF76
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
Y
Deal Sponsor
Citibank NA
N/A
N/A
1000000.00
998790.28
0.0015
N
999010.20
999010.20
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
3000000.00
2996085.00
0.0044
N
2996200.80
2996200.80
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.710000%
22534HDL2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
3000000.00
3000000.00
0.0045
N
3000752.73
3000752.73
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
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
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
3000000.00
3000000.00
0.0045
N
3000391.20
3000391.20
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
0.0045
N
3000543.93
3000543.93
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.000000%
22549VC84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-27
2016-09-27
N
N
N
4000000.00
4000000.00
0.0059
N
4000496.44
4000496.44
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.620000%
22549VMG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0030
N
2000078.42
2000078.42
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.250000%
988WZK004_1.2500_M160705_2MN1
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
19065000.00
2711895.71
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
4825000.00
4709277.70
MLMI 2006-AR1 A2D
2037-03-25
0.693000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
16323000.00
6379091.63
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
0.0178
Y
12009325.20
12009325.20
DANSKE CORP
DANSKE CORP 0.611000%
2363F6D64
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
2000000.00
1999830.56
0.0030
N
1999885.60
1999885.60
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.320000%
21599B009_0.3200_M160401_2MN1
0001074042
Government Agency Repurchase Agreement
Y
UNITED STATES TREASURY
2017-03-30
0.00
Treasury Debt
16421000.00
16320010.85
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
16000000.00
16000000.00
0.0237
N
16000000.00
16000000.00
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.810000%
23290Q6E8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
N
3000000.00
3000000.00
0.0045
N
3002175.63
3002175.63
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH 0.350000%
ATD0FVP76
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
6000000.00
6000000.00
0.0089
N
6000003.00
6000003.00
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
1000000.00
999822.22
0.0015
N
999790.00
999790.00
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.300000%
30601VD16
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
Y
Deal Sponsor
BANK OF MONTREAL
N/A
N/A
3000000.00
3000000.00
0.0045
N
2999965.59
2999965.59
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
2000000.00
2000000.00
0.0030
N
1999983.40
1999983.40
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.290000%
38399H002_0.2900_M160406_2MN1
0000769993
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-06-01
2.600000
Government Agency Debt
681765.00
702849.04
Fannie Mae
2043-12-01
4.500000
Government Agency Debt
735917.00
731211.96
Freddie Mac
2045-12-01
4.500000
Government Agency Debt
12589293.00
13865939.04
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
15000000.00
15000000.00
0.0223
N
14999566.50
14999566.50
HSBC BANK PLC
HSBC BANK PLC 0.658500%
40433FFP9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-08-01
N
N
N
10000000.00
10000000.00
0.0148
N
10001180.10
10001180.10
HSBC BANK PLC
HSBC BANK PLC 0.850000%
928QAE001
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
N
N
N
6000000.00
6000000.00
0.0089
N
6003730.86
6003730.86
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 0.540000%
926VGY002
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
9000000.00
9000000.00
0.0134
N
9001352.79
9001352.79
ING US FUNDING LLC
ING US FUNDING LLC 0.611000%
4497W0D13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
Y
ING Bank NV
N/A
N/A
N
1000000.00
1000000.00
0.0015
N
999989.60
999989.60
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
3000000.00
2999491.67
0.0045
N
2999630.70
2999630.70
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.813300%
46590DHP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
N
N
N
8000000.00
7974080.00
0.0118
N
7980248.00
7980248.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.310000%
46899T004_0.3100_M160407_2MN1
0001168163
Treasury Repurchase Agreement
Y
UNITED STATES TREASURY
2020-07-31
2.000000
Treasury Debt
3600.00
3732.24
UNITED STATES TREASURY
2024-11-15
2.250000
Treasury Debt
970400.00
1016372.12
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.080000%
988WST003_1.0800_M160629_2MN1
0001168163
Other Repurchase Agreement
N
BPCE GBL NT 144A FR 5.7%102223
2023-10-22
5.700000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
200000.00
217171.00
CAPITAL ONE FINANCIAL CORPORATION
2025-10-29
4.200000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2057.65
CWALT INC 2005 53T2
2037-09-17
3.953000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1105046.00
1161688.33
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2820496.00
2860431.50
EXPORKLORE SA
2031-12-05
4.036200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
813096.00
824608.65
FIRSTENERGY TRANSMISSION LLC
2044-07-15
5.450000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
2000.00
2097.49
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
1111789.00
1200379.68
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
