0001145549-16-016698.txt : 20160805 0001145549-16-016698.hdr.sgml : 20160805 20160805145644 ACCESSION NUMBER: 0001145549-16-016698 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160731 FILED AS OF DATE: 20160805 DATE AS OF CHANGE: 20160805 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: 161810655 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Premier Shares SWAXX C000038267 Ultra Shares SNAXX N-MFP1 1 primary_doc.xml N-MFP1 0000857156 XXXXXXXX 2016-07-31 0000857156 S000004508 4 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 34 45 3112498904.77 1924911166.94 1732164720.66 1897289423.80 1961926761.70 4630507579.21 4622527744.44 4469047949.72 4366229408.14 4872802985.29 0.2660 0.1617 0.1461 0.1609 0.1659 0.3958 0.3884 0.3769 0.3702 0.4119 0.59 11822964021.36 11821857220.98 7301332.83 3993092.96 11825165461.44 11823162213.0930 1.0000 0.0063 1.0003 1.0003 1.0003 1.0003 1.0003 C000012383 25000.00 6468300001.12 6467179028.1570 1.0003 1.0003 1.0003 1.0003 1.0003 39707934.55 99920883.48 32306575.64 27882411.56 45562688.44 49131632.96 34013866.21 48054443.08 37280347.77 44841718.89 157690500.52 175000825.13 0.0022 Y Investment Advisor and its affiliates Contractual 904,710 C000012384 1000000.00 1293896769.71 1293690943.9590 1.0003 1.0003 1.0003 1.0003 1.0003 14758713.01 28426619.71 19573619.24 5865687.93 21064931.59 19829496.62 29701096.37 15508821.69 21298094.65 17004229.58 92603581.16 66134923.82 0.0032 Y Investment Advisor and its affiliates Contractual 178,363 C000012385 3000000.00 1298299298.77 1298103839.5620 1.0003 1.0003 1.0003 1.0003 1.0002 10217378.46 33814980.85 20883149.89 2191075.18 3362973.29 11247272.51 31558532.26 4819743.83 49004315.38 15448089.07 109760877.67 35550180.59 0.0039 Y Investment Advisor and its affiliates Contractual 137,769 C000038267 10000000.00 2764669391.84 2764188401.4150 1.0003 1.0003 1.0003 1.0003 1.0003 25442130.55 65498719.09 111110251.49 18918979.32 57791477.84 62708789.25 7345039.78 55061579.92 43379623.41 38108120.99 220658720.62 185961771.40 0.0042 Y Investment Advisor and its affiliates Contractual 321,004 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.320000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.32_0802T U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-05-15 9.125000 200.00 233.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-26 0.00 100.00 99.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-31 0.625000 100.00 100.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 100.00 110.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-15 3.375000 13066000.00 14217485.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 1.375000 901900.00 919729.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-05-31 0.625000 27668100.00 27702339.65 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0032 41999735.40 41999735.40 0.0036 N N Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.320000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.32_0803T U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-12-31 2.375000 4036900.00 4273912.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-12-31 1.625000 24292200.00 24907851.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-15 1.000000 44875400.00 45221642.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 12608400.00 13746162.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 2.250000 51500.00 54915.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-07-31 1.500000 38100.00 38385.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.750000 15315900.00 15836792.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-04-15 0.875000 1337000.00 1343490.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-08-11 0.00 656900.00 656867.16 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0032 104000000.00 104000000.00 0.0088 N N Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.320000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.32_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.500 CLAS7197 2046-05-01 4.500000 7460334.00 8092560.66 Agency Mortgage-Backed Securities 03.000 FGPC V60958 G 2030-10-01 3.000000 7766113.00 7507439.40 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0032 15000000.00 15000000.00 0.0013 N Y Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.320000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.32_0802 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.500 CLAS6361 2045-12-01 4.500000 34003843.00 36400000.97 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0032 34999779.50 34999779.50 0.0030 N N Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.320000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.32_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLAS5175 2045-06-01 3.500000 19334087.00 19128460.12 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 26135731.00 24551540.75 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0032 42000000.00 42000000.00 0.0036 N N Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.320000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.32_0804 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-12-31 1.750000 47371500.00 48861763.