0001145549-17-008005.txt : 20171207
0001145549-17-008005.hdr.sgml : 20171207
20171207172445
ACCESSION NUMBER: 0001145549-17-008005
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20171130
FILED AS OF DATE: 20171207
DATE AS OF CHANGE: 20171207
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: 171245570
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
S000004499
Schwab Money Market Fund
C000012373
Sweep Shares
SWMXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-11-30
0000857156
S000004499
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
24
33
1755553384.29
1900434400.90
1797518442.62
1768919597.36
3772769142.99
3978349337.66
4181901479.21
4133075560.41
0.00
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0.2238
0.2207
0.4672
0.4944
0.5207
0.5156
0.0000
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7952672009.53
7952293097.64
7272178.29
4846554.98
7954718721.86
7952587461.8200
1.0000
0.0131
1.0003
1.0003
1.0003
1.0003
0.0000
C000012373
0.00
7954718721.86
7952587461.8200
1.0003
1.0003
1.0003
1.0003
0.0000
382331747.10
340304091.08
327225408.72
357808935.34
305042236.75
318448796.44
238307282.52
254557406.43
0.00
0.00
1293758631.61
1387826313.07
0.0067
N
ABAG Finance Auth
RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001A 1.300000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2031-11-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0130
17550000.00
17550000.00
0.0022
N
N
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000%
00279JRZ7
0000931061
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Santander UK Plc
1.0000
N
0.0144
42998370.30
42998370.30
0.0054
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.160000%
00279JSV5
0000931061
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Santander UK Plc
1.0000
N
0.0117
35999953.20
35999953.20
0.0045
N
N
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02088XBF4
Asset Backed Commercial Paper
Y
2018-02-15
2018-02-15
2018-02-15
N
Y
Credit Suisse AG
1.0000
N
0.0153
2990195.40
2990195.40
0.0004
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089FA22
Asset Backed Commercial Paper
Y
2018-01-02
2018-01-02
2018-01-02
N
Y
Credit Suisse AG
1.0000
N
0.0138
42945802.80
42945802.80
0.0054
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TZ16
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0112
6999778.31
6999778.31
0.0009
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UB50
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0146
68811995.70
68811995.70
0.0087
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UBE1
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-02-14
2018-02-14
2018-02-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0149
996858.70
996858.70
0.0001
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BZ63
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0114
74985697.50
74985697.50
0.0094
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.352100%
06053PXZ5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-12-05
2018-02-05
2018-02-05
N
N
N
0.0147
72001829.52
72001829.52
0.0091
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.350000%
06371ERZ2
Certificate of Deposit
Y
2018-01-18
2018-01-18
2018-01-18
N
N
N
0.0132
15000486.15
15000486.15
0.0019
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.530000%
06371EWA1
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0153
91999751.60
91999751.60
0.0116
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.050000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CTBM3095
2037-12-01
3.500000
25740861.00
26780000.88
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
26000000.00
26000000.00
0.0033
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.487600%
06417GVU9
Certificate of Deposit
Y
2017-12-28
2018-03-28
2018-03-28
N
N
N
0.0143
2000554.02
2000554.02
0.0003
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.694900%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2017-12-13
2018-02-13
2018-02-13
N
N
N
0.0130
17017170.17
17017170.17
0.0021
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000%
06538N2R7
Certificate of Deposit
Y
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0128
63002785.23
63002785.23
0.0079
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000%
06538N3J4
Certificate of Deposit
Y
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0128
48002333.28
48002333.28
0.0060
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
0.0141
3999913.20
3999913.20
0.0005
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.440000%
06539RDJ3
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0147
40996650.30
40996650.30
0.0052
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.270000%
06539RLM7
Certificate of Deposit
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0129
38999578.80
38999578.80
0.0049
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.280000%
06539RLP0
Certificate of Deposit
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0129
4999971.00
4999971.00
0.0006
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.230000%
06742TCK0
Certificate of Deposit
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0120
160001265.60
160001265.60
0.0201
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LZ50
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
Y
Societe Generale SA
1.0000
N
0.0124
8038621.14
8038621.14
0.0010
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BAQ5
Asset Backed Commercial Paper
Y
2018-01-24
2018-01-24
2018-01-24
N
Y
Royal Bank of Canada
1.0000
N
0.0140
43906024.80
43906024.80
0.0055
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LZ66
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Societe Generale SA
1.0000
N
0.0121
6998584.60
6998584.60
0.0009
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MA46
Asset Backed Commercial Paper
Y
2018-01-04
2018-01-04
2018-01-04
N
Y
Societe Generale SA
1.0000
N
0.0137
11983993.20
11983993.20
0.0015
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MB11
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
Societe Generale SA
1.0000
N
0.0157
19946065.00
19946065.00
0.0025
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.000000%
09659JZ71
Financial Company Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0117
57986805.00
57986805.00
0.0073
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Z49
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Citibank NA
1.0000
N
0.0118
23996851.20
23996851.20
0.0030
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3BT8
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-02-27
2018-02-27
2018-02-27
N
Y
Citibank NA
1.0000
N
0.0148
22915732.60
22915732.60
0.0029
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
0.0117
2999608.80
2999608.80
0.0004
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UBT7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-02-27
2018-02-27
2018-02-27
N
Y
Citibank NA
1.0000
N
0.0151
20921502.00
20921502.00
0.0026
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.436000%
13606BLG9
0000800030
Certificate of Deposit
Y
2017-12-18
2018-04-17
2018-04-17
N
N
N
0.0142
43018146.43
43018146.43
0.0054
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.452700%
13606BLP9
0000800030
Certificate of Deposit
Y
2017-12-20
2018-04-20
2018-04-20
N
N
N
0.0142
31012555.31
31012555.31
0.0039
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.364200%
13606BMD5
0000800030
Certificate of Deposit
Y
2017-12-08
2018-02-08
2018-02-08
N
N
N
0.0129
8002848.08
8002848.08
0.0010
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JZF0
Asset Backed Commercial Paper
Y
2017-12-15
2017-12-15
2017-12-15
N
Y
Lloyds Bank Plc
1.0000
N
0.0121
4997489.50
4997489.50
0.0006
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KB14
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
Lloyds Bank Plc
1.0000
N
0.0145
4987295.00
4987295.00
0.0006
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178LZ60
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0112
44991571.50
44991571.50
0.0057