97287.00
105039.12
NATIONAL AUSTRALIA BK LTD REGS VR 120914-120916
2016-12-09
0.886100
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
250000.00
249967.88
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
226000.00
271059.88
UBS-BARCLY COML MTG TR 2012-C4 C 20451212 FLT
2045-12-12
4.345900
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
7999.00
8026.22
First Tier Security
N/A
N/A
2016-06-29
2016-06-29
N
N
N
6000000.00
6000000.00
0.0089
Y
6000112.70
6000112.70
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
3000000.00
3000000.00
0.0045
N
3000036.03
3000036.03
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.500000%
53945GKY6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-05
2016-04-05
N
N
N
2000000.00
2000000.00
0.0030
N
2000037.22
2000037.22
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
0.0059
N
4000966.84
4000966.84
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.260000%
ATD0FWYW9
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
6000000.00
6000000.00
0.0089
N
6000000.00
6000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.300000%
06399U000_0.3000_M160401_2MN1
0000065100
Government Agency Repurchase Agreement
Y
Fannie Mae
2023-05-25
1.533000
Government Agency Debt
10315000.00
57782.27
Fannie Mae
2043-05-25
0.733000
Government Agency Debt
4671681.00
2979780.70
Fannie Mae
2046-03-25
0.783000
Government Agency Debt
10888264.00
10656793.96
Freddie Mac
2022-02-15
1.440000
Government Agency Debt
10000.00
35.60
Freddie Mac
2030-02-01
2.500000
Government Agency Debt
10803326.00
9820160.60
GNMA
2024-03-25
2.125000
Government Agency Debt
5560000.00
175447.46
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
23000000.00
23000000.00
0.0341
N
23000000.00
23000000.00
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
921ACQ004_0.9600_M160505_2MN1
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
12995077.00
10350000.19
First Tier Security
N/A
N/A
2016-05-05
2016-05-05
N
N
N
9000000.00
9000000.00
0.0134
Y
8999972.10
8999972.10
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.400200%
59157TE33
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
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
1999288.89
0.0030
N
1999242.80
1999242.80
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.560800%
59157TFD0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-13
2016-06-13
N
N
Y
Deal Sponsor
METLIFE INSURANCE COMPANY USA
N/A
N/A
Deal Sponsor
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
5000000.00
4994322.22
0.0074
N
4994635.00
4994635.00
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.710000%
60682AJ80
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
N
N
N
6000000.00
6000000.00
0.0089
N
6001763.46
6001763.46
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AK70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-26
2016-05-26
N
N
N
3000000.00
3000000.00
0.0045
N
3000759.63
3000759.63
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.710000%
60689DQN6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
N
N
N
3000000.00
3000000.00
0.0045
N
3000957.33
3000957.33
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.830000%
60689DRH8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
4000000.00
4000000.00
0.0059
N
4001971.64
4001971.64
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.670000%
60689DRY1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
1000000.00
1000082.79
0.0015
N
1000288.61
1000288.61
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000%
60689DTH6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
1000000.00
1000000.00
0.0015
N
1000161.81
1000161.81
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DTM5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
1000000.00
1000000.00
0.0015
N
1000143.01
1000143.01
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.600000%
60689DUP6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-28
2016-06-28
N
N
N
1000000.00
1000000.00
0.0015
N
999997.50
999997.50
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.320000%
60686N005_0.3200_M160401_2MN1
0000812291
Government Agency Repurchase Agreement
Y
GNMA
2045-10-20
4.000000
Government Agency Debt
948480.00
1030000.16
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.260000%
ATD0FWYU3
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
13000000.00
13000000.00
0.0193
N
13000000.00
13000000.00
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.530500%
6385E0D42
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
5000000.00
4999779.17
0.0074
N
4999813.00
4999813.00
NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY
NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY REV IDB & PCR (ALLWAY TOOLS INC) SERIES 1997 0.690000%
649705LL2
Variable Rate Demand Note
N
Unrated Security
N/A
N/A
2016-04-07
2016-04-07
Y
Citibank NA
N/A
N/A
Y
Citibank NA
N/A
N/A
N
35000.00
35000.00
0.0001
N
35000.00
35000.00
NORDEA BANK AB
NORDEA BANK AB 0.656400%
65558FG74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
N
N
N
11000000.00
10980586.53
0.0163
N
10983859.70
10983859.70
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
0.0045
N
2999341.80
2999341.80
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.601000%
67983TEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
3000000.00
2997700.00
0.0044
N
2998241.40
2998241.40
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.661500%
