0001145549-15-008361.txt : 20151229 0001145549-15-008361.hdr.sgml : 20151229 20151106162904 ACCESSION NUMBER: 0001145549-15-008361 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20151031 FILED AS OF DATE: 20151106 DATE AS OF CHANGE: 20151106 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: 151212010 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 2015-10-31 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 44 81 10158870548.26 59072993.10 72935525.95 10145008015.41 0.0032 1.0001 2015-10-31 1.0001 2015-10-31 C000012383 25000.00 6503143833.02 1.00 -57493675.13 69080298.96 126573974.09 0.0001 1.0001 2015-10-31 1.0001 2015-10-31 C000012384 1000000.00 1031326216.08 1.00 -30516394.33 19391691.55 49908085.88 0.0001 1.0001 2015-10-31 1.0001 2015-10-31 C000012385 3000000.00 714147661.95 1.00 -608119.37 37375255.60 37983374.97 0.0008 1.0001 2015-10-31 1.0001 2015-10-31 C000038267 10000000.00 1896390304.36 1.00 38325493.27 135840892.57 97515399.30 0.0011 1.0001 2015-10-31 1.0001 2015-10-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.310000% 00279H6S0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-04 2015-11-04 N Y Santander UK Plc N/A N/A N 45000000.00 45000000.00 0.0044 N 45001156.95 45001156.95 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.360000% 00279JAB8 Certificate of Deposit N First Tier Security N/A N/A 2015-12-15 2015-12-15 N Y Santander UK Plc N/A N/A N 37000000.00 37000000.00 0.0036 N 37011107.77 37011107.77 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-11-03 2015-11-03 N N N 74000000.00 74000000.00 0.0073 Security is a time deposit. N 73999840.90 73999840.90 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 926TZC004 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-11-04 2015-11-04 N N N 122000000.00 122000000.00 0.0120 Security is a time deposit. N 121999396.10 121999396.10 Bank of America, NA Bank of America, NA 0.404000% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-11-04 2016-04-04 N N N 45000000.00 45000000.00 0.0044 N 45000585.00 45000585.00 Bank of America, NA Bank of America, NA 0.330000% 06053PJE8 Other Note N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 9000000.00 9000000.00 0.0009 N 8999784.00 8999784.00 Bank of America, NA Bank of America, NA 0.460000% 06053PJF5 Other Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 4000000.00 4000000.00 0.0004 N 4002312.04 4002312.04 Bank of America, NA Bank of America, NA 0.530000% 06053PJV0 Other Note N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 23000000.00 23000000.00 0.0023 N 23019527.23 23019527.23 Bank of America, NA Bank of America, NA 0.340000% 06053PKK2 Other Note N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 9000000.00 9000000.00 0.0009 N 9000828.09 9000828.09 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 0.0095 N 95977728.00 95977728.00 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 35000000.00 35000000.00 0.0034 N 34992475.00 34992475.00 Bank of Montreal Bank of Montreal 0.310000% 06366CM70 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 15000000.00 15000000.00 0.0015 N 15000460.65 15000460.65 Bank of Montreal Bank of Montreal 0.310000% 06366CP77 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 55000000.00 55000000.00 0.0054 N 55003097.05 55003097.05 Bank of Montreal Bank of Montreal 0.330000% 06427EEV9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 150000000.00 150000000.00 0.0148 N 150030751.50 150030751.50 Bank of Nova Scotia Bank of Nova Scotia 0.425800% 06417GAA6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2016-07-15 N N N 33000000.00 33000000.00 0.0033 N 33001221.33 33001221.33 Bank of Nova Scotia Bank of Nova Scotia 0.294100% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-12-08 N N N 10000000.00 10000000.00 0.0010 N 10000040.10 10000040.10 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 88467162.50 0.0087 N 88500841.89 88500841.89 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 67818666.67 0.0067 N 67843457.20 67843457.20 Bank of the West Bank of the West 0.300000% 06426GHX8 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 22000000.00 22000000.00 0.0022 N 22001252.02 22001252.02 Bank of the West Bank of the West 0.320000% 06426GHZ3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-03 2015-12-03 N N N 3000000.00 3000000.00 0.0003 N 3000617.43 3000617.43 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.546900% 06538JF76 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2016-03-10 N N N 108000000.00 108000000.00 0.0106 N 108001621.08 108001621.08 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538JWR3 Certificate of Deposit N First