0001145549-17-002110.txt : 20170307 0001145549-17-002110.hdr.sgml : 20170307 20170307165145 ACCESSION NUMBER: 0001145549-17-002110 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170228 FILED AS OF DATE: 20170307 DATE AS OF CHANGE: 20170307 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-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 17672626 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 S000004504 Schwab Cash Reserves C000012378 Sweep Shares SWSXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2017-02-28 0000857156 S000004504 1 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. 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LTD ALPINE SECURITIZATION LTD 0.000000% 02089ET66 Asset Backed Commercial Paper Y 2017-06-06 2017-06-06 2017-06-06 N Y Credit Suisse AG 1.0000 N 0.0107 53842417.20 53842417.20 0.0014 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TQ99 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2017-03-09 2017-03-09 2017-03-09 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0082 999794.50 999794.50 0.0000 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TSA4 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2017-05-10 2017-05-10 2017-05-10 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0105 1995858.40 1995858.40 0.0001 N N N N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.270000% 05572NS98 Certificate of Deposit Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0061 60002178.60 60002178.60 0.0015 N N Y N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.270000% 05572NT55 Certificate of Deposit Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0066 51012985.11 51012985.11 0.0013 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.140000% 06053PSR9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-04-17 2017-04-17 2017-04-17 N N N 0.0093 110029151.10 110029151.10 0.0028 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.210000% 06053PSW8 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-03-03 2017-05-03 2017-05-03 N N N 0.0121 400003204.00 400003204.00 0.0101 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.070000% 06053PTB3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-05-08 2017-05-08 2017-05-08 N N N 0.0095 71015478.71 71015478.71 0.0018 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.240000% 06053PTV9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0117 259062162.59 259062162.59 0.0065 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.230000% 06053PUA3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-07-11 2017-07-11 2017-07-11 N N N 0.0117 9001818.09 9001818.09 0.0002 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.210000% 06053PUJ4 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0119 33002904.33 33002904.33 0.0008 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.220000% 06053PUK1 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-08-08 2017-08-08 2017-08-08 N N N 0.0120 62005456.00 62005456.00 0.0016 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.190000% 06053PUP0 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-08-14 2017-08-14 2017-08-14 N N N 0.0119 254997962.55 254997962.55 0.0064 N N N N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.530000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_0.53_0301 U.S. Government Agency Repurchase Agreement, 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84033264.84 84033264.84 0.0021 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.140000% 06417GQD3 Certificate of Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0072 6002376.66 6002376.66 0.0002 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.240000% 06417GSR0 Certificate of Deposit Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0111 166074452.66 166074452.66 0.0042 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.000000% 06417JU59 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0111 142438024.30 142438024.30 0.0036 