0001145549-17-002681.txt : 20170407 0001145549-17-002681.hdr.sgml : 20170407 20170407150422 ACCESSION NUMBER: 0001145549-17-002681 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170407 DATE AS OF CHANGE: 20170407 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: 17749305 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 2017-03-31 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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Bank Note Y 2017-08-14 2017-08-14 2017-08-14 N N N 0.0125 254940075.00 254940075.00 0.0065 N N N N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.830000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_0.83_0403 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRM CL123BA R12F123 2032-11-25 2.000000 94692645.00 43588575.91 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-11-15 3.500000 44440985.00 46021424.94 Agency Collateralized Mortgage Obligation Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0083 87000000.00 87000000.00 0.0022 N Y Y N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.140000% 06417GPV4 Certificate of Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0080 84002327.64 84002327.64 0.0021 N Y Y N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.140000% 06417GQD3 Certificate of 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Mortgage Obligations 144A WBCMT 2007-C31 K 2047-04-15 5.832900 5000000.00 31304.00 Private Label Collateralized Mortgage Obligations 144A WFRBS 2013-C16 E 2046-09-15 3.850000 15389000.00 10763065.80 Private Label Collateralized Mortgage Obligations 144A WBCMT 2007-C32 AMFL 549300R5UTVRJY3HSJ42 2049-06-15 1.162700 70000.00 69145.74 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE FLT 01/34 2034-01-25 3.448100 416000.00 45106.99 Private Label Collateralized Mortgage Obligations 144A BAYC 2004-3 A2 2035-01-25 1.401600 2000000.00 220959.05 Private Label Collateralized Mortgage Obligations BALTA 2006-1 11A2 2036-02-25 1.621600 7876000.00 135813.39 Private Label Collateralized Mortgage Obligations BALTA 2036-02-25 3.182100 28641000.00 5354378.13 Private Label Collateralized Mortgage Obligations BALTA 2004-6 M1 2034-07-25 1.806600 3490000.00 1827066.68 Private Label Collateralized Mortgage Obligations BSARM 2003-3 2A4 2033-05-25 3.526000 55117300.00 436960.24 Private Label Collateralized Mortgage Obligations BEAR STEARNS VAR 10/34 2034-10-25 3.170600 41038000.00 1746166.49 Private Label Collateralized Mortgage Obligations BSMF 2006-SL6 1A 2037-01-25 1.321600 96900000.00 11334137.68 Private Label Collateralized Mortgage Obligations BSMF 2006-SL1 A1 2036-08-25 1.261600 100250000.00 10237689.55 Private Label Collateralized Mortgage Obligations CSAIL 2015-C4 F 54930025J96YEH8FQE77 2048-11-15 3.500000 5000000.00 3112283.35 Private Label Collateralized Mortgage Obligations CSMC TR 2015-TOWN 2028-03-15 5.412200 30649129.00 30624791.96 Private Label Collateralized Mortgage Obligations CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 3.981600 5000000.00 5158931.61 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-10-25 5.531600 3000000.00 3233168.01 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-HQA1 M-2 20280327 FLT 2028-03-25 3.631600 270000.00 226881.09 Private Label Collateralized Mortgage Obligations FHASI 2004-AR7 2A4 2035-02-25 2.935600 4307000.00 327450.59 Private Label