0001145549-16-015923.txt : 20160708
0001145549-16-015923.hdr.sgml : 20160708
20160708151552
ACCESSION NUMBER: 0001145549-16-015923
CONFORMED SUBMISSION TYPE: N-MFP1
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160708
DATE AS OF CHANGE: 20160708
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: 161759137
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-MFP1
1
primary_doc.xml
N-MFP1
0000857156
XXXXXXXX
2016-06-30
0000857156
S000004510
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
37
47
137283257.87
175946653.50
191690488.88
187730869.72
377523924.87
379193834.19
349896634.86
356948336.03
0.00
0.1599
0.2064
0.2234
0.2232
0.4396
0.4449
0.4078
0.4243
0.0000
0.64
833007858.68
832865786.87
527937.28
182871.79
833210853.00
833122873.4140
1.0000
0.0064
1.0003
1.0003
1.0003
1.0003
0.0000
C000012387
1.00
833210853.00
833122873.4140
1.0003
1.0003
1.0003
1.0003
0.0000
3222755.21
5102399.82
4449690.63
10978075.79
14531838.38
8937420.18
6578072.55
23584948.09
0.00
0.00
40931435.46
68753879.37
0.0003
Y
Investment Advisor and its affiliates Contractual 26,138 Investment Advisor and its affiliates Voluntary 3,951
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.400000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.40_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2039-05-15
4.250000
19535500.00
27509939.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-02-15
2.500000
4377600.00
4619946.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-02-15
4.750000
8986500.00
13693999.42
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
44925273.00
44925273.00
0.0539
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.410000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.41_0705
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-05-15
8.750000
942500.00
1019848.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-15
0.875000
200.00
200.99
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0041
999981.30
999981.30
0.0012
N
N
Y
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AHB9
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0050
1998833.40
1998833.40
0.0024
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BJ87
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
N
N
0.0051
5994096.60
5994096.60
0.0072
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000%
05572NH82
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-22
2016-07-22
2016-07-22
N
N
N
0.0039
1000277.71
1000277.71
0.0012
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.900000%
05572NN51
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-10
2016-11-10
2016-11-10
N
N
N
0.0073
8004984.88
8004984.88
0.0096
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.796100%
06053PPD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-07-18
2016-10-17
2016-10-17
N
N
N
0.0082
4999930.00
4999930.00
0.0060
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.840000%
06053PQF7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
First Tier Security
N/A
N/A
2016-11-14
2016-11-14
2016-11-14
N
N
N
0.0069
12006720.12
12006720.12
0.0144
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.440000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.44_0701
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
1060292.00
1030000.69
Agency Collateralized Mortgage Obligation
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0044
1000000.00
1000000.00
0.0012
N
Y
Y
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.672100%
06417GAA6
CA06417GAA63
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-15
2016-07-15
2016-07-15
N
N
N
0.0043
5000510.05
5000510.05
0.0060
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417JHF2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-15
2016-08-15
2016-08-15
N
N
N
0.0045
7995420.80
7995420.80
0.0096
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
0.0056
998793.70
998793.70
0.0012
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.842100%
06417LBT3
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-15
2016-12-15
2016-12-15
N
N
N
0.0084
2000204.02
2000204.02
0.0024
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.848100%
06417LBU0
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-22
2016-12-22
2016-12-22
N
N
N
0.0085
5000190.05
5000190.05
0.0060
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.400000%
06427E3R0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0043
4999978.00
4999978.00
0.0060
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.808900%
06427EVK4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-09-02
2016-09-02
N
N
N
0.0055
15006780.15
15006780.15
0.0180
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000%
06538MQY8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0049
2000950.82
2000950.82
0.0024
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.910000%
06741X2P2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-11
2016-08-11
2016-08-11
N
N
N
0.0045
7003749.97
7003749.97
0.0084
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LG67
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
Y
Societe Generale SA
N/A
N/A
1.0000
N
0.0045
3999714.00
3999714.00
0.0048
N
N
Y
N
BLUE MOUNTAIN ENTERPRISES LLC
BLUE MOUNTAIN ENTERPRISES LLC SERIES VRDN 0.470000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2043-09-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0047
3640000.00
3640000.00
0.0044
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2J70
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-07
2016-09-07
2016-09-07
