0001145549-18-003562.txt : 20180607
0001145549-18-003562.hdr.sgml : 20180607
20180607163223
ACCESSION NUMBER: 0001145549-18-003562
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180531
FILED AS OF DATE: 20180607
DATE AS OF CHANGE: 20180607
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: 18886854
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
2018-05-31
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
21
26
1536283443.48
2152246565.42
1769273033.07
1811666125.20
3232384240.57
3630109938.09
3769331172.11
3378817960.97
0.00
0.2516
0.3551
0.2957
0.3078
0.5294
0.5989
0.6300
0.5740
0.0000
0.08
5842854790.91
5842261565.24
4617737.86
5817455.05
5841061848.14
5839135297.5800
1.0000
0.0200
1.0004
1.0004
1.0004
1.0004
0.0000
C000012379
0.00
800949677.72
800684198.6700
1.0004
1.0004
1.0004
1.0004
0.0000
67397202.08
65925590.18
53500847.93
65146013.14
54896264.08
74403299.41
52759988.66
56323830.02
0.00
0.00
246201430.52
286577757.62
0.0139
Y
Investment Advisor and its affiliates Contractual 34,240
C000012380
0.00
5040112170.42
5038451098.9100
1.0004
1.0004
1.0004
1.0004
0.0000
454699574.31
457231537.47
374890340.49
409199250.41
360009722.07
413857598.19
336333452.37
432663886.95
0.00
0.00
1660568148.76
1864117106.25
0.0146
Y
Investment Advisor and its affiliates Contractual 522,975
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UF15
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0173
5999712.48
5999712.48
0.0010
N
Y
Y
N
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0.000000%
0556C3F71
KK5MZM9DIXLXZL9DZL15
Non-Financial Company Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
Y
Bayerische Motoren Werke AG
1.0000
N
0.0174
1999315.56
1999315.56
0.0003
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.240000%
06371E6Q5
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-08-29
2018-08-29
2018-08-29
N
N
N
0.0224
85000365.50
85000365.50
0.0146
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
0.0184
1000346.31
1000346.31
0.0002
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.320000%
06742TFW1
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-06-29
2018-06-29
2018-06-29
N
N
N
0.0186
38013900.78
38013900.78
0.0065
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.320000%
06742TFX9
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-06-29
2018-06-29
2018-06-29
N
N
N
0.0186
72026345.52
72026345.52
0.0123
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
0.0193
34953114.00
34953114.00
0.0060
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MGB6
549300KOFKIMD0C37W24
US06945MGB63
Asset Backed Commercial Paper
Y
2018-07-11
2018-07-11
2018-07-11
N
Y
Societe Generale SA
1.0000
N
0.0204
35916361.20
35916361.20
0.0061
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BG97
Asset Backed Commercial Paper
Y
2018-07-09
2018-07-09
2018-07-09
N
Y
Royal Bank of Canada
1.0000
N
0.0198
49892750.00
49892750.00
0.0085
N
N
N
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 2.000000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0200
1000000.00
1000000.00
0.0002
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3GR7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-07-25
2018-07-25
2018-07-25
N
Y
Citibank NA
1.0000
N
0.0202
49845695.00
49845695.00
0.0085
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UFN6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-06-22
2018-06-22
2018-06-22
N
Y
Citibank NA
1.0000
N
0.0187
67922459.60
67922459.60
0.0116
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.293800%
13606BVM5
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-06-18
2018-10-16
2018-10-16
N
N
N
0.0221
68038012.68
68038012.68
0.0116
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
0.0163
8999592.30
8999592.30
0.0015
N
Y
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UF63
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
Y
CARGILL INC
1.0000
N
0.0174
9997093.00
9997093.00
0.0017
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WGK7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-07-19
2018-07-19
2018-07-19
N
Y
Citibank NA
1.0000
N
0.0205
37894071.20
37894071.20
0.0065
N
N
N
N
CITIBANK NA
CITIBANK NA 2.200000%
17305TXU1
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2018-06-12
2018-06-12
2018-06-12
N
N
N
0.0194
33002788.83
33002788.83
0.0057
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.175400%
19423CFN7
Asset Backed Commercial Paper
Y
2018-06-25
2018-07-24
2018-07-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0206
30006210.30
30006210.30
0.0051
N
N
N
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
0.0177
44984556.00
44984556.00
0.0077
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1G98
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-07-09
2018-07-09
2018-07-09
N
Y
Credit Suisse AG
1.0000
N
0.0201
46897760.90
46897760.90
0.0080
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EGP2
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0206
47854425.60
47854425.60
0.0082
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.000000%
23328AA95
529900HNOAA1KXQJUQ27
0001074042
Certificate of Deposit
Y
2018-06-12
2018-06-12
2018-06-12
N
N
N
0.0180
73004767.63
73004767.63
0.0125
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 2.240000%
23341VFC0
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0190
34016969.74
34016969.74
0.0058
N
N
N
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585MF76