Collateralized Mortgage Obligations FHASI 2004-AR7 4A1 2035-02-25 3.057600 500000.00 36322.57 Private Label Collateralized Mortgage Obligations FHAMS 2005-FA8 1A14 2035-11-25 5.500000 750000.00 42776.63 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-GC10 2046-02-10 4.415000 1772000.00 1658127.36 Private Label Collateralized Mortgage Obligations GMACM 2003-AR2 M3 2033-12-19 3.665500 2699000.00 105691.40 Private Label Collateralized Mortgage Obligations GMACC 2005-C1 AJ 2043-05-10 4.806000 500000.00 252372.18 Private Label Collateralized Mortgage Obligations GSMS 2013-GC16 B 2046-11-10 5.161000 300000.00 328415.14 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES CORP. 2026-12-19 7.500000 13400000.00 390547.75 Private Label Collateralized Mortgage Obligations GSMS 2014-GC20 C 2047-04-10 4.867500 4475000.00 4339795.50 Private Label Collateralized Mortgage Obligations 144A GSMPS 1999-2 A 2027-09-19 8.000000 13035000.00 429365.33 Private Label Collateralized Mortgage Obligations GPMF 2006-OH1 A2 2037-01-25 1.211600 20000000.00 182284.60 Private Label Collateralized Mortgage Obligations GPMF 2006-AR6 2A2 2046-10-25 1.206600 32071728.00 2752668.72 Private Label Collateralized Mortgage Obligations GPMF 2005-AR4 4A2 2045-10-25 1.701600 36053750.00 588845.71 Private Label Collateralized Mortgage Obligations HASC 2007-WF1 M1 2037-05-25 1.231600 22333000.00 16770746.24 Private Label Collateralized Mortgage Obligations HVMLT 2007-2 2A1B 2038-05-25 1.181600 20520000.00 106405.02 Private Label Collateralized Mortgage Obligations HVMLT 2037-08-19 1.208300 44152667.00 9732901.42 Private Label Collateralized Mortgage Obligations HVMLT 2005-5 2A1B 2045-07-19 1.558300 1.00 0.07 Private Label Collateralized Mortgage Obligations HUDSONS BAY VAR 08/34 2034-08-05 5.447000 600000.00 541879.53 Private Label Collateralized Mortgage Obligations IMM 2005-2 1M1 2035-04-25 1.626600 5000000.00 399126.19 Private Label Collateralized Mortgage Obligations IMPAC CMB TRUST SERIES 200 2035-05-25 1.626600 272881.00 18406.08 Private Label Collateralized Mortgage Obligations IMM 2035-05-25 1.671600 341102.00 22455.95 Private Label Collateralized Mortgage Obligations INDX 2004-AR11 2A 2034-12-25 3.024100 100000.00 10081.32 Private Label Collateralized Mortgage Obligations INDX 2006-AR6 2A1B 2046-06-25 1.231600 10000000.00 7645.08 Private Label Collateralized Mortgage Obligations J P MORGAN CHASE COML MTG SECSTR 2013 C13 2046-01-15 3.986000 105000.00 76954.71 Private Label Collateralized Mortgage Obligations 144A JPMBB 2014-C23 D 2047-09-15 3.958600 3000000.00 2423560.02 Private Label Collateralized Mortgage Obligations JPMCC 2012-C6 D 2045-05-15 5.152500 2200000.00 2256211.07 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-C6 G 2045-05-15 2.972000 325000.00 240238.04 Private Label Collateralized Mortgage Obligations JPMCC 2013-LC11 B 2046-04-15 3.498600 1000000.00 997288.11 Private Label Collateralized Mortgage Obligations JPMBB 2014-C25 B 2047-11-15 4.347200 300000.00 310516.55 Private Label Collateralized Mortgage Obligations LBUBS 2006-C6 D 2039-09-15 5.502000 400000.00 10690.01 Private Label Collateralized Mortgage Obligations LBUBS 2007-C7 C 2045-09-15 6.253000 5194000.00 4432041.62 Private Label Collateralized Mortgage Obligations LBUBS 2001-C3 D 2036-06-15 6.731000 100000.00 87962.89 Private Label Collateralized Mortgage Obligations