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0051
7992164.80
7992164.80
0.0096
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12622UHG4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0044
3997702.40
3997702.40
0.0048
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.650000%
13606AE38
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0061
10000974.10
10000974.10
0.0120
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.850000%
13606ASS8
0000800030
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
N
N
0.0054
6003790.26
6003790.26
0.0072
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VM71
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-12-07
2016-12-07
2016-12-07
N
Y
Citibank NA
N/A
N/A
1.0000
N
0.0083
2988960.00
2988960.00
0.0036
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.700000%
17305TAZ5
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-13
2016-10-13
2016-10-13
N
N
N
0.0062
1000217.81
1000217.81
0.0012
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.650000%
17305TCA8
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-10-03
N
N
N
0.0059
9001374.39
9001374.39
0.0108
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CK51
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-05
2016-10-05
2016-10-05
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0066
7985708.80
7985708.80
0.0096
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKH8
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-17
2016-10-17
2016-10-17
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0071
7982778.40
7982778.40
0.0096
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FKJ4
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
Y
JP Morgan Securities LLC
N/A
N/A
1.0000
N
0.0072
3991261.20
3991261.20
0.0048
N
N
N
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.420000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.42_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2044-02-15
3.625000
11699400.00
15300041.93
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0042
15000000.00
15000000.00
0.0180
N
Y
Y
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.430000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.43_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2044-02-15
3.625000
3899800.00
5100013.98
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0043
5000000.00
5000000.00
0.0060
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.640000%
21684BL77
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
2016-07-08
N
N
N
0.0035
7000456.47
7000456.47
0.0084
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.705000%
21684BY32
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0041
1000261.41
1000261.41
0.0012
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.810000%
21685VLT4
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0046
9004317.39
9004317.39
0.0108
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.000000%
22533TG18
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0032
7999928.24
7999928.24
0.0096
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.850000%
22549VSL8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-08
2016-08-08
2016-08-08
N
N
N
0.0042
6002773.26
6002773.26
0.0072
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.900000%
22549VTQ6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
2016-08-01
N
N
N
0.0040
6002652.06
6002652.06
0.0072
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 0.800000%
23340QCT8
0001498632
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-18
2016-08-18
2016-08-18
N
N
N
0.0039
1000550.71
1000550.71
0.0012
N
N
N
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585LG10
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0036
999990.14
999990.14
0.0012
N
Y
Y
N
EAGLE CNTY COLO
EAGLE CNTY COLO MULTI FAM HOUSING REV SERIES 1997B 0.490000%
269476AB3
US269476AB37
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2027-06-01
Y
Wells Fargo Bank NA
N/A
N/A
1.0000
7
N
N
N
0.0049
1500000.00
1500000.00
0.0018
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.400000%
34959TFB7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0033
4000008.04
4000008.04
0.0048
N
Y
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.730000%
34959TFC5
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-11
2016-10-11
2016-10-11
N
N
N
0.0063
1000291.21
1000291.21
0.0012
N
N
N
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JG57
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0033
999954.20
999954.20
0.0012
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JG65
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0033
999944.70
999944.70
0.0012
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JG73
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
Y
General Electric Co
N/A
N/A
1.0000
N
0.0035
999933.89
999933.89
0.0012
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LG17
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0036
1999981.94
1999981.94
0.0024
N
Y
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.420000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.42_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC G18531 G
2029-11-01
3.000000
1242958.00
1020000.34
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0042
1000000.00
1000000.00
0.0012
N
Y
Y
N
HSBC BANK PLC
HSBC BANK PLC 0.678100%
40433FFN4
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0044
3000384.03
3000384.03
0.0036
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 0.818100%
40433FGG8
MP6I5ZYZBEU3UXPYFY54
0001050258
