0001145549-18-002367.txt : 20180406
0001145549-18-002367.hdr.sgml : 20180406
20180406160631
ACCESSION NUMBER: 0001145549-18-002367
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180406
DATE AS OF CHANGE: 20180406
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: 18743280
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
S000004505
Schwab Advisor Cash Reserves
C000012379
Sweep Shares
SWQXX
C000012380
Premier Sweep Shares
SWZXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-03-31
0000857156
549300I77JNLD629OV19
S000004505
2
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
11
12
4413247067.25
4286695654.64
5203899343.01
4671007674.26
3936437072.76
8627412736.51
8783020981.38
9123014383.71
7958350939.25
7147680297.03
0.3607
0.3547
0.4556
0.4619
0.4410
0.7052
0.7268
0.7988
0.7870
0.8007
0.40
8921099412.58
8921545788.82
5444744.85
9259839.46
8917730694.61
8916169377.5200
1.0000
0.0179
1.0001
1.0001
1.0001
1.0001
1.0001
C000012379
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1534601648.35
1534252417.7100
1.0001
1.0001
1.0001
1.0001
1.0002
201982961.84
212176676.15
181692327.84
213502162.83
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509875238.78
153826324.47
768474680.13
147749590.50
713907139.64
756875426.48
2299137385.67
0.0118
Y
Investment Advisor and its affiliates Contractual 47,017
C000012380
0.00
7383129046.26
7381916959.8100
1.0001
1.0001
1.0001
1.0001
1.0001
820347913.97
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531657785.82
1229546419.61
538071588.34
1158323969.03
2751897433.69
4422415638.99
0.0125
Y
Investment Advisor and its affiliates Contractual 665,763
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.720000%
00279JVZ2
R83QYRLEMH4ZSHI0L097
0000931061
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
Y
Santander UK Plc
1.0000
N
0.0174
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91999779.20
0.0103
N
Y
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.710000%
00279JWA6
R83QYRLEMH4ZSHI0L097
0000931061
Certificate of Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
Santander UK Plc
1.0000
N
0.0175
1999987.00
1999987.00
0.0002
N
N
Y
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XDA3
Asset Backed Commercial Paper
Y
2018-04-10
2018-04-10
2018-04-10
N
Y
Credit Suisse AG
1.0000
N
0.0179
115930829.20
115930829.20
0.0130
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UD25
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0173
38992529.16
38992529.16
0.0044
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UD33
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0173
49988000.00
49988000.00
0.0056
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.500000%
06053PZZ3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-12
2018-04-12
2018-04-12
N
N
N
0.0168
173990899.80
173990899.80
0.0195
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.899600%
06417GWA2
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-04-10
2018-04-10
2018-04-10
N
N
N
0.0173
43002365.43
43002365.43
0.0048
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.330000%
06742TFP6
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-06-26
2018-06-26
2018-06-26
N
N
N
0.0232
1000021.00
1000021.00
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MDS2
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-04-26
2018-04-26
2018-04-26
N
Y
Societe Generale SA
1.0000
N
0.0201
3993762.40
3993762.40
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MFR2
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-06-25
2018-06-25
2018-06-25
N
Y
Societe Generale SA
1.0000
N
0.0233
34800825.50
34800825.50
0.0039
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MD35
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
Y
Societe Generale SA
1.0000
N
0.0172
37990921.80
37990921.80
0.0043
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MD43
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
Societe Generale SA
1.0000
N
0.0173
8997400.80
8997400.80
0.0010
N
N
Y
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 2.000000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0200
1000000.00
1000000.00
0.0001
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.992100%
13606BLP9
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-04-20
2018-04-20
2018-04-20
N
N
N
0.0177
9001197.09
9001197.09
0.0010
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KF10
Asset Backed Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
Lloyds Bank Plc
1.0000
N
0.0217
8965248.30
8965248.30
0.0010
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178MD21
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
149969835.00
149969835.00
0.0168
N
Y
Y
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DDP3
Asset Backed Commercial Paper
Y
2018-04-23
2018-04-23
2018-04-23
N
Y
JP Morgan Securities LLC
1.0000
N
0.0189
79895112.00
79895112.00
0.0090
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.041500%
19423EDM7
Asset Backed Commercial Paper
Y
2018-04-26
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0180
19003572.19
19003572.19
0.0021
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1D42
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
Credit Suisse AG
1.0000
N
0.0174
34989874.50
34989874.50
0.0039
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1F73
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
Y
Credit Suisse AG
1.0000
N
0.0221
44806450.50
44806450.50
0.0050
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.720000%
23328AA61
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0174
93999802.60
93999802.60
0.0105
N
N
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.710000%
25158BH47
7LTWFZYICNSX8D621K86
Certificate of Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0173
88000000.00
88000000.00
0.0099
N
N
Y
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 2.000000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0200
2410000.00
2410000.00
0.0003
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229BD61
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
Y
2018-04-06
2018-04-06
2018-04-06
N
N
N
0.0170
54979248.50
54979248.50
0.0062
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GD59
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0175
93968105.80
93968105.80
0.0105
N
N
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.880000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0188
1620000.00
1620000.00
0.0002
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MD26
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0172
24995197.25
24995197.25
0.0028
N
Y
Y
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.306900%
40428A6P7
1IE8VN30JCEQV1H4R804
Certificate of Deposit
Y
2018-05-01
2018-10-01
2018-10-01
N
N
N
0.0234
31000000.00
31000000.00