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 2909200.00 3060699.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-31 0.625000 5648100.00 5666008.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-03-31 1.500000 4559300.00 4631592.41 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0032 61000000.00 61000000.00 0.0052 N N Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.330000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.33_0805 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-10-31 2.000000 15098800.00 15827940.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-31 0.397259 9465300.00 9475329.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 1509100.00 1550325.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 1.125000 1693500.00 1706482.66 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0033 28000000.00 28000000.00 0.0024 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 0.0047 49991460.00 49991460.00 0.0042 N N N N AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000% 05253AJ68 JHE42UYNWWTJB8YTTU19 0000859994 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0056 2998179.90 2998179.90 0.0003 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 0.0047 53971277.40 53971277.40 0.0046 N N N N BPCE SA BPCE SA 0.000000% 05571BL27 9695005MSX1OYEMGDF46 Financial Company Commercial Paper First Tier Security N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0087 73827528.20 73827528.20 0.0062 N N N N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.670000% 05572NN28 Certificate of Deposit First Tier Security N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0046 65014450.15 65014450.15 0.0055 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.832100% 06053PPD3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-08-17 2016-10-17 2016-10-17 N N N 0.0085 49999500.00 49999500.00 0.0042 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.670000% 06053PPV3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0060 100007201.00 100007201.00 0.0085 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.816600% 06053PPY7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-08-01 2016-11-01 2016-11-01 N N N 0.0096 83976144.00 83976144.00 0.0071 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.590000% 06053PQJ9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-08-23 2016-08-23 2016-08-23 N N N 0.0041 100010701.00 100010701.00 0.0085 N N N N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.350000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_0.35_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Freddie Mac S6XOOCT0IEG5ABCC6L87 2030-02-01 2.500000 25427620.00 21630000.31 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0035 21000000.00 21000000.00 0.0018 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.000000% 06417JL18 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0078 52890910.10 52890910.10 0.0045 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.872600% 06417LBK2 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-08 2016-11-08 2016-11-08 N N N 0.0073 48022080.48 48022080.48 0.0041 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.895300% 06417LBN6 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-22 2016-11-21 2016-11-21 N N N 0.0078 71028684.71 71028684.71 0.0060 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.881400% 06417LBT3 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-15 2016-12-15 2016-12-15 N N N 0.0086 4000556.04 4000556.04 0.0003 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.660000% 06427E3X7 Certificate of Deposit First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0053 6001458.66 6001458.66 0.0005 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.690000% 06427E4X6 Certificate of Deposit First Tier Security N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0054 51014892.51 51014892.51 0.0043 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.390000% 06427K2M8 Certificate of Deposit First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0042 39999812.00 39999812.00 0.0034 N N Y N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.710000% 06538MD63 Certificate of Deposit First Tier Security N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0055 75016448.25 75016448.25 0.0063 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.890000% 06538MD71 Certificate of Deposit First Tier