0001145549-17-006462.txt : 20171006
0001145549-17-006462.hdr.sgml : 20171006
20171006152323
ACCESSION NUMBER: 0001145549-17-006462
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171006
DATE AS OF CHANGE: 20171006
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: 171127038
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
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-09-30
0000857156
S000004509
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
60
60225010.66
47372508.25
54197100.79
55264928.10
57608237.47
97616306.49
95771943.12
96571020.09
105087068.73
110017556.06
0.2403
0.1867
0.2133
0.2165
0.2227
0.3895
0.3774
0.3800
0.4117
0.4254
0.21
258447184.43
258442460.76
191748.46
207695.17
258426514.26
258429383.4480
1.0000
0.0131
1.0000
1.0000
1.0000
1.0000
1.0000
C000012386
25000.00
258426514.26
258429383.4480
1.0000
1.0000
1.0000
1.0000
1.0000
5909974.39
911373.21
4913425.80
1773038.84
1662181.09
1361203.95
3649392.02
2403405.59
5415502.27
2061891.62
16048188.94
7618528.79
0.0085
Y
Investment Advisor and its affiliates Contractual 46,121
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.300000%
00279JQW5
0000931061
Certificate of Deposit
Y
2017-11-27
2017-11-27
2017-11-27
N
Y
Santander UK Plc
1.0000
N
0.0122
2000243.62
2000243.62
0.0077
N
N
N
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.050000%
AC28XWWI3WIBK2824319
0001484219
00799J004_1.05_1002
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-04-30
1.625000
1083900.00
1094816.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2043-11-15
3.750000
23000.00
27232.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-05-15
2.500000
100.00
93.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-02-15
7.125000
900.00
1145.22
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
1101262.00
1101262.00
0.0043
N
Y
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EXQ7
Asset Backed Commercial Paper
Y
2017-10-24
2017-10-24
2017-10-24
N
Y
Credit Suisse AG
1.0000
N
0.0124
999137.50
999137.50
0.0039
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089FAX4
Asset Backed Commercial Paper
Y
2018-01-31
2018-01-31
2018-01-31
N
Y
Credit Suisse AG
1.0000
N
0.0140
995170.90
995170.90
0.0039
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TY66
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0125
998676.30
998676.30
0.0039
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TZB4
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-12-11
2017-12-11
2017-12-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0131
997341.60
997341.60
0.0039
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400600%
06053PVZ7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0140
3000000.63
3000000.63
0.0116
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400000%
06053PXT9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0132
1000233.51
1000233.51
0.0039
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400000%
06053PYN1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0136
1000134.61
1000134.61
0.0039
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.355600%
06053PZB6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-05
2018-04-05
2018-04-05
N
N
N
0.0135
1000000.01
1000000.01
0.0039
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.310000%
06371EMH7
Certificate of Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0127
1000074.21
1000074.21
0.0039
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.362200%
06371EMX2
Certificate of Deposit
Y
2017-10-10
2018-03-08
2018-03-08
N
N
N
0.0136
2500002.53
2500002.53
0.0097
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.386100%
06417GVL9
Certificate of Deposit
Y
2017-10-20
2018-03-20
2018-03-20
N
N
N
0.0136
2000196.02
2000196.02
0.0077
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.414400%
06417GXP8
Certificate of Deposit
Y
2017-10-18
2018-05-18
2018-05-18
N
N
N
0.0139
1000136.01
1000136.01
0.0039
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000%
06538N7K7
Certificate of Deposit
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0137
1000079.91
1000079.91
0.0039
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NM87
Certificate of Deposit
Y
2017-10-18
2017-10-18
2017-10-18
N
N
N
0.0119
1000084.21
1000084.21
0.0039
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.380000%
06538NP84
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0121
2000232.82
2000232.82
0.0077
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000%
06539REC7
Certificate of Deposit
Y
2018-03-06
2018-03-06
2018-03-06
N
N
N
0.0144
1000045.31
1000045.31
0.0039
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.210000%
06742TBP0
Certificate of Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0119
4000011.20
4000011.20
0.0155
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LY77
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
Y
Societe Generale SA
1.0000
N
0.0132
998568.90
998568.90
0.0039
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LX27
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Societe Generale SA
1.0000
N
0.0120
999900.00
999900.00
0.0039
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2YU2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-11-28
