0001145549-16-014089.txt : 20160506 0001145549-16-014089.hdr.sgml : 20160506 20160506165255 ACCESSION NUMBER: 0001145549-16-014089 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160430 FILED AS OF DATE: 20160506 DATE AS OF CHANGE: 20160506 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-MFP1 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 161628882 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP1 1 primary_doc.xml N-MFP1 0000857156 XXXXXXXX 2016-04-30 0000857156 S000004499 1 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 084-00896 N N N Prime Y 46 65 3626666179.55 2925108355.48 3101546058.05 3279012811.27 3312260478.19 5976343590.76 5363183935.54 5515594523.24 5358169270.85 5311005779.04 0.2321 0.1906 0.2015 0.2119 0.2150 0.3825 0.3495 0.3584 0.3463 0.3448 0.20 15399574289.76 15397796469.71 6913522.55 2391886.68 15402318105.78 15400212706.78 1.0000 0.0058 1.0002 1.0002 1.0002 1.0002 1.0003 C000012373 1.00 15402318105.78 15400212706.78 1.0002 1.0002 1.0002 1.0002 1.0003 657756925.23 646406067.61 673540222.95 954296267.27 694354575.72 650672957.20 754617717.95 673187271.30 576741815.94 640054164.79 2827610021.36 3045493964.93 0.0001 Y Investment Advisor and its affiliates Contractual 640,856 Investment Advisor and its affiliates Voluntary 1,365,911 ABAG FIN CORP CALIF ABAG FIN CORP CALIF UNIVERSITY REV SERIES 2003 B 0.550000% 00037CEK2 549300EWVCCTI6O2KU84 US00037CEK27 Variable Rate Demand Note First Tier Security N/A N/A 2016-05-06 2016-05-06 2031-11-01 Y Wells Fargo Bank NA N/A N/A 1.0000 7 N N N 0.0055 17550000.00 17550000.00 17550000.00 0.0011 N N Y N ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.000000% 00084BG65 0001245022 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0046 24978372.50 24978372.50 24978372.50 0.0016 N N N N ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.000000% 00084BGE8 0001245022 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0047 101898367.20 101898367.20 101898367.20 0.0066 N N N N ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.000000% 00084BGK4 0001245022 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0048 13984880.00 13984880.00 13984880.00 0.0009 N N N N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.290000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.29_0502 U.S. Government Agency Repurchase Agreement, collateralized only by 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2016-08-09 N N N 0.0062 9005952.69 9005952.69 9005952.69 0.0006 N N N N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.690000% 05572NL87 Certificate of Deposit First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0060 144034331.04 144034331.00 144034331.00 0.0094 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.500000% 06053PLM7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0031 68001088.68 68001088.68 68001088.68 0.0044 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 0.760000% 06053PNU7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0067 40010640.40 40010640.40 40010640.40 0.0026 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.788500% 06053PPD3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-05-17 2016-10-17 2016-10-17 N N N 0.0079 266993859.00 266993859.00 266993859.00 0.0173 N N N N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.300000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_0.30_0502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRM RC002BH R16F002 2045-07-25 2.700000 28188835.00 27810000.81 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 27000000.00 27000000.00 27000000.00 0.0018 N Y Y N BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.662800% 06417GAA6 CA06417GAA63 Certificate of Deposit First Tier Security N/A N/A 2016-05-16 2016-07-15 2016-07-15 N N N 0.0055 54013446.54 54013446.54 54013446.54 0.0035 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.778900% 06417GEQ7 Certificate of Deposit First Tier Security N/A N/A 2016-05-23 2016-08-23 2016-08-23 N N N 0.0065 139055879.39 139055879.40 139055879.40 0.0090 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.667200% 06417H6Y7 Certificate of Deposit First Tier Security N/A N/A 2016-05-16 2016-07-14 2016-07-14 N N N 0.0055 19004826.19 19004826.19 19004826.19 0.0012 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.000000% 06417JJF0 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0074 19943010.00 19943010.00 19943010.00 0.0013 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.839000% 06417LBK2 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-05-09 2016-11-08 2016-11-08 N N N 0.0082 70006650.70 70006650.70 70006650.70 0.0045 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.851200% 06417LBN6 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-05-23 2016-11-21 2016-11-21 N N N 0.0084 2000138.02 2000138.02 2000138.02 0.0001 N N N N BANK OF THE WEST BANK OF THE WEST 0.650000% 06426GKA4 QOT5WN9RBKQTFRVKEV31 Certificate of Deposit