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0174
1999323.34
1999323.34
0.0003
N
N
Y
N
DANSKE CORP
DANSKE CORP 0.000000%
2363F7GC6
0001142175
Financial Company Commercial Paper
Y
2018-07-12
2018-07-12
2018-07-12
N
Y
Danske Bank A/S
1.0000
N
0.0199
69837894.00
69837894.00
0.0120
N
N
N
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 2.000000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0200
2410000.00
2410000.00
0.0004
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DGS3
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2018-07-26
2018-07-26
2018-07-26
N
N
N
0.0208
9967722.00
9967722.00
0.0017
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601WHM4
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2018-08-21
2018-08-21
2018-08-21
N
Y
Bank of Montreal
1.0000
N
0.0223
28853025.10
28853025.10
0.0049
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GGG2
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-07-16
2018-07-16
2018-07-16
N
N
N
0.0197
37904198.20
37904198.20
0.0065
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.980000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0198
1620000.00
1620000.00
0.0003
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MF16
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0167
35998333.20
35998333.20
0.0062
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MF57
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-06-05
2018-06-05
2018-06-05
N
N
N
0.0169
16996003.30
16996003.30
0.0029
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MF65
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0170
33990371.20
33990371.20
0.0058
N
N
Y
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.337000%
40428A6P7
1IE8VN30JCEQV1H4R804
Certificate of Deposit
Y
2018-06-01
2018-10-01
2018-10-01
N
N
N
0.0219
31024862.31
31024862.31
0.0053
N
N
N
N
HSBC USA INC
HSBC USA INC 2.357100%
40434WCJ8
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-06-05
2018-10-05
2018-10-05
N
N
N
0.0219
58052606.58
58052606.58
0.0099
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.770000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0177
49000000.00
49000000.00
0.0084
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W4G0
Asset Backed Commercial Paper
Y
2018-08-28
2018-08-28
2018-08-28
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0219
49744150.00
49744150.00
0.0085
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MHT9
Asset Backed Commercial Paper
Y
2018-07-23
2018-07-23
2018-07-23
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0205
20942739.30
20942739.30
0.0036
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803THA5
Asset Backed Commercial Paper
Y
2018-08-27
2018-08-27
2018-08-27
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0236
10443199.62
10443199.62
0.0018
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.730000%
51489N2Y7
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0177
1999994.16
1999994.16
0.0003
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1F16
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0175
999951.50
999951.50
0.0002
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1F57
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2018-06-05
2018-06-05
2018-06-05
N
N
N
0.0178
56985926.70
56985926.70
0.0098
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MF13
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
Natixis SA
1.0000
N
0.0172
8999569.80
8999569.80
0.0015
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MF62
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
Y
Natixis SA
1.0000
N
0.0176
2999121.60
2999121.60
0.0005
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RF11
Asset Backed Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0172
32998418.64
32998418.64
0.0056
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RGK8
Asset Backed Commercial Paper
Y
2018-07-19
2018-07-19
2018-07-19
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0205
24930242.50
24930242.50
0.0043
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 2.270000%
53945GPD7
H7FNTJ4851HG0EXQ1Z70
0001167831
Certificate of Deposit
Y
2018-07-10
2018-07-10
2018-07-10
N
N
N
0.0191
64025466.24
64025466.24
0.0110
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.320000%
55379WAL0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-07-09
2018-07-09
2018-07-09
N
N
N
0.0198
173063008.33
173063008.33
0.0296
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LGC2
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-07-12
2018-07-12
2018-07-12
N
N
N
0.0205
34916497.00
34916497.00
0.0060
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MGP6
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0207
29908443.00
29908443.00
0.0051
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1HN4
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-08-22
2018-08-22
2018-08-22
N
N
N
0.0224
26860434.30
26860434.30
0.0046
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.000000%
63873NRS2
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-06-11
2018-06-11
2018-06-11
N
N
N
0.0174
7000539.07
7000539.07
0.0012
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.330000%
63873NRV5
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-07-10
2018-07-10
2018-07-10
N
N
N
0.0189
66031891.86
66031891.86
0.0113
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.880000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0188
56000000.00
56000000.00