LBUBS 2004-C1 B 2036-01-15 4.810000 1600000.00 1494726.66 Private Label Collateralized Mortgage Obligations LXS 2006-12N A32B 2046-08-25 1.251600 37244800.00 388596.35 Private Label Collateralized Mortgage Obligations LXS 2007-10H 2A1 2037-07-25 1.141600 10847224.00 1372190.28 Private Label Collateralized Mortgage Obligations LUM 2005-1 A2 2035-11-25 1.321600 15000000.00 1628838.14 Private Label Collateralized Mortgage Obligations LUM 2005-1 M1 2035-11-25 1.471600 4815000.00 94758.68 Private Label Collateralized Mortgage Obligations LUM 2006-7 2A2 2036-12-25 1.201600 28000000.00 478967.02 Private Label Collateralized Mortgage Obligations MLCFC 2006-4 C 2049-12-12 5.324000 10599000.00 9391285.50 Private Label Collateralized Mortgage Obligations MARM 2007-2 M1 2047-03-25 1.241600 17390000.00 269012.32 Private Label Collateralized Mortgage Obligations 144A MESC 11PA B3 2032-09-28 3.030500 14840000.00 9246801.97 Private Label Collateralized Mortgage Obligations MLMI 2005-A5 A8 2035-06-25 2.840400 1250000.00 173061.73 Private Label Collateralized Mortgage Obligations MLMI 2005-A6 M2 2035-08-25 1.631600 5000000.00 151903.51 Private Label Collateralized Mortgage Obligations ML-CFC 2007 2049-08-12 5.861400 300000.00 302349.76 Private Label Collateralized Mortgage Obligations MLCFC 2007-9 AMA 2049-09-12 5.853000 500.00 327.76 Private Label Collateralized Mortgage Obligations ML CFC COML MTGE TR 2007-8 2049-08-12 5.861400 6180938.00 6179419.03 Private Label Collateralized Mortgage Obligations MSC 2007-IQ14 AM 5493007NPTW49ZOONV52 2049-04-15 5.777400 10060067.00 9555347.40 Private Label Collateralized Mortgage Obligations ARMT 2004-3 CM 2035-02-25 1.806600 3415000.00 716967.04 Private Label Collateralized Mortgage Obligations ARMT 2005-2 6M3 2035-06-25 2.331600 3660000.00 1192196.76 Private Label Collateralized Mortgage Obligations 144A ABMT 2014-3 B4 2044-11-25 3.827600 6592000.00 5497938.94 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2015-1 2045-01-25 3.824600 3214000.00 2913279.64 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-2 2044-09-25 3.894800 3744000.00 3458792.86 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-2 2044-09-25 3.894800 4679000.00 4261025.13 Private Label Collateralized Mortgage Obligations CWALT 2007-OA9 A2 2047-06-25 1.331600 84939000.00 2893814.78 Private Label Collateralized Mortgage Obligations ALTERNATIVE FLT 09/47 2047-09-25 1.231600 56940000.00 4249295.58 Private Label Collateralized Mortgage Obligations CWALT 2007-OA8 1A2 2047-06-25 1.211600 28663650.00 1029673.85 Private Label Collateralized Mortgage Obligations CWALT 2007-OA8 2A2 2047-06-25 1.211600 1.00 0.03 Private Label Collateralized Mortgage Obligations CWALT 2006-HY12 A5 2036-08-25 2.996700 586695.00 385339.27 Private Label Collateralized Mortgage Obligations AHM 2007-1 GA1A 2047-05-25 0.938300 6900000.00 2282995.82 Private Label Collateralized Mortgage Obligations 144A AHM 2007-A 4A 2046-07-25 1.881600 10326000.00 1163445.93 Private Label Collateralized Mortgage Obligations AHM 2006-3 11A2 2046-12-25 1.211600 10000000.00 581001.04 Private Label Collateralized Mortgage Obligations AHM 2004-1 4A 2044-04-25 3.427900 62160000.00 4234072.15 Private Label Collateralized Mortgage Obligations AHM 2005-2 1A3 2045-09-25 1.361600 47000000.00 159023.37 Private Label Collateralized Mortgage Obligations 144A ARMOR 