0001145549-16-011484.txt : 20160414 0001145549-16-011484.hdr.sgml : 20160414 20160307170816 ACCESSION NUMBER: 0001145549-16-011484 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: 161489287 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004509 Schwab Retirement Advantage Money Fund C000012386 Schwab Retirement Advantage Money Fund SWIXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2016-02-29 0000857156 S000004509 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 40 62 667806330.61 434558.16 133606.92 668107281.85 0.0057 1.0001 2016-02-29 1.0001 2016-02-29 C000012386 25000.00 668107281.85 1.00 -29716906.23 32062551.85 61779458.08 0.0012 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 6000000.00 6000000.00 0.0090 N 6001053.66 6001053.66 ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.631000% 00084BCM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-21 2016-03-21 N Y Abn Amro Bank Nv N/A N/A N 6000000.00 5997900.00 0.0090 N 5998652.40 5998652.40 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.380000% ATD0FH447 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 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.370000% ATD0FH4B1 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 14000000.00 14000000.00 0.0210 N 14000000.00 14000000.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.638500% 06050TMA7 Other Note N First Tier Security N/A N/A 2016-03-04 2016-04-04 N N N 2000000.00 2000000.00 0.0030 N 1999680.00 1999680.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.460000% 06053PKU0 Other Note N First Tier Security N/A N/A 2016-04-11 2016-04-11 N N N 4000000.00 4000000.00 0.0060 N 4000632.04 4000632.04 BANK OF AMERICA NA BANK OF AMERICA NA 0.670000% 06053PMG9 Other Note N First Tier Security N/A N/A 2016-05-04 2016-05-04 N N N 5000000.00 5000000.00 0.0075 N 5002635.05 5002635.05 BANK OF AMERICA NA BANK OF AMERICA NA 0.740000% 06053PMR5 Other Note N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 2000000.00 2000000.00 0.0030 N 2000178.02 2000178.02 BANK OF AMERICA NA BANK OF AMERICA NA 0.790000% 06053PNH6 Other Note N First Tier Security N/A N/A 2016-08-05 2016-08-05 N N N 2000000.00 2000000.00 0.0030 N 2000012.02 2000012.02 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.630500% 06427EKG5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-14 2016-05-13 N N N 9000000.00 9000000.00 0.0135 N 8999496.00 8999496.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.630000% 06427EQG9 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 4000000.00 4000000.00 0.0060 N 4000630.84 4000630.84 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.320000% 06427EUT6 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1000000.00 0.0015 N 999998.20 999998.20 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 1000000.00 1000000.00 0.0015 N 999999.10 999999.10 BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.260000% ATD0FJJV7 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 9000000.00 9000000.00 0.0135 N 9000000.00 9000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.470000% 06417JDM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-21 2016-04-21 N N N 5000000.00 4996670.83 0.0075 N 4997248.50 4997248.50 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.500000% 06417JEC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-12 2016-05-12 N N N 1000000.00 999000.00 0.0015 N 999099.70 999099.70 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.320000% 924HZZ001_0.3200_M160301_2MN1 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2042-06-01 4.000000 Government Agency Debt 2591360.00 1865230.00 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 184577.00 193299.00 UNITED STATES TREASURY 2017-01-15 0.750000 Treasury Debt 1400.00 1402.33 UNITED STATES TREASURY 2021-02-28 1.125000 Treasury Debt 100.00 99.42 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 2000000.00 2000000.00 0.0030 N 2000000.00 2000000.00 BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.773500% 06417GEQ7 Certificate of Deposit N First Tier Security N/A N/A 2016-03-23 2016-08-23 N N N 7000000.00 7000000.00 0.0105 N 7000175.07 7000175.07 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.779300% 06538JF76 Certificate of Deposit N First Tier Security N/A N/A 2016-03-10 2016-03-10 N N N 5000000.00 5000000.00 0.0075 N 4999755.00 4999755.00 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MAX7 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 1000000.00 