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VZ44
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Citibank NA
1.0000
N
0.0119
17997611.40
17997611.40
0.0023
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WC13
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
Citibank NA
1.0000
N
0.0152
22911861.70
22911861.70
0.0029
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WC21
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-03-02
2018-03-02
2018-03-02
N
Y
Citibank NA
1.0000
N
0.0152
24903017.50
24903017.50
0.0031
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.400000%
17305TQP0
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0125
143011455.73
143011455.73
0.0180
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.420000%
17305TRM6
Certificate of Deposit
Y
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0123
47003299.87
47003299.87
0.0059
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DA27
Asset Backed Commercial Paper
Y
2018-01-02
2018-01-02
2018-01-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0135
41948218.20
41948218.20
0.0053
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GAQ7
Asset Backed Commercial Paper
Y
2018-01-24
2018-01-24
2018-01-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0142
30932841.60
30932841.60
0.0039
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 1.498600%
19423EDM7
Asset Backed Commercial Paper
Y
2017-12-27
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0144
49016513.49
49016513.49
0.0062
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
0.0123
14001086.54
14001086.54
0.0018
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.180000%
22534HV99
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
77000215.60
77000215.60
0.0097
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
0.0123
71018680.81
71018680.81
0.0089
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.030000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_1.03_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2024-04-30
2.000000
9960000.00
9835521.49
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
9639111.00
9639111.00
0.0012
N
Y
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1AX1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-01-31
2018-01-31
2018-01-31
N
Y
Credit Suisse AG
1.0000
N
0.0150
8976796.20
8976796.20
0.0011
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EA94
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
N
N
0.0134
13979124.60
13979124.60
0.0018
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.170000%
23328AYN8
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0118
31999948.80
31999948.80
0.0040
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.170000%
23328AYP3
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0119
46000000.00
46000000.00
0.0058
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0Z62
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
56989010.40
56989010.40
0.0072
N
N
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.200000%
25158BA77
Certificate of Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0120
79000015.80
79000015.80
0.0099
N
N
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JZ15
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
General Electric Co
1.0000
N
0.0112
13999587.00
13999587.00
0.0018
N
Y
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.350000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0135
1125000.00
1125000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ16
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0106
22999323.80
22999323.80
0.0029
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ40
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0108
22997249.20
22997249.20
0.0029
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ57
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0108
67989772.80
67989772.80
0.0085
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ65
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0109
22995825.50
22995825.50
0.0029
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LZ73
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0112
35992299.96
35992299.96
0.0045
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MB11
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0147
33912535.00
33912535.00
0.0043
N
N
N
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.030000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_1.03_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2017-77 FA
2047-11-20
1.538000
5382500.00
5364134.91
Agency Collateralized Mortgage Obligation
GNRM 2017-73 AC
2051-10-16
2.500000
11215967.00
10524785.15
Agency Collateralized Mortgage Obligation
GNRM 2017-73 AD
2057-09-16
2.500000
3021136.00
2471080.15
Agency Collateralized Mortgage Obligation
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
18000000.00
18000000.00
0.0023
N
Y
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 1.343300%
40428A4Y0
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2017-12-04
2018-02-02
2018-02-02
N
N
N
0.0128
25007800.25
25007800.25
0.0031
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 1.370000%
40428A5K9
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0145
35992569.60
35992569.60
0.0045
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.240000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0124
22000000.00
22000000.00
0.0028
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1CC8
Financial Company Commercial Paper
Y
2018-03-12
2018-03-12
2018-03-12
N
Y
ING Bank NV
1.0000
N
0.0143
71708486.40
71708486.40
0.0090
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590EAK4
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-01-19
2018-01-19
2018-01-19
N
N
N
0.0135
8983150.20
8983150.20
0.0011
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PZ55
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0121
73987531.00
73987531.00
0.0093
N
N
Y
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
0.0144
17921356.20
17921356.20
0.0023
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TXY6
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0117
24996757.50
24996757.50
0.0031
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFL8
Asset Backed Commercial Paper
Y
2018-03-07
2018-03-07
2018-03-07
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0153
29882853.00
29882853.00
0.0038
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFZ7
Asset Backed Commercial Paper
Y
2018-02-14
2018-02-14
2018-02-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0148
64810141.50
64810141.50
0.0081
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NL91
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0120
35999863.20
35999863.20
0.0045
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NM25
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0120
11999942.40
11999942.40
0.0015
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.270000%
51500LSV4
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0131
78998317.30
78998317.30
0.0099
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ45
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0115
11998466.40
11998466.40
0.0015
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ52
Asset Backed Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0116
8998556.40
8998556.40
0.0011
N
N
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.280000%
53945GNK3
0001167831
Certificate of Deposit
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0127
40000196.40
40000196.40
0.0050
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LAJ3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-01-18
2018-01-18
2018-01-18
N
N
N
0.0140
39923616.00
39923616.00
0.0050
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LZJ6
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0125
19987500.00
19987500.00
0.0025
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MAH5
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0143
59885358.00