2017-11-28
2017-11-28
N
Y
Citibank NA
1.0000
N
0.0124
399176.68
399176.68
0.0015
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Z72
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Citibank NA
1.0000
N
0.0125
997598.40
997598.40
0.0039
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2ZT4
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-27
2017-12-27
2017-12-27
N
Y
Citibank NA
1.0000
N
0.0129
996803.40
996803.40
0.0039
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZ49
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Citibank NA
1.0000
N
0.0128
1995325.00
1995325.00
0.0077
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZU1
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-28
2017-12-28
2017-12-28
N
Y
Citibank NA
1.0000
N
0.0132
498350.00
498350.00
0.0019
N
N
N
N
CALIFORNIA ENTERPRISE DEVELOPMENT FINANCE AUTH
TAXABLE RB (SCONZA CANDY) SERIES 2008A 1.280000%
13067RAG8
549300544P6FSHU1HB46
US13067RAG83
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2033-07-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0128
885000.00
885000.00
0.0034
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608AX35
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0112
3999502.40
3999502.40
0.0155
N
N
Y
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JXG0
Asset Backed Commercial Paper
Y
2017-10-16
2017-10-16
2017-10-16
N
Y
Lloyds Bank Plc
1.0000
N
0.0119
1998876.20
1998876.20
0.0077
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VYM5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-11-21
2017-11-21
2017-11-21
N
Y
Citibank NA
1.0000
N
0.0126
1996281.20
1996281.20
0.0077
N
N
N
N
CHASE BANK USA NA
CHASE BANK USA NA 1.522100%
161453BS3
P75WI43B18E8SLP5FN93
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0115
1000071.01
1000071.01
0.0039
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.240000%
17305TPE6
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0116
1500023.12
1500023.12
0.0058
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.420000%
17305TRM6
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0129
1000259.71
1000259.71
0.0039
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CY23
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0126
998810.90
998810.90
0.0039
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DC17
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0144
993875.80
993875.80
0.0038
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GB11
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0140
796105.52
796105.52
0.0031
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GC51
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0145
1490534.25
1490534.25
0.0058
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.385000%
20271EMR7
Certificate of Deposit
Y
2017-10-30
2018-06-29
2018-06-29
N
N
N
0.0140
4000000.00
4000000.00
0.0155
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.370000%
21685VC64
Certificate of Deposit
Y
2017-12-21
2017-12-21
2017-12-21
N
N
N
0.0127
4000909.24
4000909.24
0.0155
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.160000%
22534HQ95
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0116
1000000.41
1000000.41
0.0039
N
N
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.500000%
22549LCW3
Certificate of Deposit
Y
2018-01-05
2018-01-05
2018-01-05
N
N
N
0.0135
2000798.42
2000798.42
0.0077
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y25
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
Credit Suisse AG
1.0000
N
0.0126
998808.10
998808.10
0.0039
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.110000%
23328AXR0
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0114
999995.00
999995.00
0.0039
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0X31
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0113
3999497.20
3999497.20
0.0155
N
N
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.250000%
25158BZD7
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0127
2000000.00
2000000.00
0.0077
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CX23
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0114
1999810.00
1999810.00
0.0077
N
Y
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CZD7
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2017-12-13
2017-12-13
2017-12-13
N
N
N
0.0128
1496015.70
1496015.70
0.0058
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FX67
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0117
1999547.00
1999547.00
0.0077
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.140000%
34959TMG8
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0114
1000000.21
1000000.21
0.0039
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LX26
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0110
5999457.48
5999457.48
0.0232
N
Y
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 1.330600%
40428A4Y0
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2017-10-02
2018-02-02
2018-02-02
N
N
N
0.0130
1000097.01
1000097.01
0.0039
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RAR3
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0133
995634.00
995634.00
0.0039
