0001145549-16-011474.txt : 20160414 0001145549-16-011474.hdr.sgml : 20160414 20160307170755 ACCESSION NUMBER: 0001145549-16-011474 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160229 FILED AS OF DATE: 20160307 DATE AS OF CHANGE: 20160307 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 161489275 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 2016-02-29 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 45 61 1027125773.03 464151.45 7227932.92 1020361991.56 0.0055 1.0001 2016-02-29 1.0001 2016-02-29 C000012387 1.00 1020361991.56 1.00 -57391741.34 51525899.26 108917640.60 0.0001 1.0001 2016-02-29 1.0001 2016-02-29 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 0.0088 N 9001580.49 9001580.49 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.380000% ATD0FH4N5 0000859994 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 11000000.00 11000000.00 0.0108 N 11000000.00 11000000.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.370000% ATD0FH488 0000859994 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 12000000.00 12000000.00 0.0118 N 12000000.00 12000000.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.460000% 06053PKQ9 Other Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 2000000.00 2000000.00 0.0020 N 2000292.02 2000292.02 BANK OF AMERICA NA BANK OF AMERICA NA 0.810000% 06053PMX2 Other Note N First Tier Security N/A N/A 2016-08-02 2016-08-02 N N N 10000000.00 10000000.00 0.0098 N 10001140.10 10001140.10 BANK OF AMERICA NA BANK OF AMERICA NA 0.730000% 06053PNA1 Other Note N First Tier Security N/A N/A 2016-07-07 2016-07-07 N N N 7000000.00 7000000.00 0.0069 N 7000791.07 7000791.07 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 0.0020 N 2000012.02 2000012.02 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.370000% 06427EUV1 Certificate of Deposit N First Tier Security N/A N/A 2016-03-02 2016-03-02 N N N 9000000.00 9000000.00 0.0088 N 8999991.90 8999991.90 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.360000% 06427EVC2 Certificate of Deposit N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 3000000.00 3000000.00 0.0029 N 2999991.00 2999991.00 BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000% ATD0FJKD5 0001498632 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 14000000.00 14000000.00 0.0137 N 14000000.00 14000000.00 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 2997125.00 0.0029 N 2997462.60 2997462.60 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 7992000.00 0.0078 N 7992797.60 7992797.60 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.823400% 06417JHF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-08-15 2016-08-15 N N N 8000000.00 7969568.89 0.0078 N 7971589.60 7971589.60 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.320000% 924HZZ001_0.3200_M160301_2MN2 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2045-10-01 4.000000 Government Agency Debt 2955770.00 3085310.00 UNITED STATES TREASURY 2016-03-31 0.00 Treasury Debt 700.00 699.83 UNITED STATES TREASURY 2018-02-28 0.750000 Treasury Debt 4000.00 3995.62 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 3000000.00 3000000.00 0.0029 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 0.0020 N 2001116.42 2001116.42 BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.660500% 06417GAA6 Certificate of Deposit N First Tier Security N/A N/A 2016-03-15 2016-07-15 N N N 5000000.00 5000000.00 0.0049 N 4999695.00 4999695.00 BANK OF THE WEST BANK OF THE WEST 0.650000% 06426GKA4 Certificate of Deposit N First Tier Security N/A N/A 2016-05-19 2016-05-19 N N N 2000000.00 2000000.00 0.0020 N 2001309.42 2001309.42 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 0.0020 N 2000154.42 2000154.42 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 0.0059 N 6000546.66 6000546.66 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 0.0029 N 3000275.43 3000275.43 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 0.0010 N 1000093.21 1000093.21 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000% 06538MQY8 Certificate of Deposit N First Tier Security N/A N/A 2016-08-18 2016-08-18 N N N 2000000.00 2000000.00 0.0020 N 2000367.22 2000367.22 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 0.0088 N 9000677.79 9000677.79 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000% 