Tier Security N/A N/A 2016-02-09 2016-02-09 N N N 46000000.00 46000000.00 0.0045 N 46022158.66 46022158.66 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 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 3000799.53 3000799.53 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 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 3000014.10 3000014.10 Barclays Bank Plc Barclays Bank Plc 0.920000% 06741XW38 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 30000000.00 30000000.00 0.0030 N 30048816.30 30048816.30 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY36 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 24000000.00 24000000.00 0.0024 N 24014066.64 24014066.64 Barclays Bank Plc Barclays Bank Plc 0.600000% 06741XY44 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 30000000.00 30000000.00 0.0030 N 30017583.30 30017583.30 Barclays Bank Plc Barclays Bank Plc 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 0.0041 N 42001613.22 42001613.22 Barclays Capital, Inc Barclays Capital, Inc 0.090000% 992JYM004_0.0900_M151105_2MN4 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-03-01 4.000000 Government Agency Debt 1860202.00 1009032.62 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2045-02-01 4.000000 Government Agency Debt 3538910.00 3668971.02 Fannie Mae 2045-06-01 4.000000 Government Agency Debt 3526161.00 3753514.79 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 3522523.00 3806465.59 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 3654105.00 3704197.40 Fannie Mae 2045-09-01 4.000000 Government Agency Debt 3430820.00 3650622.42 Freddie Mac 2030-05-01 3.000000 Government Agency Debt 3683618.00 3706584.53 Freddie Mac 2041-06-01 5.500000 Government Agency Debt 6752303.00 3822650.31 Freddie Mac 2041-09-01 4.000000 Government Agency Debt 14574173.00 3723722.78 Freddie Mac 2042-11-01 3.500000 Government Agency Debt 4453770.00 3810947.63 Freddie Mac 2044-05-01 4.500000 Government Agency Debt 4659118.00 3691257.76 Freddie Mac 2044-08-01 4.500000 Government Agency Debt 3405363.00 3675973.10 Freddie Mac 2044-09-01 4.000000 Government Agency Debt 3686532.00 3772436.04 First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 89000000.00 89000000.00 0.0088 N 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Treasury Department 2019-04-30 1.625000 Treasury Debt 100.00 102.17 United States Treasury Department 2019-05-15 3.125000 Treasury Debt 1877500.00 2026322.49 United States Treasury Department 2019-08-15 3.625000 Treasury Debt 600.00 655.87 United States Treasury Department 2019-10-31 1.500000 Treasury Debt 100.00 101.28 United States Treasury Department 2019-12-31 1.625000 Treasury Debt 1000.00 1014.36 United States Treasury Department 2020-05-15 3.500000 Treasury Debt 400.00 441.39 United States Treasury Department 2020-07-31 1.625000 Treasury Debt 200.00 201.92 United States Treasury Department 2020-08-15 2.625000 Treasury Debt 300.00 316.63 United States Treasury Department 2020-09-30 1.375000 Treasury Debt 3500.00 3480.07 United States Treasury Department 2020-10-31 1.750000 Treasury Debt 3000.00 3052.36 United States Treasury Department 2021-04-30 2.250000 Treasury Debt 200.00 208.35 United States Treasury Department 2021-08-15 2.125000 Treasury Debt 800.00 820.45 United States 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2044-08-01 4.000000 Government Agency Debt 5056460.00 5041955.73 Fannie Mae 2044-10-01 4.500000 Government Agency Debt 1134064.00 1057756.01 Fannie Mae 2045-01-01 3.500000 Government Agency Debt 2200000.00 2265306.96 Fannie Mae 2045-04-01 3.500000 Government Agency Debt 5552269.00 5738323.93 Fannie Mae 2045-06-01 3.000000 Government Agency Debt 6774809.00 6808595.32 Fannie Mae 2045-08-01 4.000000 Government Agency Debt 7293337.00 7503989.26 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 586020.00 606758.95 Fannie Mae 2045-10-01 3.000000 Government Agency Debt 5749184.00 5819356.62 Farm Federal Credit Bank 2016-06-20 0.270000 Government Agency Debt 1630000.00 1631438.48 Farm Federal Credit Bank 2025-08-19 3.090000 Government Agency Debt 3707000.00 3745864.81 Federal Home Loan Bank 2016-01-06 0.00 Government Agency Debt 650000.00 649883.00 Freddie Mac 2017-06-29 1.000000 Government Agency Debt 250000.00 252055.28 Freddie Mac 2017-08-01 6.000000 Government Agency Debt 47138.00 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Commercial Paper N First Tier Security N/A N/A 2015-12-01 2016-08-01 N N N 59000000.00 59000000.00 0.0058 N 59000000.00 59000000.00 HSBC Bank Plc HSBC Bank Plc 0.430000% 926JXS003 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2015-12-23 2015-12-23 