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.240000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0124
2000000.00
2000000.00
0.0077
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1B54
Financial Company Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
ING Bank NV
1.0000
N
0.0135
1945549.73
1945549.73
0.0075
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.352200%
44988KCJ6
Financial Company Commercial Paper
Y
2017-10-10
2018-02-08
2018-02-08
N
Y
ING Bank NV
1.0000
N
0.0132
2000198.02
2000198.02
0.0077
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PZJ5
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0127
997173.30
997173.30
0.0039
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QCK5
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-03-19
2018-03-19
2018-03-19
N
N
N
0.0145
1986206.00
1986206.00
0.0077
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WU71
Asset Backed Commercial Paper
Y
2017-10-31
2017-10-31
2017-10-31
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0122
999087.30
999087.30
0.0039
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFK0
Asset Backed Commercial Paper
Y
2018-03-06
2018-03-06
2018-03-06
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0140
994054.30
994054.30
0.0038
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.140000%
51489NG55
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0117
999994.80
999994.80
0.0039
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000%
51500LPQ8
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0117
1000001.51
1000001.51
0.0039
N
Y
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LPT2
Certificate of Deposit
Y
2017-10-31
2017-10-31
2017-10-31
N
N
N
0.0124
1000010.51
1000010.51
0.0039
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ78
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0130
1496253.90
1496253.90
0.0058
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.450000%
53945GNJ6
0001167831
Certificate of Deposit
Y
2018-03-20
2018-03-20
2018-03-20
N
N
N
0.0143
1000072.91
1000072.91
0.0039
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KY34
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0131
998724.40
998724.40
0.0039
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LXC3
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-10-12
2017-10-12
2017-10-12
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0120
999566.70
999566.70
0.0039
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MA36
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-01-03
2018-01-03
2018-01-03
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0136
996386.70
996386.70
0.0039
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UB58
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0130
2986025.10
2986025.10
0.0116
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.405000%
60682A6X9
0001021565
Certificate of Deposit
Y
2017-10-10
2017-12-11
2017-12-11
N
N
N
0.0127
2000538.02
2000538.02
0.0077
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.427200%
60682A7H3
0001021565
Certificate of Deposit
Y
2017-10-23
2018-01-23
2018-01-23
N
N
N
0.0136
1000212.01
1000212.01
0.0039
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.400000%
60700ACE2
Certificate of Deposit
Y
2018-01-03
2018-01-03
2018-01-03
N
N
N
0.0132
1000207.11
1000207.11
0.0039
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.436100%
60700ACW2
Certificate of Deposit
Y
2017-10-12
2018-02-12
2018-02-12
N
N
N
0.0140
1000147.01
1000147.01
0.0039
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.100000%
60700AHE7
Certificate of Deposit
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0115
999994.40
999994.40
0.0039
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LX61
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0120
999767.60
999767.60
0.0039
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LXA2
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
N
N
0.0120
1999266.60
1999266.60
0.0077
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1A92
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
N
N
0.0138
2490203.75
2490203.75
0.0096
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.160000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0116
1000000.00
1000000.00
0.0039
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.150000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-10-06
2017-10-06
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0115
1000000.00
1000000.00
0.0039
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RY20
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0126
998808.10
998808.10
0.0039
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RY87
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-11-08
2017-11-08
2017-11-08
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0127
998586.70
998586.70
0.0039
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FXT7
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
Y
2017-10-27
2017-10-27
2017-10-27
N
N
N
0.0117
1998173.80
1998173.80
0.0077
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UC19
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
Royal Bank of Canada