59885358.00
0.0075
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UB58
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0143
49866560.00
49866560.00
0.0063
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UC57
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0147
32872161.30
32872161.30
0.0041
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.413900%
60682A6X9
0001021565
Certificate of Deposit
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0116
67005092.67
67005092.67
0.0084
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.380000%
60682A6Z4
0001021565
Certificate of Deposit
Y
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0133
58000818.38
58000818.38
0.0073
N
N
N
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.050000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BB7869 C
2047-08-20
4.000000
1064326.00
1130288.00
Agency Mortgage-Backed Securities
FNMS 04.000 CQMA3223
2047-11-01
4.000000
5791154.00
6150123.50
Agency Mortgage-Backed Securities
04.000 FGPC Q50929 G
2047-09-01
4.000000
945927.00
1004866.39
Agency Mortgage-Backed Securities
04.000 FGPC Q50699 G
2047-09-01
4.000000
1158462.00
1230081.06
Agency Mortgage-Backed Securities
04.000 FGPC Q50676 G
2047-09-01
4.000000
9468799.00
10054641.44
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
19000000.00
19000000.00
0.0024
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.444900%
60700ACW2
Certificate of Deposit
Y
2017-12-12
2018-02-12
2018-02-12
N
N
N
0.0130
6002940.06
6002940.06
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.472700%
60700ADJ0
Certificate of Deposit
Y
2017-12-19
2018-01-19
2018-01-19
N
N
N
0.0125
43015781.43
43015781.43
0.0054
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.517500%
60700ADM3
US60700ADM36
Certificate of Deposit
Y
2017-12-27
2018-01-24
2018-01-24
N
N
N
0.0126
33013860.33
33013860.33
0.0042
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.370000%
60700AJJ4
Certificate of Deposit
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0140
1999889.40
1999889.40
0.0003
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LZ10
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0125
40998577.30
40998577.30
0.0052
N
Y
Y
N
NRW BANK
NRW BANK 0.000000%
62939MA56
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-01-05
2018-01-05
2018-01-05
N
N
N
0.0134
49932950.00
49932950.00
0.0063
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1AG6
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0141
79852736.00
79852736.00
0.0100
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.400000%
63873NMY4
0001503859
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0128
52011123.32
52011123.32
0.0065
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.190000%
63873NNH0
0001503859
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0119
28000003.08
28000003.08
0.0035
N
Y
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.240000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0124
30000000.00
30000000.00
0.0038
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.240000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-12-07
2017-12-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0124
5000000.00
5000000.00
0.0006
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SAB4
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0138
38937163.20
38937163.20
0.0049
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.390000%
65590AKX3
0001002614
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0145
59990628.00
59990628.00
0.0075
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TZ41
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Royal Bank of Canada
1.0000
N
0.0118
32995686.90
32995686.90
0.0041
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.458600%
67984REW5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-12-27
2018-03-27
2018-03-27
N
Y
Royal Bank of Canada
1.0000
N
0.0141
19004788.19
19004788.19
0.0024
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.410000%
69033LK81
Certificate of Deposit
Y
2018-02-13
2018-02-13
2018-02-13
N
N
N
0.0149
99983830.00
99983830.00
0.0126
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LZ54
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0116
24995962.50
24995962.50
0.0031
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KA84
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
BNP Paribas SA
1.0000
N
0.0137
54918671.50
54918671.50
0.0069
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.593200%
78009NR65
Certificate of Deposit
Y
2017-12-07
2018-03-07
2018-03-07
N
N
N
0.0135
75072300.75
75072300.75
0.0094
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.542700%
78009NS56
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0118
16003040.16
16003040.16
0.0020
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.522700%
78009NS98
Certificate of Deposit
Y
2017-12-19
2018-04-19
2018-04-19
N
N
N
0.0143
31019871.31
31019871.31
0.0039
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MAA8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-10
2018-01-10
2018-01-10
N
Y
Barclays Bank Plc
1.0000
N
0.0139
19968248.00
19968248.00
0.0025
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.290000%
83369YXC5
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0121
5000011.55
5000011.55
0.0006
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.506800%
86563YC50
Certificate of Deposit
Y
2017-12-29
2018-01-29
2018-01-29
N
N
N
0.0132
10003190.10
10003190.10
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.402100%
86563YD67
Certificate of Deposit
Y
2017-12-01
2018-02-01
2018-02-01
N
N
N
0.0133
2000660.02
2000660.02
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.370000%
86563YXX6
Certificate of Deposit
Y
2017-12-19
2017-12-19
2017-12-19
N
N
N
0.0126
91004905.81
91004905.81
0.0114
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.320000%
86564EJ31
Certificate of Deposit
Y
2017-12-13
2017-12-13
2017-12-13
N
N
N
0.0123
27000837.27
27000837.27
0.0034
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.350000%
86564EQ25
Certificate of Deposit
Y
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0136
1999979.22
1999979.22
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.355000%
86564ER24
Certificate of Deposit
Y
2018-01-24
2018-01-24
2018-01-24
N
N
N
0.0137
11999623.20
11999623.20
0.0015
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.469800%
86564ET71
Certificate of Deposit
Y
2017-12-29
2018-01-30
2018-01-30
N
N
N
0.0132
6001584.06
6001584.06
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.180000%
86564EZ41
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0120
40999897.50
40999897.50
0.0052
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.448600%
86958JRS0
0001448613
Certificate of Deposit
Y
2017-12-27
2018-02-26
2018-02-26
N
N
N
0.0133
82030750.82
82030750.82
0.0103
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SB94
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0128
39899416.00
39899416.00
0.0050
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.160000%
87019U6K0
0001367624
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0116
49000005.39
49000005.39
0.0062
N
Y
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88603H6C7
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
Royal Bank of Canada
1.0000
N
0.0140
21959080.00
21959080.00
0.0028
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.363300%
89113XAE4
US89113XAE40
Certificate of Deposit
Y
2017-12-04
2018-03-02
2018-03-02
N
N
N
0.0134
3001116.03
3001116.03
0.0004
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XCT9
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0148
8998353.00
8998353.00
0.0011
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XHH0
Certificate of Deposit
Y
2018-02-12
2018-02-12
2018-02-12
N
N
N
0.0145
59994978.00
59994978.00
0.0075
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%
89113XJE5
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0146
27997169.20
27997169.20
0.0035