0.0096
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.760000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0176
14000000.00
14000000.00
0.0024
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SFF0
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-06-15
2018-06-15
2018-06-15
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0190
13988945.60
13988945.60
0.0024
N
N
N
N
NISSAN MOTOR ACCEPTANCE CORP
NISSAN MOTOR ACCEPTANCE CORP 0.000000%
65475MF54
7D6DIU2QXTUJRFNNJA49
Non-Financial Company Commercial Paper
Y
2018-06-05
2018-06-05
2018-06-05
N
N
N
0.0166
12996997.00
12996997.00
0.0022
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984XDY9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-07-23
2018-07-23
2018-07-23
N
Y
Royal Bank of Canada
1.0000
N
0.0207
4984762.50
4984762.50
0.0009
N
N
N
N
1500 MISSION URBAN HOUSING LP
TAXABLE M/F HOUSING REVENUE NOTES (1500 MISSION APTS) SERIES 2017A 1.800000%
68247TAA4
549300U31DEIOR73NJ85
US68247TAA43
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2052-12-01
Y
Deutsche Bank AG
1.0000
7
N
N
N
0.0180
27700000.00
27700000.00
0.0047
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MF13
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0171
16999194.20
16999194.20
0.0029
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MF47
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-06-04
2018-06-04
2018-06-04
N
N
N
0.0173
16996739.40
16996739.40
0.0029
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MF54
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-06-05
2018-06-05
2018-06-05
N
N
N
0.0173
20994945.30
20994945.30
0.0036
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MF62
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0174
16995073.40
16995073.40
0.0029
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MF70
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0174
20992854.12
20992854.12
0.0036
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KGG0
Asset Backed Commercial Paper
Y
2018-07-16
2018-07-16
2018-07-16
N
Y
BNP Paribas SA
1.0000
N
0.0207
67819963.20
67819963.20
0.0116
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.168300%
78009NV78
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-06-28
2018-06-28
2018-06-28
N
N
N
0.0183
133034581.33
133034581.33
0.0228
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QF62
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0169
13996047.80
13996047.80
0.0024
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QGJ3
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2018-07-18
2018-07-18
2018-07-18
N
N
N
0.0204
40888754.70
40888754.70
0.0070
N
N
N
N
NETHERLANDS (KINGDOM OF)
NETHERLANDS (KINGDOM OF) 0.000000%
85730MF46
254900G14ALGVKORFN62
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2018-06-04
2018-06-04
2018-06-04
N
N
N
0.0174
41991949.86
41991949.86
0.0072
N
N
Y
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.220000%
8574P1LK0
571474TGEMMWANRLN572
Certificate of Deposit
Y
2018-08-30
2018-08-30
2018-08-30
N
N
N
0.0222
29999838.90
29999838.90
0.0051
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562LJ45
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0225
96417738.10
96417738.10
0.0165
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 2.300000%
86564FAG8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0191
167062893.87
167062893.87
0.0286
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.950000%
87019VFU6
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2018-06-13
2018-06-13
2018-06-13
N
N
N
0.0172
8000648.08
8000648.08
0.0014
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.710000%
87019VJW8
M312WZV08Y7LYUC71685
0001367624
Certificate of Deposit
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0171
109000054.50
109000054.50
0.0187
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.000000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0200
2885000.00
2885000.00
0.0005
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
0.0175
6995228.10
6995228.10
0.0012
N
N
N
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FF18
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2018-06-01
2018-06-01
2018-06-01
N
Y
Total SA
1.0000
N
0.0172
26998717.50
26998717.50
0.0046
N
Y
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QF54
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-06-05
2018-06-05
2018-06-05
N
Y
Total SA
1.0000
N
0.0173
59985600.00
59985600.00
0.0103
N
N
Y
N
UNIVERSITY HOSPITAL HEALTH SYSTEMS
HOSPITAL RB SERIES 2013C 1.770000%
914293AA3
P35YK5QO6QSHOB2Y1B40
US914293AA30
Variable Rate Demand Note
Y
2018-06-07
2018-06-07
2050-01-15
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0177
37000000.00
37000000.00
0.0063
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MJ42
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Natixis SA
1.0000
N
0.0230
28822134.30
28822134.30
0.0049
N
N
N
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
MUFG BANK LTD
1.0000
N
0.0177
30989360.80
30989360.80
0.0053
N
N
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LG38
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-07-03
2018-07-03
2018-07-03
N
Y
MUFG BANK LTD
1.0000
N
0.0196
124775412.50
124775412.50
0.0214
N
N
N
N
WALMART INC
WALMART INC 0.000000%
93114FF66
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0177
15995386.72
15995386.72
0.0027
N
N
Y
N
WALMART INC
WALMART INC 0.000000%
93114FF74