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.220600% 06417LDX2 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2017-03-13 2018-02-13 2018-02-13 N N N 0.0120 288109154.88 288109154.88 0.0072 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.140000% 06427KHN0 Certificate of Deposit Y 2017-03-01 2017-06-01 2017-06-01 N N N 0.0093 180101881.80 180101881.80 0.0045 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.080000% 06427KL70 Certificate of Deposit Y 2017-03-20 2017-03-20 2017-03-20 N N N 0.0071 193039817.83 193039817.83 0.0049 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.240000% 06427KPG6 Certificate of Deposit Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0098 94089366.74 94089366.74 0.0024 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.110000% 06427KRL3 Certificate of Deposit Y 2017-08-14 2017-08-14 2017-08-14 N N N 0.0108 100013161.00 100013161.00 0.0025 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.650000% 06427KSE8 Certificate of Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0066 164000000.00 164000000.00 0.0041 N N Y N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.270000% 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2896000.00 45961.93 Private Label Collateralized Mortgage Obligations CSFB 2002-26 3M3 2032-10-25 6.388300 3000000.00 2032259.88 Private Label Collateralized Mortgage Obligations CSFB 2002-AR31 CB1 2032-11-25 3.069000 6231000.00 193823.61 Private Label Collateralized Mortgage Obligations CSFB 2003-AR28 6M3 2033-12-25 3.292400 2000000.00 626616.95 Private Label Collateralized Mortgage Obligations CSFB 2004-4 1B1 2034-08-25 6.000000 7671443.00 2575936.07 Private Label Collateralized Mortgage Obligations CSFB 2003-8 CB1 2033-04-25 5.628800 4810000.00 1039589.76 Private Label Collateralized Mortgage Obligations CSMC TR 2016-MFF 2033-11-15 7.788100 1510000.00 1518701.85 Private Label Collateralized Mortgage Obligations PNCMT 2000-1 DB1 2030-03-25 0.079600 3000000.00 384062.96 Private Label Collateralized Mortgage Obligations DEUTSCHE MORTGAGE SEC 2036-04-15 1.040000 78404000.00 4260463.23 Private Label Collateralized Mortgage Obligations DEUTSCHE VAR 06/35 2035-06-26 0.320900 39395504.00 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6447000.00 414466.21 Private Label Collateralized Mortgage Obligations SHELLPOINT ASSET FDG TR CMO SE 2043-07-25 4.075000 2175035.00 1656385.61 Private Label Collateralized Mortgage Obligations STRUCTURED FLT 08/46 2046-08-25 1.028300 230161262.00 23451226.49 Private Label Collateralized Mortgage Obligations SASC 2006-S4 A 2037-01-25 1.118300 29586000.00 3680371.57 Private Label Collateralized Mortgage Obligations SAMI 2006-AR8 A1BG 2036-10-25 0.898300 32150000.00 9474951.74 Private Label Collateralized Mortgage Obligations SARM 2007-7 1A2 2037-08-25 1.178300 28430400.00 1044017.78 Private Label Collateralized Mortgage Obligations SASC 2006-S2 A2 2036-06-25 6.000000 96432000.00 34110778.61 Private Label Collateralized Mortgage Obligations SAMI 2004-AR4 M 2034-12-19 1.455500 6000000.00 605449.90 Private Label Collateralized Mortgage Obligations SARM 2004-20 1A3 2035-01-25 3.225800 8275000.00 408087.65 Private Label Collateralized Mortgage Obligations SASC 2005-14 4A2 2035-07-25 5.750000 385000.00 57.25 Private Label Collateralized Mortgage Obligations SARM 2004-3AC B1 2034-03-25 3.104700 8659200.00 1489860.00 Private Label Collateralized Mortgage Obligations SAMI 2005-AR5 B2 2035-07-19 1.480500 8225000.00 2167864.32 Private Label Collateralized Mortgage Obligations RALI 2007-QH3 A2 2037-04-25 0.988300 20000000.00 253405.76 Private Label Collateralized Mortgage Obligations RBSGC MORTGAGE FLT 03/34 2034-03-25 3.499600 116000.00 17572.21 Private Label Collateralized Mortgage Obligations RBSGC MORTGAGE FLT 03/34 2034-03-25 3.499600 103000.00 10880.29 Private Label Collateralized Mortgage Obligations RBSGC MORTGAGE FLT 03/34 2034-03-25 3.499600 91000.00 4607.14 Private Label Collateralized Mortgage