06741X2P2 Certificate of Deposit N First Tier Security N/A N/A 2016-08-11 2016-08-11 N N N 7000000.00 7000000.00 0.0069 N 7002116.17 7002116.17 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.300000% 00799J004_0.3000_M160304_2MN2 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-07-14 0.00 Treasury Debt 100.00 99.87 UNITED STATES TREASURY 2017-05-31 0.625000 Treasury Debt 7852900.00 7853790.00 UNITED STATES TREASURY 2018-03-31 2.875000 Treasury Debt 1285400.00 1354770.00 UNITED STATES TREASURY 2023-11-15 2.750000 Treasury Debt 1841300.00 2011410.00 First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 11000000.00 11000000.00 0.0108 N 11000000.00 11000000.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.310000% 00799J004_0.3100_M160304_2MN2 0001484219 Government Agency Repurchase Agreement Y Fannie Mae 2035-07-01 1.956000 Government Agency Debt 22872100.00 1350060.00 Fannie Mae 2038-04-01 2.479000 Government Agency Debt 8661550.00 1406240.00 Fannie Mae 2039-12-01 3.642000 Government Agency Debt 18630000.00 1469460.00 Fannie Mae 2040-07-01 2.630000 Government Agency Debt 16559500.00 1276310.00 Fannie Mae 2040-08-01 3.653000 Government Agency Debt 15274300.00 1584480.00 Fannie Mae 2046-01-01 2.848000 Government Agency Debt 262240.00 270844.00 Fannie Mae 2046-01-01 2.851000 Government Agency Debt 1357560.00 1403130.00 Fannie Mae 2046-01-01 2.915000 Government Agency Debt 1582490.00 1639490.00 First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 10000000.00 10000000.00 0.0098 N 10000000.00 10000000.00 BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.641000% 08224LE44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-05-04 2016-05-04 N N Y Deal Sponsor SOCIETE GENERALE SA N/A N/A 4000000.00 3995448.89 0.0039 N 3996244.40 3996244.40 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 2016-03-07 2016-03-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3640000.00 3640000.00 0.0036 N 3640000.00 3640000.00 BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.600000% 34959TDX1 Certificate of Deposit N First Tier Security N/A N/A 2016-05-09 2016-05-09 N N N 6000000.00 6000000.00 0.0059 N 6000988.86 6000988.86 BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.640000% 34959TEC6 Certificate of Deposit N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 1000000.00 1000000.00 0.0010 N 1000057.51 1000057.51 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 1999008.33 0.0020 N 1999162.00 1999162.00 BNP PARIBAS SA BNP PARIBAS SA 0.300000% 928DZM005_0.3000_M160301_2MN2 0001197610 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2044-11-15 3.000000 Treasury Debt 2820500.00 3060090.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 3000000.00 3000000.00 0.0029 N 3000000.00 3000000.00 BNP PARIBAS SA BNP PARIBAS SA 0.310000% 928DZM005_0.3100_M160301_2MN2 0001197610 Government Agency Repurchase Agreement Y UNITED STATES TREASURY 2019-02-15 0.750000 Treasury Debt 900.00 895.48 UNITED STATES TREASURY 2019-06-30 1.625000 Treasury Debt 100.00 102.28 UNITED STATES TREASURY 2020-11-30 1.625000 Treasury Debt 100.00 102.22 UNITED STATES TREASURY 2020-12-31 2.375000 Treasury Debt 7156900.00 7550590.00 UNITED STATES TREASURY 2022-01-31 1.500000 Treasury Debt 100.00 100.53 UNITED STATES TREASURY 2022-05-15 1.750000 Treasury Debt 1005000.00 1027080.00 UNITED STATES TREASURY 2023-01-31 1.750000 Treasury Debt 5616000.00 5701270.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 14000000.00 14000000.00 0.0137 N 14000000.00 14000000.00 BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.500000% 05572ND94 Certificate of Deposit N First Tier Security N/A N/A 2016-04-15 2016-04-15 N N N 7000000.00 7000000.00 0.0069 N 7000511.07 7000511.07 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 0.0010 N 1000472.01 1000472.01 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.480000% 921AAE003_0.4800_M160301_2MN2 0001197610 Other Repurchase Agreement N CONNECTICUT AVENUE SECURITIES SERIES 2014-C01 2024-01-25 4.826500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2378370.00 2278190.00 EQT CORP,PA 2019-06-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 9302.05 FNMA CONN AVE SECS 2015-C03 1M-1 20250725 FLT 2025-07-25 1.926500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12031.00 11625.20 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 2000000.00 2000000.00 0.0020 N 2000000.00 2000000.00 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 5000000.00 4991247.23 0.0049 N 4992508.50 4992508.50 CAFCO LLC CAFCO LLC 0.651500% 12476EF79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N Y Deal Sponsor Citibank NA N/A N/A 9000000.00 8984075.00 0.0088 N 8985001.50 8985001.50 CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 0.280000% ATD0FJJT2 0000800030 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 7000000.00 7000000.00 0.0069 N 7000000.00 7000000.