0.0035
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.750000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0175
49000000.00
49000000.00
0.0055
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W2R8
Asset Backed Commercial Paper
Y
2018-04-16
2018-04-16
2018-04-16
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0176
49968275.00
49968275.00
0.0056
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W2S6
Asset Backed Commercial Paper
Y
2018-04-17
2018-04-17
2018-04-17
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0177
99931320.00
99931320.00
0.0112
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MHC6
Asset Backed Commercial Paper
Y
2018-04-19
2018-04-19
2018-04-19
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0181
99909650.00
99909650.00
0.0112
N
N
N
N
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH)
LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH) 1.710000%
51489NX80
MK13839SGLMX6JEXRB54
0000878519
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0169
45000117.45
45000117.45
0.0050
N
Y
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.700000%
51500LYU9
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0172
95999788.80
95999788.80
0.0108
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952ME97
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-05-09
2018-05-09
2018-05-09
N
Y
Natixis SA
1.0000
N
0.0197
45896845.00
45896845.00
0.0051
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MEE6
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-05-14
2018-05-14
2018-05-14
N
Y
Natixis SA
1.0000
N
0.0199
9974559.00
9974559.00
0.0011
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RD39
Asset Backed Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0171
76981680.16
76981680.16
0.0086
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MD41
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-04-04
2018-04-04
2018-04-04
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0177
28991686.57
28991686.57
0.0033
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MD58
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-04-05
2018-04-05
2018-04-05
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0177
59979816.60
59979816.60
0.0067
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.480000%
60683BBM4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0171
1999946.60
1999946.60
0.0002
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.680000%
60700AVP6
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0173
27999753.60
27999753.60
0.0031
N
N
Y
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1D32
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0180
59985042.00
59985042.00
0.0067
N
N
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.000000%
63873KD20
KX1WK48MPD4Y2NCUIZ63
0001503859
Financial Company Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0170
46991451.17
46991451.17
0.0053
N
Y
Y
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975VD98
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0186
64963158.00
64963158.00
0.0073
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.850000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0185
56000000.00
56000000.00
0.0063
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.750000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0175
14000000.00
14000000.00
0.0016
N
N
Y
N
NISSAN MOTOR ACCEPTANCE CORP
NISSAN MOTOR ACCEPTANCE CORP 0.000000%
65475MD31
7D6DIU2QXTUJRFNNJA49
Non-Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0171
9997629.00
9997629.00
0.0011
N
N
Y
N
1500 MISSION URBAN HOUSING LP
TAXABLE M/F HOUSING REVENUE NOTES (1500 MISSION APTS) SERIES 2017A 1.798000%
68247TAA4
549300U31DEIOR73NJ85
US68247TAA43
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2052-12-01
Y
Deutsche Bank AG
1.0000
7
N
N
N
0.0180
27700000.00
27700000.00
0.0031
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.710000%
69033L2X6
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0169
1000003.21
1000003.21
0.0001
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.720000%
69033L3B3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-04-06
2018-04-06
2018-04-06
N
N
N
0.0175
109999877.90
109999877.90
0.0123
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KD32
Asset Backed Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
Y
BNP Paribas SA
1.0000
N
0.0170
24994087.50
24994087.50
0.0028
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KDG3
Asset Backed Commercial Paper
Y
2018-04-16
2018-04-16
2018-04-16
N
Y
BNP Paribas SA
1.0000
N
0.0186
94911555.00
94911555.00
0.0106
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.051500%
78009NT89
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-25
2018-05-25
2018-05-25
N
N
N
0.0191
43010062.43
43010062.43
0.0048
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.076900%
78009NV78
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-30
2018-06-28
2018-06-28
N
N
N
0.0204
133013035.33
133013035.33
0.0149
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.836200%
78009NW36
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0171
145003336.45
145003336.45
0.0163
N
N
Y
N
SANOFI SA
SANOFI SA 0.000000%
8010M3DC1
549300E9PC51EN656011
Non-Financial Company Commercial Paper
Y
2018-04-12
2018-04-12
2018-04-12
N
N
N
0.0176
27980836.80
27980836.80
0.0031
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.700000%
86564FAA1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0172
184999408.00
184999408.00
0.0207
N
N
Y
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.680000%
87019VFA0
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0169
126999771.40
126999771.40
0.0142
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.000000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0200
2885000.00
2885000.00
0.0003
N
N
Y
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.000000%
89119BFE1
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0209
6968782.80
6968782.80
0.0008
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QD31
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-04-03
2018-04-03
2018-04-03
N
Y
Total SA
1.0000
N
0.0175
141965451.40
141965451.40
0.0159
N
N
Y
N
UNIVERSITY HOSPITAL HEALTH SYSTEMS
HOSPITAL RB SERIES 2013C 1.750000%
914293AA3
P35YK5QO6QSHOB2Y1B40
US914293AA30
Variable Rate Demand Note
Y
2018-04-05
2018-04-05
2050-01-15
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0175
37000000.00
37000000.00
0.0041
N
N
Y
N
UNIVERSITY OF PITTSBURGH
UNIVERSITY OF PITTSBURGH 1.700000%
91481JAQ8
5493002C83QSGL8ETT42
Non-Financial Company Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0211
24999000.00
24999000.00
0.0028
N
Y
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LD23
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-04-02