Security N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0077 95033763.95 95033763.95 0.0080 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.730000% 06538MYN3 Certificate of Deposit First Tier Security N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0049 1000207.51 1000207.51 0.0001 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.980000% 06741X3M8 Certificate of Deposit First Tier Security N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0070 32026208.32 32026208.32 0.0027 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.980000% 06741X3N6 Certificate of Deposit First Tier Security N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0070 105086006.55 105086006.55 0.0089 N N N N CAFCO LLC CAFCO LLC 0.000000% 12476EH51 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N Y Citibank NA N/A N/A 1.0000 N 0.0044 86992639.80 86992639.80 0.0074 N N Y N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12622UH25 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N Y Citibank NA N/A N/A 1.0000 N 0.0043 99995260.00 99995260.00 0.0085 N N Y N CAISSE DES DEPOTS ET CONSIGNATIONS CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000% 12800AKC7 969500Q2PFTTP0Y5QL44 0001056947 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0069 39942252.00 39942252.00 0.0034 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.630000% 13606AE46 0000800030 Certificate of Deposit First Tier Security N/A N/A 2016-09-20 2016-09-20 2016-09-20 N N N 0.0044 121034498.31 121034498.31 0.0102 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.916600% 13606AVW5 0000800030 Certificate of Deposit First Tier Security N/A N/A 2016-08-01 2017-02-01 2017-02-01 N N N 0.0105 113938098.00 113938098.00 0.0096 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JHS2 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-26 2016-08-26 2016-08-26 N Y Lloyds Bank Plc N/A N/A 1.0000 N 0.0048 94964679.00 94964679.00 0.0080 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115UH46 5493000FNFK79LCM6M65 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N Y Citibank NA N/A N/A 1.0000 N 0.0043 19998560.00 19998560.00 0.0017 N N Y N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.630000% 17305TAE2 E57ODZWZ7FF32TWEFA76 Certificate of Deposit First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0050 73010425.13 73010425.13 0.0062 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.630000% 17305TAF9 E57ODZWZ7FF32TWEFA76 Certificate of Deposit First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0050 76010853.56 76010853.56 0.0064 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422CMD2 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-12-13 2016-12-13 2016-12-13 N Y JP Morgan Securities LLC N/A N/A 1.0000 N 0.0092 115593872.40 115593872.40 0.0098 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422FK54 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 12983792.90 12983792.90 0.0011 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422FKR6 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-10-25 2016-10-25 2016-10-25 N Y JP Morgan Securities LLC N/A N/A 1.0000 N 0.0075 49908820.00 49908820.00 0.0042 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.000000% 20272DH37 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0028 81996769.20 81996769.20 0.0069 N N Y N DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.380000% 9J6MBOOO7BECTDTUZW19 0001074042 21599B009_0.38_0801 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-11-15 3.000000 70484500.00 82620107.50 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0038 81000000.00 81000000.00 0.0068 N Y Y N DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.390000% 9J6MBOOO7BECTDTUZW19 0001074042 21599B009_0.39_0801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2025-08-15 2.000000 32963500.00 34680105.05 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0039 34000000.00 34000000.00 0.0029 N Y Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.872700% 21684BB86 Certificate of Deposit First Tier Security N/A N/A 2016-08-30 2016-11-28 2016-11-28 N N N 0.0080 78019266.78 78019266.78 0.0066 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND 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4417329.59 Asset-Backed Securities CWHEL 2006-A A 2032-04-15 0.671300 9420000.00 761397.34 Asset-Backed Securities GT 1999-5 A5 2030-03-01 7.860000 9335000.00 3804468.74 Asset-Backed Securities NATIONSTAR HOME FLT 03/37 2037-03-25 0.787900 8000000.00 2208456.52 Asset-Backed Securities NHELI 2006-HE3 M1 2036-07-25 0.787900 8000000.00 2786936.28 Asset-Backed Securities BSSLT 2036-12-25 1.687900 7737000.00 7291754.00 Asset-Backed Securities ACE 2006-HE1 M1 2036-02-25 0.877900 7000000.00 2534064.38 Asset-Backed Securities SVHE 2007-1 