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0177
15994586.72
15994586.72
0.0027
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 2.378500%
3TK20IVIUJ8J3ZU0QE75
0000319432
933THU005
Certificate of Deposit
Y
2018-06-11
2018-10-10
2018-10-10
N
N
N
0.0233
77012450.13
77012450.13
0.0132
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.500000%
ZBUT11V806EZRVTWT807
0001168163
ARP0G8280
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
2.519540
55667.00
54235.11
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
2.559540
391318.00
362553.21
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
2.459540
1127186.00
1008362.97
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.629540
4502691.00
4353303.15
Asset-Backed Securities
PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT
2023-02-25
4.809690
12556091.00
12643187.77
Asset-Backed Securities
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.739690
15778.00
8216.12
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
2.219690
16769.00
6633.64
Asset-Backed Securities
TPMT 2017-FRE1 B
2047-07-25
0.00
78951.00
48348.01
Asset-Backed Securities
AIR LEASE CORP SR GLBL NT 27
2027-04-01
3.625000
24000.00
22607.08
Corporate Debt Securities
BBCMS TR 2014-BXO D 20270816 FLT
2027-08-16
4.918710
18271.00
8828.80
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2006-8 1-A-4 20361125 FLT
2036-11-25
2.409690
16.00
2.15
Private Label Collateralized Mortgage Obligations
Y
2018-08-28
2018-08-28
2018-08-28
Y
JP MORGAN SECURITIES LLC
1.0000
89
N
N
N
0.0261
15995616.00
15995616.00
0.0027
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0001168163
ARP0GH3K2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.739690
178204.00
92796.61
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
2.519540
240037.00
233862.66
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B C 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
2.824500
325308.00
78335.06
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.629540
327936.00
317055.92
Asset-Backed Securities
PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT
2023-02-25
4.809690
16.00
16.11
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
2.559540
30780.00
28517.44
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
2.219690
37654.00
14895.53
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B B 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
2.414500
59656.00
28345.93
Asset-Backed Securities
DISCOVER CARD EXE TR 2017-5 A 20261215 FLT
549300CKCX1QE4RUW216
2026-12-15
2.518710
15942539.00
16087893.93
Asset-Backed Securities
SLM PRIVATE ST LN TR 2004-A B 20330615 FLT
54930054KUX5HFXZUQ43
2033-06-15
2.704500
1196364.00
314917.70
Asset-Backed Securities
SOUTH CAROLINA ST LN 2014 B 20350801 FLT
549300PIO3ZMSROGFF38
2035-08-01
3.407010
1394539.00
1401903.80
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
2.459540
2460954.00
2201530.96
Asset-Backed Securities
TOWD POINT MTG TR 2015-2 1-B1 20601125 FLT
2060-11-25
3.580500
10124226.00
10321817.99
Asset-Backed Securities
TPMT 2017-FRE1 B
2047-07-25
0.00
578382.00
354189.57
Asset-Backed Securities
CONSUMER LN BD CR TR 2017-NP2 C 20240116 4.8
2024-01-16
4.870000
13528033.00
13655500.14
Asset-Backed Securities
DOMINOS PIZZA MSTR 2017-1 A-2III 20470725 4.1
2047-07-25
4.118000
10912680.00
10777200.61
Asset-Backed Securities
CD 2006-CD3 MTG TR A-M 20481015 5.6
2048-10-15
5.648000
2000.00
1490.66
Private Label Collateralized Mortgage Obligations
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
5.622700
26291.00
26385.44
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO D 20270816 FLT
2027-08-16
4.918710
66801.00
32279.16
Private Label Collateralized Mortgage Obligations
BA ALTERNATIVE LN TR 2006-8 1-A-4 20361125 FLT
2036-11-25
2.409690
9219435.00
1236389.16
Private Label Collateralized Mortgage Obligations
Y
2018-08-29
2018-08-29
2018-09-24
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0268
49514696.55
49514696.55
0.0085
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.350000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GQHX9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2018-07-20
1.125000
49000.00
49141.73
Agency Debentures and Agency Strips
PARK PLACE SECS 2004-WHQ2 M-5 20350225 FLT
2035-02-25
3.684690
190839.00
129927.22
Asset-Backed Securities
ATLAS SR LN FD VI LTD 2014-6 SUB NT 20261015 FLT
2026-10-15
0.00
4000000.00
2390888.00
Asset-Backed Securities
CHENANGO PARK CLO LTD 2018 C 20300415 FLT
2030-04-15
5.086520
3436527.00
3530288.09
Asset-Backed Securities
CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD/C
2031-05-15
3.655000
425279.00
425581.24
Asset-Backed Securities
ATLAS SR LN FD IV LTD
2026-02-15
7.242500
559747.00
559416.13
Asset-Backed Securities
MADISON PK FDG XXV LTD
2029-04-25
8.459540
1230394.00
1245834.88
Asset-Backed Securities
DELTA AIR LINES INC DEL SR GLBL NT 28
Q2CCMS6R0AS67HJMBN42
2028-04-19
4.375000
405.00
398.99
Corporate Debt Securities
UNITED CMNTY BKS INC SB GLBL NT4.5%28
T68X8LLAQYRNDV034K14
2028-01-30
4.500000
2070.00
2112.53
Corporate Debt Securities
XPLORNET COMMUNICATIONS INC 9.625%22
2138007ZVGYYNWEGU394
2022-06-01
9.625000
6275.00
6890.73
Corporate Debt Securities
NORTHERN OIL & GAS INC NEV SR NT 8%20
OKFF0PIZDDMNH4UCYE51
2020-06-01
8.000000
100000.00
99608.60
Corporate Debt Securities
WHITING PETE CORP NEW SR GLBL NT 21
2021-03-15
5.750000
860000.00
887639.44
Corporate Debt Securities
US BANK ASSN CINCINNATI OH MTN 21