2018-04-02
2018-04-02
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0167
122625200.96
122625200.96
0.0138
N
Y
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LF70
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0216
30869679.10
30869679.10
0.0035
N
N
N
N
WALMART INC
WALMART INC 0.000000%
93114FD92
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0181
59966910.00
59966910.00
0.0067
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.091500%
0000008565
931UGD003
Certificate of Deposit
Y
2018-04-24
2018-04-24
2018-04-24
N
N
N
0.0182
125024500.00
125024500.00
0.0140
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.843400%
94989RJF6
KB1H1DSPRFMYMCUFXT09
US94989RJF64
0000827124
Certificate of Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0171
145002611.45
145002611.45
0.0163
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.250000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FS220_2.25_0710
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
COLONY AMERICAN HOMES 2015-1 F 20320719 FLT
2032-07-19
5.367940
6578000.00
6589967.44
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 F 20320318 FLT
2032-03-18
6.050320
10000000.00
10020337.73
Asset-Backed Securities
VOLT XXXVIII LLC 2015-NPL12 A-2 20450925 FLT
2045-09-25
4.500000
12619567.00
12572562.18
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 E 20320819 FLT
2032-08-19
5.500320
3691000.00
3706149.49
Asset-Backed Securities
VOLT LVIII LLC 2017-NPL5 A-2 20470528 FLT
2047-05-28
5.375000
4163000.00
4166710.16
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 E 20320318 FLT
2032-03-18
5.950320
5480000.00
5496091.69
Asset-Backed Securities
HUNT CRE 2017-FL1 LTD D 20340817 FLT
2034-08-17
5.076600
5500000.00
5519542.69
Asset-Backed Securities
NAVITAS EQIP RECV 2015-1 C 20190617 4.5
549300E6VQ8QJ801VH21
2019-06-17
4.500000
1750000.00
1755304.25
Asset-Backed Securities
VOLT LVII LLC 2017-NPL4 A-2 20470425 FLT
2047-04-25
5.625000
2000000.00
2003438.00
Asset-Backed Securities
VOLT LIV LLC 2017-NPL1 A-2 20470225 FLT
2047-02-25
5.875000
2900000.00
2902449.86
Asset-Backed Securities
FIRSTKEY LEND 2015-SFR1 D 20470311 FLT
2047-03-11
4.367000
3200000.00
3192585.96
Asset-Backed Securities
VOLT XL LLC 2015-NPL14 A-2 20451226 FLT
2045-12-26
4.875000
17125000.00
17135063.79
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 F 20320617 FLT
2032-06-17
5.508200
18100000.00
18152274.01
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 E 20320617 FLT
2032-06-17
4.958200
100000.00
100271.27
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 F 20320819 FLT
2032-08-19
6.500320
614445.00
618524.16
Asset-Backed Securities
TPG REAL EST 2018-FL1 B 20350216 FLT
2035-02-16
3.086380
943000.00
945686.41
Asset-Backed Securities
GARRISON FDG 2018 1 LP GARRISON FDS 20181
54930018JSRPYZJUUR90
2027-03-20
5.748870
8700000.00
8680425.00
Asset-Backed Securities
MADISON PK FDG XXVII LTD MADISON PK FDG XXVII
2030-04-20
3.847280
4250000.00
4254268.05
Asset-Backed Securities
TIAA CLO III LTD B 20310116 FLT
2031-01-16
2.977250
2500000.00
2505170.50
Asset-Backed Securities
PROGRESS RES TR 2018-SFR1 F 20350319 4.7
2035-03-19
4.778000
3500000.00
3515836.33
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 E 20320719 FLT
2032-07-19
4.717940
135000.00
135216.49
Asset-Backed Securities
Y
2018-07-02
2018-07-02
2018-07-10
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0243
97948706.80
97948706.80
0.0110
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.310000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0FZ2J7_2.31_0801
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT LXIII 2017-NPL10 A-1 20471025 FLT
2047-10-25
3.000000
100000.00
99037.44
Asset-Backed Securities
VOLT XXXVIII LLC 2015-NPL12 A-2 20450925 FLT
2045-09-25
4.500000
105433.00
105040.29
Asset-Backed Securities
US RESI OPP FD III TR 2017-1 A 20371127 FLT
2037-11-27
3.351500
607127.00
571480.43
Asset-Backed Securities
AXIS EQUIP FIN RECV 2015-1 D 20200520 4.0
2020-05-20
4.050000
2000000.00
1988097.67
Asset-Backed Securities
US RESI OPP FD II TR 2017-1 A 20371127 FLT
2037-11-27
3.351500
4050000.00
3893019.29
Asset-Backed Securities
LENDMARK FDG TR 2017-2 A 20260520 2.8
549300UHUI1WNY5EHH26
2026-05-20
2.800000
5000000.00
4976150.00
Asset-Backed Securities
Y
2018-07-02
2018-07-02
2018-08-01
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0246
9994808.00
9994808.00
0.0011
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.130000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0G72C3_2.13_0601
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NOVASTAR HM EQ LN TR 2005-1 M-5 20350625 FLT
2035-06-25
2.951500
10000000.00
10097569.44
Asset-Backed Securities
MARLETTE FDG TR 2017-2 B 20240715 3.1
5493000DIU62BZSFTP62
2024-07-15
3.190000
9999680.00
9985726.00
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT
2035-06-25
2.921500
12250000.00
10246299.49
Asset-Backed Securities
CWABS INC 2004-12 MV-6 20350225 FLT
2035-02-25
3.671500
13500000.00
9954566.72
Asset-Backed Securities
ELETSON HLDGS INC / ELETSON 1M 144A 9.625%22
529900IV2A2ZMUKN9J79
2022-01-15
9.625000
21000.00
11650.48
Corporate Debt Securities
SOLERA LLC / SOLERA FIN INC SR GLBL 144A 24
2024-03-01
10.500000
1302000.00
1459108.00
Corporate Debt Securities
KRATON POLYMERS LLC / KRATON SR 144A NT 7%25
2025-04-15
7.000000
4451000.00
4670829.95
Corporate Debt Securities
ALLY FINL INC SR GLBL NT 20
549300JBN1OSM8YNAI90
2020-03-30
4.125000
9493000.00
9747036.63
Corporate Debt Securities
BRASKEM FINANCE LIMITED GTD SR NT REGS21
2021-04-15
5.750000
200000.00
213838.89
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 3.5%110722
2022-11-07
3.500000
150000.00
145470.83
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.5%100318
2018-10-03
4.500000
190000.00
194940.00
Corporate Debt Securities
BARCLAYS PLC ALT TIER I COCO
213800LBQA1Y9L22JB70
2049-12-29
8.250000
10000000.00
10344583.34
Corporate Debt Securities
Y
2018-05-03
2018-05-03
2018-06-01
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0218
57994606.00
57994606.00
0.0065
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.500000%
ZBUT11V806EZRVTWT807
0001168163
ARP0G8280_2.50_0828
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.880700
39239.00
18254.03
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.945200
391318.00
361424.88
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.845200
1127186.00
1064448.55
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.015200
4502691.00
4375942.85
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE3 III-A 20370425 FLT
2037-04-25
2.091500
27392.00
8335.83
Asset-Backed Securities
PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT
2023-02-25
4.721500
16.00
16.07
Asset-Backed Securities
LLOYDS BANKING GROUP PLC SR GLBL NT 28