1000000.00 0.0015 N 1000086.11 1000086.11 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBB4 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 5000000.00 5000000.00 0.0075 N 5000430.55 5000430.55 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBT5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-11 2016-04-11 N N N 5000000.00 5000000.00 0.0075 N 5000455.55 5000455.55 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBZ1 Certificate of Deposit N First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 1000000.00 1000000.00 0.0015 N 1000091.81 1000091.81 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 3000000.00 3000000.00 0.0045 N 3000225.93 3000225.93 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.880000% 06741X2K3 Certificate of Deposit N First Tier Security N/A N/A 2016-06-30 2016-06-30 N N N 3000000.00 3000000.00 0.0045 N 3001736.73 3001736.73 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.920000% 06741XW38 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 2000000.00 2000000.00 0.0030 N 2001494.62 2001494.62 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.580000% 06741XZ35 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 2000000.00 2000000.00 0.0030 N 2000127.62 2000127.62 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.300000% 00799J004_0.3000_M160304_2MN1 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-12-15 0.625000 Treasury Debt 1815700.00 1817490.00 UNITED STATES TREASURY 2017-01-31 0.875000 Treasury Debt 820600.00 822682.00 UNITED STATES TREASURY 2020-12-31 1.750000 Treasury Debt 100.00 102.61 UNITED STATES TREASURY 2022-09-30 1.750000 Treasury Debt 4403100.00 4499770.00 First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 7000000.00 7000000.00 0.0105 N 7000000.00 7000000.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.310000% 00799J004_0.3100_M160304_2MN1 0001484219 Government Agency Repurchase Agreement Y Fannie Mae 2036-08-01 2.500000 Government Agency Debt 906820.00 79175.90 Fannie Mae 2044-11-25 3.000000 Government Agency Debt 25245300.00 26170100.00 First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 25000000.00 25000000.00 0.0374 N 25000000.00 25000000.00 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 3997327.78 0.0060 N 3998074.80 3998074.80 BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.610000% 34959TDN3 Certificate of Deposit N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 4000000.00 4000000.00 0.0060 N 4000709.24 4000709.24 BNP PARIBAS SA BNP PARIBAS SA 0.300000% 928DZM005_0.3000_M160301_2MN1 0001197610 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-03-03 0.00 Treasury Debt 200.00 199.99 UNITED STATES TREASURY 2016-03-31 0.00 Treasury Debt 800.00 799.81 UNITED STATES TREASURY 2020-01-31 1.250000 Treasury Debt 2029000.00 2039100.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 2000000.00 2000000.00 0.0030 N 2000000.00 2000000.00 BNP PARIBAS SA BNP PARIBAS SA 0.310000% 928DZM005_0.3100_M160301_2MN1 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2027-06-01 3.500000 Government Agency Debt 15646700.00 9268440.00 UNITED STATES TREASURY 2022-01-31 1.500000 Treasury Debt 1600.00 1608.41 UNITED STATES TREASURY 2026-02-15 1.625000 Treasury Debt 100.00 98.79 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 9000000.00 9000000.00 0.0135 N 9000000.00 9000000.00 BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.520000% 05572NA97 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 6000000.00 6000000.00 0.0090 N 6000030.66 6000030.66 BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000% 05572NH90 Certificate of Deposit N First Tier Security N/A N/A 2016-07-26 2016-07-26 N N N 1000000.00 1000000.00 0.0015 N 1000448.31 1000448.31 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.480000% 921AAE003_0.4800_M160301_2MN1 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 876857.00 839921.00 CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 1.626500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3268.00 1932.96 CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 3.426500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110504.00 96331.70 EQT CORP,PA 2019-06-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000.00 4134.24 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-08-26 2.926500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35724.00 35793.30 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2028-04-25 5.135800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 139060.00 122066.00 FHLMC STACR 2015-DN1 M-2 20250127 FLT 2025-01-27 2.826500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48823.00 49428.