M1 2037-03-25 0.807900 7000000.00 1546452.70 Asset-Backed Securities CMLTI 549300R1KUK063S4I339 2035-05-25 1.522900 6300000.00 4902607.24 Asset-Backed Securities NHELI 2006-FM1 M1 2035-11-25 0.897900 5950000.00 2145428.82 Asset-Backed Securities 144A BAYV 2004-B A2 2039-05-28 1.792600 5950000.00 2046637.29 Asset-Backed Securities AMSI 2005-R7 M5 2035-09-25 1.137900 5750000.00 2038259.65 Asset-Backed Securities SAST 2006-1 M4 2036-03-25 1.132900 5000000.00 811039.43 Asset-Backed Securities MLMI 2005-FM1 M2 2036-05-25 1.067900 5000000.00 2412747.00 Asset-Backed Securities CONTIMORTGAGE STEP 03/27 2027-03-15 2.966500 5000000.00 362354.63 Asset-Backed Securities NCHET 2005-2 M6 2035-06-25 1.507900 4843000.00 614087.28 Asset-Backed Securities MASTR ASSET FLT 01/36 2036-01-25 0.897900 3600000.00 1083511.81 Asset-Backed Securities SASC 2006-WF1 M7 2036-02-25 1.437900 3438000.00 514332.58 Asset-Backed Securities ACE 2035-10-25 0.967900 3176000.00 1788136.73 Asset-Backed Securities SASC 2005-9XS M1 2035-06-25 0.937900 3128000.00 1670257.04 Asset-Backed Securities AMSI 2004-R11 M8 2034-11-25 3.487900 3000000.00 116065.36 Asset-Backed Securities RASC SERIES FLT 01/36 2036-01-25 0.957900 3000000.00 257535.36 Asset-Backed Securities UCFCM 1997-1 M 2028-06-15 7.675000 2925000.00 1326614.95 Asset-Backed Securities RASC 2007-KS4 M1S 2037-05-25 0.847900 2750000.00 1499071.15 Asset-Backed Securities MABS 2005-HE2 M4 2035-10-25 1.087900 2500000.00 1526007.06 Asset-Backed Securities CXHE 2005-D M7 2035-10-25 1.687900 2500000.00 1065463.13 Asset-Backed Securities AMERIQUEST FLT 11/35 2035-11-25 1.067900 2026000.00 1252450.75 Asset-Backed Securities GMACM 2004-GH1 B 2035-07-25 4.720500 2000000.00 188647.63 Asset-Backed Securities RASC SERIES FLT 08/35 2035-08-25 1.637900 2000000.00 1381960.39 Asset-Backed Securities RAMP 2003-RS9 MII3 2033-10-25 3.712900 1750000.00 141567.23 Asset-Backed Securities RAMP SERIES FLT 08/35 2035-08-25 1.607900 784000.00 496253.41 Asset-Backed Securities First Tier Security N/A N/A 2016-11-01 2016-11-01 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 197158644.10 197158644.10 0.0167 N N N Y DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.370000% 0001498632 ATD0HCG50 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0037 135000000.00 135000000.00 0.0114 N Y 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 ATD0HD360 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0042 125999880.30 125999880.30 0.0107 N N Y N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH 0.350000% 5493005PGG4HB3CD7345 0001074042 ATD0HD378 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0037 17999953.20 17999953.20 0.0015 N N Y N BANK OF MONTREAL (MONTREAL BRANCH) BANK OF MONTREAL (MONTREAL BRANCH) 0.390000% 0000009622 ATD0HD3M5 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0040 193999709.00 193999709.00 0.0164 N N Y N FIFTH THIRD BANK(CAYMAN ISLANDS) FIFTH THIRD BANK(CAYMAN ISLANDS) 0.410000% 0000035528 ATD0HD3S2 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0042 57999944.90 57999944.90 0.0049 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.400000% 0000917311 ATD0HDTD7 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0042 66999829.15 66999829.15 0.0057 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.410000% 0001245022 ATD0HDTH8 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0042 174999658.75 174999658.75 0.0148 N N Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.350000% 0001498632 ATD0HF795 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0036 99998910.00 99998910.00 0.0085 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.340000% 0000926171 ATD0HF7B0 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0035 117998584.00 117998584.00 0.0100 N N Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.300000% 0001448613 ATD0HF7E4 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 36000000.00 36000000.00 0.0030 N Y Y N BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 0.270000% JJKC32MCHWDI71265Z06 0000838135 ATD0HF7H7 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0028 88000000.00 88000000.00 0.0074 N Y Y N NORDEA BANK FINLAND PLC (NEW YORK BRANCH) NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.290000% 0001002614 ATD0HF7M6 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 8000000.00 8000000.00 0.0007 N Y Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000% 0000833029 ATD0HF7O2 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0030 235000000.00 235000000.00 0.0199 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.400000% 0000859994 ATD0HF7P9 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0041 114999379.00 114999379.00 0.0097 N N Y N The Charles Schwab Family of Funds 2016-08-05 Mark Fischer Mark Fischer Chief Financial Officer