First Tier Security N/A N/A 2016-05-19 2016-05-19 2016-05-19 N N N 0.0026 20004272.20 20004272.20 20004272.20 0.0013 N N N N BANK OF THE WEST BANK OF THE WEST 0.650000% 06426GKB2 QOT5WN9RBKQTFRVKEV31 Certificate of Deposit First Tier Security N/A N/A 2016-05-24 2016-05-24 2016-05-24 N N N 0.0026 56014958.16 56014958.16 56014958.16 0.0036 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.570000% 06427EJ36 Certificate of Deposit First Tier Security N/A N/A 2016-07-20 2016-07-20 2016-07-20 N N N 0.0049 33006303.33 33006303.33 33006303.33 0.0021 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.777300% 06427EVK4 Certificate of Deposit First Tier Security N/A N/A 2016-05-03 2016-09-02 2016-09-02 N N N 0.0067 232082362.32 232082362.30 232082362.30 0.0151 N N N N BANK OF MONTREAL 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Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0053 48937711.20 48937711.20 48937711.20 0.0032 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GGS9 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0053 104864224.50 104864224.50 104864224.50 0.0068 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GGT7 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-27 2016-07-27 2016-07-27 N N N 0.0053 49934115.00 49934115.00 49934115.00 0.0032 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GGU4 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-28 2016-07-28 2016-07-28 N N N 0.0054 61916920.00 61916920.00 61916920.00 0.0040 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GH41 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0056 37942661.80 37942661.80 37942661.80 0.0025 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GJ80 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0066 42895153.10 42895153.10 42895153.10 0.0028 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.680000% 90267R5D7 Certificate of Deposit First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0046 1000270.21 1000270.21 1000270.21 0.0001 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.816500% 90267R5Y1 Certificate of Deposit First Tier Security N/A N/A 2016-05-26 2016-09-08 2016-09-08 N N N 0.0082 134997705.00 134997705.00 134997705.00 0.0088 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PF71 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0039 41982393.60 41982393.60 41982393.60 0.0027 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PH53 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0049 34953695.00 34953695.00 34953695.00 0.0023 N N N N UNITED STATES TREASURY UNITED STATES TREASURY 0.334200% 912828H60 US912828H607 U.S. Treasury Debt First Tier Security N/A N/A 2016-05-02 2017-01-31 2017-01-31 N N N 0.0030 48011808.00 48011808.00 48011808.00 0.0031 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.418200% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-05-02 2017-10-31 2017-10-31 N N N 0.0034 100114700.00 100114700.00 100114700.00 0.0065 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.320200% 912828WV8 US912828WV86 U.S. Treasury Debt First Tier Security N/A N/A 2016-05-02 2016-07-31 2016-07-31 N N N 0.0025 63010206.00 63010206.00 63010206.00 0.0041 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BNP PARIBAS SECURITIES CORP. 0.480000% RCNB6OTYUAMMP879YW96 0001197610 921AAE003_0.48_0503 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FNMA CONN AVE SECS 2014-C04 1M-1 20241125 FLT 2024-11-25 2.383000 1395000.00 669737.68 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT 2028-09-25 6.435000 144640.00 154746.00 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C02 2M-1 20250527 FLT 2025-05-27 1.633000 8104.00 6373.58 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-HQA1 M-1 20280327 FLT 2028-03-27 1.688800 850000.00 801211.41 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2014-C04 2M-1 20241125 FLT 2024-11-25 2.533000 769878.00 321720.24 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES SERIES 2013-C01 2023-10-25 2.433000 7343964.00 3854362.13 Private Label Collateralized Mortgage Obligations WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF 2033-08-25 2.362400 14473936.00 1712138.05 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2014-3 B-3 20441025 FLT 2044-10-25 3.949400 3306582.00 3191356.03 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-10-25 4.983000 358786.00 366823.40 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2023-07-25 3.833000 2044553.00 1046972.42 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-HQ2 M-3 20250527 FLT 2025-05-27 3.683000 29258.00 28016.27 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2 2024-04-25 4.038800 1129.00 1101.01 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES SERIES 2014-C01 2024-01-25 4.833000 2989692.00 3048672.64 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 3.333000 89560.00 83888.20 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 3.433000 631081.00 596288.52 Private