549300PPXHEU2JF0AM85
2028-11-07
3.574000
3281818.00
3129598.89
Corporate Debt Securities
ROYAL CARIBBEAN CRUISES LTD SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
14000.00
17659.69
Corporate Debt Securities
CREDIT SUISSE USA INC BD 7.125%32
EXD7DEVFDH4HOFFQ7349
2032-07-15
7.125000
4671000.00
6238801.69
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-01-26
3.850000
3255000.00
3221758.31
Corporate Debt Securities
Y
2018-06-27
2018-06-27
2018-08-28
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0255
15996672.00
15996672.00
0.0018
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.040000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0G8XV5_2.04_0604
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
5.871500
27840059.00
23000000.00
Private Label Collateralized Mortgage Obligations
Y
2018-05-03
2018-05-03
2018-06-04
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0220
19994054.00
19994054.00
0.0022
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 2.150000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0GBY21_2.15_0611
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC 2016-NXSR COML MTG TR
2049-12-15
4.049100
1000000.00
1023874.40
Private Label Collateralized Mortgage Obligations
CSMC TR 2017-HD
549300ZNPQY52H8RRO71
2031-02-15
1.863000
1400000.00
1402747.23
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 5.465% 05/32
2032-05-03
5.465000
4100000.00
4601605.09
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ11 B
2042-10-15
6.250500
20000.00
20664.37
Private Label Collateralized Mortgage Obligations
WBCMT 2005-C21 B
2044-10-15
5.295700
1000000.00
756258.07
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C2 AS
549300D5DIOOMKWXVZ20
2057-06-15
3.849000
360000.00
364499.80
Private Label Collateralized Mortgage Obligations
CSMC 2013-HYB1 A16
2043-04-25
3.006300
550000.00
174680.07
Private Label Collateralized Mortgage Obligations
144A CCMFC 2004-A A1
549300CK5LJGUSKZWZ58
2035-03-25
2.231500
30000000.00
599319.77
Private Label Collateralized Mortgage Obligations
COMM 2016-SAVA FLT 10/34
2034-10-15
3.497000
100000.00
69190.19
Private Label Collateralized Mortgage Obligations
GS MORTGAGE FLT 02/37
2037-02-15
2.527000
4640000.00
4644399.05
Private Label Collateralized Mortgage Obligations
144A GSMS 2010-C1 A2
2043-08-10
4.592000
968000.00
1001728.57
Private Label Collateralized Mortgage Obligations
HUDSONS BAY 4.1545% 08/34
2034-08-05
4.154500
140000.00
138796.99
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE VAR 12/49
2049-12-15
4.052600
850000.00
860590.08
Private Label Collateralized Mortgage Obligations
MHL 2005-1 1A1
2035-02-25
2.511500
7565000.00
628545.41
Private Label Collateralized Mortgage Obligations
144A WFLD 2014-MONT A
2031-08-10
3.754800
2000000.00
2026640.89
Private Label Collateralized Mortgage Obligations
MSCG TRUST VAR 06/35
2035-06-07
3.462200
5720000.00
5537999.15
Private Label Collateralized Mortgage Obligations
MORGAN 3.859% 11/52
2052-11-15
3.859000
249375.00
252296.44
Private Label Collateralized Mortgage Obligations
JPMBB 2014-C25 AS
2047-11-15
4.065100
295000.00
302015.98
Private Label Collateralized Mortgage Obligations
BAMLL 2.848% 08/34
2034-08-14
2.848000
850000.00
806353.46
Private Label Collateralized Mortgage Obligations
BANK 3.624% 06/60
2060-06-15
3.624000
208000.00
205840.42
Private Label Collateralized Mortgage Obligations
CFCRE 4.1615% 12/54
2054-12-10
4.161500
12439000.00
12922299.01
Private Label Collateralized Mortgage Obligations
CFCRE VAR 11/49
2049-11-10
3.502000
7500000.00
7379238.01
Private Label Collateralized Mortgage Obligations
CSMC 3.6463% 11/39
2039-11-13
3.646300
210000.00
209700.12
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL A
549300FBVMRSN384BA29
2029-04-15
3.096600
100000.00
72058.68
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.000000
75000000.00
19750025.87
Private Label Collateralized Mortgage Obligations
CITIGROUP 3.457% 04/48
2048-04-10
3.457000
11426000.00
11302154.43
Private Label Collateralized Mortgage Obligations
Y
2018-05-03
2018-05-03
2018-06-11
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0225
66985983.60
66985983.60
0.0075
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.750000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GEN68_1.75_0405
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBJ3935
2047-12-01
3.500000
95627.00
95576.72
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1191
2047-11-01
3.500000
382867.00
382060.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9597
2047-05-01
4.000000
27194739.00
25605000.49
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9831
2047-06-01
4.000000
52481765.00
50192939.30
Agency Mortgage-Backed Securities
Y
2018-04-05
2018-04-05
2018-04-05
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0176
73999881.60
73999881.60
0.0083
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.750000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GEXH3_1.75_0405
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLCA1191
2047-11-01
3.500000
18956.00
18916.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9530
2042-07-01
2.632000
9406439.00
6391701.57
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7179
2046-05-01
4.000000
10540154.00
9008160.38
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0179
2057-01-01
3.500000
9162912.00
8944939.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
2048-01-01
3.500000
11752311.00
11710816.84
Agency Mortgage-Backed Securities
Y
2018-04-05
2018-04-05
2018-04-05
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0176
34999947.50
34999947.50
0.0039
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.800000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GGMB3_1.80_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLBM2004
2048-01-01
4.500000
78211712.00
77268532.71
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.125000
8500.00
8422.36
U.S. Treasuries (including strips)
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0175
75000503.25
75000503.25
0.0084
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0001168163
ARP0GH3K2_2.77_0924
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SLM PRIVATE ST LN TR 2004-A B 20330615 FLT
54930054KUX5HFXZUQ43
2033-06-15
2.704500
1196364.00
313164.80
Asset-Backed Securities
SOUTH CAROLINA ST LN 2014 B 20350801 FLT
549300PIO3ZMSROGFF38
2035-08-01
3.164180
1394539.00
1400139.66
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.845200
2460954.00
2323981.06
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
2.143630
2706740.00
2460248.67
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT
5493001IJLRQI58G5Z31
2025-07-25
2.045200
11861967.00
11860566.24
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.945200