67983TGR1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
1000000.00
997891.67
0.0015
N
997924.90
997924.90
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH25
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
Y
Deal Sponsor
Royal Bank of Canada
N/A
N/A
2000000.00
1995490.00
0.0030
N
1995363.78
1995363.78
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000%
69033LCH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
1000000.00
1000000.00
0.0015
N
1000172.01
1000172.01
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.490000%
69033LDW6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-24
2016-05-24
N
N
N
3000000.00
3000000.00
0.0045
N
3000306.93
3000306.93
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
4000000.00
3999993.91
0.0059
N
4000133.24
4000133.24
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
3000000.00
3000000.00
0.0045
N
3000632.73
3000632.73
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.835000%
21685VLH0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
N
N
N
1000000.00
1000000.00
0.0015
N
1000731.11
1000731.11
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
6000000.00
6000000.00
0.0089
N
6002823.06
6002823.06
RABOBANK NEDERLAND (NEW YORK BRANCH)
RABOBANK NEDERLAND (NEW YORK BRANCH) 0.850000%
21685VMB2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
N
N
N
1000000.00
1000000.00
0.0015
N
1000433.71
1000433.71
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
6000000.00
5990760.00
0.0089
N
5991070.20
5991070.20
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.737100%
78008FBK9
Other Note
N
First Tier Security
N/A
N/A
2016-04-07
2016-09-06
N
N
N
7000000.00
7000000.00
0.0104
N
6998446.00
6998446.00
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
3000000.00
3000000.00
0.0045
N
3000120.03
3000120.03
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.772200%
78009NWF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-04
2016-10-03
N
N
N
5000000.00
5000000.00
0.0074
N
4999235.00
4999235.00
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.813300%
83050TGS4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
1000000.00
997390.00
0.0015
N
997968.80
997968.80
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.350000%
ATD0FWE92
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
3000000.00
3000000.00
0.0045
N
3000001.50
3000001.50
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000%
83050FAN1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-26
2016-04-26
N
N
N
3000000.00
3000000.00
0.0045
N
3000332.13
3000332.13
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.620000%
83369TX69
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
1000000.00
1000000.00
0.0015
N
1000271.51
1000271.51
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.610000%
83369TZ67
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-01
2016-06-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000187.11
1000187.11
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QRF9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
N
N
N
1000000.00
1000000.00
0.0015
N
1000495.91
1000495.91
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QSC5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000467.01
1000467.01
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QUP3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
1000000.00
1000000.00
0.0015
N
1000221.71
1000221.71
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
0.0059
N
4000865.64
4000865.64
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QWC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-06
2016-09-06
N
N
N
6000000.00
6000000.00
0.0089
N
6001332.66
6001332.66
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.610000%
86563QXW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
N
3000000.00
3000000.00
0.0045
N
3000217.53
3000217.53
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
3000000.00
3000000.00
0.0045
N
3000053.43
3000053.43
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K3F8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
4000000.00
4000000.00
0.0059
N
4000945.64
4000945.64
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
3000000.00
3000000.00
0.0045
N
3000570.03
3000570.03
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.620000%
86563K4A8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-16
2016-06-16
N
N
N
4000000.00
4000000.00
0.0059
N
4000562.84
4000562.84
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.870000%
86958D2E1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
N
N
N
4000000.00
4000000.00
0.0059
N
4000000.00
4000000.00
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.805000%
86958DN57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
N
N
N
1000000.00
1000014.53
0.0015
N
1000590.71
1000590.71
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.650000%
86958DX98
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
N
N
N
5000000.00
5000000.00
0.0074
N
5000725.05
5000725.05
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
0.0015
N
1000075.81
1000075.81
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
9000000.00
9000000.00
0.0134
N
8999640.00
8999640.00
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.583000%
89113EQU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-05-27
N
N
N
5000000.00
5000000.00
0.0074
N
5000870.05
5000870.05
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.570800%
89233GF68