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 BPCE SA BPCE SA 0.651100% 05571BCX9 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-31 2016-03-31 N N N 5000000.00 4997291.67 0.0075 N 4998342.50 4998342.50 BPCE SA BPCE SA 0.686400% 05571BF16 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 4000000.00 3992997.77 0.0060 N 3994006.80 3994006.80 CAFCO LLC CAFCO LLC 0.570800% 12476EF20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-02 2016-06-02 N N Y Deal Sponsor Citibank NA N/A N/A 6000000.00 5991165.00 0.0090 N 5990615.64 5990615.64 CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.280000% ATD0FJK60 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 5000000.00 5000000.00 0.0075 N 5000000.00 5000000.00 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 0.0045 N 2999532.03 2999532.03 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.570000% 13606ADR6 Certificate of Deposit N First Tier Security N/A N/A 2016-07-01 2016-07-01 N N N 1000000.00 1000000.00 0.0015 N 999875.70 999875.70 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.599300% 13606YA22 Certificate of Deposit N First Tier Security N/A N/A 2016-03-10 2016-06-10 N N N 6000000.00 6000000.00 0.0090 N 6000024.06 6000024.06 CHARTA LLC CHARTA LLC 0.510000% 16115UCF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-15 2016-03-15 N N Y Deal Sponsor Citibank NA N/A N/A 4000000.00 3999206.67 0.0060 N 3999475.20 3999475.20 CHARTA LLC CHARTA LLC 0.470000% 16115UDE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-14 2016-04-14 N N Y Deal Sponsor Citibank NA N/A N/A 1000000.00 999425.56 0.0015 N 999443.80 999443.80 CHASE BANK USA NA CHASE BANK USA NA 0.698500% 161453BD6 Certificate of Deposit N First Tier Security N/A N/A 2016-03-28 2016-07-27 N N N 2000000.00 2000000.00 0.0030 N 1999710.02 1999710.02 CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.630000% 17304U5G1 Certificate of Deposit N First Tier Security N/A N/A 2016-06-09 2016-06-09 N N N 8000000.00 8000000.00 0.0120 N 8000869.68 8000869.68 COCA-COLA CO COCA-COLA CO 0.510000% 19121ACH2 Other Commercial Paper N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 1000000.00 999773.33 0.0015 N 999854.60 999854.60 COCA-COLA CO COCA-COLA CO 0.680000% 19121AF22 Other Commercial Paper N First Tier Security N/A N/A 2016-06-02 2016-06-02 N N N 6000000.00 5989460.00 0.0090 N 5993137.80 5993137.80 COCA-COLA CO COCA-COLA CO 0.753500% 19121AJD4 Other Commercial Paper N First Tier Security N/A N/A 2016-09-13 2016-09-13 N N N 6000000.00 5975500.00 0.0089 N 5984207.40 5984207.40 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 0.0075 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 3000000.00 2998656.67 0.0045 N 2998826.70 2998826.70 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.556500% 20272AME3 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-14 2016-05-12 N N N 5000000.00 5000000.00 0.0075 N 4999570.00 4999570.00 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 4000000.00 4000000.00 0.0060 N 4000029.24 4000029.24 COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.630000% 928EDG000 Certificate of Deposit N First Tier Security N/A N/A 2016-06-23 2016-06-23 N N N 8000000.00 8000000.00 0.0120 N 8001028.08 8001028.08 COOPERATIEVE RABOBANK UA (NY BRANCH) COOPERATIEVE RABOBANK UA (NY BRANCH) 0.510000% 21684BJ62 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 1000000.00 1000000.00 0.0015 N 1000096.71 1000096.71 COOPERATIEVE RABOBANK UA (NY BRANCH) COOPERATIEVE RABOBANK UA (NY BRANCH) 0.430000% 21685VKC2 Certificate of Deposit N First Tier Security N/A N/A 2016-03-16 2016-03-16 N N N 4000000.00 4000000.00 0.0060 N 4000166.44 4000166.44 COOPERATIEVE RABOBANK UA (NY BRANCH) COOPERATIEVE RABOBANK UA (NY BRANCH) 0.835000% 21685VLH0 Certificate of Deposit N First Tier Security N/A N/A 2016-07-12 2016-07-12 N N N 1000000.00 1000000.00 0.0015 N 1000561.61 1000561.61 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 6000000.00 6000000.00 0.0090 N 6000504.66 6000504.66 CRC FUNDING LLC CRC FUNDING LLC 0.651500% 12622UF76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N Y Deal Sponsor Citibank NA N/A N/A 1000000.00 998230.55 0.0015 N 998333.50 998333.50 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.670000% 22534HBX8 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-03-29 