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.678500% 13606ADD7 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-06-28 N N N 3000000.00 3000000.00 0.0029 N 2999532.03 2999532.03 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.673800% 13606AJP4 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-05-26 N N N 8000000.00 8000000.00 0.0078 N 7999176.00 7999176.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.780000% 13606AQT8 Certificate of Deposit N First Tier Security N/A N/A 2016-07-26 2016-07-26 N N N 6000000.00 6000000.00 0.0059 N 6000194.40 6000194.40 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 5996250.00 0.0059 N 5996013.60 5996013.60 CIESCO LLC CIESCO LLC 0.570800% 17178BEJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-05-18 2016-05-18 N N Y Deal Sponsor Citibank NA N/A N/A 3000000.00 2996295.00 0.0029 N 2996339.70 2996339.70 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 11000000.00 11000000.00 0.0108 N 11001195.81 11001195.81 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 4997761.11 0.0049 N 4998044.50 4998044.50 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 5997313.33 0.0059 N 5997653.40 5997653.40 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.648500% 20272APA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-29 2016-06-29 N N N 6000000.00 6000000.00 0.0059 N 5999064.06 5999064.06 COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.400000% 927LZZ009 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 3000000.00 3000000.00 0.0029 N 3000021.93 3000021.93 COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.590000% 928DGD006 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 18000000.00 18000000.00 0.0176 N 18002649.78 18002649.78 COOPERATIEVE RABOBANK UA (NY BRANCH) COOPERATIEVE RABOBANK UA (NY BRANCH) 0.640000% 21684BL77 Certificate of Deposit N First Tier Security N/A N/A 2016-07-08 2016-07-08 N N N 7000000.00 7000000.00 0.0069 N 6999101.90 6999101.90 COOPERATIEVE RABOBANK UA (NY BRANCH) COOPERATIEVE RABOBANK UA (NY BRANCH) 0.810000% 21685VLT4 Certificate of Deposit N First Tier Security N/A N/A 2016-08-18 2016-08-18 N N N 9000000.00 9000000.00 0.0088 N 9000756.99 9000756.99 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 999733.33 0.0010 N 999787.10 999787.10 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000% 22534HFD8 Certificate of Deposit N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 1000000.00 1000000.00 0.0010 N 1000260.21 1000260.21 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000% 22534HFF3 Certificate of Deposit N First Tier Security N/A N/A 2016-06-06 2016-06-06 N N N 9000000.00 9000000.00 0.0088 N 9002297.79 9002297.79 CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.600000% 928DAP005 Certificate of Deposit N First Tier Security N/A N/A 2016-05-05 2016-05-05 N N N 1000000.00 1000000.00 0.0010 N 1000253.01 1000253.01 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 0.0059 N 6002413.86 6002413.86 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.700000% 22549VVL4 Certificate of Deposit N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 6000000.00 6000000.00 0.0059 N 6000657.66 6000657.66 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.300000% 22799D001_0.3000_M160301_2MN2 0001230485 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2017-03-31 0.500000 Treasury Debt 91755000.00 91770300.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 89969451.00 89969451.00 0.0882 N 89969451.00 89969451.