0001145549-16-010661.txt : 20160331 0001145549-16-010661.hdr.sgml : 20160331 20160205165901 ACCESSION NUMBER: 0001145549-16-010661 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160131 FILED AS OF DATE: 20160205 DATE AS OF CHANGE: 20160205 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: 161392938 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 2016-01-31 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 44 60 1069466827.21 8464538.48 224146.24 1077707219.45 0.0053 1.0001 2016-01-31 1.0001 2016-01-31 C000012387 1.00 1077707219.45 1.00 53306726.38 124271656.18 70964929.80 0.0001 1.0001 2016-01-31 1.0001 2016-01-31 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 9000000.00 9000000.00 0.0084 N 9003066.39 9003066.39 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.370000% ATD0F6227 0000859994 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 11000000.00 11000000.00 0.0102 N 11000008.25 11000008.25 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.360000% ATD0F5Z72 0000859994 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 14000000.00 14000000.00 0.0130 N 14000006.30 14000006.30 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 2000000.00 2000000.00 0.0019 N 2000036.00 2000036.00 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 10000000.00 10000000.00 0.0093 N 10004850.10 10004850.10 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 4000000.00 4000000.00 0.0037 N 4000140.00 4000140.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.624000% 06427EKG5 Certificate of Deposit N First Tier Security N/A N/A 2016-02-16 2016-05-13 N N N 14000000.00 14000000.00 0.0130 N 13999314.00 13999314.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.600000% 06427EQY0 Certificate of Deposit N First Tier Security N/A N/A 2016-04-04 2016-04-04 N N N 10000000.00 10000000.00 0.0093 N 10002653.10 10002653.10 BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000% ATD0F7PM6 0001498632 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 15000000.00 15000000.00 0.0139 N 15000000.00 15000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.500000% 06417JE99 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-09 2016-05-09 N N N 3000000.00 2995916.67 0.0028 N 2995505.40 2995505.40 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 7988777.77 0.0074 N 7987450.40 7987450.40 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.360000% 924HZZ001_0.3600_M160201_2MN2 0001041839 Government Agency Repurchase Agreement Y GNMA 2045-05-20 5.000000 Government Agency Debt 3401304.00 3090000.88 First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 3000000.00 3000000.00 0.0028 N 3000000.00 3000000.00 BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.850000% 06417GDP0 Certificate of Deposit N First Tier Security N/A N/A 2016-08-04 2016-08-04 N N N 2000000.00 2000000.00 0.0019 N 2000467.22 2000467.22 BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.655500% 06417GAA6 Certificate of Deposit N First Tier Security N/A N/A 2016-02-16 2016-07-15 N N N 5000000.00 5000000.00 0.0046 N 4999765.00 4999765.00 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.500000% 06538MBN8 Certificate of Deposit N First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 2000000.00 2000000.00 0.0019 N 2000008.60 2000008.60 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 6000000.00 6000000.00 0.0056 N 5999917.20 5999917.20 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 0.0028 N 2999901.30 2999901.30 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 0.0009 N 999901.60 999901.60 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000% 06538MMS5 Certificate of Deposit N First Tier Security N/A N/A 2016-07-28 2016-07-28 N N N 2000000.00 2000000.00 0.0019 N 2000229.62 2000229.62 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000% 06741X2A5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-28 2016-03-28 N N N 9000000.00 9000000.00 0.0084 N 9002893.59 9002893.59 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.880000% 06741X2H0 Certificate of Deposit N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 3000000.00 3000000.00 0.0028 N 3002972.13 3002972.13 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 5000000.00 5000000.00 0.0046 N 5004954.05 5004954.05 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.310000% 00799J004_0.3100_M160202_2MN2 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-02-11 0.00 Treasury Debt 5604400.00 5603901.21 UNITED STATES TREASURY 2016-05-26 0.00 Treasury Debt 99400.00 99282.71 UNITED STATES TREASURY 2017-01-05 0.00 Treasury Debt 112000.00 111525.12 UNITED STATES TREASURY 2017-04-30 0.500000 Treasury Debt 200.00 199.68 UNITED STATES TREASURY 2018-02-28 0.750000 Treasury Debt 2467000.00 2468123.14 UNITED STATES TREASURY 2045-11-15 3.000000 Treasury Debt 11239800.00 11780336.80 United States Treasury Department 2016-03-24 0.00 Treasury Debt 336800.00 336658.54 First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 20000000.00 20000000.00 0.0186 N 19999930.00 19999930.