1.0000
N
0.0142
993977.80
993977.80
0.0038
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.425000%
67984RDT3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
Y
Royal Bank of Canada
1.0000
N
0.0116
3000240.03
3000240.03
0.0116
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984WGA0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Royal Bank of Canada
1.0000
N
0.0130
498774.10
498774.10
0.0019
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.320000%
69033LC80
Certificate of Deposit
Y
2017-11-14
2017-11-14
2017-11-14
N
N
N
0.0128
2000107.02
2000107.02
0.0077
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.320000%
69033LF38
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0131
1000024.31
1000024.31
0.0039
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JYE8
Asset Backed Commercial Paper
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
BNP Paribas SA
1.0000
N
0.0127
1996751.80
1996751.80
0.0077
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZ80
Asset Backed Commercial Paper
Y
2017-12-08
2017-12-08
2017-12-08
N
Y
BNP Paribas SA
1.0000
N
0.0131
498724.45
498724.45
0.0019
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.434400%
78009NV78
Certificate of Deposit
Y
2017-10-30
2018-06-28
2018-06-28
N
N
N
0.0141
1000131.01
1000131.01
0.0039
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.380600%
78009NW36
Certificate of Deposit
Y
2017-10-05
2018-04-05
2018-04-05
N
N
N
0.0135
1000146.01
1000146.01
0.0039
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.345000%
78009NY67
US78009NY670
Certificate of Deposit
Y
2017-10-10
2018-02-09
2018-02-09
N
N
N
0.0133
2500122.53
2500122.53
0.0097
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MA34
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-03
2018-01-03
2018-01-03
N
Y
Barclays Bank Plc
1.0000
N
0.0139
996306.70
996306.70
0.0039
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.340000%
83369YTK2
Certificate of Deposit
Y
2017-10-31
2017-10-31
2017-10-31
N
N
N
0.0119
1000134.41
1000134.41
0.0039
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.320000%
83369YUJ3
Certificate of Deposit
Y
2017-10-31
2017-10-31
2017-10-31
N
N
N
0.0119
500058.91
500058.91
0.0019
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.395000%
86563YC50
Certificate of Deposit
Y
2017-10-30
2018-01-29
2018-01-29
N
N
N
0.0138
1000057.01
1000057.01
0.0039
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.300000%
86563YE90
Certificate of Deposit
Y
2017-11-09
2017-11-09
2017-11-09
N
N
N
0.0122
1000088.31
1000088.31
0.0039
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.413900%
86563YJ20
Certificate of Deposit
Y
2017-10-06
2018-03-06
2018-03-06
N
N
N
0.0140
2000130.02
2000130.02
0.0077
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.310000%
86564EE44
Certificate of Deposit
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0122
2000196.22
2000196.22
0.0077
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.190000%
86564EN51
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0117
1000002.81
1000002.81
0.0039
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.320000%
86564EZE9
Certificate of Deposit
Y
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0119
1500090.77
1500090.77
0.0058
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.135000%
87019U3M9
0001367624
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0115
2999990.49
2999990.49
0.0116
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 1.411700%
88603ACA9
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Royal Bank of Canada
1.0000
N
0.0115
2000044.02
2000044.02
0.0077
N
Y
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.300000%
89113W7M2
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0119
2000195.02
2000195.02
0.0077
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.505000%
89113WYT7
Certificate of Deposit
Y
2017-10-10
2017-12-11
2017-12-11
N
N
N
0.0125
1000501.01
1000501.01
0.0039
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.454400%
89113WYY6
Certificate of Deposit
Y
2017-10-17
2017-10-17
2017-10-17
N
N
N
0.0117
2000282.02
2000282.02
0.0077
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HC10
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0140
5964376.80
5964376.80
0.0231
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.383900%
90276JBE5
Financial Company Commercial Paper
Y
2017-10-02
2018-03-01
2018-03-01
N
N
N
0.0137
1000067.01
1000067.01
0.0039
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.377200%
90276JBR6
Financial Company Commercial Paper
Y
2017-10-23
2018-03-21
2018-03-21
N
N
N
0.0138
999966.00
999966.00
0.0039
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WZM0
Financial Company Commercial Paper
Y
2017-12-21
2017-12-21
2017-12-21
N
N
N
0.0130
997000.50
997000.50
0.0039
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 1.352100%
91127RAE7
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0115
1000038.01
1000038.01
0.0039
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.830000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.83_0326
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
1.584400
689996.00
667307.19
Asset-Backed Securities