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.430000%
89113XNJ9
Certificate of Deposit
Y
2018-01-29
2018-01-29
2018-01-29
N
N
N
0.0143
68000503.88
68000503.88
0.0085
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PZ54
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
Y
Total SA
1.0000
N
0.0112
52991790.30
52991790.30
0.0067
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.394900%
89233AWA3
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-12-13
2018-03-08
2018-03-08
N
N
N
0.0135
112048385.12
112048385.12
0.0141
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HC85
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-03-08
2018-03-08
2018-03-08
N
N
N
0.0135
2988942.30
2988942.30
0.0004
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.392100%
90276JBE5
Financial Company Commercial Paper
Y
2017-12-01
2018-03-01
2018-03-01
N
N
N
0.0136
106039433.06
106039433.06
0.0133
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
0.0123
36973389.60
36973389.60
0.0046
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QB16
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0141
1995051.00
1995051.00
0.0003
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.960000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.96_0529
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SLM STUDENT LOAN TR 2006-1 B 20270125 FLT
2027-01-25
1.567400
10029971.00
9659296.18
Asset-Backed Securities
SLC STUDENT LN TR 2004-1 A-6 20230515 FLT
2023-05-15
1.575900
22939.00
17073.57
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.497400
1564948.00
1422910.07
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.507400
1132369.00
1080702.79
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.527400
1803393.00
1681815.08
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.497400
315338.00
294752.99
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.567400
422305.00
386894.59
Asset-Backed Securities
CWABS INC 2004-BC5 M-5 20340825 FLT
2034-08-25
2.828600
9900000.00
4146773.83
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.622100
5622.00
5590.56
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.662100
12033.00
11233.58
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
1.00
0.00
Asset-Backed Securities
SLM STUDENT LOAN TR 2011-1 A-2 20341025 FLT
2034-10-25
2.478600
3472835.00
3556573.39
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.588600
54112.00
31887.19
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B B 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
1.610000
1841.00
870.56
Asset-Backed Securities
NTC CAP II CAP-B PSTH FLT27
2027-04-15
1.949200
14000.00
13124.11
Corporate Debt Securities
SOCIETE GENERALE SR REGS NT 25
O2RNE8IBXP4R0TD8PU41
2025-04-14
4.250000
2809000.00
2878102.96
Corporate Debt Securities
SOCIETE GENERALE MTN REG S SR NT 5.2%21
O2RNE8IBXP4R0TD8PU41
2021-04-15
5.200000
853000.00
928234.60
Corporate Debt Securities
AT&T INC SR GLBL NT 42
549300Z40J86GGSTL398
2042-03-15
5.150000
4868000.00
5009849.46
Corporate Debt Securities
BOEING CO SR GLBL NT 26
RVHJWBXLJ1RFUBSY1F30
2026-06-15
2.250000
71000.00
68680.61
Corporate Debt Securities
EQUIFAX INC SR GLBL NT2.3%21
5493004MCF8JDC86VS77
2021-06-01
2.300000
5831000.00
5733541.31
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 21
549300F5XIFGNNW4CF72
2021-08-05
2.875000
202000.00
203764.27
Corporate Debt Securities
GREAT RIV ENERGY 1ST MTG7A 144A38
5493007CIM8IF8LIUC91
2038-07-01
6.254000
121000.00
144775.85
Corporate Debt Securities
EXELON CORP JR SB GLBL STP22
3SOUA6IRML7435B56G12
2022-06-01
3.497000
1000.00
1042.45
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA REGS SR GLBL REGS 47
MSFSBD3QN1GSN7Q6C537
2047-07-12
3.900000
35272.00
35937.58
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 2.6%011122
Z2VZBHUMB7PWWJ63I008
2022-01-11
2.600000
5000.00
5080.74
Corporate Debt Securities
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
49000.00
57258.20
Corporate Debt Securities
21ST CENTY FOX AMER INC SR GLBL NT 33
8RS0AKOLN987042F2V04
2033-03-15
6.550000
140000.00
178946.02
Corporate Debt Securities
APPLE INC SR GLBL NT2.3%22
HWUPKR0MPOU8FGXBT394
2022-05-11
2.300000
7496000.00
7477888.83
Corporate Debt Securities
NORTHWEST PIPELINE CORP SR GLBL 144A 27
2027-04-01
4.000000
1974339.00
2013323.42
Corporate Debt Securities
INTESA SANPAOLO S P A FR 5.25%011224
2W8N8UU78PMDQKZENC08
2024-01-12
5.250000
1863000.00
2081464.69
Corporate Debt Securities
WACHOVIA BANK COMM MTG
2043-12-15
5.413000
25034379.00
15390388.55
Private Label Collateralized Mortgage Obligations
BX TRUST 2017-SLCT B 20340717 FLT
2034-07-17
2.450300
2180284.00
2182507.56
Private Label Collateralized Mortgage Obligations
Y
2018-02-28
2018-02-28
2018-05-29
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0196
58093310.40
58093310.40
0.0073
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
238792589.00
77050000.19
Asset-Backed Securities
Y
2018-01-02
2018-01-02
2018-01-02
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
33
N
N
N
0.0165
66987933.30
66987933.30
0.0084
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.36_1206
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSAIL 2015-C2 A4
549300D5DIOOMKWXVZ20
2057-06-15
3.504000
750000.00
774069.34
Private Label Collateralized Mortgage Obligations
FHMS K042 A1
2024-06-25
2.267000
1750000.00
1535669.64
Private Label Collateralized Mortgage Obligations
GSMS 2013-GC12 AS
549300SSCQUZ3RRV2T53
2046-06-10
3.375000
60000.00
60880.72
Private Label Collateralized Mortgage Obligations
WFRBS 2012-C10 A3
2045-12-15
2.875000
13650000.00
13784033.02
Private Label Collateralized Mortgage Obligations
COMM 3.213% 03/46
549300FVY7JUBJ0PIH53
2046-03-10
3.213000
5060000.00
5183050.18
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 4.383% 01/47
2047-01-10
4.383000
300000.00
318867.41
Private Label Collateralized Mortgage Obligations
144A SCGT 2013-SRP1 A
2026-11-15
2.909500
7105000.00
7095803.89
Private Label Collateralized Mortgage Obligations
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0136
25000397.50
25000397.50
0.0031
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MA82
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
Natixis SA
1.0000
N
0.0137
36945047.60
36945047.60
0.0046
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
0.0117
6999087.20
6999087.20
0.0009
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LA59
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-05
2018-01-05
2018-01-05
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0140
1997198.00
1997198.00
0.0003
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LA91
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0141
40935675.10
40935675.10
0.0051
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
0.0144
26846320.87
26846320.87
0.0034
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LBP4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-02-23
2018-02-23
2018-02-23
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0153
4981937.50
4981937.50
0.0006
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.930000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.93_0507
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
KEYBANK NATIONAL ASSOCIATION SR BD 1.7%18
HUX2X73FUCYHUVH1BK78
2018-06-01
1.700000
305000.00
307434.75
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP SR NT 2.05%19
5U0XI89JRFVHWIBS4F54
2019-01-18
2.050000
530000.00
533586.33
Corporate Debt Securities
SIEMENS FIN NV SR GLBL 144A 24
TAFO772JB70PDRN5VS48
2024-03-16
3.125000
873000.00
894173.40
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR GLBL NT 22
AD6GFRVSDT01YPT1CS68
2022-02-17
2.625000
498000.00
504374.61
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 2.2%19
AD6GFRVSDT01YPT1CS68
2019-01-28
2.200000
1070000.00
1079732.24
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SUB NT 2.95%23
2023-01-30
2.950000
261000.00
265831.98
Corporate Debt Securities
HUNTINGTON NATL BANK SR NT 2%18
2WHM8VNJH63UN14OL754
2018-06-30
2.000000
289000.00
291778.25