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-08-04
2016-08-04
N
N
N
0.0048
16005328.16
16005328.16
0.0192
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PL12
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0070
3990355.60
3990355.60
0.0048
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0H27
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0038
4998276.50
4998276.50
0.0060
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0HG6
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0043
999442.50
999442.50
0.0012
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0J17
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
Y
ING Bank NV
N/A
N/A
1.0000
N
0.0049
999149.50
999149.50
0.0012
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590DH29
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0041
999625.10
999625.10
0.0012
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590DHP8
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-23
2016-08-23
2016-08-23
N
N
N
0.0044
5996013.00
5996013.00
0.0072
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PK77
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-07
2016-10-07
2016-10-07
N
N
N
0.0057
2995305.90
2995305.90
0.0036
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.380000%
ZBUT11V806EZRVTWT807
0001168163
46899T004_0.38_0707
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2024-11-15
2.250000
951400.00
1018371.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-05-15
2.500000
1500.00
1634.95
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0038
1000000.00
1000000.00
0.0012
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MBF5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-24
2016-10-24
2016-10-24
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
N/A
N/A
1.0000
N
0.0069
22951138.80
22951138.80
0.0275
N
N
N
N
LABCON NORTH AMERICA
LABCON NORTH AMERICA SERIES VRDN 0.490000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2040-01-01
Y
Bank of the West
N/A
N/A
1.0000
7
N
N
N
0.0049
1410000.00
1410000.00
0.0017
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.500000%
51489KJ33
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-07-26
2016-07-26
N
N
N
0.0054
2999906.70
2999906.70
0.0036
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RHG7
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0044
3997728.40
3997728.40
0.0048
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000%
53945GMF5
0001167831
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-02
2016-09-02
2016-09-02
N
N
N
0.0048
4002632.84
4002632.84
0.0048
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KJ15
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-09-01
2016-09-01
2016-09-01
N
N
N
0.0056
2997033.90
2997033.90
0.0036
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157THW6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-30
2016-08-30
2016-08-30
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2500
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7500
N
0.0051
1998278.40
1998278.40
0.0024
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TJD6
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
Y
METLIFE INSURANCE COMPANY USA
N/A
N/A
0.2200
METROPOLITAN LIFE INSURANCE COMPANY
N/A
N/A
0.7800
N
0.0056
9988438.00
9988438.00
0.0120
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.730000%
60682AM52
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
N
N
0.0036
15001821.15
15001821.15
0.0180
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000%
60682AQ82
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
2016-07-28
N
N
N
0.0042
1000179.91
1000179.91
0.0012
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.540000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.54_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-12-01
4.000000
1924264.00
2060000.65
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0054
2000000.00
2000000.00
0.0024
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.870000%
60689DVR1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-18
2016-10-18
2016-10-18
N
N
N
0.0072
2000894.62
2000894.62
0.0024
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.630000%
60689DXS7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-15
2016-09-15
2016-09-15
N
N
N
0.0061
6000292.26
6000292.26
0.0072
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.700000%
60689DYH0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-12
2016-10-12
2016-10-12
N
N
N
0.0070
11999930.40
11999930.40
0.0144
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LG86
52990002O5KK6XOGJ020
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-08
2016-07-08
2016-07-08
N
N
N
0.0038
6999412.00
6999412.00
0.0084
N
N
Y
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0HG1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-08-16
2016-08-16
2016-08-16
N
N
N
0.0043
999439.90
999439.90
0.0012
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.420000%
63873FH68
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0036
1000007.91
1000007.91
0.0012
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RJ84
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
Y
COOPERATIEVE RABOBANK UA
N/A
N/A
1.0000
N
0.0057
1997791.20
1997791.20
0.0024
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FGK5
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
N
N
0.0038
11997619.20
11997619.20
0.0144
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TH25
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0043
6997221.70
6997221.70