6BYL5QZYBDK8S7L73M02
2021-05-21
2.612580
4127911.00
4127077.17
Corporate Debt Securities
CITIGROUP INC PERP SUB -P BD
6SHGI4ZSSLCXXQSBB395
2099-12-31
5.950000
1000.00
1009.89
Corporate Debt Securities
BCD ACQUISITION INC SR SEC 144A NT23
2023-09-15
9.625000
3300000.00
3635179.17
Corporate Debt Securities
EXELA INTERMEDIATE LLC SR SEC GLBL 23
2023-07-15
10.000000
1310000.00
1394203.89
Corporate Debt Securities
TEEKAY OFFSHORE PARTNERS L P SR GLBL NT 6%19
2019-07-30
6.000000
1000.00
1005.17
Corporate Debt Securities
HOME BANCSHARES INC SB NT FXD/FLT 27
2027-04-15
5.625000
3000.00
3131.63
Corporate Debt Securities
BARCLAYS BK PLC SUB NT 7.625%22
G5GSEF7VJP5I7OUK5573
2022-11-21
7.625000
19768000.00
21490149.72
Corporate Debt Securities
LIBERTY MUT GROUP INC EXT JR SB GLBL67
QUR0DG15Z6FFGYCHH861
2067-03-07
5.029500
18000.00
17831.12
Corporate Debt Securities
ELETSON HLDGS INC / ELETSON 1M 144A 9.625%22
529900IV2A2ZMUKN9J79
2022-01-15
9.625000
150000.00
99954.17
Corporate Debt Securities
PIONEER ENERGY SVCS CORP SR NT 6.125%22
2022-03-15
6.125000
7865000.00
7573448.82
Corporate Debt Securities
STENA INTL SA SR SEC 144A BD24
213800A4LTGG4W55QP46
2024-03-01
5.750000
3455000.00
3219628.13
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-12-29
0.00
155.00
187.52
Corporate Debt Securities
AVANTOR INC SR SEC GLBL 24
5493003VM0XB4U8YD238
2024-10-01
6.000000
801.00
798.50
Corporate Debt Securities
TELECOM ITALIA CAP SR GLBL -C NT 33
549300777DJZOR5C4L39
2033-11-15
6.375000
15000.00
15005.00
Corporate Debt Securities
ABE INVT HLDGS INC / GETTY IMA SR SEC GLBL 20
2020-10-16
10.500000
31000.00
33430.92
Corporate Debt Securities
TENET HEALTHCARE CORP SR SEC GLBL 24
0W9AIBT6U6ADJ2I8HK17
2024-07-15
4.625000
6379998.00
6224340.23
Corporate Debt Securities
CSMC TRUST 2015-RPL4 A-1 20550625 FLT
2055-06-25
3.750000
1761.00
1177.94
Private Label Collateralized Mortgage Obligations
Y
2018-07-05
2018-07-05
2018-08-03
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0247
49739572.40
49739572.40
0.0085
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.250000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0GRDG8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PMT LOAN TRUST 2013-J1 A-11 20430925 FLT
549300QFMQR379ND0354
2043-09-25
3.500000
10410464.00
5462500.14
Private Label Collateralized Mortgage Obligations
Y
2018-07-05
2018-07-05
2018-08-06
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0241
4748558.38
4748558.38
0.0008
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.920000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GSCQ5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
INVITATION HOMES TR 2015-SFR3 F 20320819 FLT
2032-08-19
6.668390
4937664.00
4970969.84
Asset-Backed Securities
WESTLAKE AUTO RECV TR 2018-2 D 20240116 4.0
2024-01-16
4.000000
4331588.00
4362604.58
Asset-Backed Securities
Y
2018-09-04
2018-09-04
2018-10-30
Y
WELLS FARGO SECURITIES LLC
1.0000
96
N
N
N
0.0276
8005499.20
8005499.20
0.0014
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 2.330000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0GUE54
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
1018852.59
Private Label Collateralized Mortgage Obligations
BANK 3.624% 06/60
2060-06-15
3.624000
208000.00
205791.25
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.000000
70730000.00
18325305.46
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 AS
54930025J96YEH8FQE77
2048-11-15
4.174200
86000.00
88592.68
Private Label Collateralized Mortgage Obligations
JPMCC 2012-CBX AS
2045-06-15
4.270700
340000.00
350874.71
Private Label Collateralized Mortgage Obligations
SEQUOIA VAR 06/46
2046-06-25
3.500000
73614972.00
55910775.04
Private Label Collateralized Mortgage Obligations
Y
2018-07-05
2018-07-05
2018-07-13
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0247
65988727.20
65988727.20
0.0113
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.840000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0GZKF4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MAGNETITE XIV LTD
2028-07-18
7.605090
405808.00
408463.55
Asset-Backed Securities
WACHOVIA BANK NATL ASSOC CP
2030-04-17
8.652810
45169.00
46003.53
Asset-Backed Securities
PARK PLACE SECS 2004-WHQ2 M-5 20350225 FLT
2035-02-25
3.684690
111158.00
75678.71
Asset-Backed Securities
MOMENTIVE PERFORMANCE MATLS SR SEC NT4.69%22
H2OFQI2FJX0T8IHKL414
2022-04-24
4.690000
235548.00
254625.69
Asset-Backed Securities
CHENANGO PARK CLO LTD 2018 C 20300415 FLT
2030-04-15
5.086520
1258875.00
1293221.74
Asset-Backed Securities
SPRINGLEAF FINANCE CORPORATION SR GLBL NT 26
5493008I795YYBFWFU90
2026-03-15
7.125000
300000.00
301187.50
Corporate Debt Securities
AMERIGAS PARTNERS L P SR GLBL NT 27
2027-05-20
5.750000
391000.00
369693.22
Corporate Debt Securities
BLUELINE RENT FIN CORP/BLUELIN SR SEC GLBL 24
2024-03-15
9.250000
380000.00
411759.56
Corporate Debt Securities
NUMERICABLE GROUP SA SR SEC GLBL 22
5493001ZMCICV4N02J21
2022-05-15
6.000000
200000.00
202533.33
Corporate Debt Securities
ABE INVT HLDGS INC / GETTY IMA SR SEC GLBL 20
2020-10-16
10.500000
82000.00
88430.17
Corporate Debt Securities
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0204
2999899.50
2999899.50
0.0005
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.790000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0GZZS0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC G08697 G
2046-03-01
3.000000
183141735.00
140080000.02