N N N 20000000.00 20000000.00 0.0020 N 20007160.20 20007160.20 HSBC Bank Plc HSBC Bank Plc 0.320000% 926UZQ000 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 99000000.00 99000000.00 0.0098 N 99002654.19 99002654.19 HSBC Bank USA HSBC Bank USA 0.400000% 40428AJ81 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 50000000.00 50000000.00 0.0049 N 50012095.50 50012095.50 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.400000% 4497W1Y26 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-02 2015-11-02 N Y ING Bank NV N/A N/A N 39000000.00 39000000.00 0.0038 N 38999340.90 38999340.90 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 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2045-05-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1161470.00 1079560.00 CWALT INC 2005 53T2 2037-09-17 3.953000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1120.00 1165.69 DUQUESNE LIGHT HOLDINGS 2021-12-01 5.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 518940.00 EXPEDIA INC DEL SR NT 7.456%18 2018-08-15 7.456000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38000.00 43643.50 FHLMC STACR 2015-DNA2 B 20271227 FLT 2027-12-27 7.747000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1578100.00 1579800.00 FIDELITY NATIONAL INFORMATION SERVICES INC 2024-06-05 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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non-agency collateralized mortgage obligations 3520000.00 3573904.89 First Tier Security N/A N/A 2016-01-28 2016-01-28 N N N 45000000.00 45000000.00 0.0044 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 45008829.00 45008829.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.480400% 48125LMV1 Other Note N First Tier Security N/A N/A 2016-01-22 2016-10-21 N N N 50000000.00 50000000.00 0.0049 N 50003200.00 50003200.00 Jupiter Securitization Co, LLC Jupiter Securitization Co, LLC 0.310000% 4820P3Y31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-03 2015-11-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 14000000.00 13999879.44 0.0014 N 13999780.20 13999780.20 Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.120000% 51489NMG4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 25000000.00 25000000.00 0.0025 N 24999955.00 24999955.00 Lloyds Bank Plc Lloyds Bank Plc 0.520000% 53945GKE0 Certificate of Deposit N First Tier Security N/A N/A 2016-02-23 2016-02-23 N N N 39000000.00 39000000.00 0.0038 N 39024188.19 39024188.19 Lloyds Bank Plc Lloyds Bank Plc 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 0.0057 N 58021808.58 58021808.58 Lloyds Bank Plc Lloyds Bank Plc 0.130000% 53999C006 0001167831 Other Instrument Security is a time deposit. 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N 101999969.40 101999969.40 Societe Generale Societe Generale 0.350000% 83369TA98 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 72000000.00 72000000.00 0.0071 N 72021499.92 72021499.92 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 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 0.0015 N 14998446.15 14998446.15 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.330000% 86563R2N7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 50000000.00 49999998.99 0.0049 N 50006825.50 50006825.50 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 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 0.0045 N 46010060.66 46010060.66 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 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 0.0027 N 27004673.97 27004673.97 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RBQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 50000000.00 50000000.00 0.0049 N 50002630.50 50002630.50 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCE6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 5000000.00 5000000.00 0.0005 N 5000401.05 5000401.05 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCY2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 50000000.00 50000000.00 0.0049 N 50004670.50 50004670.50 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86563RSK5 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 26000000.00 26000000.00 0.0026 N 26002465.06 26002465.06 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86563RUP1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 33000000.00 33000000.00 0.0033 N 33005300.13 33005300.13 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.300000% 86563KG23 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 23000000.00 23000000.00 0.0023 N 23001145.63 23001145.63 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86563KG49 