Corporate Debt Securities
CNOOC FIN 2001 LTD
2041-01-26
5.750000
211000.00
266715.72
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB SR GLBL BD2.5%19
NHBDILHZTYCNBV5UYZ31
2019-01-25
2.500000
982000.00
995935.13
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP SR GLBL NT 20
5U0XI89JRFVHWIBS4F54
2020-07-23
2.650000
800000.00
814774.89
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 2.45%20
AD6GFRVSDT01YPT1CS68
2020-11-05
2.450000
4045000.00
4068911.57
Corporate Debt Securities
FIRST TENN BK N A MEMPHIS TENN SR -BKNT NT 19
COOWI3L2W9TPYR3WJX37
2019-12-01
2.950000
338000.00
345404.92
Corporate Debt Securities
DISCOVER BK SR NT 2%18
X05BVSK68TQ7YTOSNR22
2018-02-21
2.000000
581000.00
584352.37
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20
549300PXR5FKNXF0OH19
2020-03-26
2.750000
736000.00
743889.10
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR GLBL NT 20
207ALC1P1YM0OVDV0K75
2020-01-31
2.350000
12912000.00
12980150.25
Corporate Debt Securities
CAPITAL ONE BK USA NATL ASSN SUB NT 3.375%23
2023-02-15
3.375000
485000.00
495696.07
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR BD 2.3%20
AD6GFRVSDT01YPT1CS68
2020-06-01
2.300000
369000.00
373500.36
Corporate Debt Securities
Y
2018-03-05
2018-03-05
2018-05-07
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0193
22029858.40
22029858.40
0.0028
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.570000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DGC008_1.57_0122
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CATAMARAN CLO LTD 2014-2 D 20261018 FLT
2026-10-18
6.203900
13524.00
13399.82
Asset-Backed Securities
VOYA CLO 2014 3 LTD
5493000X4YEVJOIVRG48
2026-07-25
6.367400
360198.00
361768.66
Asset-Backed Securities
SANTANDER DRIVE AUTO 2017-1 E 20240715 5.0
2024-07-15
5.050000
147381.00
152394.09
Asset-Backed Securities
ENERGY TRANSFER PARTNERS LP PERP SR GLBL -A
5493008K8W3OKZE54J59
2049-12-29
6.250000
539941.00
530454.54
Corporate Debt Securities
CBL & ASSOCIATES LP SR GLBL NT 26
549300VS75TWHD9JTH89
2026-12-15
5.950000
13249000.00
12744489.09
Corporate Debt Securities
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-12-26
6.327500
5055505.00
5839629.27
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-10-25
5.977500
39969.00
45033.13
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.328600
775635.00
906853.20
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 01/29
2029-01-25
5.778600
18855.00
20802.52
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.977500
1131771.00
1139413.33
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
5.727500
161334.00
181524.30
Private Label Collateralized Mortgage Obligations
Y
2018-01-04
2018-01-04
2018-01-22
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0157
18994579.30
18994579.30
0.0024
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.050000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-08-15
3.000000
1000.00
506.68
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBD7156
2047-04-01
4.000000
29950982.00
30680981.23
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL9470
2046-07-01
4.000000
1107926.00
1029310.35
Agency Mortgage-Backed Securities
03.500 FGPC Q49526 G
2047-07-01
3.500000
1309390.00
1345957.28
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2028-01-15
1.750000
19517600.00
25765572.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-01
0.00
1000.00
996.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-11
0.00
4731000.00
4724670.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-15
0.125000
8640200.00
9195065.77
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
71000000.00
71000000.00
0.0089
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.280000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.28_1205
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MADISON ARBOR LTD
2018-12-17
0.00
1.00
0.57
Asset-Backed Securities
MADISON PARK FDG X 2012-10R C-R 20290122 FLT
2029-01-22
3.962600
79295.00
78062.10
Asset-Backed Securities
CRESTLINE DENALI CLO XIV LTD CRESTLINE DENALI CLO
2028-10-23
2.932500
847044.00
857243.22
Asset-Backed Securities
SIEMENS FIN NV SR REGS NT3.3%46
TAFO772JB70PDRN5VS48
2046-09-15
3.300000
878.00
817.12
Corporate Debt Securities
JPMORGAN CHASE -CC 4.625%
8I5DZWZKVSZI1NUHU748
2099-12-31
4.625000
156.00
154.87
Corporate Debt Securities
COMPUTER SCIENCES CORP SR NT 4.45%22
6113F6JQLWIUGTBN1L36
2022-09-15
4.450000
15000.00
15793.96
Corporate Debt Securities
BANK AMER CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
10732000.00
11524602.90
Corporate Debt Securities
ONEOK INC NEW SR NT 4.95%47
2T3D6M0JSY48PSZI1Q41
2047-07-13
4.950000
959250.00
984590.99
Corporate Debt Securities
FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT
2029-11-26
4.177500
50564.00
51524.69
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
6.628600
403950.00
462731.15
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-10-25
6.577500
1484957.00
1708800.51
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-1 20290925 FLT
2029-09-25
2.477500
856.00
819.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.328600
983924.00
1150379.53
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.328600
49397.00
48308.43
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-12-26
6.327500
19546.00
22577.64
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
6.877500
2164089.00
2574696.25
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
4.727500
12900.00
1623.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
6.028600
2052829.00
2327720.35
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2025-03-25
5.127500
1980.00
2131.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
5.477500
184.00
197.58
Private Label Collateralized Mortgage Obligations
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0128
20000112.00
20000112.00
0.0025
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.320000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.32_1206
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MS HEQ LN TR 2006-1 M-2 20351225 FLT
2035-12-25
1.768600
2717.00
2156.78
Asset-Backed Securities
MADISON ARBOR LTD
2018-12-17
0.00
1.00
0.57
Asset-Backed Securities
CATAMARAN CLO LTD 2014-2 D 20261018 FLT
2026-10-18
6.203900
125812.00
124656.78
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT
2035-06-25
2.378600
2370798.00
1551280.68
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ2 M-5 20350525 FLT
2035-05-25
2.363600
1928539.00
1271162.78
Asset-Backed Securities
OPTION ONE MTG LN TR 2005-5 M-2 20351225 FLT
2035-12-25
1.748600
1151596.00
973439.14
Asset-Backed Securities
OCTAGON INV PTNS XVIII 2013-18 D 20241216 FLT
2024-12-16
6.669000
314275.00
315803.48
Asset-Backed Securities
ARES XXXVII CLO LTD / ARES XXXVII CLO LLC
2030-10-15
3.161000
997224.00
966239.70
Asset-Backed Securities
AT&T INC SR GLBL NT 50
549300Z40J86GGSTL398
2050-02-14
5.150000
1905.00
1918.28
Corporate Debt Securities
DCP MIDSTREAM LP PERP GLBL -A NT
2099-12-31
7.375000
4650740.00
4605063.27
Corporate Debt Securities
TESORO LOGISTICS LP / CORP SR GLBL NT 25
2025-01-15
5.250000
15321000.00
16489800.79
Corporate Debt Securities
OASIS PETE INC NEW
2023-01-15
6.875000
800000.00
832625.00
Corporate Debt Securities
NEPTUNE FINCO CORP SR 144A NT 23
3HG2WD2W22M120IUNG49
2023-01-15
10.125000
707000.00
829288.91
Corporate Debt Securities
NAVIENT CORPORATION SR NT 5.875%21
54930067J0ZNOEBRW338
2021-03-25
5.875000
1009000.00
1063433.17
Corporate Debt Securities
AMERICAN AXLE & MFG INC SR GLBL 144A 25
RY5TAKFOBLDUGX31MS24
2025-04-01
6.250000
288000.00
299590.00
Corporate Debt Securities
AERCAP GLOBAL AVIATION TR JRSB FX/FT144A45
635400FBSV8LXXNRV758
2045-06-15
6.500000
1100000.00
1225511.83
Corporate Debt Securities
CENTURYLINK INC SR NT-S 6.45%21
8M3THTGWLTYZVE6BBY25
2021-06-15
6.450000
588000.00
605382.75
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 22
2022-09-01
3.875000
1009000.00
1040107.33
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR NT 6.625%21
54930066VBP7DZEGGJ87
2021-12-15