Agency Mortgage-Backed Securities
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0182
136000335.92
136000335.92
0.0233
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.780000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0GZZT8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
1870200.00
1857943.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
1957600.00
1915687.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-08-15
3.625000
2007300.00
2248024.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
2026900.00
2076526.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-15
8.125000
2126700.00
2539688.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.750000
2259000.00
2238528.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-02
0.00
332900.00
331817.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
361200.00
359744.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-03
0.00
650000.00
642044.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
700200.00
859132.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-23
0.00
889100.00
885195.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2030-05-15
6.250000
100.00
134.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
200.00
193.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.132900
400.00
401.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-31
2.125000
100.00
97.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
2.375000
100.00
100.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
2.750000
100.00
101.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-04-30
2.875000
100.00
100.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-01
0.00
189400.00
187785.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
94032900.00
94367657.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
200.00
249.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-05-15
3.125000
100.00
102.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
400.00
393.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
3000.00
2871.92
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-25
0.00
7400.00
7255.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
321100.00
304029.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-15
8.875000
330900.00
354980.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2042-02-15
3.125000
100.00
103.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
100.00
130.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
1.125000
100.00
97.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
100.00
93.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.250000
100.00
99.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
1.250000
100.00
99.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.750000
100.00
97.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
100.00
95.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.250000
18967900.00
18861567.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-07-31
2.000000
20116800.00
20058437.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-15
1.375000
14188900.00
14065575.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
14529100.00
18954446.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-15
3.625000
15393100.00
15998118.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
15479800.00
15952154.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-08-15
2.750000
16685500.00
15953031.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
17461200.00
15952227.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2044-08-15
3.125000
100.00
103.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-30
2.000000
1362300.00
1325150.08
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-02-15
3.500000
2306400.00
2529110.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-15
1.000000
2499900.00
2502073.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
2500000.00
2388282.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
1.500000
9500000.00
9348007.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
4.750000
12222300.00
15959984.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
12269800.00
14784775.58
U.S. Treasuries (including strips)
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0181
290000643.80
290000643.80
0.0496
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.840000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0H0120
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EXETER AUTO RECV TR 2015-2 D 20220516 5.7
2022-05-16
5.790000
169894.00
174767.30
Asset-Backed Securities
CHASE ISSUANCE TRUST 2016-3A A 20230615 FLT
5493008SHVCX2Y068L12
2023-06-15
2.468710
316790.00
320397.99
Asset-Backed Securities
FHLMC STACR 2018-HQA1 B-1 20300925 FLT
2030-09-25
6.309690
1137143.00
1150484.66
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-3 20280327 FLT
2028-03-27
6.659690
24040163.00
27711142.73
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA4 M-3 20290425 FLT
2029-04-25
5.859690
39315000.00
44269539.79
Private Label Collateralized Mortgage Obligations
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0184
64000000.00
64000000.00
0.0110
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.790000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0H0161
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
2.627750
1615.00
70.20
Agency Collateralized Mortgage Obligation
FNMS 04.500 CLCA1024
2048-01-01
4.500000
1001.00
1046.19