31251.00
28863.71
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
1.880700
35585.00
16554.18
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B B 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
2.414500
53246.00
23487.74
Asset-Backed Securities
BEAR STEARNS ABS TR 2007-HE3 III-A 20370425 FLT
2037-04-25
2.091500
85120.00
25903.39
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.905200
116433.00
113349.62
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.015200
127298.00
123714.63
Asset-Backed Securities
CITIBANK CCIT 2017-A6 A 20290514 FLT
R8AG6FXVDQAMDKCSJJ64
2029-05-14
2.534950
32.00
32.35
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.945200
2443.00
1355.16
Asset-Backed Securities
PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT
2023-02-25
4.721500
16.00
16.07
Asset-Backed Securities
ROYAL CARIBBEAN CRUISES LTD SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
3000.00
3784.22
Corporate Debt Securities
WELLS FARGO CO MTN BE VR 120715-120720
PBLD0EJDB5FWOLXP3B76
2020-12-07
3.044900
257000.00
260564.79
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT 26
4XM3TW50JULSLG8BNC79
2026-09-01
2.950000
2000.00
1861.51
Corporate Debt Securities
AP MOLLER MAERSK AS SR GLBL 144A 25
549300D2K6PKKKXVNN73
2025-09-28
3.875000
18000.00
17483.18
Corporate Debt Securities
LLOYDS BANKING GROUP PLC SR GLBL NT 28
549300PPXHEU2JF0AM85
2028-11-07
3.574000
3318182.00
3164276.24
Corporate Debt Securities
TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26
2026-02-01
7.850000
733000.00
909225.82
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-01-26
3.850000
1354000.00
1340172.27
Corporate Debt Securities
HEINEKEN N V SR GLBL 144A 28
724500K5PTPSST86UQ23
2028-01-29
3.500000
6423000.00
6258528.38
Corporate Debt Securities
WACHOVIA CMBS 2007-C30 A-J 20431215 FLT
2043-12-15
5.413000
16451772.00
8739074.54
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
4.671500
17000000.00
17543031.94
Private Label Collateralized Mortgage Obligations
Y
2018-06-27
2018-06-27
2018-09-24
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0266
49526343.90
49526343.90
0.0056
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.880000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0GH4B1_1.88_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MORGAN 3.72% 12/49
2049-12-15
3.720000
3481000.00
3532716.16
Private Label Collateralized Mortgage Obligations
UBS 3.679% 12/50
2050-12-15
3.679000
16330000.00
16424137.92
Private Label Collateralized Mortgage Obligations
BANK 3.47% 11/54
2054-11-15
3.470000
6100000.00
6117146.83
Private Label Collateralized Mortgage Obligations
CSAIL 3.3566% 09/50
2050-09-15
3.356600
8000000.00
7961812.97
Private Label Collateralized Mortgage Obligations
CSAIL 3.3977% 11/24
2050-11-15
3.397700
5000000.00
4986974.30
Private Label Collateralized Mortgage Obligations
COMM 3.706% 11/46
2046-11-10
3.706000
425000.00
434947.61
Private Label Collateralized Mortgage Obligations
COMM 3.221% 10/48
2048-10-10
3.221000
2855000.00
2885399.05
Private Label Collateralized Mortgage Obligations
UBS 3.983% 02/51
2051-02-15
3.983000
8000000.00
8260123.25
Private Label Collateralized Mortgage Obligations
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0206
43998715.20
43998715.20
0.0049
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.840000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GH4K1_1.84_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SANTANDER UK PLC SR GLBL NT 28
549300F5XIFGNNW4CF72
2028-11-03
3.823000
4279000.00
4136870.40
Corporate Debt Securities
ATHENE HOLDING LTD SR GLBL NT 28
549300H316CT32FQXI76
2028-01-12
4.125000
67917.00
65532.63
Corporate Debt Securities
PETROLEOS MEXICANOS SR GLBL REGS 48
549300CAZKPF4HKMPX17
2048-02-12
6.350000
185000.00
179133.70
Corporate Debt Securities
RECKITT BENCKISER TREAS SVCS SR GLBL 144A 22
213800LAXWIUOOBZ3908
2022-06-24
2.375000
210000.00
203075.75
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR REGS NT 26
549300YP3P0JZBLIV197
2026-08-05
3.750000
455000.00
439627.83
Corporate Debt Securities
PETROLEOS MEXICANOS SR GLBL 144A 48
549300CAZKPF4HKMPX17
2048-02-12
6.350000
1302000.00
1260713.94
Corporate Debt Securities
HARVEST OPERATIONS CORP SR GLBL REGS 22
B1EEF6ML54YDWRC6ZK53
2022-09-21
3.000000
2152023.00
2085690.48
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC JR SB GLBL -F 78
5493004LGN656HWLDA30
2078-02-15
5.375000
8000000.00
7735115.56
Corporate Debt Securities
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0204
13999545.00
13999545.00
0.0016
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.810000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0GHH50_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLMA3305
2048-03-01
3.500000
94631001.00
94760000.88
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
92000000.00
92000000.00
0.0103
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.840000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GHHD3_1.84_0405
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CPS AUTO RECV TR 2014-B B 20200515 2.3
2020-05-15
2.320000
4.00
0.68
Asset-Backed Securities
ELEVATION CLO 2014 2 LTD ELEVATION CLO 2014 2
635400HAVYYWWB139K27
2029-10-15
3.549890
580060.00
582588.71
Asset-Backed Securities
HERTZ FIN II 2017-1 B 20211025 3.5
549300FPK70TCB78NG05
2021-10-25
3.560000
216743.00
216735.75
Asset-Backed Securities
BMW VEH LEASE TR 2017-1 A-4 20200622 2.1
2020-06-22
2.180000
1.00
0.99
Asset-Backed Securities
QUEBEC PROV CDA SR GLBL QS NT 27
549300WN65YFEQH74Y36
2027-04-12
2.750000
2.00
1.96
Corporate Debt Securities
EUROPEAN STABILITY MECHANISM SR GLBL 144A 22
222100W4EEAQ77386N50
2022-11-03
2.125000
4.00
3.92
Corporate Debt Securities
BANK AMER CORP FR 3.97%030529
9DJT3UXIJIZJI4WXO774
2029-03-05
3.970000
20723.00
20738.06
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA 144A VR 031618-031623
MSFSBD3QN1GSN7Q6C537
2023-03-16
2.845000
29651.00
29588.36
Corporate Debt Securities
BANK AMER CORP FR 3.97%030529
9DJT3UXIJIZJI4WXO774
2029-03-05
3.970000
10001.00
10008.27
Corporate Debt Securities
BANK AMER CORP FR 3.97%030529
9DJT3UXIJIZJI4WXO774
2029-03-05
3.970000
12999.00
13008.45
Corporate Debt Securities
BPCE S A FR 2.75%011123
9695005MSX1OYEMGDF46
2023-01-11
2.750000
457216.00
443805.09
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 4.375%091620
3C7474T6CDKPR9K6YT90
2020-09-16
4.375000
62000.00
63685.15
Corporate Debt Securities
GENERAL ELEC CAP CORP MTN BE FR 4.375%091620
3C7474T6CDKPR9K6YT90
2020-09-16
4.375000
471000.00
483801.71
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA 144A VR 031618-031623
MSFSBD3QN1GSN7Q6C537
2023-03-16
2.845000
2330976.00
2326051.49
Corporate Debt Securities
BANK AMER CORP FR 3.97%030529
9DJT3UXIJIZJI4WXO774
2029-03-05
3.970000
1342690.00