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-06
2016-06-06
N
N
N
4000000.00
3995820.00
0.0059
N
3996106.40
3996106.40
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.570900%
89233GF76
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
1000000.00
998939.17
0.0015
N
999008.30
999008.30
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.720000%
90267R4G1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
1000000.00
1000000.00
0.0015
N
1000366.11
1000366.11
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.680000%
90267R4K2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-31
2016-05-31
N
N
N
5000000.00
5000000.00
0.0074
N
5001493.55
5001493.55
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4W6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
4000000.00
4000000.00
0.0059
N
4002462.04
4002462.04
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.681600%
91127PEA5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
N
N
N
5000000.00
4996316.67
0.0074
N
4997933.50
4997933.50
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.701700%
91127PEB3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-11
2016-05-11
N
N
N
2000000.00
1998444.45
0.0030
N
1999152.60
1999152.60
UNITED STATES TREASURY
UNITED STATES TREASURY 0.384200%
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2016-04-01
2017-01-31
N
N
N
2000000.00
1999999.99
0.0030
N
2000408.00
2000408.00
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
5000000.00
4999999.98
0.0074
N
5000810.00
5000810.00
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
3000000.00
3000000.00
0.0045
N
3000417.00
3000417.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.672100%
94988EG85
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-13
2016-05-05
N
N
N
2000000.00
2000000.00
0.0030
N
2000480.02
2000480.02
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.683000%
94988EL97
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-27
2016-07-27
N
N
N
3000000.00
3000000.00
0.0045
N
3000738.03
3000738.03
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
4000000.00
4000000.00
0.0059
N
4002392.04
4002392.04
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.850000%
94988EPN2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-21
2016-07-21
N
N
N
4000000.00
4000000.00
0.0059
N
4001649.24
4001649.24
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.830000%
94988EQ76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
2000000.00
2000000.00
0.0030
N
2000597.82
2000597.82
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.810000%
94988EQR2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
N
N
N
4000000.00
4000000.00
0.0059
N
4000674.44
4000674.44
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESD1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
N
N
N
4000000.00
4000000.00
0.0059
N
4001008.44
4001008.44
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.860000%
94988ESU3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-09-28
2016-09-28
N
N
N
3000000.00
3000000.00
0.0045
N
3000344.73
3000344.73
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.330000%
976PDT008_0.3300_M160401_2MN1
0000827124
Government Agency Repurchase Agreement
Y
Freddie Mac
2045-08-01
3.500000
Government Agency Debt
33988326.00
34320315.21
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
33000000.00
33000000.00
0.0490
N
33000000.00
33000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.400000%
976PTX002_0.4000_M160401_2MN1
0000072971
Other Repurchase Agreement
N
ESH HOSPITALITY INC
2025-05-01
5.250000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1163000.00
1150643.12
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160406_2MN1
0000072971
Other Repurchase Agreement
N
BAYVIEW OPPORTUNITY MASTER FD III TR 2014 18NPL
2034-07-28
3.228200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
4702017.00
2300246.18
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
2.941400
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1792377.00
1625496.90
CWALT INC 2005-20CB 3-A-7 20350725 5.5
2035-07-25
5.500000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
752904.00
674749.71
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
4000000.00
4000000.00
0.0059
N
3999956.40
3999956.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.550000%
976PTX002_0.5500_M160407_2MN1
0000072971
Other Repurchase Agreement
N
INVITATION HOMES 2014 SFR1 TR
2031-06-19
3.691200
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
764512.00
732680.39
PROGRESS RESIDENTIAL 2015 SFR3TR
2032-11-12
6.643000
Other Instrument
common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations
1638091.00
1567566.31
First Tier Security
N/A
N/A
2016-04-07
2016-04-07
N
N
N
2000000.00
2000000.00
0.0030
N
1999972.20
1999972.20
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160405_2MN1
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
0.0015
N
999982.40
999982.40
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.340000%
976PTZ007_0.3400_M160407_2MN1
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
2016-04-07
2016-04-07
N
N
N
1000000.00
1000000.00
0.0015
N
1000000.00
1000000.00
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
3000000.00
3000000.00
0.0045
N
3000684.03
3000684.03
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 0.598500%
96121TA57
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-04-01
2016-07-01
N
N
N
10000000.00
10000000.00
0.0148
N
10001100.10
10001100.10