Label Collateralized Mortgage Obligations Fannie Mae 2024-05-28 3.038800 326559.00 299964.04 Private Label Collateralized Mortgage Obligations Fannie Mae 2028-04-25 6.133000 1489167.00 1559381.89 Private Label Collateralized Mortgage Obligations Fannie Mae 2025-02-25 4.733000 616439.00 620461.20 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-02-26 4.938800 35740.00 36786.03 Private Label Collateralized Mortgage Obligations First Tier Security N/A N/A 2016-05-03 2016-05-03 2016-05-03 N N N 0.0048 15999809.60 15999809.60 15999809.60 0.0010 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000% 8NAV47T0Y26Q87Y0QP81 0000065100 921ACQ004_0.96_0603 Other Repurchase Agreement, if any collateral falls outside Treasury, 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2037-03-25 0.758800 24324820.00 11837787.23 Asset-Backed Securities GT 98-8 M1 ASSETBK HOME EQUITY 2030-09-01 6.980000 17250000.00 13655224.22 Asset-Backed Securities LIFT 2001-1(LEASE INVESTFLIGHT 549300A6HEWFX0KTLW72 2031-07-15 0.862700 16910799.00 2404568.59 Asset-Backed Securities LIFT 1 A1 ASSETBK LOAN 549300A6HEWFX0KTLW72 2031-07-15 0.822700 15462500.00 2198493.67 Asset-Backed Securities NHELI 2007-3 2A2 2037-03-25 0.678800 13153000.00 6327840.79 Asset-Backed Securities RAMP 2006-RZ4 M1 2036-10-25 0.788800 12500000.00 7907243.07 Asset-Backed Securities CNF 2000-2 A5 SERIES 00 A5 2030-12-01 8.850000 12450000.00 4434611.83 Asset-Backed Securities First Tier Security N/A N/A 2016-05-04 2016-05-04 2016-05-04 N Y Credit Suisse AG N/A N/A 1.0000 N 0.0062 64999857.00 64999857.00 64999857.00 0.0042 N N Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.290000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_0.29_0502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.000 CLBC2733 2046-05-01 3.000000 2619496.00 2691632.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7944 2046-01-01 3.500000 38885021.00 40568368.12 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 42000000.00 42000000.00 42000000.00 0.0027 N Y Y N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.540000% 0000319432 926VGY002 Certificate of Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0036 183002655.33 183002655.30 183002655.30 0.0119 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.100000% VYVVCKR63DVZZN70PB21 0000072971 927CYE007_1.10_0802 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VOLT XXV LLC 2015-NPL8 A-1 20450626 FLT 2045-06-26 3.500000 14690013.00 11844565.48 Asset-Backed Securities SUNSET MTG LN CO 2015-NPL1 NOTE 20450918 FLT 549300W1EL67HIQTR309 2045-09-18 4.458600 46729541.00 37877409.84 Asset-Backed Securities First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-09 Y WELLS FARGO SECURITIES LLC N/A N/A 1.0000 95 N N N 0.0110 43010999.40 43010999.40 43010999.40 0.0028 N N N Y COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.580000% 0000008565 927XZA008 Certificate of Deposit First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0029 50015615.50 50015615.50 50015615.50 0.0032 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.700000% 0000008565 928CYG001 Certificate of Deposit First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0055 100039571.00 100039571.00 100039571.00 0.0065 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.600000% 0001330437 928DAP005 Certificate of Deposit First Tier Security N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0038 29001081.99 29001081.99 29001081.99 0.0019 N N Y N BNP PARIBAS SA BNP PARIBAS SA 0.280000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_0.28_0502 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-12-31 2.125000 25343000.00 26461018.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-31 0.625000 100.00 100.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-30 0.625000 100.00 99.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 2.000000 5984600.00 6178920.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2040-11-15 4.250000 100.00 132.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-05-15 8.750000 200.00 224.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-02-15 4.500000 200.00 273.02 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0028 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Mae 2023-12-01 5.500000 1254.00 188.81 Agency Mortgage-Backed Securities Fannie Mae 2038-04-01 2.733000 35129127.00 2097076.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2237 2042-08-01 3.500000 2350079.00 1677230.02 Agency Mortgage-Backed Securities FNAR XX.XXX WZ889916 2038-09-01 3.206000 439392.00 92678.