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.320000% 00799J004_0.3200_M160203_2MN2 0001484219 Government Agency Repurchase Agreement Y Fannie Mae 2042-04-01 4.000000 Government Agency Debt 7197982.00 5200000.68 First Tier Security N/A N/A 2016-02-03 2016-02-03 N N N 5000000.00 5000000.00 0.0046 N 5000000.00 5000000.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.330000% 00799J004_0.3300_M160204_2MN2 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-06-02 0.00 Treasury Debt 939200.00 938049.48 UNITED STATES TREASURY 2016-08-15 4.875000 Treasury Debt 5059900.00 5291223.26 UNITED STATES TREASURY 2016-09-30 1.000000 Treasury Debt 33300.00 33501.00 UNITED STATES TREASURY 2016-12-15 0.625000 Treasury Debt 42600.00 42625.92 UNITED STATES TREASURY 2017-06-30 2.500000 Treasury Debt 17656400.00 18119187.63 UNITED STATES TREASURY 2019-08-31 1.000000 Treasury Debt 404100.00 403124.64 UNITED STATES TREASURY 2020-02-29 1.250000 Treasury Debt 5752400.00 5772340.35 First Tier Security N/A N/A 2016-02-04 2016-02-04 N N N 30000000.00 30000000.00 0.0278 N 30000000.00 30000000.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.340000% 00799J004_0.3400_M160205_2MN2 0001484219 Government Agency Repurchase Agreement Y Fannie Mae 2029-12-01 3.500000 Government Agency Debt 2362520.00 2009916.85 Fannie Mae 2044-04-01 4.500000 Government Agency Debt 9310160.00 7160420.26 Fannie Mae 2045-09-01 4.000000 Government Agency Debt 1154004.00 1229662.97 First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 10000000.00 10000000.00 0.0093 N 10000000.00 10000000.00 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 3995233.34 0.0037 N 3995453.60 3995453.60 BLUE MOUNTAIN ENTERPRISES LLC BLUE MOUNTAIN ENTERPRISES LLC SERIES VRDN 0.350000% 095770AA1 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3640000.00 3640000.00 0.0034 N 3640000.00 3640000.00 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 7000000.00 7000000.00 0.0065 N 7001747.27 7001747.27 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 1998186.67 0.0019 N 1998202.20 1998202.20 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 0.0065 N 6999644.40 6999644.40 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 0.0009 N 1000193.01 1000193.01 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.470000% 921AAE003_0.4700_M160202_2MN2 0001197610 Other Repurchase Agreement N 144A CSMC 2014-OAK1 B3 2044-11-25 3.764600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12563.00 11818.33 CONNECTICUT AVENUE SECURITIES SERIES 2013-C01 2023-10-25 2.421600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4040825.00 2379289.73 Fannie Mae 2024-05-28 3.021599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1595.00 1349.41 FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2 2024-04-25 4.021600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 101412.00 90832.89 FNMA CONN AVE SECS 2015-C03 2M-2 20250725 FLT 2025-07-25 5.421599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1158840.00 1111100.89 MARM 2007-3 12A1 2047-05-25 0.420999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2874121.00 967731.68 STACR 2015-DNA1 M3 2027-10-25 3.721600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40758.00 37877.33 First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 4000000.00 4000000.00 0.0037 N 3999975.20 3999975.20 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.350000% 987WVU007_0.3500_M160201_2MN2 0001197610 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2021-08-31 2.000000 Treasury Debt 100.00 103.29 UNITED STATES TREASURY 2024-08-15 2.375000 Treasury Debt 974400.00 1020223.94 UNITED STATES TREASURY 2025-11-15 2.250000 Treasury Debt 100.00 102.79 UNITED STATES TREASURY 2045-11-15 3.000000 Treasury Debt 2919200.00 3059588.18 First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 4000000.00 4000000.00 0.0037 N 4000000.00 4000000.00 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.370000% 987WVU007_0.3700_M160201_2MN2 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2035-10-01 4.000000 Government Agency Debt 3607656.00 1232668.27 Fannie Mae 2040-01-25 1.171600 Government Agency Debt 111176.00 18074.25 Fannie Mae 2045-05-01 3.500000 Government Agency Debt 477874.00 481744.86 Fannie Mae 2046-02-25 0.550000 Government Agency Debt 