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.630000% 921AER000_0.6300_M160302_2MN2 0001230485 Other Repurchase Agreement N LBMLT 2036-08-25 0.675800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 2492790.00 NSTR 2007-B M1 2037-04-25 0.845800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4649000.00 1946030.00 RENAISSANCE STEP 08/35 2035-08-25 5.199000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2185000.00 161498.00 First Tier Security N/A N/A 2016-03-02 2016-03-02 N Y Credit Suisse AG N/A N/A N 4000000.00 4000000.00 0.0039 N 4000000.00 4000000.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.200000% 988WZK004_1.2000_M160603_2MN2 0001230485 Other Repurchase Agreement N CWL 2007-10 2A3 2047-06-25 0.615800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 5607750.00 MSHEL 2006-3 A4 2036-04-25 0.695800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7250000.00 4416750.00 NCSLT 2005-1 B 2035-03-26 0.815800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4774290.00 2626400.00 NSTR 2007-B M1 2037-04-25 0.845800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 1151130.00 First Tier Security N/A N/A 2016-06-03 2016-06-03 N Y Credit Suisse AG N/A N/A N 12000000.00 12000000.00 0.0118 Y 12006115.20 12006115.20 DANSKE CORP DANSKE CORP 0.595900% 2363F6E63 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-06 2016-05-06 N N N 1000000.00 998909.17 0.0010 N 999186.70 999186.70 DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.320000% 21599B009_0.3200_M160301_2MN2 0001074042 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2044-02-15 3.625000 Treasury Debt 6712500.00 8160080.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 8000000.00 8000000.00 0.0078 N 8000000.00 8000000.00 DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.360000% ATD0FIXZ4 0001498632 Other Instrument Security is a time deposit N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 11000000.00 11000000.00 0.0108 N 11000010.45 11000010.45 DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 0.800000% 23340QCT8 Certificate of Deposit N First Tier Security N/A N/A 2016-08-18 2016-08-18 N N N 1000000.00 1000000.00 0.0010 N 1000036.91 1000036.91 DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 0.360000% 23340QDL4 Certificate of Deposit N First Tier Security N/A N/A 2016-03-02 2016-03-02 N N N 7000000.00 7000000.00 0.0069 N 7000020.37 7000020.37 EAGLE CNTY COLO EAGLE CNTY COLO REV MULTI FAM HOUSING SERIES 1997B 0.480000% 269476AB3 Variable Rate Demand Note N First Tier Security N/A N/A 2016-03-07 2016-03-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 1500000.00 1500000.00 0.0015 N 1500000.00 1500000.00 EXXON MOBIL CORP EXXON MOBIL CORP 0.410000% 30229AC31 Other Commercial Paper N First Tier Security N/A N/A 2016-03-03 2016-03-03 N N N 5000000.00 4999886.11 0.0049 N 4999879.00 4999879.00 FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.299900% 30601VC17 Asset Backed Commercial Paper N 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Certificate of Deposit N First Tier Security N/A N/A 2016-08-02 2016-08-02 N N N 3000000.00 3000000.00 0.0029 N 3001049.13 3001049.13 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000% 86563QVR8 Certificate of Deposit N First Tier Security N/A N/A 2016-08-25 2016-08-25 N N N 9000000.00 9000000.00 0.0088 N 9000882.90 9000882.90 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R6B9 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 1000000.00 1000000.00 0.0010 N 1000072.11 1000072.11 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R6F0 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 1000000.00 1000000.00 0.0010 N 1000072.11 1000072.11 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R7E2 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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 0.0186 N 19000038.19 19000038.19 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 996694.45 0.0010 N 997070.30 997070.30 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.400000% 89113E3U8 Certificate of Deposit N First Tier Security N/A N/A 2016-03-28 2016-03-28 N N N 20000000.00 20000000.00 0.0196 N 20000156.20 20000156.20 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 0.0049 N 4999753.00 4999753.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000% 89113EL46 Certificate of Deposit N First Tier Security N/A N/A 2016-11-07 2016-11-07 N N N 5000000.00 5000000.00 0.0049 N 5003622.55 5003622.55 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.696500% 89113EM37 Certificate of Deposit N First Tier Security N/A N/A 2016-03-14 2016-08-12 N N N 4000000.00 4000000.00 0.0039 N 3999852.00 3999852.