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 32000000.00 32000000.00 0.0032 N 32005149.12 32005149.12 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.340000% 86563KG72 Certificate of Deposit N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 73000000.00 73000000.00 0.0072 N 73011994.63 73011994.63 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.330000% 86563KH71 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 21000000.00 21000000.00 0.0021 N 21003114.51 21003114.51 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.330000% 86563KJ53 Certificate of Deposit N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N N 3000000.00 3000000.00 0.0003 N 3000473.43 3000473.43 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.320000% 86563KN41 Certificate of Deposit N First Tier Security N/A N/A 2016-01-28 2016-01-28 N N N 42000000.00 42000000.00 0.0041 N 42001571.22 42001571.22 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DXQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 22000000.00 22000000.00 0.0022 N 22002090.22 22002090.22 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DXT4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 12000000.00 12000000.00 0.0012 N 12001255.32 12001255.32 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DYE6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 30000000.00 30000000.00 0.0030 N 30003756.30 30003756.30 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.300000% 86958DYH9 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 135000000.00 135000000.00 0.0133 N 135016916.85 135016916.85 Swedbank AB Swedbank AB 0.080000% 87019UAT6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-04 2015-11-04 N N N 150000000.00 150000000.00 0.0148 N 149999415.00 149999415.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.400000% 88602UZG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N Y Asset Purchase Agreement Royal Bank of Canada N/A N/A 19000000.00 18990711.11 0.0019 N 18994543.20 18994543.20 Toronto-Dominion Bank Toronto-Dominion Bank 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 0.0027 N 27002570.67 27002570.67 Toronto-Dominion Bank Toronto-Dominion Bank 0.304300% 89113EHV1 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2016-03-21 N N N 92000000.00 92000000.00 0.0091 N 92000828.92 92000828.92 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89113ELX2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 20000000.00 20000000.00 0.0020 N 20000354.20 20000354.20 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89113ENU6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 110000000.00 110000000.00 0.0108 N 110003829.10 110003829.10 Toronto-Dominion Bank Toronto-Dominion Bank 0.343500% 89113EQU3 Certificate of Deposit N First Tier Security N/A N/A 2015-11-27 2016-05-27 N N N 56000000.00 56000000.00 0.0055 N 56004256.56 56004256.56 Toronto-Dominion Bank Toronto-Dominion Bank 0.346800% 89113ESQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-17 2016-03-17 N N N 1000000.00 1000000.00 0.0001 N 1000051.01 1000051.01 Toronto-Dominion Bank Toronto-Dominion Bank 0.260000% 89113EVM5 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 17000000.00 17000000.00 0.0017 N 17000778.77 17000778.77 Toronto-Dominion Bank Toronto-Dominion Bank 0.620000% 89113EYE0 Certificate of Deposit N First Tier Security N/A N/A 2016-04-25 2016-04-25 N N N 68000000.00 68000000.00 0.0067 N 68060894.68 68060894.68 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 22953137.50 0.0023 N 22960548.10 22960548.10 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.310000% 89233HZB3 Other Commercial Paper N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 2000000.00 1999328.33 0.0002 N 1999675.60 1999675.60 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.310000% 89233HZJ6 Other Commercial Paper N First Tier Security N/A N/A 2015-12-18 2015-12-18 N N N 100000000.00 99960388.88 0.0099 N 99979180.00 99979180.00 UBS AG UBS AG 0.340000% 90267RW47 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 34000000.00 34000000.00 0.0034 N 34003944.34 34003944.34 UBS AG UBS AG 0.330000% 90267RW88 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 67000000.00 67000000.00 0.0066 N 67009521.37 67009521.37 UBS AG UBS AG 0.545000% 90267RZ85 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 48000000.00 48000000.00 0.0047 N 48029424.48 48029424.48 United Overseas Bank Ltd United Overseas Bank Ltd 0.400000% 91127PA84 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 25000000.00 24981388.89 0.0025 N 24990375.00 24990375.00 United States Treasury Department United States Treasury Department 0.073000% 