372096.00 369653.56 Freddie Mac 2029-01-01 3.500000 Government Agency Debt 9950112.00 8255045.07 Freddie Mac 2042-11-01 3.500000 Government Agency Debt 5144000.00 4070199.37 First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 14000000.00 14000000.00 0.0130 N 14000000.00 14000000.00 BPCE SA BPCE SA 0.390000% 05571BB28 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 7000000.00 6999924.17 0.0065 N 6999708.10 6999708.10 BPCE SA BPCE SA 0.721500% 05571BE58 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-05 2016-05-05 N N N 4000000.00 3992480.00 0.0037 N 3993781.20 3993781.20 BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.260000% ATD0F7PO2 0000838135 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 7000000.00 7000000.00 0.0065 N 7000000.00 7000000.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.670600% 13606ADD7 Certificate of Deposit N First Tier Security N/A N/A 2016-02-29 2016-06-28 N N N 3000000.00 3000000.00 0.0028 N 2999589.00 2999589.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.665500% 13606AJP4 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-05-26 N N N 8000000.00 8000000.00 0.0074 N 7999264.00 7999264.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.460000% 13606J3Q0 Certificate of Deposit N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 8000000.00 8000000.00 0.0074 N 8000565.68 8000565.68 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 5994075.00 0.0056 N 5992237.20 5992237.20 CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.400000% 17304U3J7 Certificate of Deposit N First Tier Security N/A N/A 2016-02-11 2016-02-11 N N N 16000000.00 16000000.00 0.0148 N 16000358.56 16000358.56 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 4995666.67 0.0046 N 4994916.50 4994916.50 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 5994800.00 0.0056 N 5993899.80 5993899.80 Commonwealth Bank of Australia COMMONWEALTH BANK OF AUSTRALIA 0.638000% 20272APA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-29 2016-06-29 N N N 6000000.00 6000000.00 0.0056 N 5999178.00 5999178.00 COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.400000% 927LZZ009 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 3000000.00 3000000.00 0.0028 N 3000086.43 3000086.43 CRC FUNDING LLC CRC FUNDING LLC 0.480000% 12622UCM6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-21 2016-03-21 N N Y Deal Sponsor Citibank NA N/A N/A 1000000.00 999346.67 0.0009 N 999324.00 999324.00 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.700000% 22534HCT6 Certificate of Deposit N First Tier Security N/A N/A 2016-05-03 2016-05-03 N N N 2000000.00 2000000.00 0.0019 N 2000119.62 2000119.62 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 7000000.00 7000000.00 0.0065 N 7000654.57 7000654.57 CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.460000% 927LEW009 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1000000.00 0.0009 N 1000016.11 1000016.11 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 7000000.00 7000000.00 0.0065 N 7000895.37 7000895.37 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000% 22549VQL0 Certificate of Deposit N First Tier Security N/A N/A 2016-07-13 2016-07-13 N N N 2000000.00 2000000.00 0.0019 N 2000355.02 2000355.02 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 0.0056 N 6000000.00 6000000.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.300000% 22799D001_0.3000_M160203_2MN2 0001230485 Government Agency Repurchase Agreement Y UNITED STATES TREASURY 2017-07-15 2.625000 Treasury Debt 2555000.00 3065096.13 First Tier Security N/A N/A 2016-02-03 2016-02-03 N N N 3000000.00 3000000.00 0.0028 N 2999975.10 2999975.10 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.340000% 22799D001_0.3400_M160201_2MN2 0001230485 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2020-05-31 1.375000 Treasury Debt 8415000.00 8449115.00 First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 8279083.00 8279083.00 0.0077 N 8279083.00 8279083.