1343665.69
Corporate Debt Securities
AT&T INC SR GLBL NT 50
549300Z40J86GGSTL398
2050-02-14
5.150000
1.00
1.01
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 2.95%012923
WFLLPEPC7FZXENRZV188
2023-01-29
2.950000
706904.00
699620.53
Corporate Debt Securities
MORGAN STANLEY FR 2.75%051922
IGJSJL3JD5P30I6NJZ34
2022-05-19
2.750000
150000.00
147472.58
Corporate Debt Securities
BANK AMER CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
2.556980
1522522.00
1496172.34
Corporate Debt Securities
SYNCHRONY BANK VR 010218-033020
549300UATVPGSLE43Z27
2020-03-30
2.927000
12041816.00
12073606.39
Corporate Debt Securities
FNMA CONN AVE SECS 2014-C03 2M-2 20240725 FLT
2024-07-25
4.771500
7000000.00
6792493.36
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA2 M-1 20291025 FLT
2029-10-25
2.820700
2835000.00
2725305.41
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA1 M-3 20271025 FLT
2027-10-25
5.171500
3000000.00
3341389.83
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-1 20300225 FLT
2030-02-25
2.621500
12384000.00
11739747.26
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
5.421500
3663072.00
3959056.97
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2013-DN2 M-2 20231127 FLT
2023-11-27
6.121500
6370000.00
7022539.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT
2029-01-25
6.321500
6403556.00
7149694.43
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.121500
6741633.00
7610920.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
5.421500
6753886.00
7329968.09
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
8.621500
3626983.00
4379552.76
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA3 M-3 20290326 FLT
2029-03-26
5.721500
4550000.00
5076620.29
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
8.621500
5000000.00
6037459.72
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT
2028-08-25
8.621500
5687337.00
6867413.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.671500
6000000.00
6685363.00
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-HQ3 M-3 20241025 FLT
2024-10-25
6.621500
6070000.00
6560253.71
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT
2028-08-25
8.821500
2324334.00
2792527.31
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
8.221500
2649000.00
3271598.44
Private Label Collateralized Mortgage Obligations
FHLMC WLST 2015-SC02 M-3 20450925 FLT
2045-09-25
3.680190
855629.00
704945.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT
2029-04-25
6.121500
1268367.00
1431914.26
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
6.871500
1061.00
919.82
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
6.871500
670521.00
781430.87
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.871500
1964536.00
2348205.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQ1 M-3 20250325 FLT
2025-03-25
5.671500
2000000.00
2149504.33
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT
2028-10-25
7.771500
355040.00
416968.74
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 1M-2 20241125 FLT
2024-11-25
6.771500
207858.00
208895.14
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DN1 M-3 20250127 FLT
2025-01-27
6.021500
556000.00
558345.72
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.445350
482.00
330.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA3 M-3 20280425 FLT
2028-04-25
6.571500
11212447.00
13411007.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-1 20291226 FLT
2029-12-26
2.671500
3348106.00
3171012.66
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.153820
7500000.00
7501240.38
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C01 1M-1 20300725 FLT
2030-07-25
2.471500
354450.00
349925.01
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
4.071500
638.00
638.22
Private Label Collateralized Mortgage Obligations
COLT LLC 2018-1 M-1 20480225 FLT
2048-02-25
3.661000
1219.00
1219.47
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2015-A B-4 20580625 FLT
2058-06-25
4.500000
2584.00
2241.46
Private Label Collateralized Mortgage Obligations
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0184
134000000.00
134000000.00
0.0150
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.810000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GHHE1_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2028-03-15
0.00
557000.00
401619.28
Agency Debentures and Agency Strips
0.875 FHLB 19 G4497
2019-08-05
0.875000
9970000.00
9799039.43
Agency Debentures and Agency Strips
FNMS 04.000 CIAE3966
2025-10-01
4.000000
2419.00
668.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1121
2048-02-01
4.000000
4830.00
4982.03
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3310
2038-03-01
4.000000
1005.00
1040.68
Agency Mortgage-Backed Securities
FNMS 06.500 NP885032
2036-05-01
6.500000
4951.00
63.07
Agency Mortgage-Backed Securities
GNII JM 004309 M
2038-12-20
5.500000
5471.00
45.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC9001
2046-11-01
3.500000
665058.00
608271.30
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM1635
2047-07-01
3.500000
3468880.00
3351788.31
Agency Mortgage-Backed Securities
04.000 FGPC Q40092 G
2046-04-01
4.000000
2103.00
1813.08
Agency Mortgage-Backed Securities
04.000 FGPC G67704 G
2047-08-01
4.000000
10761375.00
10394240.33
Agency Mortgage-Backed Securities
FNMS 03.500 CLAE0828
2041-02-01
3.500000
4862.00
1510.83
Agency Mortgage-Backed Securities
FNMS 04.000 CTBJ4873
2038-03-01
4.000000
977226.00
1015316.39
Agency Mortgage-Backed Securities
FNMS 03.000 CIAB4211
2027-01-01
3.000000
2294.00
755.43
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE7499
2025-10-01
4.000000
1022.00
240.87
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD0439
2039-07-01
6.000000
1172.00
61.13
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD3587
2025-07-01
4.000000
1445.00
370.58
Agency Mortgage-Backed Securities
FNMS 03.500 CIAB2751
2026-04-01
3.500000
1999.00
532.84
Agency Mortgage-Backed Securities
03.000 FGPC E03096 G
2027-03-01
3.000000
9498580.00
2554634.69
Agency Mortgage-Backed Securities
FNMS 03.500 CIAE2182
2026-03-01
3.500000
2705.00
573.80
Agency Mortgage-Backed Securities
FNMS 06.000 CLAD0938
2039-04-01
6.000000
1398.00
87.46
Agency Mortgage-Backed Securities
GNII SF MA2447 M
2044-12-20
4.500000
13343262.00
4221665.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK6757
2042-03-01
4.000000
3111.00
1045.88
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2023-11-15
2.750000
507400.00
515419.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-01-15
1.750000
100.00
130.04
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.500000
142600.00
140759.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-02-15
2.125000
527500.00
758711.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2028-02-15