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL3458
2028-05-01
3.000000
776720.00
332092.09
Agency Mortgage-Backed Securities
03.500 FGPC Q10380 G
2042-08-01
3.500000
2591494.00
1341668.24
Agency Mortgage-Backed Securities
04.000 FGPC G61075 G
2044-07-01
4.000000
6330734.00
5628576.21
Agency Mortgage-Backed Securities
FNMS 03.500 CLAP9733
2042-10-01
3.500000
7662919.00
4159693.09
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH1123
2026-01-01
3.500000
33102840.00
5927820.90
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL6492
2030-02-01
3.000000
2702127.00
1665002.47
Agency Mortgage-Backed Securities
GNAR AF 082906 M
2041-08-20
2.750000
1067.00
166.08
Agency Mortgage-Backed Securities
FNMS 05.000 CLAI5179
2041-08-01
5.000000
20551090.00
6774038.19
Agency Mortgage-Backed Securities
04.000 FGPC A95259 G
2040-12-01
4.000000
24977920.00
6176943.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL4314
2043-10-01
4.500000
27219871.00
13224405.91
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-15
1.625000
93500.00
91864.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
39638900.00
39780014.48
U.S. Treasuries (including strips)
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0182
83000993.51
83000993.51
0.0142
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.790000%
549300QJJX6CVVUXLE15
0000050916
ARP0H01J3
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
2024-02-29
2.125000
100.00
97.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-28
1.250000
191500.00
188358.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-15
0.125000
739500.00
743997.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
848000.00
819244.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
955400.00
966180.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
1.625000
1055000.00
1032866.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
7823700.00
7868111.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
2.250000
79511000.00
77125531.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-15
2.625000
100.00
100.37
U.S. Treasuries (including strips)
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0182
87000166.17
87000166.17
0.0149
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.790000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0H01L8
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
2023-01-15
0.125000
27946600.00
29580076.59
U.S. Treasuries (including strips)
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0182
28999692.89
28999692.89
0.0050
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.790000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0H01M6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
1213932.00
1272680.24
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-07-15
6.500000
45.00
1.33
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
1907.00
946.08
Agency Collateralized Mortgage Obligation
Fannie Mae
S6XOOCT0IEG5ABCC6L87
2042-08-25
2.397110
2481.00
185.38
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBK5254
2048-05-01
4.000000
4377320.00
4491626.42
Agency Mortgage-Backed Securities
FNMS 02.500 CIAP8762
2027-10-01
2.500000
5811000.00
2561718.70
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8121
2046-10-01
3.500000
116224.00
103302.10
Agency Mortgage-Backed Securities
GNII SF BC6876 C
2047-08-20
4.000000
205288.00
202326.12
Agency Mortgage-Backed Securities
03.000 FGPC G08799 G
2048-02-01
3.000000
478883.00
457618.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS9831
2047-06-01
4.000000
26375445.00
24795087.68
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH2621
2047-08-01
4.500000
56863925.00
52813258.23
Agency Mortgage-Backed Securities
04.500 FGPC Q02757 G
2041-08-01
4.500000
1862989.00
694263.51
Agency Mortgage-Backed Securities
03.500 FGPC U90630 G
2042-12-01
3.500000
5043545.00
3408936.26
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE2366
2047-03-01
4.000000
5836391.00
5724579.88
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS4346
2045-01-01
4.000000
771694.00
545508.57
Agency Mortgage-Backed Securities
FNMS 03.000 CIAL8568
2031-06-01
3.000000
1168470.00
932224.44
Agency Mortgage-Backed Securities
FNMS 03.500 CTAK3124
2032-02-01
3.500000
11495000.00
3834050.95
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL2054
2027-01-01
3.500000
13900032.00
4256961.41
Agency Mortgage-Backed Securities
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0182
103000231.75
103000231.75
0.0176
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.750000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0H01P9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2018-55 CJ
549300M8ZYFG0OCMTT87
2044-02-20
3.000000
1913507.00
1911973.69
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-063 1A1 20450225 FLT
2045-02-25
2.263330
4019.00
332.93
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-061 1A1 20440725 FLT
2044-07-25
2.680270
11297929.00
675189.07
Agency Collateralized Mortgage Obligation
FNRM CL096VE R17F096
2038-04-25
3.500000
10712.00
10381.09
Agency Collateralized Mortgage Obligation
GNRM 2013-090 BV
549300M8ZYFG0OCMTT87
2037-10-20
3.500000
76956.00
67646.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-05-15
3.500000
1142756.00
1124094.98
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-062 1A1 20441025 FLT
2044-10-25
3.083130
276.00
19.10
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-067 1A1C 20360325 FLT