2005-1A B1 549300R6YCKOB8RJNO42 2037-12-10 1.287700 12810000.00 6612585.45 Private Label Collateralized Mortgage Obligations 144A ARMOR 2005-1A B2 549300R6YCKOB8RJNO42 2037-12-10 1.307700 5693000.00 904471.15 Private Label Collateralized Mortgage Obligations BBCCRE TRUST VAR 08/33 2033-08-10 4.562600 5000000.00 4216858.74 Private Label Collateralized Mortgage Obligations 144A BACM 2006-4 G 2046-07-10 5.892000 10300000.00 35244.54 Private Label Collateralized Mortgage Obligations BSCMS 2007-PW15 AM 549300NWR444PC83ZD42 2044-02-11 5.363000 4512535.00 1767508.99 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FLT 11/26 2026-11-15 2.647600 10000000.00 9078751.21 Private Label Collateralized Mortgage Obligations MSBAM 2013-C11 C 2046-08-15 4.567000 3000.00 2677.55 Private Label Collateralized Mortgage Obligations 144A MSC 2007-HQ11 K 5493004BO35O1811XR94 2044-02-12 6.125600 2000000.00 9215.11 Private Label Collateralized Mortgage Obligations MSC 2006-IQ11 B 2042-10-15 6.303000 20000.00 19826.83 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITAL 1 TRUST 2006 2043-12-15 5.399000 750000.00 477297.48 Private Label Collateralized Mortgage Obligations MORGAN STANLEY DEAN WITTER 2052-10-12 5.242100 295000.00 297242.55 Private Label Collateralized Mortgage Obligations COMM 2014-CR19 B 2047-08-10 4.703000 2143000.00 2295474.84 Private Label Collateralized Mortgage Obligations CSAIL 2016-C7 VAR 11/49 5493006MX7HG5PC85C29 2049-11-15 4.394000 5000000.00 3566734.19 Private Label Collateralized Mortgage Obligations BEAR ALT-A ARM TRUST 2003-3 2033-10-25 3.085200 3000000.00 9256.42 Private Label Collateralized Mortgage Obligations FIRST HORIZON VAR 04/35 2035-04-25 3.116000 2925000.00 259883.41 Private Label Collateralized Mortgage Obligations GSMS 2012-GCJ7 B 2045-05-10 4.740000 7000000.00 7456922.17 Private Label Collateralized Mortgage Obligations 144A JPMBB 2014-C21 D 2047-08-15 4.660500 3950000.00 3247963.11 Private Label Collateralized Mortgage Obligations 144A JPMCC 2014-CBM C 2029-10-15 2.863000 5000000.00 5030963.42 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-LC9 F 2047-12-15 4.412800 3166847.00 2393029.21 Private Label Collateralized Mortgage Obligations 144A LBUBS 2004-C1 J 2036-01-15 5.183300 1000000.00 16950.24 Private Label Collateralized Mortgage Obligations IMPAC CMB TRUST SER 2004-7 2034-11-25 1.901600 310000.00 12988.61 Private Label Collateralized Mortgage Obligations ARMT 2004-4 5M2 2035-03-25 2.731600 11380000.00 12940.90 Private Label Collateralized Mortgage Obligations BBCMS MORTGAGE VAR 02/50 2050-02-15 3.510300 8664000.00 6787711.71 Private Label Collateralized Mortgage Obligations MORTGAGE FLT 05/19 2019-05-10 1.737000 1610000.00 1598493.12 Private Label Collateralized Mortgage Obligations WELLS FARGO 3.25% 01/60 2060-01-15 3.250000 10456000.00 7908122.43 Private Label Collateralized Mortgage Obligations MHL 2036-04-25 1.261600 10000000.00 197448.25 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.689900 339000.00 328708.23 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.689900 173150.00 166544.46 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL VAR 11/35 2035-11-26 5.689900 150550.00 134077.17 Private Label Collateralized Mortgage Obligations NOMURA ASSET ACCEPT CORP 2037-04-25 1.261600 20599474.00 3978560.62 Private Label Collateralized Mortgage Obligations RALI 