INTESA SANPAOLO S P A FR 5.71%011526
2W8N8UU78PMDQKZENC08
2026-01-15
5.710000
200000.00
213167.44
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
251000.00
269506.02
Corporate Debt Securities
AES CORP SR GLBL NT 27
2NUNNB7D43COUIRE5295
2027-09-01
5.125000
133.00
136.93
Corporate Debt Securities
Y
2017-12-28
2017-12-28
2018-03-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0183
1000107.50
1000107.50
0.0039
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.650000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_1.65_0102
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LSTAR SECS INVT LTD 2017 4
2022-05-01
0.00
10666896.00
3450000.04
Asset-Backed Securities
Y
2017-11-03
2017-11-03
2018-01-02
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0165
3000040.50
3000040.50
0.0116
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.36_1004
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ABS CONSECO FIN 00-1
2029-09-01
8.060000
7650000.00
2300624.78
Asset-Backed Securities
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0136
2000021.20
2000021.20
0.0077
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.060000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.06_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3873 M
2046-07-20
3.000000
6740.00
6241.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9921
2047-07-01
4.000000
1063348.00
1120049.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9786
2047-06-01
4.000000
3835101.00
4024165.50
Agency Mortgage-Backed Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0106
5000000.00
5000000.00
0.0193
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LX22
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Natixis SA
1.0000
N
0.0120
2499750.00
2499750.00
0.0097
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LZ12
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Natixis SA
1.0000
N
0.0132
1995387.00
1995387.00
0.0077
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KZ47
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0130
498811.10
498811.10
0.0019
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LAH3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0138
2987368.20
2987368.20
0.0116
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.830000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.83_0116
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
METROPOLITAN LIFE GLOBAL FDG I SR SEC GLBL 18
2018-01-10
1.500000
2266000.00
2273549.56
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT1.9%20
VGRQXHF3J8VDLUA7XE92
2020-01-27
1.900000
100000.00
100554.22
Corporate Debt Securities
Y
2018-01-02
2018-01-02
2018-01-16
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0183
2000502.00
2000502.00
0.0077
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.840000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.84_0207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NISKA GAS STORAGE SR NT 6.5%19
2019-04-01
6.500000
1106000.00
1160900.61
Corporate Debt Securities
Y
2018-01-02
2018-01-02
2018-02-07
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0184
1000287.10
1000287.10
0.0039
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.280000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.28_1005
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TRALEE CLO III LTD 2014-3 A-2 20260720 FLT
2026-07-20
2.656900
2292.00
2304.02
Asset-Backed Securities
HOME PARTN AMER TR 2016-1 A 20330317 FLT
2033-03-17
2.884400
1385668.00
1113569.17
Asset-Backed Securities
AMMC CLO XIII LTD AMMC CLO XIII CORP
549300R4YQWFRASHVE93
2029-07-24
2.572500
3622.00
3679.39
Asset-Backed Securities
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.887200
7330.00
7337.20
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-04-25
5.937200
11535.00
13263.45
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.237200
189.00
218.47
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1M-2 20300225 FLT
2030-02-25
3.887200
9830.00
9914.70
Private Label Collateralized Mortgage Obligations
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0128
1000001.50
1000001.50
0.0039
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.320000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.32_1004
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LONGFELLOW PL CLO LTD
2029-04-15
9.003600
5595.00
6443.24
Asset-Backed Securities
HSBC HLDGS PLC SR GLBL NT3.9%26
MLU0ZO3ML4LN2LL2TL39
2026-05-25
3.900000
200000.00
211272.67
Corporate Debt Securities
STANDARD CHARTERED PLC COCO
U4LOSYZ7YG4W3S5F2G91
2049-12-29
6.500000
12541.00
13170.66
Corporate Debt Securities
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.887200
468.00
468.46
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-04-25
5.937200
7022.00
8074.21
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
5.937200
1807217.00
2041040.14
Private Label Collateralized Mortgage Obligations
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0132
2000014.40
2000014.40
0.0077
N
N
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.340000%
0001142175
931JHD007
Certificate of Deposit
Y
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0132