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.400000% 89113ER24 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 5000000.00 5000000.00 0.0049 N 5000010.55 5000010.55 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.450000% 89233GDD5 Other Commercial Paper N First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 5000000.00 4997312.50 0.0049 N 4997549.50 4997549.50 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.570900% 89233GF76 Other Commercial Paper N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 12000000.00 11981380.00 0.0117 N 11981157.00 11981157.00 UBS AG 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10001230.00 10001230.00 UNITED STATES TREASURY UNITED STATES TREASURY 0.488300% 912828M23 Treasury Debt N First Tier Security N/A N/A 2016-03-01 2017-10-31 N N N 3000000.00 2999999.98 0.0029 N 2999262.00 2999262.00 UNITED STATES TREASURY UNITED STATES TREASURY 0.390300% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2016-03-01 2016-07-31 N N N 5000000.00 5000000.00 0.0049 N 5001125.00 5001125.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.582000% 94988EGT9 Certificate of Deposit N First Tier Security N/A N/A 2016-03-21 2016-05-23 N N N 12000000.00 12000000.00 0.0118 N 11998848.00 11998848.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.460000% 94988EKQ0 Certificate of Deposit N First Tier Security N/A N/A 2016-04-22 2016-04-22 N N N 4000000.00 4000000.00 0.0039 N 3999152.80 3999152.80 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.776500% 94988ENH7 Certificate of Deposit N First Tier Security N/A N/A 2016-03-14 2016-07-12 N N N 11000000.00 11000000.00 0.0108 N 11000143.11 11000143.11 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2014 18NPL 2034-07-28 3.228200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6907200.00 3468980.00 First Tier Security N/A N/A 2016-06-03 2016-06-03 N N N 3000000.00 3000000.00 0.0029 Y 3000381.90 3000381.90 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.430000% 976PTX002_0.4300_M160301_2MN2 0000072971 Other Repurchase Agreement N WELLS FARGO CML MTG 2014-TISH WTS-2 20270215 FLT 2027-02-15 3.677000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4765420.00 4600060.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 4000000.00 4000000.00 0.0039 N 4000000.00 4000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.550000% 976PTX002_0.5500_M160302_2MN2 0000072971 Other Repurchase Agreement N AMER HOMES 4 RENT TR 2014-SFR1 E 20310619 FLT 2031-06-19 2.929200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 858770.00 793032.00 COLONY AMERICAN HOMES 2014-2 F 20310717 FLT 2031-07-17 3.782000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2887970.00 2657340.00 WELLS FARGO MTG LN 2012-RR1 TR 2037-08-27 3.123400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1710980.00 1150120.00 First Tier Security N/A N/A 2016-03-02 2016-03-02 N N N 4000000.00 4000000.00 0.0039 N 4000000.00 4000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.310000% 976PTZ007_0.3100_M160301_2MN2 0000072971 Government Agency Repurchase Agreement Y Farm Federal Credit Bank 2016-08-23 0.500000 Government Agency Debt 4525000.00 4524160.00 Farm Federal Credit Bank 2017-02-06 0.590000 Government Agency Debt 7845000.00 7836030.00 Farm Federal Credit Bank 2017-08-01 0.790000 Government Agency Debt 13131000.00 13132100.00 Farm Federal Credit Bank 2017-12-11 0.800000 Government Agency Debt 800000.00 799160.00 Farm Federal Credit Bank 2018-02-12 0.800000 Government Agency Debt 14000.00 13996.30 Farm Federal Credit Bank 2018-02-26 0.850000 Government Agency Debt 4600000.00 4597240.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 30000000.00 30000000.00 0.0294 N 30000000.00 30000000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.638500% 9612C4SA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-07 2016-07-05 N N N 17000000.00 17000000.00 0.0167 N 17000289.17 17000289.17 YMCA OF THE NORTHWOODS YMCA OF THE NORTHWOODS SERIES VRDN 0.490000% 98752VAA3 Variable Rate Demand Note N Unrated Security N/A N/A 2016-03-07 2016-03-07 Y FEDERAL HOME LOAN BANKS N/A N/A Y FEDERAL HOME LOAN BANKS N/A N/A N 3775000.00 3775000.00 0.0037 N 3775000.00 3775000.00