N N N 3000000.00 3000000.00 0.0045 N 3000665.73 3000665.73 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.710000% 22534HDL2 Certificate of Deposit N First Tier Security N/A N/A 2016-05-02 2016-05-02 N N N 3000000.00 3000000.00 0.0045 N 3001372.53 3001372.53 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.570000% 22549VCC5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-03-29 N N N 4000000.00 4000000.00 0.0060 N 4000408.84 4000408.84 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.620000% 22549VMG5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 2000000.00 2000000.00 0.0030 N 2000311.02 2000311.02 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.300000% 22799D001_0.3000_M160301_2MN1 0001230485 Treasury Repurchase Agreement Y United States Treasury Department 2018-09-30 1.375000 Treasury Debt 11920000.00 12144900.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 11903156.00 11903156.00 0.0178 N 11903156.00 11903156.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.630000% 921AER000_0.6300_M160302_2MN1 0001230485 Other Repurchase Agreement N JPMAC 2007-CH4 M2 2037-05-25 0.675800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1550000.00 758737.00 RENAISSANCE STEP 08/35 2035-08-25 5.199000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5315000.00 392842.00 First Tier Security N/A N/A 2016-03-02 2016-03-02 N Y Credit Suisse AG N/A N/A N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.200000% 988WZK004_1.2000_M160603_2MN1 0001230485 Other Repurchase Agreement N CWL 2005-13 MV2 2036-04-25 0.895800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6475000.00 4072470.00 CWL 2005-15 M1 2036-03-25 0.885800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 268810.00 JPMAC 2007-CH4 M1 2037-05-25 0.665800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6365000.00 4088800.00 KEYCORP STUDENT LOAN 2042-07-28 1.871300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6500000.00 4392040.00 NCSLT 2005-1 B 2035-03-26 0.815800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1780000.00 979202.00 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 0.0180 Y 12006115.20 12006115.20 DANSKE CORP DANSKE CORP 0.611000% 2363F6D64 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-06 2016-04-06 N N N 2000000.00 1998780.00 0.0030 N 1999177.80 1999177.80 DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.320000% 21599B009_0.3200_M160301_2MN1 0001074042 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2044-02-15 3.625000 Treasury Debt 4195300.00 5100030.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 5000000.00 5000000.00 0.0075 N 5000000.00 5000000.00 DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.360000% ATD0FIYH3 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 8000000.00 8000000.00 0.0120 N 8000007.60 8000007.60 DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 0.810000% 23290Q6E8 Certificate 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CO 0.310000% 36960LC45 Other Commercial Paper N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 3000000.00 2999922.50 0.0045 N 2999901.90 2999901.90 GOLDMAN SACHS & CO GOLDMAN SACHS & CO 0.300000% 38399H002_0.3000_M160301_2MN1 0000769993 Government Agency Repurchase Agreement Y GNMA 2045-09-20 4.000000 Government Agency Debt 993630.00 1020000.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 HSBC BANK PLC HSBC BANK PLC 0.646200% 40433FFP9 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-01 2016-08-01 N N N 10000000.00 10000000.00 0.0150 N 10000210.10 10000210.10 HSBC BANK PLC HSBC BANK PLC 0.850000% 928QAE001 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2016-07-19 2016-07-19 N N N 6000000.00 6000000.00 0.0090 N 6002607.66 6002607.66 ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.540000% 926VGY002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2016-05-02 2016-05-02 N N N 9000000.00 9000000.00 0.0135 N 9002129.49 9002129.49 ING US FUNDING LLC ING US FUNDING LLC 0.611000% 4497W0D13 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N Y ING Bank NV N/A N/A N 1000000.00 999474.72 0.0015 N 999549.30 999549.30 ING US FUNDING LLC ING US FUNDING LLC 0.611000% 4497W0DB1 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-11 2016-04-11 N Y ING Bank NV N/A N/A N 3000000.00 2997915.83 0.0045 N 2998152.00 2998152.00 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.813300% 46590DHP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-08-23 2016-08-23 N N N 8000000.00 7968500.00 0.0119 N 7973169.60 7973169.60 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.900000% 921ACP006_0.9000_M160531_2MN1 0001168163 Other Repurchase Agreement N APPLE INC SR GLBL NT1.7%19 2019-02-22 1.