2007-QH2 A2 2037-03-25 1.151600 17500000.00 33424.16 Private Label Collateralized Mortgage Obligations RALI 2007-QH3 A2 2037-04-25 1.191600 20000000.00 248106.87 Private Label Collateralized Mortgage Obligations RALI 2006-QO6 A2 2046-06-25 1.211600 95195000.00 14689563.42 Private Label Collateralized Mortgage Obligations RALI 2006-QH1 A2 2036-12-25 1.211600 12500000.00 684571.87 Private Label Collateralized Mortgage Obligations 144A RESIX 2003-CB1 B7 2035-06-10 6.857700 2150000.00 77625.00 Private Label Collateralized Mortgage Obligations RAAC 2005-SP1 M1 2034-09-25 5.279200 1150000.00 257697.72 Private Label Collateralized Mortgage Obligations RALI SERIES VAR 02/35 2035-02-25 3.824500 4100000.00 107833.34 Private Label Collateralized Mortgage Obligations SEMT 2003-5 B2 2033-09-20 2.438800 6447000.00 410068.61 Private Label Collateralized Mortgage Obligations STRUCTURED FLT 08/46 2046-08-25 1.231600 230161262.00 23321176.83 Private Label Collateralized Mortgage Obligations SASC 2006-S4 A 2037-01-25 1.321600 29586000.00 3628823.12 Private Label Collateralized Mortgage Obligations SARM 2007-7 1A2 2037-08-25 1.381600 28430400.00 1073355.58 Private Label Collateralized Mortgage Obligations SAMI 2007-AR2 1A2 2037-02-25 1.171600 31090000.00 2012986.26 Private Label Collateralized Mortgage Obligations SASC 2006-S2 A2 2036-06-25 6.000000 96432000.00 33295384.90 Private Label Collateralized Mortgage Obligations SARM 2007-6 2A1 2037-07-25 1.171600 975000.00 217982.08 Private Label Collateralized Mortgage Obligations SASC 2006-NC1 A4 2036-05-25 1.131600 2800000.00 836262.46 Private Label Collateralized Mortgage Obligations SAMI 2004-AR4 M 2034-12-19 1.653300 6000000.00 585426.58 Private Label Collateralized Mortgage Obligations SARM 2004-20 1A3 2035-01-25 3.259000 8275000.00 397377.13 Private Label Collateralized Mortgage Obligations SARM 2004-3AC B1 2034-03-25 3.290900 8659200.00 1378571.20 Private Label Collateralized Mortgage Obligations SAMI 2005-AR5 B2 2035-07-19 1.678300 8170000.00 2161710.24 Private Label Collateralized Mortgage Obligations SASC 2003-26A B1II 2033-09-25 3.128200 17000000.00 1801271.05 Private Label Collateralized Mortgage Obligations SARM 2005-19XS M1II 2035-10-25 1.631600 12000000.00 2031936.76 Private Label Collateralized Mortgage Obligations 144A SCAS 2007-CB1A A 2035-08-26 1.003300 88931674.00 15908215.00 Private Label Collateralized Mortgage Obligations STACS 2007-1 A 2037-04-25 1.621600 1.00 0.04 Private Label Collateralized Mortgage Obligations 144A WFRBS 2013-C14 D 549300GADFYEKC4OLM57 2046-06-15 3.996800 1800000.00 1606370.90 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE 5.5% 06/33 2033-06-25 5.500000 32.00 0.31 Private Label Collateralized Mortgage Obligations WAMU 2007-OA6 1A1B 2047-07-25 1.424100 84000000.00 5034663.90 Private Label Collateralized Mortgage Obligations 144A WFRBS 2014-C19 E 549300FCX3YXSYSLU895 2047-03-15 4.970400 101000.00 72948.73 Private Label Collateralized Mortgage Obligations WP GLIMCHER VAR 06/35 2035-06-05 3.516000 10200000.00 9323889.83 Private Label Collateralized Mortgage Obligations WBCMT 2006-C27 AJ 2045-07-15 5.825000 3000.00 1561.78 Private Label Collateralized Mortgage Obligations DEUTSCHE VAR 06/35 2035-06-26 0.320900 39395504.00 14358.35 Private Label Collateralized Mortgage Obligations DBALT 2005-2 M 2035-04-25 5.482200 6855590.00 272344.00 