2.750000
3726900.00
3729921.05
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-31
2.000000
29994000.00
29023168.05
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
65000000.00
65000000.00
0.0073
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.800000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GHHF8_1.80_0402
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2018-07-05
0.00
45228300.00
45016857.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-05-15
2.500000
81675000.00
81614082.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-06-28
0.00
5906700.00
5881041.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-29
1.375000
6081600.00
5983160.55
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
3.000000
8115800.00
8120593.70
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-03-31
1.750000
14024400.00
13735972.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-31
2.000000
34385300.00
34086905.89
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2038-02-15
4.375000
200.00
245.73
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-01-31
1.500000
35200.00
33974.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-06-30
2.125000
219900.00
218733.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-07-15
0.875000
695100.00
694352.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-31
1.375000
772200.00
761444.07
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-07-31
1.875000
64766600.00
63154063.74
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-08-16
0.00
70376100.00
69868899.45
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-10-11
0.00
100.00
99.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-09-30
1.875000
38500000.00
37732001.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-09-30
1.750000
839000.00
817323.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-04-12
0.00
992700.00
992029.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-04-12
0.00
1468700.00
1467708.63
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-10-31
1.250000
4800300.00
4620984.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.750000
5267000.00
5124259.43
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-28
1.875000
5731000.00
5601121.68
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0180
377890872.00
377890872.00
0.0424
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.750000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0GHHQ4_1.75_0402
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-02-15
2.250000
104040100.00
99979466.63
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0175
98000000.00
98000000.00
0.0110
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.810000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0GHHR2_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-02-29
2.250000
14262000.00
14280014.30
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
14000000.00
14000000.00
0.0016
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.810000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0GHHZ4_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2018-008 DB
549300M8ZYFG0OCMTT87
2047-11-20
2.750000
12602000.00
12418637.01
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLMA3121
2047-09-01
4.000000
10778154.00
10537036.73
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3305
2048-03-01
3.500000
41383807.00
41440220.92
Agency Mortgage-Backed Securities
GNCL CL BE4757
2057-11-15
3.820000
105512.00
110038.48
Agency Mortgage-Backed Securities
GNII SF MA1920 M
2044-05-20
4.000000
48310209.00
15548421.74
Agency Mortgage-Backed Securities
GNMI SP 781144 X
2030-03-15
7.500000
60607372.00
296682.41
Agency Mortgage-Backed Securities
GNII SF MA1921 M
2044-04-20
4.500000
198431.00
65137.56
Agency Mortgage-Backed Securities
GNII SF MA3803 M
2046-07-20
3.500000
908611.00
717065.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3058
2047-07-01
4.000000
4631217.00
4373953.15
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
83000000.00
83000000.00
0.0093
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.770000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0GHJA7_1.77_0402
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-01-15
0.375000
1047800.00
1044938.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2026-02-15
6.000000
2352600.00
2913752.33
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-02-15
3.000000
75000000.00
75044299.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
4584100.00
4613690.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2039-08-15
4.500000
5000000.00
6277454.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2041-02-15
4.750000
5000000.00
6515835.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-11-15
2.750000
9200000.00
8904767.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
18264900.00
18927102.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-01-15
0.125000
23034500.00
24285081.85
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.125000
96700.00
98398.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2037-05-15
5.000000
118000.00
156938.62
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-08-15
2.875000
293000.00
286376.92
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-02-15
2.500000
991700.00
900910.41
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0177
147000000.00
147000000.00
0.0165
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.800000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GHJB5_1.80_0402
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2018-11-30
1.000000
936500.00
932977.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-11-30
2.000000
13187000.00
13140825.21
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-06-14
0.00
33997400.00
33875859.30
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0180
47000000.00
47000000.00
0.0053
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.790000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0GHJC3_1.79_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC Q11260 G
2042-09-01
3.500000
14361353.00
7059170.50
Agency Mortgage-Backed Securities
GNAR AF MA3118 M
2045-09-20
3.000000
7621235.00
3108663.07
Agency Mortgage-Backed Securities
03.500 FGPC Q53989 G
2048-02-01
3.500000
11883330.00
11846575.51
Agency Mortgage-Backed Securities
GNAR AF MA4600 M
2047-06-20
3.000000
9698517.00
9192862.89
Agency Mortgage-Backed Securities
04.000 FGPC U95018 G
2042-06-01
4.000000
22575172.00
11416929.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP1634
2042-08-01
3.500000
15761600.00
8886041.46
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0179
50000000.00
50000000.00
0.0056