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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2016-05-31 N N N 1000000.00 1000000.00 0.0015 Y 999769.80 999769.80 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.050000% 921ACP006_1.0500_M160531_2MN1 0001168163 Other Repurchase Agreement N APPLE INC SR GLBL NT1.7%19 2019-02-22 1.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 247000.00 249130.00 BHMS 2014-ATLS MTG TR 2033-07-08 5.914100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2792.00 2616.04 CITIGROUP COML MTG TR 2012-GC8 2045-09-12 4.876800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1314390.00 1345150.00 CSMC TR 2013 6 2043-08-25 3.302500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30815.00 28912.20 CSMLT TRUST 2015-1 A-9 20450525 FLT 2045-05-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, 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Security N/A N/A 2016-05-31 2016-05-31 N N N 5000000.00 5000000.00 0.0075 Y 5000501.50 5000501.50 LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.390000% 51489NPC0 Certificate of Deposit N First Tier Security N/A N/A 2016-03-08 2016-03-08 N N N 1000000.00 1000000.00 0.0015 N 1000008.71 1000008.71 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.500000% 53945GKY6 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 2000000.00 2000000.00 0.0030 N 2000160.22 2000160.22 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.660000% 53945GLS8 Certificate of Deposit N First Tier Security N/A N/A 2016-03-21 2016-03-21 N N N 6000000.00 6000000.00 0.0090 N 6000964.26 6000964.26 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000% 53945GMF5 Certificate of Deposit N First Tier Security N/A N/A 2016-09-02 2016-09-02 N N N 4000000.00 4000000.00 0.0060 N 3999504.00 3999504.00 MACQUARIE BANK LTD MACQUARIE BANK LTD 0.701200% 55607KCH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 1000000.00 999688.89 0.0015 N 999824.30 999824.30 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.320000% 06399U000_0.3200_M160301_2MN1 0000065100 Government Agency Repurchase Agreement Y Freddie Mac 2032-05-15 2.500000 Government Agency Debt 1396400.00 1030000.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.950000% 921ACQ004_0.9500_M160404_2MN1 0000065100 Other Repurchase Agreement N CIT MTG LN TR 2007-1 1-M1 20371025 FLT 2037-10-25 1.935800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12990000.00 10350000.00 First Tier Security N/A N/A 2016-04-04 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8999667.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.588500% 89113EQU3 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-05-27 N N N 5000000.00 5000000.00 0.0075 N 4999315.05 4999315.05 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 3000000.00 3000000.00 0.0045 N 3000006.33 3000006.33 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.579300% 89113ESQ0 Certificate of Deposit N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 7000000.00 7000000.00 0.0105 N 6999335.00 6999335.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.570900% 89233GF76 Other Commercial Paper N First Tier Security N/A N/A 2016-06-07 2016-06-07 N N N 1000000.00 998448.33 0.0015 N 998429.75 998429.75 UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.720000% 90267R4G1 Certificate of 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or non-agency collateralized mortgage obligations 1155770.00 1150010.00 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 1000000.00 1000000.00 0.0015 N 1000000.00 1000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.550000% 976PTX002_0.5500_M160302_2MN1 0000072971 Other Repurchase Agreement N BAYVIEW OPPORTUNITY MASTER FD III TR 2014 18NPL 2034-07-28 3.228200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4580100.00 2300250.00 WELLS FARGO COML TR 2015-LC20 D 20500415 FLT 2050-04-15 4.365600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1267470.00 930298.00 WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT 2058-07-17 4.252000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1885040.00 1369950.00 First Tier Security N/A N/A 2016-03-02 2016-03-02 N N N 4000000.00 4000000.00 0.0060 N 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