6.625000
863000.00
981977.14
Corporate Debt Securities
LEXMARK INTL INC CR SEN SR NT 20
549300TGOGJOCWL57Z97
2020-03-15
6.625000
650000.00
686758.85
Corporate Debt Securities
JEFFERIES LN CORE LLC/ JLC FIN SR NT 144A 20
2020-06-01
6.875000
1000000.00
1061684.03
Corporate Debt Securities
HOCKEY MERGERSUB INC SR 144A NT 21
549300JQT6ATTUNS5E06
2021-10-01
7.875000
678000.00
714772.18
Corporate Debt Securities
HILTON DOMESTIC OPER CO INC SR NT 4.25%24
5493003EG7H0N1E4XV50
2024-09-01
4.250000
1000000.00
1025506.94
Corporate Debt Securities
HERTZ CORP SR NT 6.75%19
549300PD0C69OJ0NLB27
2019-04-15
6.750000
500000.00
504218.75
Corporate Debt Securities
NRG ENERGY INC SR GLBL NT 27
5E2UPK5SW04M13XY7I38
2027-01-15
6.625000
697000.00
766375.02
Corporate Debt Securities
UNICREDIT SPA FR 5.861%061932
549300TRUWO2CD2G5692
2032-06-19
5.861000
200000.00
219086.34
Corporate Debt Securities
TRANSOCEAN INC SR 144A NT 9%23
DOL4HJ22ADYSIWES4H94
2023-07-15
9.000000
693000.00
771170.40
Corporate Debt Securities
TRANSOCEAN SEDCO FOREX
2038-03-15
6.800000
4000.00
3216.67
Corporate Debt Securities
TAYLOR MORRISON CMNTYS ONC MONARCH CMNTYS INC
2024-03-01
5.625000
1000000.00
1053906.25
Corporate Debt Securities
SURGERY CTR HLDGS INC SR 144A NT 21
54930054EVI5HWPPW113
2021-04-15
8.875000
1000000.00
1018593.75
Corporate Debt Securities
TULLOW OIL PLC SR GLBL REGS 20
2138003EYHWO75RKS857
2020-11-01
6.000000
1000000.00
1012333.33
Corporate Debt Securities
GTL TRADE FIN INC SR REGS BD 24
2024-04-29
5.893000
150000.00
163698.68
Corporate Debt Securities
BRASKEM FINANCE LIMITED GTD SR NT REGS21
2021-04-15
5.750000
283000.00
305919.46
Corporate Debt Securities
VALEANT PHARMACEUTICALS INTL I SR SEC 144A NT22
B3BS7ACMDUWISF18KY76
2022-03-15
6.500000
506000.00
539417.08
Corporate Debt Securities
CANBRIAM ENERGY INC SR GLBL 144A 19
5493004ONEKC47CNK477
2019-11-15
9.750000
944000.00
964355.00
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR 144A NT 27
2027-05-01
5.125000
720000.00
721172.50
Corporate Debt Securities
BWAY HOLDING COMPANY SR SEC GLBL 24
549300DNGHXL0OMHW304
2024-04-15
5.500000
707000.00
742791.87
Corporate Debt Securities
BOMBARDIER INC SR GLBL 144A 21
W7L3VLU8EHQY34Z36697
2021-12-01
8.750000
1000000.00
1145376.94
Corporate Debt Securities
EVERI PMTS INC SR GLBL NT 10%22
2022-01-15
10.000000
1000000.00
1120700.00
Corporate Debt Securities
EQUINIX INC SR NT 5.875%26
549300EVUN2BTLJ3GT74
2026-01-15
5.875000
568000.00
628793.75
Corporate Debt Securities
CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL NT 25
2025-04-01
5.750000
1000000.00
1040673.61
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 144A 18
549300JKU50UT08ZWD77
2018-11-15
9.000000
517000.00
548020.00
Corporate Debt Securities
RSP PERMIAN INC SR GLBL NT 22
2022-10-01
6.625000
500000.00
531678.82
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 22
549300FNENFFSMO3GT38
2022-01-17
6.125000
627000.00
686959.05
Corporate Debt Securities
MGM GROWTH PPTYS OPER PRTN/ SR NT 5.625%24
2024-05-01
5.625000
536000.00
575627.15
Corporate Debt Securities
1011778 B.C. UNLIMITED LIABILI SR SEC GLBL 25
2025-10-15
5.000000
932000.00
965128.46
Corporate Debt Securities
CHEMOURS CO SR GLBL NT 7%25
549300M1BOLNXL8DOV14
2025-05-15
7.000000
500000.00
548958.33
Corporate Debt Securities
MOMENTIVE PERFORMANCE MATLS SR SEC NT3.88%21
H2OFQI2FJX0T8IHKL414
2021-10-24
3.880000
958000.00
998571.30
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 45
3BNYRYQHD39K4LCKQF12
2045-12-15
5.850000
587000.00
684525.65
Corporate Debt Securities
FREEPORT-MCMORAN INC SR NT 3.1%20
2020-03-15
3.100000
1000000.00
1006958.33
Corporate Debt Securities
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.977500
960005.00
966487.48
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-12-26
6.327500
1508180.00
1742103.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
5.328600
81073.00
71073.59
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 01/29
2029-01-25
5.778600
2530826.00
2792232.91
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
5.727500
186013.00
209291.78
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-10-25
5.977500
5343631.00
6020676.88
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
6.877500
2094.00
2491.31
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
4.727500
3579.00
450.31
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.328600
27104.00
31689.32
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
8.078600
12238.00
14397.12
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.328600
15091.00
14758.44
Private Label Collateralized Mortgage Obligations
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0132
58999156.30
58999156.30
0.0074
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.547500%
0000008565
931UGD003
Certificate of Deposit
Y
2017-12-27
2018-04-24
2018-04-24
N
N
N
0.0140
8004632.00
8004632.00
0.0010
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.390000%
0000319432
931WAG008
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0125
57004481.34
57004481.34
0.0072
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.390000%
0001142175
931WXW008
Certificate of Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0141
79996795.20
79996795.20
0.0101
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.020000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.02_1205
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4653 M
2047-08-20
4.000000
25000000.00
26058161.91
Agency Mortgage-Backed Securities
GNMA
2045-06-20
3.500000
35015739.00
22267797.06
Agency Mortgage-Backed Securities
GNMA
2045-01-20
4.000000
207001.00
92271.01
Agency Mortgage-Backed Securities
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0102
46999243.30
46999243.30
0.0059
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.050000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.05_1205
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4510 M
2047-03-20
3.500000
18964588.00
19318239.35
Agency Mortgage-Backed Securities
GNMA
2045-06-20
3.500000
14982069.00
9527649.04
Agency Mortgage-Backed Securities
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0105
27999619.20
27999619.20
0.0035
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.060000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.06_1201
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-12-31
1.125000
59306100.00
58786567.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-09-30
1.375000
500.00
479.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.375000
91266000.00
91129869.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-31
1.625000
100715000.00
97941308.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-03-31
2.125000
71794800.00
71601752.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-02-28
0.750000
8985400.00
8989704.99
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0106
322000000.00
322000000.00
0.0405
N
Y
Y
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
0.0134
44005069.24
44005069.24
0.0055
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.512700%
96121T3K2
Certificate of Deposit
Y
2017-12-20
2018-04-20
2018-04-20
N
N
N
0.0143
23013800.23
23013800.23
0.0029
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.518600%
96121T3L0
Certificate of Deposit
Y
2017-12-27
2018-04-27
2018-04-27
N
N
N
0.0144
85039440.85
85039440.85
0.0107
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.366100%
0000319432
964BAB005
Certificate of Deposit
Y
2017-12-11
2018-02-12
2018-02-12
N
N
N
0.0137
1000000.00
1000000.00
0.0001
N
N
N
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 1.050000%
549300LCO2FLSSVFFR64
0000050916
964FUN008_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2045-01-15
3.500000
1000.00
1025.13
Agency Collateralized Mortgage Obligation
GNII SF MA4592 M
2038-12-20
6.500000
15251.00
16169.79
Agency Mortgage-Backed Securities
GNII JM MA4827 M
2047-10-20
3.000000
1475420.00
1481931.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
2047-11-01
3.500000
19422876.00
20022212.82