912828F70 Treasury Debt N First Tier Security N/A N/A 2015-11-02 2016-10-31 N N N 20000000.00 19992779.91 0.0020 N 19997860.00 19997860.00 United States Treasury Department United States Treasury Department 0.188000% 912828M23 Treasury Debt N First Tier Security N/A N/A 2015-11-02 2017-10-31 N N N 72000000.00 71999999.57 0.0071 N 72029808.00 72029808.00 United States Treasury Department United States Treasury Department 0.065000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-11-02 2016-01-31 N N N 86000000.00 85996508.91 0.0085 N 86005762.00 86005762.00 United States Treasury Department United States Treasury Department 0.090000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-11-02 2016-07-31 N N N 46000000.00 46000000.00 0.0045 N 46009844.00 46009844.00 Victory Receivables Corp Victory Receivables Corp 0.330000% 92646LZA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-10 2015-12-10 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 35000000.00 34987808.33 0.0034 N 34991750.50 34991750.50 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.457200% 94985H3V4 Other Note N First Tier Security N/A N/A 2015-12-15 2016-10-14 N N N 50000000.00 50000000.00 0.0049 N 49995850.00 49995850.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.326100% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2016-02-09 N N N 108000000.00 108000000.00 0.0106 N 108003781.08 108003781.08 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.323300% 94988EDL9 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2016-02-12 N N N 150000000.00 150000000.00 0.0148 N 150004801.50 150004801.50 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.323500% 94988EDT2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-27 2016-02-26 N N N 21000000.00 21000000.00 0.0021 N 21000546.21 21000546.21 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.510000% 94988EJH2 Certificate of Deposit N First Tier Security N/A N/A 2016-03-07 2016-03-07 N N N 39000000.00 39000000.00 0.0038 N 39031098.99 39031098.99 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.080000% 976PDT008_0.0800_M151102_2MN4 0000827124 Treasury Repurchase Agreement Y United States Treasury Department 2019-10-31 1.500000 Treasury Debt 29207200.00 29580241.34 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 29000000.00 29000000.00 0.0029 N 29000000.00 29000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.100000% 976PDT008_0.1000_M151102_2MN4 0000827124 Government Agency Repurchase Agreement Y Fannie Mae 2042-09-01 3.000000 Government Agency Debt 38363500.00 30892800.00 Freddie Mac 2030-10-01 2.500000 Government Agency Debt 145041000.00 147989000.00 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 172000000.00 172000000.00 0.0170 N 172000000.00 172000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.300000% 927CYE007_0.3000_M151106_2MN4 0000072971 Other Repurchase Agreement N WELLS FARGO MTG LN 2012-RR1 TR 2037-08-27 3.108800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25786395.00 18401073.94 First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 16000000.00 16000000.00 0.0016 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 15999888.00 15999888.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.750000% 927CYE007_0.7500_M160202_2MN4 0000072971 Other Repurchase Agreement N ALLY AUTO RECV TR 2015-1 A-1 20160815 0.3 2016-08-15 0.390000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 709999.00 381075.00 BAYVIEW OPPORTUNITY MASER FD IIA R 2014 20 NPL 2034-09-28 3.721000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1738950.00 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 7885860.00 4654480.00 BAYVIEW OPPORTUNITY MASTER FD TR 2014 15 RL 2019-10-28 3.721000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 5048220.00 CIFC FDG 2012 III LTD 2025-01-29 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2740000.00 1373940.00 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 930614.00 FDIC GTC NTS TR 2010 S4 2020-12-04 0.913000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 856619.00 GMAT 2013-1 TR 2043-11-25 3.966900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 4961150.00 JERSEYY ST 2018-10-20 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4200000.00 2344730.00 MERC-BENZ AUTO RECV TR 2015-1 A-1 20160815 0.3 2016-08-15 0.390000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1780000.00 849731.00 RBSHD 2013 1 TR 2047-10-25 4.685300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13336700.00 5626890.00 RBSSP RESEC TR 2013-2 3-A1 20370626 FLT 2037-06-26 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7400000.00 3524020.00 SUNSET MTG LN CO 2015-NPL1 NOTE 20450918 FLT 2045-09-18 4.458600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 601.00 601.70 WESTWOOD CDO II 2022-04-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2345560.00 First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 30000000.00 30000000.00 0.0030 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 30008586.00 30008586.