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.630000% 921AER000_0.6300_M160203_2MN2 0001230485 Other Repurchase Agreement N CWHEL 2006-A A 2032-04-15 0.615500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23075000.00 2907015.43 SACO 2006-8 A 2036-06-25 0.566500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22620541.00 2843252.95 First Tier Security N/A N/A 2016-02-03 2016-02-03 N Y Credit Suisse AG N/A N/A N 5000000.00 5000000.00 0.0046 N 4999995.50 4999995.50 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.200000% 988WZK004_1.2000_M160503_2MN2 0001230485 Other Repurchase Agreement N SACO 2006-8 A 2036-06-25 0.566500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 109795000.00 13800508.02 First Tier Security N/A N/A 2016-05-03 2016-05-03 N Y Credit Suisse AG N/A N/A N 12000000.00 12000000.00 0.0111 Y 12006834.00 12006834.00 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 3000000.00 2996695.83 0.0028 N 2997518.10 2997518.10 DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.350000% 21599B009_0.3500_M160201_2MN2 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2043-09-15 3.000000 Government Agency Debt 2675991.00 2080000.22 First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.320000% ATD0F7QH6 0001498632 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-02-05 2016-02-05 N N N 5000000.00 5000000.00 0.0046 N 5000000.00 5000000.00 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 1000000.00 1000000.00 0.0009 N 1000387.21 1000387.21 DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 0.350000% 23290Q7C1 Certificate of Deposit N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N N 15000000.00 15000000.00 0.0139 N 15000063.15 15000063.15 DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.350000% ATD0F5ZC1 0001074042 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 9000000.00 9000000.00 0.0084 N 9000000.00 9000000.00 EAGLE CNTY COLO EAGLE CNTY COLO REV MULTI FAM HOUSING SERIES 1997B 0.470000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0014 N 1500000.00 1500000.00 EXXON MOBIL CORP EXXON MOBIL CORP 0.430100% 30229ABP3 Other Commercial Paper N First Tier Security 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N N 10000000.00 10000000.00 0.0093 N 10001235.10 10001235.10 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 2996670.83 0.0028 N 2996179.20 2996179.20 ING US FUNDING LLC ING US FUNDING LLC 0.430000% 4497W0CE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-14 2016-03-14 N Y ING Bank NV N/A N/A N 6000000.00 5996990.00 0.0056 N 5996025.00 5996025.00 ING US FUNDING LLC ING US FUNDING LLC 0.440600% 4497W0CE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-14 2016-03-14 N Y ING Bank NV N/A N/A N 2000000.00 1998973.33 0.0019 N 1998675.00 1998675.00 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 11000000.00 10988816.67 0.0102 N 10989220.00 10989220.00 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 998813.89 0.0009 N 998830.00 998830.00 ING US FUNDING LLC ING US FUNDING LLC 0.681500% 4497W0EA2 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-10 2016-05-10 N Y ING Bank NV N/A N/A N 1000000.00 998130.00 0.0009 N 998229.20 998229.20 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 995679.16 0.0009 N 996331.67 996331.67 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.900000% 921ACP006_0.9000_M160428_2MN2 0001168163 Other Repurchase Agreement N BAMLL COML MTG SECS TR 2014 INLD 2029-12-17 2.797000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13430.00 13212.54 BHMS 2014-ATLS MTG TR 2033-07-08 4.690500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11764.00 11515.80 CITIGROUP INC FR 1.35%031017 2017-03-10 1.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 156000.00 156537.03 COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922 2022-11-09 3.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 257191.94 METHANEX CORP SR NT 5.25%22 2022-03-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6269000.00 6199685.76 MORGAN STANLEY CAP I TR 2047-09-17 5.438200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34823.00 37546.24 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 866000.00 1006730.77 SEQUOIA MTG TR 2013 2043-05-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145750.00 117034.12 SEQUOIA MTG TR 2013-3 2043-03-25 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 413997.00 288855.96 UNION PAC CORP SR GLBL NT 43 2043-04-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1122000.00 1125116.67 First Tier Security N/A N/A 2016-04-28 2016-04-28 N N N 8000000.00 8000000.00 0.0074 Y 7997508.00 7997508.00 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.050000% 921ACP006_1.0500_M160428_2MN2 0001168163 Other Repurchase Agreement N BAMLL COML MTG SECS TR 2014 INLD 2029-12-17 2.797000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25616.00 25201.22 BHMS 2014-ATLS MTG TR 2033-07-08 4.690500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 263.00 257.45 BPCE SA VR 051914-111816 2016-11-18 0.934100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 250653.06 CITIGROUP INC FR 1.35%031017 2017-03-10 1.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11000.00 11037.87 COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922 2022-11-09 3.