Agency Mortgage-Backed Securities
FNMS 03.000 CIBH5774
2032-11-01
3.000000
7094421.00
7274719.16
Agency Mortgage-Backed Securities
03.500 FGPC Q52638 G
2047-12-01
3.500000
26474.00
27396.98
Agency Mortgage-Backed Securities
04.000 FGPC G08785 G
2047-09-01
4.000000
1000.00
1041.76
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-06-01
3.646000
78250.00
16345.13
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
28000000.00
28000000.00
0.0035
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.050000%
549300QJJX6CVVUXLE15
0000050916
964FUR009_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2043-05-15
2.875000
61298600.00
62221836.50
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
61000000.00
61000000.00
0.0077
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1201
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLS FARGO 3.64% 12/59
2059-12-17
3.640000
30000.00
31145.31
Private Label Collateralized Mortgage Obligations
WELLS FARGO COMM MTG TRUST 2
2043-11-18
5.785100
20455697.00
21215481.76
Private Label Collateralized Mortgage Obligations
GS MTG SECS CORP TR 2012 ALOHA
2034-04-12
3.551000
12736132.00
13254628.57
Private Label Collateralized Mortgage Obligations
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0131
30000000.00
30000000.00
0.0038
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1205
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CREDIT SUISSE NEW YORK BRANCH VR 012915-012918
2018-01-29
2.068000
1575000.00
1579316.67
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 1.4%042619
6BYL5QZYBDK8S7L73M02
2019-04-26
1.400000
629000.00
625044.99
Corporate Debt Securities
NORDEA BK AB MTN 144A SR NT 4.875%21
6SCPQ280AIY8EP3XFW53
2021-01-14
4.875000
250000.00
272679.17
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S FR 3.5%070226
2026-07-02
3.500000
4852000.00
4968200.01
Corporate Debt Securities
AIA GROUP LTD HONG KONG FR 4.5%031646
ZP5ILWVSYE4LJGMMVD57
2046-03-16
4.500000
297000.00
329616.54
Corporate Debt Securities
AIA GROUP LTD HONG KONG FR 4.875%031144
ZP5ILWVSYE4LJGMMVD57
2044-03-11
4.875000
1550000.00
1799748.27
Corporate Debt Securities
CITIZENS BANK N A FR 2.55%051321
DRMSV1Q0EKMEXLAU1P80
2021-05-13
2.550000
554000.00
553553.57
Corporate Debt Securities
CITIZENS BANK N A FR 2.25%030220
DRMSV1Q0EKMEXLAU1P80
2020-03-02
2.250000
660000.00
661735.80
Corporate Debt Securities
BOC AVIATION PTE LTD FR 3.875%042726
2026-04-27
3.875000
12221000.00
12479132.98
Corporate Debt Securities
BB&T CO GLOBAL BK MTN FR 1.45%051019
JJKC32MCHWDI71265Z06
2019-05-10
1.450000
302000.00
299824.26
Corporate Debt Securities
PETRONAS CAPITAL LTD FR 4.5%031845
2045-03-18
4.500000
457000.00
519202.27
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP FR 3.95%011222
5U0XI89JRFVHWIBS4F54
2022-01-12
3.950000
750000.00
798263.75
Corporate Debt Securities
BPCE GBL NT 144A FR 5.7%102223
9695005MSX1OYEMGDF46
2023-10-22
5.700000
1800000.00
2008290.00
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG FR 2%111618
2018-11-16
2.000000
261000.00
261424.85
Corporate Debt Securities
ICBC LTD NEW YORK BRANCH FR 2.635%052621
2021-05-26
2.635000
489000.00
485456.11
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR REG S FR 4.8%052219
2019-05-22
4.800000
200000.00
206255.33
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR REG S FR 4%031826
2026-03-18
4.000000
525000.00
539936.25
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN FR 2.125%102819
6BYL5QZYBDK8S7L73M02
2019-10-28
2.125000
1716000.00
1720339.57
Corporate Debt Securities
GRUPO TELEVISA SA FR 4.625%013026
2026-01-30
4.625000
875000.00
944533.33
Corporate Debt Securities
CRED SUIS NY 1.700
2018-04-27
1.700000
1155000.00
1156615.07
Corporate Debt Securities
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0131
28000226.80
28000226.80
0.0035
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1201
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ABBOTT LABS SR NT 4.75%43
HQD377W2YR662HK5JX27
2043-04-15
4.750000
182000.00
199273.16
Corporate Debt Securities
FIBRIA OVERSEAS FIN LTD SR GLBL NT5.5%27
549300WABWKSHESAMG92
2027-01-17
5.500000
280000.00
306395.44
Corporate Debt Securities
CONSTELLATION BRANDS INC SR NT 4.75%24
5493005GKEG8QCVY7037
2024-11-15
4.750000
285000.00
312830.01
Corporate Debt Securities
VALMONT INDS INC SR NT 6.625% 20
5493009ZGZJJ8F77JN08
2020-04-20
6.625000
28000.00
30700.91
Corporate Debt Securities
HOSPITALITY PPTYS TR SR GLBL NT 26
2026-02-15
5.250000
5500000.00
6024713.75
Corporate Debt Securities
APPLE INC SR NT 4.375%45
HWUPKR0MPOU8FGXBT394
2045-05-13
4.375000
404000.00
442079.41
Corporate Debt Securities
AMEREN ILL CO SR SEC GLBL NT46
RC71E2BZ6UOMFPDJSE79
2046-03-15
4.150000
49000.00
53769.46
Corporate Debt Securities
EL PASO PIPELINE PARTNERS OPER GTD SR NT 6.5%20
549300PDHUGWPWGOT525
2020-04-01
6.500000
303000.00
332016.12
Corporate Debt Securities
DUKE ENERGY PROGRESS LLC 1M BD - 4.2% 45
2045-08-15
4.200000
3929000.00
4312588.27
Corporate Debt Securities
CORPORATE OFFICE PPTYS L P SR NT 5.25%24
H0TWO5VRNEP6CQAWPX27
2024-02-15
5.250000
4230000.00
4638417.08
Corporate Debt Securities
BOSTON SCIENTIFIC CORP SR NT 6%20
Y6ZDD9FP4P8JSSJMW954
2020-01-15
6.000000
604000.00
661935.68
Corporate Debt Securities
ONEOK PARTNERS LP GTD SR NT 19
T4DHW82NMF6BXJT50795
2019-03-01
8.625000
45000.00
49274.68
Corporate Debt Securities
MOODYS CORP SR NT 5.5%20
549300GCEDD8YCF5WU84
2020-09-01
5.500000
291000.00
318501.60
Corporate Debt Securities
ANTHEM INC SR NT 4.85%54
8MYN82XMYQH89CTMTH67
2054-08-15
4.850000
379000.00
415947.13
Corporate Debt Securities
VORNADO RLTY L P SR NT 5%22
549300BMOJ05INE4YK86
2022-01-15
5.000000
3167000.00
3476669.26
Corporate Debt Securities
VEREIT OPERATING PRTNERSHIP LP SR GLBL NT 26
5493005TQOUJE1LCS698
2026-06-01
4.875000
6043000.00
6612308.51
Corporate Debt Securities
TRAVELERS COMPANIES INC SR NT 4.3%45
549300Y650407RU8B149
2045-08-25
4.300000
1152000.00
1261770.88
Corporate Debt Securities
PARTNERRE FIN B LLC
2020-06-01
5.500000
166000.00
181827.64
Corporate Debt Securities
BERKSHIRE HATHAWAY FINANCE CORP
2043-05-15
4.300000
1764000.00
1932270.90
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT 35
ENYF8GB5SMQZ25S06U51
2035-11-15
4.850000
5957000.00
6538467.73
Corporate Debt Securities
HCP INC SR GLBL NT 21
PZ9HF5U52KPF0MH0QN75
2021-02-01
5.375000
1634000.00
1791268.19
Corporate Debt Securities
J P MORGAN CHASE COML MTG SECSTR 2011 C4
2046-07-17
5.581100
2500000.00
2668015.62
Private Label Collateralized Mortgage Obligations
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0132
37000000.00
37000000.00
0.0047
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PFS FINANCING CORP 2015-A A 20200415 FLT
2020-04-15
1.870300
950000.00
952111.26
Asset-Backed Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-03-04
0.00
325000.00
436280.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-02-04
0.00
579000.00
793635.30
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-07-06
0.00
151000.00
182649.60
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-06-01
0.00
104000.00
124352.80
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-03-03
0.00
191000.00
232924.50
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-02-03
0.00
20000.00
24782.00
Corporate Debt Securities
TORONTO DOMINION BANK SR IDX ZRO LKD18
PT3QB789TSUIDF371261
2018-11-30
0.00
295000.00
373470.00
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 20
PT3QB789TSUIDF371261
2020-08-03
0.00
139000.00
174361.60
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 20
PT3QB789TSUIDF371261
2020-07-06
0.00
30000.00
36378.00
Corporate Debt Securities
TORONTO DOMINION BANK SR IDX ZRO LKD18
PT3QB789TSUIDF371261
2018-05-04
0.00
2729000.00
3301544.20
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 18
IGJSJL3JD5P30I6NJZ34
2018-12-31
0.00
12000.00
15561.60
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
105000.00
137550.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
25000.00
33750.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-11-05
0.00
110000.00