Obligations RALI 2006-QO6 A2 2046-06-25 1.008300 95195000.00 14621966.88 Private Label Collateralized Mortgage Obligations RALI 2006-QH1 A2 2036-12-25 1.008300 12500000.00 667728.62 Private Label Collateralized Mortgage Obligations 144A RESIX 2003-CB1 B7 2035-06-10 6.763300 2150000.00 79495.97 Private Label Collateralized Mortgage Obligations SASC 2003-26A B1II 2033-09-25 3.128200 17000000.00 1797868.84 Private Label Collateralized Mortgage Obligations ARMT 2004-3 CM 2035-02-25 1.603300 3415000.00 720072.14 Private Label Collateralized Mortgage Obligations ARMT 2005-2 6M3 2035-06-25 2.128300 3660000.00 962403.01 Private Label Collateralized Mortgage Obligations AGATE BAY VAR 07/45 549300RM62GNIVQ1WJ04 2045-07-25 3.624800 1792000.00 1173861.74 Private Label Collateralized Mortgage Obligations 144A ABMT 2014-3 B4 2044-11-25 3.830900 6592000.00 5517924.11 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2015-1 2045-01-25 3.823900 3214000.00 2916786.89 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2015-1 2045-01-25 3.823900 2795000.00 2173603.22 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-2 2044-09-25 3.893700 3744000.00 3463589.24 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-2 2044-09-25 3.893700 4679000.00 4266038.46 Private Label Collateralized Mortgage Obligations CWALT 2007-OA9 A2 2047-06-25 1.128300 84939000.00 3063638.70 Private Label Collateralized Mortgage Obligations BBCCRE TRUST VAR 08/33 2033-08-10 4.562600 5000000.00 4186908.60 Private Label Collateralized Mortgage Obligations 144A BACM 2006-4 G 2046-07-10 5.892000 10300000.00 34662.46 Private Label Collateralized Mortgage Obligations BSCMS 2007-PW15 AM 549300NWR444PC83ZD42 2044-02-11 5.363000 1512535.00 758780.82 Private Label Collateralized Mortgage Obligations 144A BAYC 2004-3 A2 2035-01-25 1.198300 2000000.00 222609.04 Private Label Collateralized Mortgage Obligations BALTA 2006-1 11A2 2036-02-25 1.418300 7876000.00 128237.32 Private Label Collateralized Mortgage Obligations BALTA 2036-02-25 3.173800 28641000.00 5402188.20 Private Label Collateralized Mortgage Obligations BALTA 2004-6 M1 2034-07-25 1.603300 3490000.00 1829026.64 Private Label Collateralized Mortgage Obligations BSARM 2003-3 2A4 2033-05-25 3.526000 55117300.00 439094.68 Private Label Collateralized Mortgage Obligations BSMF 2006-SL6 1A 2037-01-25 1.118300 96900000.00 11377500.12 Private Label Collateralized Mortgage Obligations BSMF 2006-SL1 A1 2036-08-25 1.058300 100250000.00 10290094.26 Private Label Collateralized Mortgage Obligations BSMF 2007-AR2 A2 2037-03-25 0.978300 10948029.00 931306.16 Private Label Collateralized Mortgage Obligations BEAR STEARNS FLT 09/46 2046-09-25 1.018300 34329000.00 316768.56 Private Label Collateralized Mortgage Obligations BSMF 2006-AR1 2A2 2036-08-25 1.038300 40447000.00 2212736.06 Private Label Collateralized Mortgage Obligations 144A BLX 2005-1A A 2033-06-27 1.078300 15076807.00 1082139.01 Private Label Collateralized Mortgage Obligations 144A CGCC 2014-FL1 D 2017-03-15 3.520000 12000000.00 11962388.28 Private Label Collateralized Mortgage Obligations CWHL 2003-46 5A1 2034-01-19 3.990900 36563000.00 124524.17 Private Label Collateralized Mortgage Obligations ALTERNATIVE FLT 09/47 2047-09-25 1.028300 75097000.00 5556464.13 Private Label Collateralized Mortgage Obligations CWALT 2007-OA8 1A2 2047-06-25 1.008300 28663650.00 1022998.68 Private Label Collateralized Mortgage Obligations CWALT 2007-OA8 2A2 2047-06-25 1.008300 1.00 0.03 Private Label Collateralized Mortgage Obligations CWALT 2006-HY12 A5 2036-08-25 2.996400 586695.00 392219.53 Private Label Collateralized Mortgage Obligations AHM 2007-1 GA1A 2047-05-25 0.931100 6900000.00 2219658.28 Private Label Collateralized Mortgage Obligations 144A AHM 2007-A 4A 2046-07-25 1.678300 10326000.00 1171845.74 Private Label Collateralized Mortgage Obligations AHM 2006-3 11A2 2046-12-25 1.008300 10000000.00 598846.86 Private Label Collateralized Mortgage Obligations AHM 2004-1 4A 