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.150000% 976PTX002_0.1500_M151102_2MN4 0000072971 Other Repurchase Agreement N BANC AMER CMBS 2005-6 A-J 20470910 FLT 2047-09-10 5.147200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7529180.00 6201320.00 CSMC TRUST 2014-OAK1 1-A-1 20291125 FLT 2029-11-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5891000.00 4635420.00 EVERBANK MTG LN TR 2013 2 2043-06-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1710000.00 1345060.00 JP MORGAN MTG TR 2014 IVR3 2044-09-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2390000.00 1880380.00 SEQUOIA MTG TR 2013-4 2043-04-25 2.325000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19587500.00 15000500.00 SEQUOIA MTG TR 2015-2 A-19 20450525 FLT 2045-05-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 91423.00 86611.50 SEQUOIA MTG TRUST 2012-1 B-3 20420125 FLT 2042-01-25 4.237600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5197000.00 4201120.00 First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 29000000.00 29000000.00 0.0029 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 28999843.40 28999843.40 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.090000% 976PUB008_0.0900_M151103_2MN4 0000072971 Government Agency Repurchase Agreement Y Freddie Mac 2030-10-01 3.000000 Government Agency Debt 21955721.00 22880400.83 First Tier Security N/A N/A 2015-11-03 2015-11-03 N N N 22000000.00 22000000.00 0.0022 N 22000000.00 22000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.110000% 976PUB008_0.1100_M151106_2MN4 0000072971 Government Agency Repurchase Agreement Y Freddie Mac 2030-10-01 3.000000 Government Agency Debt 7983930.00 8320178.53 First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 8000000.00 8000000.00 0.0008 N 8000000.00 8000000.00 Westpac Banking Corp Westpac Banking Corp 0.353000% 96121TA57 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2016-07-01 N N N 116000000.00 116000000.00 0.0114 N 116011485.16 116011485.16 Westpac Banking Corp Westpac Banking Corp 0.480000% 96121TD47 Certificate of Deposit N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 40000000.00 40000000.00 0.0039 N 40017564.40 40017564.40 Westpac Banking Corp Westpac Banking Corp 0.324100% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2016-02-08 N N N 14000000.00 14000000.00 0.0014 N 14000504.14 14000504.14 Westpac Banking Corp Westpac Banking Corp 0.326900% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2016-02-12 N N N 30000000.00 30000000.00 0.0030 N 30000990.30 30000990.30 Westpac Banking Corp Westpac Banking Corp 0.299000% 9612C4NS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 28000000.00 28000000.00 0.0028 N 27999748.00 27999748.00 Westpac Banking Corp Westpac Banking Corp 0.403000% 9612C4SA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-05 2016-07-05 N N N 76000000.00 75990283.86 0.0075 N 76002508.76 76002508.76 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 462568.31 462568.31 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 462568.31 462568.31 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 374168.44 374168.44 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 374168.44 374168.44 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 549895.49 549895.49 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 549895.49 549895.49 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 659923.91 659923.91 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 659923.91 659923.91 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 1649092.41 1649092.41 0.0002 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1649092.41 1649092.41 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 594076.58 594076.58 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 594076.58 594076.58 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 209054.24 209054.24 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 209054.24 209054.24 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 330085.83 330085.83 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 330085.83 330085.83 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-11-30 2015-11-30 N N N 99006.87 99006.87 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 99006.87 99006.87