138061.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-09-04
0.00
275000.00
346252.50
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-08-06
0.00
154000.00
200754.40
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-02-05
0.00
150000.00
204915.00
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2IGI19DL77OX0HC3ZE78
2018-05-30
0.00
583000.00
706770.90
Corporate Debt Securities
CANADIAN IMP BK COMM SR IDX ZRO LKD21
2021-04-05
0.00
284000.00
358635.20
Corporate Debt Securities
BANK OF NOVA SCOTIA SR IDX ZRO LKD21
L3I9ZG2KFGXZ61BMYR72
2021-03-03
0.00
140000.00
170128.00
Corporate Debt Securities
MORGAN STANLEY SR GLBL EQTY 20
IGJSJL3JD5P30I6NJZ34
2020-03-03
0.00
174000.00
218143.80
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD19
IGJSJL3JD5P30I6NJZ34
2019-02-05
0.00
50000.00
60995.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD19
IGJSJL3JD5P30I6NJZ34
2019-01-07
0.00
14000.00
17259.20
Corporate Debt Securities
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD18
6SHGI4ZSSLCXXQSBB395
2018-03-05
0.00
144000.00
182203.20
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2IGI19DL77OX0HC3ZE78
2018-08-03
0.00
48000.00
60134.40
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2IGI19DL77OX0HC3ZE78
2018-07-05
0.00
37000.00
45225.10
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-11-05
0.00
216000.00
266155.20
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 18
IGJSJL3JD5P30I6NJZ34
2018-10-05
0.00
181000.00
215462.40
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 18
IGJSJL3JD5P30I6NJZ34
2018-09-04
0.00
272000.00
348758.40
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
270000.00
340983.00
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
1082000.00
1324476.20
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-03-04
0.00
263000.00
313496.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19
2019-11-04
0.00
244000.00
306439.60
Corporate Debt Securities
MS MTG LN TR 2014-1 B-2 20440625 FLT
2044-06-25
2.961400
2500000.00
2412335.92
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-4 B-2 20470725 FLT
2047-07-25
3.971600
3135816.00
3069464.12
Private Label Collateralized Mortgage Obligations
WINWATER MTG LN TR 2016-1 B-1 20460120 FLT
5493007FSEV8PHXVE122
2046-01-20
3.866000
575000.00
557988.00
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-CH1 B-4 20470825 FLT
2047-08-25
4.694600
7383000.00
7172779.95
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2016-1 B-1 20451225 FLT
549300SCHQRABPDKYY47
2045-12-25
3.791400
6883000.00
6684885.36
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2016-2 B-1 20460325 FLT
549300TSTBCBQ5EBD390
2046-03-25
3.813300
5429000.00
5267883.29
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-7 B-1 20451025 FLT
549300LK2ZDVY7I44B84
2045-10-25
3.762300
2543425.00
2450395.50
Private Label Collateralized Mortgage Obligations
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0132
34991257.00
34991257.00
0.0044
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.050000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.05_1201
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBH5752
2047-11-01
3.500000
127121210.00
131043822.79
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
126000000.00
126000000.00
0.0158
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.640000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.64_0215
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSAIL 2015-C3 VAR 08/48
549300ZAGI6FKGY8O078
2048-08-15
4.507600
4700000.00
4750784.11
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 C
54930025J96YEH8FQE77
2048-11-15
4.585900
57000.00
57913.90
Private Label Collateralized Mortgage Obligations
FREMF 2016-K56 VAR 06/49
2049-06-25
4.072500
8209000.00
8471303.95
Private Label Collateralized Mortgage Obligations
FREMF 4.0048% 02/50
2050-02-25
4.004900
3180000.00
3273615.55
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 12/49
2049-12-15
4.288500
10300000.00
10324228.05
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 12/48
2048-12-15
4.741900
6000000.00
6118733.17
Private Label Collateralized Mortgage Obligations
MSBAM 2013-C11 C
2046-08-15
4.514700
3000.00
2876.08
Private Label Collateralized Mortgage Obligations
NATIXIS VAR 04/37
2037-04-09
4.193100
3000000.00
3095568.90
Private Label Collateralized Mortgage Obligations
WELLS FARGO 4.458% 08/50
549300PX4QZK7CUM8D08
2050-08-15
4.458000
6613000.00
6724527.56
Private Label Collateralized Mortgage Obligations
BAMLL VAR 08/34
2034-08-14
3.726500
14450000.00
14595889.98
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-CBX D
2045-06-15
5.385800
3500000.00
3537721.99
Private Label Collateralized Mortgage Obligations
Y
2018-01-04
2018-01-04
2018-02-15
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0164
52988260.50
52988260.50
0.0067
N
N
N
Y
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.160000%
0001002614
ATD0NQD14
Non-Negotiable Time Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0116
31999960.00
31999960.00
0.0040
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0NR289
Non-Negotiable Time Deposit
Y
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0115
48999909.35
48999909.35
0.0062
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.150000%
0001448613
ATD0NR2E6
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0115
62999842.50
62999842.50
0.0079
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.160000%
0000917311
ATD0NR2Q9
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0116
136999773.95
136999773.95
0.0172
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.180000%
0000947263
ATD0NR3X3
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0118
149000000.00
149000000.00
0.0187
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0NR420
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0115
29999925.00
29999925.00
0.0038
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.160000%
0001002614
ATD0NR446
Non-Negotiable Time Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0116
23999960.40
23999960.40
0.0030
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.160000%
0001002614
ATD0NRTW7
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
55999890.80
55999890.80
0.0070
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.160000%
0000859994
ATD0NRU47
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
71999859.60
71999859.60
0.0091
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.160000%
0001498632
ATD0NRU88
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
100999803.05
100999803.05
0.0127
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.200000%
0001245022
ATD0NRUR6
Non-Negotiable Time Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0120
28000070.00
28000070.00
0.0035
N
N
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.040000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0NSJQ9
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0104
158000000.00
158000000.00
0.0199
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.040000%
JJKC32MCHWDI71265Z06
0000838135
ATD0NSK12
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0104
94000000.00
94000000.00
0.0118
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.160000%
0000352613
ATD0NSKF1
Non-Negotiable Time Deposit
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0116
108999771.10
108999771.10
0.0137
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.200000%
0000859994
ATD0NSKJ3
Non-Negotiable Time Deposit
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0120
165000569.25
165000569.25
0.0207
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.050000%
0000833029
ATD0NSKP9
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
197000000.00
197000000.00
0.0248
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.060000%
0001448613
ATD0NSKU8
Non-Negotiable Time Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0106
52000000.00
52000000.00
0.0065
N
Y
Y
N
The Charles Schwab Family of Funds
2017-12-07
Mark Fischer
Mark Fischer
Chief Financial Officer