2044-04-25 3.362300 62160000.00 4258786.05 Private Label Collateralized Mortgage Obligations CWALT INC 2035-04-25 1.228300 5000000.00 493954.20 Private Label Collateralized Mortgage Obligations ALTERNATIVE 5.5% 04/35 2035-04-25 5.500000 4460000.00 13584.63 Private Label Collateralized Mortgage Obligations CHL MORTGAGE 6% 10/34 2034-10-25 6.000000 2900000.00 1111679.00 Private Label Collateralized Mortgage Obligations COLT 2016-3 VAR 12/46 2046-12-26 5.923342 7224000.00 6831158.02 Private Label Collateralized Mortgage Obligations COMM 2012-CR1 B 2045-05-15 4.612000 3000000.00 3225249.77 Private Label Collateralized Mortgage Obligations CWALT INC. 2004-13CB 2044-03-25 6.321500 736690.00 1330345.69 Private Label Collateralized Mortgage Obligations CSAIL 3.005% 11/48 549300FU8TZDHFLQZL50 2048-11-15 3.005000 23410000.00 13903214.93 Private Label Collateralized Mortgage Obligations 144A CSAIL 2015-C1 D 549300UFJ8EKD81Y8R30 2050-04-15 3.799602 10000000.00 8190650.34 Private Label Collateralized Mortgage Obligations COMM 2013-CCRE8 VAR 06/46 549300NGGFIEJ2ER3D22 2046-06-10 3.963200 400000.00 412004.57 Private Label Collateralized Mortgage Obligations 144A CSMC 2015-DEAL F 549300FBVMRSN384BA29 2029-04-15 5.520000 48000000.00 48113925.93 Private Label Collateralized Mortgage Obligations CSMC TRUST FLT 08/30 2030-08-15 4.897600 7000000.00 7058513.52 Private Label Collateralized Mortgage Obligations SARM 2005-19XS M1II 2035-10-25 1.428300 12000000.00 2051767.05 Private Label Collateralized Mortgage Obligations 144A SCAS 2007-CB1A A 2035-08-26 1.003300 53500000.00 9762481.89 Private Label Collateralized Mortgage Obligations STACS 2007-1 A 2037-04-25 1.418300 1.00 0.04 Private Label Collateralized Mortgage Obligations TMST 2037-09-25 2.872300 27185000.00 3539919.19 Private Label Collateralized Mortgage Obligations WFRBS 2012-C10 B 2045-12-15 3.744000 1405000.00 1439414.81 Private Label Collateralized Mortgage Obligations 144A WFRBS 2013-C14 D 549300GADFYEKC4OLM57 2046-06-15 3.996600 1800000.00 1614401.01 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE 5.5% 06/33 2033-06-25 5.500000 32.00 0.32 Private Label Collateralized Mortgage Obligations WBCMT 2005-C21 B 2044-10-15 5.289100 1000000.00 1003467.44 Private Label Collateralized Mortgage Obligations WAMU 2007-OA6 1A1B 2047-07-25 1.405800 84000000.00 5290215.79 Private Label Collateralized Mortgage Obligations 144A WFRBS 2014-C19 E 549300FCX3YXSYSLU895 2047-03-15 4.969800 101000.00 72685.89 Private Label Collateralized Mortgage Obligations WP GLIMCHER VAR 06/35 2035-06-05 3.516000 10200000.00 9378166.12 Private Label Collateralized Mortgage Obligations WBCMT 2006-C27 AJ 2045-07-15 5.825000 3000.00 3042.28 Private Label Collateralized Mortgage Obligations WBCMT 2006-C28 C 2048-10-15 5.691000 11111000.00 10161947.25 Private Label Collateralized Mortgage Obligations 144A WFRBS 2013-C15 D 5493003CHVRASC16O965 2046-08-15 4.479600 97000.00 86336.80 Private Label Collateralized Mortgage Obligations 144A WBCMT 2007-C32 K 549300R5UTVRJY3HSJ42 2049-06-15 5.727200 3000000.00 41578.03 Private Label Collateralized Mortgage Obligations 144A WBCMT 2007-C31 K 2047-04-15 5.796100 5000000.00 30345.48 Private Label Collateralized Mortgage Obligations 144A WFRBS 2013-C16 E 2046-09-15 3.850000 15389000.00 10785215.70 Private Label Collateralized Mortgage Obligations 144A WBCMT 2007-C32 AMFL 549300R5UTVRJY3HSJ42 2049-06-15 0.992200 70000.00 68659.33 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE FLT 01/34 2034-01-25 3.444900 416000.00 51011.39 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE FLT 01/34 2034-01-25 3.444900 370000.00 36968.44 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE FLT 01/34 2034-01-25 3.444900 324000.00 25250.95 Private Label Collateralized Mortgage Obligations WAMU 2006-AR5 A1B3 2046-06-25 1.128300 12279000.00 408003.81 Private Label Collateralized Mortgage Obligations WAMMS 2003-AR1 4A 2033-02-25 3.100000 61372900.00 335891.97 Private Label Collateralized