0.0084
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983THQ2
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-24
2016-08-24
2016-08-24
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0049
999248.30
999248.30
0.0012
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TKR6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0071
1995365.60
1995365.60
0.0024
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67985A5E1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-08
2016-09-08
2016-09-08
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0054
1997907.80
1997907.80
0.0024
N
N
N
N
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH)
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000%
69033LEY1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0040
3000430.53
3000430.53
0.0036
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JG57
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0042
1999882.60
1999882.60
0.0024
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JJD7
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0058
1997562.60
1997562.60
0.0024
N
N
N
N
SHEFFIELD RECEIVABLES CORP
SHEFFIELD RECEIVABLES CORP 0.000000%
82124LHK1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
Y
Barclays Bank Plc
N/A
N/A
1.0000
N
0.0056
1998438.80
1998438.80
0.0024
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.850000%
83050FFN6
Certificate of Deposit
First Tier Security
N/A
N/A
2016-10-25
2016-10-25
2016-10-25
N
N
N
0.0063
1000723.11
1000723.11
0.0012
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.850000%
83050FFU0
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-01
2016-11-01
2016-11-01
N
N
N
0.0065
2001381.82
2001381.82
0.0024
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LG17
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
Y
BNP Paribas SA
N/A
N/A
1.0000
N
0.0042
999988.40
999988.40
0.0012
N
Y
Y
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 0.800000%
8574P1HN9
571474TGEMMWANRLN572
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-19
2016-08-19
2016-08-19
N
N
N
0.0035
5003131.55
5003131.55
0.0060
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.690000%
86563Q2H2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-21
2016-09-21
2016-09-21
N
N
N
0.0061
3000537.03
3000537.03
0.0036
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.650000%
86563QJ92
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-10
2016-08-10
2016-08-10
N
N
N
0.0044
1000236.21
1000236.21
0.0012
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.850000%
86563QVR8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-25
2016-08-25
2016-08-25
N
N
N
0.0049
9004987.89
9004987.89
0.0108
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.720000%
86563QZJ2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0042
9002504.79
9002504.79
0.0108
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.700000%
86564EBH8
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-29
2016-09-29
2016-09-29
N
N
N
0.0065
14001831.34
14001831.34
0.0168
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TGE7
US88602TGE73
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-14
2016-07-14
2016-07-14
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0043
6998818.40
6998818.40
0.0084
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TGK3
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2016-07-19
2016-07-19
2016-07-19
N
Y
Royal Bank of Canada
N/A
N/A
1.0000
N
0.0044
999766.70
999766.70
0.0012
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000%
89113EL46
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-07
2016-11-07
2016-11-07
N
N
N
0.0074
5004503.55
5004503.55
0.0060
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.717100%
89113EM37
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-12
2016-08-12
2016-08-12
N
N
N
0.0050
4001108.04
4001108.04
0.0048
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.833100%
89113WAB2
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-12-05
2016-12-05
N
N
N
0.0082
15000915.15
15000915.15
0.0180
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.850000%
89113WAF3
Certificate of Deposit
First Tier Security
N/A
N/A
2016-11-18
2016-11-18
2016-11-18
N
N
N
0.0078
1000277.21
1000277.21
0.0012
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.010000%
89113WAP1
Certificate of Deposit
First Tier Security
N/A
N/A
2017-02-13
2017-02-13
2017-02-13
N
N
N
0.0093
4002033.64
4002033.64
0.0048
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GGR1
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
2016-07-25
N
N
N
0.0047
4998361.00
4998361.00
0.0060
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
0.0048
7997138.40
7997138.40
0.0096
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GKC9
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-12
2016-10-12
2016-10-12
N
N
N
0.0066
10979058.20
10979058.20
0.0132
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GKT2
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-10-27
2016-10-27
2016-10-27
N
N
N
0.0070
997702.60
997702.60
0.0012
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.850000%
90267R4R7
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
2016-08-02
N
N
N
0.0041
7002793.77
7002793.77
0.0084
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 0.833300%
90267R5Y1
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-26
2016-09-08
2016-09-08
N
N
N
0.0057
6003210.06
6003210.06
0.0072
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.313200%
912828F70
US912828F700