2500137.30
2500137.30
0.0097
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.200000%
0000008565
931XAB007
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0120
1000001.83
1000001.83
0.0039
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.050000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.05_1002
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2020-04-30
1.375000
4053100.00
4059014.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.625000
23300.00
23534.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-03-31
2.125000
7048800.00
7138439.17
U.S. Treasuries (including strips)
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
11000000.00
11000000.00
0.0426
N
Y
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.377000%
0000008565
932PFH005
Certificate of Deposit
Y
2017-10-16
2018-06-14
2018-06-14
N
N
N
0.0141
1999454.00
1999454.00
0.0077
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.723900%
94989RAA6
KB1H1DSPRFMYMCUFXT09
US94989RAA68
0000827124
Certificate of Deposit
Y
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0117
1000260.00
1000260.00
0.0039
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.456700%
94989RKL1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-10-27
2018-05-29
2018-05-29
N
N
N
0.0138
1999862.00
1999862.00
0.0077
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.410000%
94989RNU8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0127
2000943.82
2000943.82
0.0077
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.406100%
94989RNV6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-10-20
2018-04-20
2018-04-20
N
N
N
0.0136
2000444.02
2000444.02
0.0077
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 1.375000%
9612C4WT4
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2017-10-30
2018-05-29
2018-05-29
N
N
N
0.0136
2001468.02
2001468.02
0.0077
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1002
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TRAVELERS COMPANIES INC SR NT 6.25%37
549300Y650407RU8B149
2037-06-15
6.250000
851000.00
1150318.45
Corporate Debt Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0131
1000004.00
1000004.00
0.0039
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1004
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.052800
1234384.00
1150295.74
Private Label Collateralized Mortgage Obligations
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0132
1000007.20
1000007.20
0.0039
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.07_1002
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G08784 G
2047-09-01
3.500000
9041645.00
9360835.16
Agency Mortgage-Backed Securities
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0107
9000000.00
9000000.00
0.0348
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.630000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.63_1122
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ABS CONSECO FIN 00-1
2029-09-01
8.060000
3825000.00
1150312.39
Asset-Backed Securities
Y
2017-11-03
2017-11-03
2017-11-22
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0163
1000004.10
1000004.10
0.0039
N
N
N
Y
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.150000%
0000859994
ATD0MTN42
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0115
6000002.10
6000002.10
0.0232
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.100000%
0001448613
ATD0MV2J7
Non-Negotiable Time Deposit
Y
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0110
3999972.20
3999972.20
0.0155
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.120000%
0000926171
ATD0MWJB4
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0112
999984.70
999984.70
0.0039
N
N
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.020000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0MWJD0
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0102
1999993.50
1999993.50
0.0077
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.080000%
0001503859
ATD0MWJE8
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0108
999998.40
999998.40
0.0039
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.050000%
0001448613
ATD0MWJF5
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
999997.60
999997.60
0.0039
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.120000%
0000947263
ATD0MWJH1
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0112
999984.70
999984.70
0.0039
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.130000%
0001498632
ATD0MWJJ7
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0113
999986.10
999986.10
0.0039
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.130000%
0000917311
ATD0MWJV0
Non-Negotiable Time Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0113
1999972.20
1999972.20
0.0077
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.050000%
0000833029
ATD0MWK22
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
4999988.00
4999988.00
0.0193
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.050000%
0001002614
ATD0MWK48
Non-Negotiable Time Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0105
999997.60
999997.60
0.0039
N
Y
Y
N
The Charles Schwab Family of Funds
2017-10-06
Mark Fischer
Mark Fischer
Chief Financial Officer