Private Label Collateralized Mortgage Obligations DBALT 2005-3 4A6 2035-06-25 5.250000 3000000.00 5280236.36 Private Label Collateralized Mortgage Obligations DEUTSCHE VAR 06/34 2034-06-25 3.125000 28795700.00 539512.08 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-LC25 B 20591217 FLT 2059-12-15 4.436900 10973000.00 11495610.77 Private Label Collateralized Mortgage Obligations Y 2017-05-05 2017-05-05 2017-05-11 Y Credit Suisse Securities (USA) LLC 1.0000 35 N Y Credit Suisse AG 1.0000 N 0.0127 579126453.60 579126453.60 0.0147 N N N Y SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.880000% 0000917311 ATD0KCHV8 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0087 368000276.00 368000276.00 0.0093 N Y Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.860000% 0000926171 ATD0KCJO2 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0086 130000026.00 130000026.00 0.0033 N Y Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.860000% 0000926171 ATD0KDU41 Non-Negotiable Time Deposit Y 2017-04-05 2017-04-05 2017-04-05 N N N 0.0086 145999919.70 145999919.70 0.0037 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.940000% 0001245022 ATD0KDUK5 Non-Negotiable Time Deposit Y 2017-04-05 2017-04-05 2017-04-05 N N N 0.0090 592003611.20 592003611.20 0.0150 N N Y N TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 0.870000% 0000947263 ATD0KEHH5 Non-Negotiable Time Deposit Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0087 73999970.40 73999970.40 0.0019 N N Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.810000% 0001448613 ATD0KF4J2 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0082 301999637.60 301999637.60 0.0076 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 0.830000% 0000800030 ATD0KF4L7 Non-Negotiable Time Deposit Y 2017-04-04 2017-04-04 2017-04-04 N N N 0.0084 191999683.20 191999683.20 0.0049 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.850000% 0000926171 ATD0KF551 Non-Negotiable Time Deposit Y 2017-04-07 2017-04-07 2017-04-07 N N N 0.0086 74999685.00 74999685.00 0.0019 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.870000% 0000859994 ATD0KF5F9 Non-Negotiable Time Deposit Y 2017-04-07 2017-04-07 2017-04-07 N N N 0.0088 321999549.20 321999549.20 0.0082 N N Y N SUNTRUST BANK (CAYMAN ISLANDS BRANCH) SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.770000% IYDOJBGJWY9T8XKCSX06 0001335407 ATD0KF5J1 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0078 195999549.20 195999549.20 0.0050 N Y Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.800000% 0000833029 ATD0KF5Q5 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0081 193999709.00 193999709.00 0.0049 N Y Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 0.810000% 0001002614 ATD0KF5R3 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0082 283999659.20 283999659.20 0.0072 N Y Y N ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.810000% 0000931061 ATD0KF5T9 Non-Negotiable Time Deposit Y 2017-04-03 2017-04-03 2017-04-03 N Y Santander UK Plc 1.0000 N 0.0082 227999726.40 227999726.40 0.0058 N Y Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.860000% 0001498632 ATD0KF5V4 Non-Negotiable Time Deposit Y 2017-04-07 2017-04-07 2017-04-07 N N N 0.0087 139999608.00 139999608.00 0.0035 N N Y N The Charles Schwab Family of Funds 2017-04-07 Mark Fischer Mark Fischer Chief Financial Officer