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-07-01
2016-10-31
2016-10-31
N
N
N
0.0029
10000870.00
10000870.00
0.0120
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.428200%
912828M23
US912828M235
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-07-01
2017-10-31
2017-10-31
N
N
N
0.0036
3002598.00
3002598.00
0.0036
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.330200%
912828WV8
US912828WV86
U.S. Treasury Debt
First Tier Security
N/A
N/A
2016-07-01
2016-07-31
2016-07-31
N
N
N
0.0028
5000205.00
5000205.00
0.0060
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.130000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.13_1129
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TEXTRON INC SR GLBL NT 4%26
3PPKBHUG1HD6BO7RNR87
2026-03-15
4.000000
67471.00
71901.37
Corporate Debt Securities
WFRBS COML MTG TR 2011 C4
2044-06-17
5.262800
18874.00
20286.49
Private Label Collateralized Mortgage Obligations
SHELLPOINT CO-ORG TR 2015-1 A-3 20450825 FLT
549300720M0IRUIX3Q60
2045-08-25
3.500000
38477.00
32908.59
Private Label Collateralized Mortgage Obligations
HARTFORD FINL SVCS GROUP INC SR NT 6.1%41
IU7C3FTM7Y3BQM112U94
2041-10-01
6.100000
1074000.00
1345658.16
Corporate Debt Securities
BANK AMER CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
673000.00
786234.49
Corporate Debt Securities
ARCELORMITTAL SA LUXEMBOURG CR SEN SR GLBL19
2EULGUTUI56JI9SAL165
2019-06-01
10.850000
2962000.00
3498833.71
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-09-28
2016-09-28
2016-11-29
Y
JP MORGAN SECURITIES LLC
N/A
N/A
1.0000
90
N
N
N
0.0113
5001323.50
5001323.50
0.0060
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_0.96_0926
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CIT MTG LN TR 2007-1 1-M1 20371025 FLT
2037-10-25
1.946000
14048063.00
11500000.36
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-08-04
2016-08-04
2016-09-26
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
N/A
N/A
1.0000
35
N
N
N
0.0096
9995963.00
9995963.00
0.0120
N
N
N
Y
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.400000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.40_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2016-08-25
0.00
600.00
599.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-15
0.125000
15542600.00
16319445.07
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
16000000.00
16000000.00
0.0192
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.420000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.42_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2045-11-20
3.500000
2069624.00
2059999.92
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
1.00
0.70
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0042
2000000.00
2000000.00
0.0024
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.110000%
VYVVCKR63DVZZN70PB21
0000072971
927CYE007_1.11_1104
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CARLYLE HIGH YIEDL PARTNERS VIII LTD
2021-05-21
0.00
4405795.00
2797856.06
Asset-Backed Securities
AVERY PT III INV LTD
2025-01-18
0.00
1121427.00
671185.27
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-11-04
Y
WELLS FARGO SECURITIES LLC
N/A
N/A
1.0000
95
N
N
N
0.0111
3000680.70
3000680.70
0.0036
N
N
N
Y
BANK OF MONTREAL
BANK OF MONTREAL 0.380000%
NQQ6HPCNCCU6TUTQYE16
0000009622
927RLB004_0.38_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-06-15
0.875000
2815300.00
2825546.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-02-15
2.500000
14719800.00
15534697.83
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0038
18000000.00
18000000.00
0.0216
N
Y
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.630000%
0001142175
928CGR007
Certificate of Deposit
First Tier Security
N/A
N/A
2016-08-24
2016-08-24
2016-08-24
N
N
N
0.0046
1000254.91
1000254.91
0.0012
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
0.0028
3001236.93
3001236.93
0.0036
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 0.400000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.40_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2021-05-31
2.000000
13623500.00
14280184.64
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
14000000.00
14000000.00
0.0168
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.550000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_0.55_0706
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CENVEO CORP SR 144A NT 6%19
549300Q5ZSKHLXJ0YR63
2019-08-01
6.000000
1916000.00
1618700.67
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR 144A NT 20
549300I7UVBGWRYMYZ18
2020-02-15
6.750000
6212000.00
5282141.25
Corporate Debt Securities
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0055
5999927.40
5999927.40
0.0072
N
N
Y
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
0.0032
1000008.61
1000008.61
0.0012
N
Y
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.610000%
0001142175
930SDB006
Certificate of Deposit
First Tier Security
N/A
N/A
2016-09-13
2016-09-13
2016-09-13
N
N
N
0.0054
2000266.42
2000266.42
0.0024
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.797100%
94988ENH7
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
2016-07-12
N
N
N
0.0042
11001386.11
11001386.11
0.0132
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 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
0.0060
4001246.04
4001246.04
0.0048
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.673100%
9612C4SA0
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0040
17000646.17
17000646.17
0.0204
N
N
Y
N
CREDIT AGRICOLE SA (LONDON BRANCH)
CREDIT AGRICOLE SA (LONDON BRANCH) 0.650000%