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBC6960 2046-03-01 4.000000 26182206.00 28112649.14 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4505 2045-12-01 4.000000 25070828.00 26944671.80 Agency Mortgage-Backed Securities Fannie Mae 2042-07-01 2.400000 27993714.00 11455672.01 Agency Mortgage-Backed Securities Fannie Mae 2042-04-01 2.571000 32200594.00 12168773.72 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2018-04-15 0.125000 5800.00 6047.98 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 237000000.00 237000000.00 237000000.00 0.0154 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.700000% 0000859994 928GHG001 Certificate of Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0057 50016300.50 50016300.50 50016300.50 0.0032 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 0.620000% 0001142175 928HGE005 Certificate of Deposit First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0039 25006490.25 25006490.25 25006490.25 0.0016 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.630000% 0001330437 928WRK006 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0047 40011124.40 40011124.40 40011124.40 0.0026 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.753900% 94985H3V4 KB1H1DSPRFMYMCUFXT09 0000827124 Other Instrument Corporate Note First Tier Security N/A N/A 2016-06-15 2016-10-14 2016-10-14 N N N 0.0084 134969625.00 134969625.00 134969625.00 0.0088 N N N N 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0.830000% 94988EQV3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0074 17004897.87 17004897.87 17004897.87 0.0011 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.850000% 94988ERQ3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0076 21506540.52 21506540.52 21506540.52 0.0014 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.786500% 94988ERR1 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-05-26 2016-08-26 2016-08-26 N N N 0.0066 35014280.35 35014280.35 35014280.35 0.0023 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.850000% 94988ERV2 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0076 30009135.30 30009135.30 30009135.30 0.0019 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.860000% 94988ESU3 KB1H1DSPRFMYMCUFXT09 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0.908800 3000000.00 287228.96 Asset-Backed Securities AMSI 2004-R11 M8 2034-11-25 3.438800 3000000.00 116557.81 Asset-Backed Securities RASC 2007-KS4 M1S 2037-05-25 0.798800 2750000.00 1445313.66 Asset-Backed Securities CXHE 2005-D M7 2035-10-25 1.638800 2500000.00 848085.21 Asset-Backed Securities AMERIQUEST FLT 11/35 2035-11-25 1.018800 2026000.00 1209697.35 Asset-Backed Securities First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-09-06 Y Credit Suisse Securities (USA) LLC N/A N/A 1.0000 95 N Y Credit Suisse AG N/A N/A 1.0000 N 0.0125 190140467.00 190140467.00 190140467.00 0.0123 N N N Y DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH 0.360000% 5493005PGG4HB3CD7345 0001074042 ATD0G7AG4 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0036 94000047.00 94000047.00 94000047.00 0.0061 N Y Y N FIFTH THIRD BANK(CAYMAN ISLANDS) FIFTH THIRD BANK(CAYMAN 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Tier Security N/A N/A 2016-05-04 2016-05-04 2016-05-04 N N N 0.0029 229000309.15 229000309.20 229000309.20 0.0149 N N Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.340000% 0001498632 ATD0G93J2 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0032 173999895.60 173999895.60 173999895.60 0.0113 N N Y N NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) NORDEA BANK FINLAND PLC (GRAND CAYMAN BRANCH) 0.280000% 0001002614 ATD0G9QE8 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0028 135000000.00 135000000.00 135000000.00 0.0088 N Y Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.300000% 0000926171 ATD0G9QM0 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 50000000.00 50000000.00 50000000.00 0.0032 N Y Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.290000% 0001448613 ATD0G9QO6 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 182000000.00 182000000.00 182000000.00 0.0118 N Y Y N BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000% HPFHU0OQ28E4N0NFVK49 0001498632 ATD0G9QP3 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0028 151000000.00 151000000.00 151000000.00 0.0098 N Y Y N BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.330000% JJKC32MCHWDI71265Z06 0000838135 ATD0G9QQ1 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-05 2016-05-05 2016-05-05 N N N 0.0033 114000000.00 114000000.00 114000000.00 0.0074 N N Y N BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.280000% HPFHU0OQ28E4N0NFVK49 0001498632 ATD0G9QR9 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0028 233000000.00 233000000.00 233000000.00 0.0151 N Y Y N LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.300000% 0001167831 ATD0G9QU2 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 33000000.00 33000000.00 33000000.00 0.0021 N Y Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000% 0000833029 ATD0G9QY4 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-05-02 2016-05-02 2016-05-02 N N N 0.0030 307000000.00 307000000.00 307000000.00 0.0199 N Y Y N The Charles Schwab Family of Funds 2016-05-06 Mark Fischer Mark Fischer Chief Financial Officer