2036-03-25
3.546980
839.00
85.57
Agency Collateralized Mortgage Obligation
FNRM RC081AX R13F081
2043-08-25
3.500000
5780564.00
2830966.92
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-07-15
3.000000
1811949.00
1132512.65
Agency Collateralized Mortgage Obligation
04.500 FGPC Q47942 G
2047-05-01
4.500000
3389068.00
3042596.80
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.380000
1171345.00
767410.25
Agency Mortgage-Backed Securities
GNII SF MA3106 M
2045-09-20
4.000000
96635748.00
45759942.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7193
2046-05-01
4.000000
3138163.00
2947859.39
Agency Mortgage-Backed Securities
FMAR 2B1664 G
2043-08-01
2.496000
29100783.00
13914224.26
Agency Mortgage-Backed Securities
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0177
72000698.40
72000698.40
0.0123
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 1.780000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0H01T1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-05-15
3.000000
34025000.00
33965602.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-15
2.500000
243781600.00
243245612.87
U.S. Treasuries (including strips)
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0181
271772398.65
271772398.65
0.0465
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.790000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0H01U8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBJ8581
2048-03-01
4.000000
11603754.00
11871864.75
Agency Mortgage-Backed Securities
04.000 FGPC Q54891 G
2048-03-01
4.000000
41220245.00
42005402.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ2689
2048-04-01
4.000000
71173521.00
72634951.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4779
2048-01-01
4.000000
2306689.00
2357088.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1991
2048-04-01
4.000000
3275598.00
3351480.99
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3333
2048-04-01
4.000000
6000000.00
6119309.33
Agency Mortgage-Backed Securities
04.000 FGPC G61263 G
2047-07-01
4.000000
25301502.00
25803010.87
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ4605
2048-02-01
4.000000
121108992.00
123664915.08
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3357
2048-05-01
4.000000
155793866.00
159414212.60
Agency Mortgage-Backed Securities
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0182
430000645.00
430000645.00
0.0736
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.800000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0H01X2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ANHEUSER-BUSCH INBEV WLDW INC VR 040418-011224
549300CRGMZK3K53BF92
2024-01-12
3.051750
9313900.00
9489485.06
Corporate Debt Securities
PRUDENTIAL FINL INC MTNS BOOK FR 5.7%121436
5PRBRS5FEH7NREC8OR45
2036-12-14
5.700000
4879000.00
5887204.69
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 1.95%041720
Z2VZBHUMB7PWWJ63I008
2020-04-17
1.950000
4221171.00
4174287.86
Corporate Debt Securities
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0180
17000000.00
17000000.00
0.0029
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.780000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0H01Z7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-31
1.750000
8441700.00
8160422.56
U.S. Treasuries (including strips)
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0181
8000009.76
8000009.76
0.0014
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.710000%
0000926171
ATD0Q3ZZ3
Non-Negotiable Time Deposit
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0171
22000000.22
22000000.22
0.0038
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.710000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0Q5D66
Non-Negotiable Time Deposit
Y
2018-06-06
2018-06-06
2018-06-06
N
N
N
0.0171
29000000.00
29000000.00
0.0050
N
N
Y
N
NORDEA BANK AB (PUBL) (NEW YORK BRANCH)
NORDEA BANK AB (PUBL) (NEW YORK BRANCH) 1.700000%
0001002614
ATD0Q5YP1
Non-Negotiable Time Deposit
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0170
170000000.00
170000000.00
0.0291
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.710000%
0000926171
ATD0Q5YR7
Non-Negotiable Time Deposit
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0171
36000000.00
36000000.00
0.0062
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.700000%
0001498632
ATD0Q5YU0
Non-Negotiable Time Deposit
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0170
80000000.00
80000000.00
0.0137
N
N
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.690000%
JJKC32MCHWDI71265Z06
0000838135
ATD0Q5YX4
Non-Negotiable Time Deposit
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0169
86000000.00
86000000.00
0.0147
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.690000%
F3JS33DEI6XQ4ZBPTN86
0000917311
ATD0Q5Z13
Non-Negotiable Time Deposit
Y
2018-06-01
2018-06-01
2018-06-01
N
N
N
0.0169
4000000.00
4000000.00
0.0007
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.730000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0Q5Z21
Non-Negotiable Time Deposit
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0173
226000000.00
226000000.00
0.0387
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.760000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0Q5ZK1
Non-Negotiable Time Deposit
Y
2018-06-07
2018-06-07
2018-06-07
N
N
N
0.0176
175000000.00
175000000.00
0.0300
N
N
Y
N
The Charles Schwab Family of Funds
2018-06-07
Mark Fischer
Mark Fischer
Chief Financial Officer