0001330437
962NNF008
Certificate of Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0032
3000027.63
3000027.63
0.0036
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.430000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.43_0701
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-02-29
1.375000
2992200.00
3060073.34
U.S. Treasuries (including strips)
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0043
3000000.00
3000000.00
0.0036
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 0.440000%
KB1H1DSPRFMYMCUFXT09
0000827124
976PDT008_0.44_0701
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
48926806.00
39520483.74
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0044
38000000.00
38000000.00
0.0456
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.430000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.43_0701
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LSTAR COML MTG TR 2015-3 D 20480422 FLT
549300MAI3U5Y4VL8H37
2048-04-22
3.312800
3947102.00
2698993.70
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.080500
1076327.00
751047.90
Private Label Collateralized Mortgage Obligations
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0043
3000000.00
3000000.00
0.0036
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.530000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.53_0707
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.630000
1212745.00
1150118.65
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0053
999981.90
999981.90
0.0012
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.560000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.56_0706
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RBSSP RESEC TR 2009-12 16-A2 20351026 FLT
2035-10-26
2.495600
2371919.00
2300251.38
Private Label Collateralized Mortgage Obligations
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.630000
3638256.00
3450375.85
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0056
4999945.00
4999945.00
0.0060
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.440000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.44_0707
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBC6026
2046-05-01
3.500000
1971106.00
2080178.21
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-07
2016-07-07
2016-07-07
N
N
N
0.0044
2000000.00
2000000.00
0.0024
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.450000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.45_0705
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC Q40134 G
2046-04-01
3.500000
985967.00
1040091.04
Agency Mortgage-Backed Securities
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0045
999985.70
999985.70
0.0012
N
N
Y
N
YMCA OF THE NORTHWOODS
YMCA OF THE NORTHWOODS SERIES VRDN 0.510000%
98752VAA3
US98752VAA35
Variable Rate Demand Note
Unrated Security
N/A
N/A
2016-07-07
2016-07-07
2054-05-01
Y
FEDERAL HOME LOAN BANKS
N/A
N/A
1.0000
7
N
N
N
0.0051
3645000.00
3645000.00
0.0044
N
N
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.280000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.28_1205
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FFMER 2007-3 A2D
2037-06-25
0.703300
20000000.00
10548990.96
Asset-Backed Securities
NCMT 2007-1 2A4
2037-04-25
0.793300
4175000.00
2743679.02
Asset-Backed Securities
CARRINGTON MORTGAGE LOAN T
2037-06-25
0.743300
1481000.00
508823.37
Asset-Backed Securities
First Tier Security
N/A
N/A
2016-10-03
2016-10-03
2016-12-05
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
0.0128
12010328.40
12010328.40
0.0144
N
N
N
Y
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.420000%
0000859994
ATD0GZFW2
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0040
9000000.00
9000000.00
0.0108
N
Y
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 0.400000%
0001367624
ATD0H04K6
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0037
8000030.80
8000030.80
0.0096
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK (NEW YORK BRANCH) 0.380000%
5493005PGG4HB3CD7345
0001074042
ATD0H04N0
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0040
7000015.05
7000015.05
0.0084
N
N
Y
N
FIFTH THIRD BANK (CAYMAN ISLANDS)
FIFTH THIRD BANK (CAYMAN ISLANDS) 0.420000%
0000035528
ATD0H04T7
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0030
3000016.65
3000016.65
0.0036
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.410000%
0000859994
ATD0H04W0
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0041
8000037.20
8000037.20
0.0096
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.390000%
0000917311
ATD0H0TW3
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0028
1000003.90
1000003.90
0.0012
N
N
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 0.430000%
0000882617
ATD0H0UQ4
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-06
2016-07-06
2016-07-06
N
N
N
0.0033
2000016.60
2000016.60
0.0024
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000%
0000833029
ATD0H1LT6
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0030
15000000.00
15000000.00
0.0180
N
Y
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 0.370000%
0001367624
ATD0H1LW9
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
2016-07-05
N
N
N
0.0037
1000000.00
1000000.00
0.0012
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.300000%
0001448613
ATD0H1LZ2
Non-Negotiable Time Deposit
First Tier Security
N/A
N/A
2016-07-01
2016-07-01
2016-07-01
N
N
N
0.0030
12000000.00
12000000.00
0.0144
N
Y
Y
N
The Charles Schwab Family of Funds
2016-07-08
Mark Fischer
Mark Fischer
Chief Financial Officer