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 257191.94 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 63045.00 30138.75 FORD MOTOR COMPANY 2043-01-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000.00 7268.86 KINDER MORGAN ENERGY PARTNERS SR GLBL NT 22 2022-09-01 3.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2959000.00 2633477.13 MORGAN STANLEY CAP I TR 2047-09-17 5.438200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9800.00 10566.38 PRAXAIR INC SR NT 2.45%22 2022-02-15 2.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000.00 17092.16 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 126000.00 146475.84 SEQUOIA MTG TR 2013-3 2043-03-25 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 108993.00 76047.12 First Tier Security N/A N/A 2016-04-28 2016-04-28 N N N 3000000.00 3000000.00 0.0028 Y 3000021.00 3000021.00 LABCON NORTH AMERICA LABCON NORTH AMERICA SERIES VRDN 0.370000% 50537AAA2 Variable Rate Demand Note N First Tier Security N/A N/A 2016-02-05 2016-02-05 Y Bank of the West N/A N/A Y Bank of the West N/A N/A N 1445000.00 1445000.00 0.0013 N 1445000.00 1445000.00 LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH LANDESBANK BADEN-WUERTTEMBERG NEW YORK BRANCH 0.500000% 51489KVJ4 Certificate of Deposit N First Tier Security N/A N/A 2016-03-03 2016-03-03 N N N 4000000.00 4000000.00 0.0037 N 3999977.20 3999977.20 LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.400000% 51489NNH1 Certificate of Deposit N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 3000000.00 3000000.00 0.0028 N 3000062.43 3000062.43 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 4000000.00 4000000.00 0.0037 N 4000120.44 4000120.44 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000% 53945GLY5 Certificate of Deposit N First Tier Security N/A N/A 2016-07-14 2016-07-14 N N N 5000000.00 5000000.00 0.0046 N 5001473.05 5001473.05 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.280000% ATD0F7QX1 0001167831 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 6000000.00 6000000.00 0.0056 N 6000000.00 6000000.00 MACQUARIE BANK LTD MACQUARIE BANK LTD 0.430000% 55607KBN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 2000000.00 1999498.33 0.0019 N 1999482.60 1999482.60 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 1996764.45 0.0019 N 1997462.00 1997462.00 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.340000% 06399U000_0.3400_M160201_2MN2 0000065100 Government Agency Repurchase Agreement Y Fannie Mae 2046-02-25 0.770000 Government Agency Debt 2067116.00 2060000.99 First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 2000000.00 2000000.00 0.0019 N 2000000.00 2000000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.950000% 921ACQ004_0.9500_M160304_2MN2 0000065100 Other Repurchase Agreement N CSCM MORTGAGE TRUST SERIES 2007 C1 CMO 2040-02-17 5.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8314643.00 8345001.61 MS BOFAML TRUST 2014-C17 C 20470816 FLT 2047-08-16 4.452200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4610162.00 4304998.82 First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 11000000.00 11000000.00 0.0102 Y 10999341.10 10999341.10 MITSUBISHI UFJ TRUST & BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST & 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Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 1000000.00 1000000.00 0.0009 N 1000055.31 1000055.31 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 0.0019 N 1999978.20 1999978.20 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.650000% 86563K2R3 Certificate of Deposit N First Tier Security N/A N/A 2016-05-13 2016-05-13 N N N 5000000.00 5000000.00 0.0046 N 5000000.00 5000000.00 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.380000% 86563KR39 Certificate of Deposit N First Tier Security N/A N/A 2016-02-16 2016-02-16 N N N 1000000.00 1000000.00 0.0009 N 1000001.41 1000001.41 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.430000% 86563KS20 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0.400000% 86958DH62 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 19000000.00 19000000.00 0.0176 N 19000315.59 19000315.59 SWEDBANK AB NEW YORK BRANCH SWEDBANK AB NEW YORK BRANCH 0.330000% 87019UEB1 Certificate of Deposit N First Tier Security N/A N/A 2016-02-03 2016-02-03 N N N 15000000.00 15000000.00 0.0139 N 14999958.00 14999958.00 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 996009.72 0.0009 N 995943.70 995943.70 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 0.0046 N 4999413.50 4999413.50 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000% 89113EL46 Certificate of Deposit N First Tier Security 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