Mortgage Obligations WAMU 2006-AR4 1AC3 2046-05-25 1.138300 22400000.00 3774894.81 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE FLT 03/35 2035-03-25 2.927900 4000000.00 2112763.40 Private Label Collateralized Mortgage Obligations WELLS FARGO 3.719% 04/50 549300W6NRTMFPYUPG47 2050-04-15 3.719000 600000.00 600405.41 Private Label Collateralized Mortgage Obligations WELLS FARGO 3.356% 09/58 549300XO83D3BDYP0P62 2058-09-15 3.356000 11188000.00 6505914.62 Private Label Collateralized Mortgage Obligations WELLS FARGO VAR 06/48 549300NYO16WLNMVJJ46 2048-06-15 4.224900 5691000.00 4579879.88 Private Label Collateralized Mortgage Obligations WELLS FARGO 3.367% 10/49 5493007OD9MH69ES1S63 2049-10-15 3.367000 1000000.00 988116.44 Private Label Collateralized Mortgage Obligations AHM 2005-2 1A3 2045-09-25 1.158300 47000000.00 160612.52 Private Label Collateralized Mortgage Obligations 144A ARMOR 2005-1A B1 549300R6YCKOB8RJNO42 2037-12-10 1.201600 12810000.00 7151457.50 Private Label Collateralized Mortgage Obligations 144A ARMOR 2005-1A B2 549300R6YCKOB8RJNO42 2037-12-10 1.221600 5693000.00 959583.91 Private Label Collateralized Mortgage Obligations BBCMS TR 2015 MSQ 2032-09-15 3.593000 1340000.00 1403765.99 Private Label Collateralized Mortgage Obligations BEAR STEARNS VAR 10/34 2034-10-25 3.170600 41038000.00 1728413.48 Private Label Collateralized Mortgage Obligations CWL 549300XF11BHS5IOB463 2035-11-25 1.278300 3459000.00 353532.66 Private Label Collateralized Mortgage Obligations Y 2017-04-04 2017-04-04 2017-05-11 Y Credit Suisse Securities (USA) LLC 1.0000 35 N Y Credit Suisse AG 1.0000 N 0.0127 579300501.00 579300501.00 0.0146 N N N Y NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.640000% 0000926171 ATD0JWR52 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0064 172000000.00 172000000.00 0.0043 N Y Y N FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) 0.650000% 0000035528 ATD0JXFV6 Non-Negotiable Time Deposit Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0065 196000000.00 196000000.00 0.0049 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.650000% 0000926171 ATD0JY529 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0061 225000663.75 225000663.75 0.0057 N N Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.660000% 0001498632 ATD0JY560 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0062 198000643.50 198000643.50 0.0050 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.720000% 0000859994 ATD0JY5M5 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0066 145000710.50 145000710.50 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) 0.680000% 0000859994 ATD0JY5T0 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0063 103000391.40 103000391.40 0.0026 N N Y N SUNTRUST BANK (CAYMAN ISLANDS BRANCH) SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.520000% IYDOJBGJWY9T8XKCSX06 0001335407 ATD0JZGS7 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 197000000.00 197000000.00 0.0050 N Y Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 0.560000% 0001002614 ATD0JZGX6 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0057 265000000.00 265000000.00 0.0067 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.650000% 0000917311 ATD0JZGZ1 Non-Negotiable Time Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0066 421003494.30 421003494.30 0.0106 N N Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.550000% 0000833029 ATD0JZH23 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0056 354000000.00 354000000.00 0.0089 N Y Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.550000% 0001448613 ATD0JZH31 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0056 397000000.00 397000000.00 0.0100 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 0.580000% 0000800030 ATD0JZH72 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0059 71000000.00 71000000.00 0.0018 N Y Y N The Charles Schwab Family of Funds 2017-03-07 Mark Fischer Mark Fischer Chief Financial Officer