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.810000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GHJE9_1.81_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBJ0639
2048-03-01
4.000000
52359658.00
53893644.72
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3284
2047-12-01
4.000000
55238631.00
56827570.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4644
2048-03-01
4.000000
174043597.00
179136131.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1991
2048-04-01
4.000000
242892690.00
249999999.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9280
2048-02-01
4.000000
5695616.00
5862030.00
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8556
2048-03-01
4.000000
5717577.00
5883329.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ9287
2048-02-01
4.000000
5915310.00
6088024.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ8552
2048-03-01
4.000000
6537591.00
6725429.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA1378
2048-03-01
4.000000
11189004.00
11510359.58
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1961
2048-03-01
4.000000
45818122.00
47158765.34
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0181
599000000.00
599000000.00
0.0672
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.780000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GHJJ8_1.78_0402
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2018-09-13
0.00
28356300.00
28110025.53
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-11-15
9.000000
89400.00
96352.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-11-15
1.250000
84762600.00
84730989.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-05-15
4.375000
44718700.00
55820776.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-11-30
1.750000
100.00
97.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-04-15
0.875000
1900.00
1882.30
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-15
2.000000
80200.00
78894.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-08-31
1.500000
322500.00
322300.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-02-15
7.875000
1543000.00
1793129.16
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-30
1.000000
59042900.00
58300786.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-31
2.000000
70101000.00
69157572.22
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-30
1.875000
89537000.00
87919652.11
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-08-09
0.00
8314400.00
8258078.25
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-08-31
1.875000
15369000.00
14954614.59
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-15
1.625000
17227200.00
17013035.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-02-15
2.000000
28118800.00
27431588.96
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0178
445000000.00
445000000.00
0.0499
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.790000%
549300QJJX6CVVUXLE15
0000050916
ARP0GHJO7_1.79_0402
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2054-04-15
3.000000
10084900.00
8454208.96
Agency Collateralized Mortgage Obligation
04.500 FGPC Q51590 G
2047-10-01
4.500000
3743.00
3903.75
Agency Mortgage-Backed Securities
GNII SF MA4837 M
2047-11-20
3.500000
119666658.00
119631022.07
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2022-05-31
1.875000
124500.00
122034.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-01-15
2.375000
1387000.00
2045743.79
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
1612600.00
1533335.24
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-10-31
1.750000
5186100.00
5140374.36
U.S. Treasuries (including strips)
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0179
133000000.00
133000000.00
0.0149
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.710000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0PCMH8
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0171
253000002.53
253000002.53
0.0284
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.690000%
0001498632
ATD0PCML9
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0169
201000002.01
201000002.01
0.0225
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.700000%
0000926171
ATD0PCMN5
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0170
100000001.00
100000001.00
0.0112
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.720000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0PD8Z2
Non-Negotiable Time Deposit
Y
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0172
119000001.19
119000001.19
0.0133
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.670000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0PDWY8
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0167
236000000.00
236000000.00
0.0265
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.710000%
0001245022
ATD0PDWZ5
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0171
25000000.00
25000000.00
0.0028
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.680000%
F3JS33DEI6XQ4ZBPTN86
0000917311
ATD0PDXA9
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0168
188000000.00
188000000.00
0.0211
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.730000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0PDXD3
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0173
15000000.00
15000000.00
0.0017
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.670000%
6SCPQ280AIY8EP3XFW53
0001002614
ATD0PDXE1
Non-Negotiable Time Deposit
Y
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0167
141000000.00
141000000.00
0.0158
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 1.640000%
2IGI19DL77OX0HC3ZE78
0000800030
ATD0PEL69
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0164
123998834.40
123998834.40
0.0139
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.730000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0PELA0
Non-Negotiable Time Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0173
250994829.40
250994829.40
0.0281
N
N
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.650000%
H7FNTJ4851HG0EXQ1Z70
0001167831
ATD0PELB8
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0165
177998380.20
177998380.20
0.0200
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.640000%
0000833029
ATD0PELL6
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0164
221997913.20
221997913.20
0.0249
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.710000%
0001245022
ATD0PELT9
Non-Negotiable Time Deposit
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0171
57998677.60
57998677.60
0.0065
N
N
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.600000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0PELZ5
Non-Negotiable Time Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0160
62999338.50
62999338.50
0.0071
N
Y
Y
N
The Charles Schwab Family of Funds
2018-04-06
Mark Fischer
Mark Fischer
Chief Financial Officer