0001145549-18-004040.txt : 20180709
0001145549-18-004040.hdr.sgml : 20180709
20180709154849
ACCESSION NUMBER: 0001145549-18-004040
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180630
FILED AS OF DATE: 20180709
DATE AS OF CHANGE: 20180709
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: 18944664
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Sweep Shares
SWSXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-06-30
0000857156
549300I77JNLD629OV19
S000004504
1
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
19
22
5144893521.41
6355733027.97
6515180421.04
5522117189.59
4602791063.26
10835205714.38
11850528808.72
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9256458976.08
7703352572.75
0.2892
0.3806
0.4135
0.3692
0.3339
0.6092
0.7096
0.7250
0.6188
0.5588
0.34
13775090670.26
13775068138.69
9726165.99
13676749.25
13771117555.77
13769304164.3300
1.0000
0.0209
1.0001
1.0001
1.0001
1.0001
1.0001
C000012378
0.00
13771117555.77
13769304164.3300
1.0001
1.0001
1.0001
1.0001
1.0001
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920809129.57
1062531181.67
2149664727.01
1011440904.83
2090099308.87
1014685940.65
1678729122.52
954464091.37
2121443889.22
4287540898.39
8261959071.00
0.0148
Y
Investment Advisor and its affiliates Contractual 351,578
BPCE SA
BPCE SA 0.000000%
05571CJ44
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0216
57766950.20
57766950.20
0.0042
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CJC6
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2018-09-12
2018-09-12
2018-09-12
N
N
N
0.0221
94562601.00
94562601.00
0.0069
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.426200%
06053PK30
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-07-12
2018-10-12
2018-10-12
N
N
N
0.0230
197094345.27
197094345.27
0.0143
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.070000%
06370RBG3
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0205
156002091.96
156002091.96
0.0113
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.425100%
06371E3W5
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-07-17
2018-10-17
2018-10-17
N
N
N
0.0224
40023120.40
40023120.40
0.0029
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.250000%
06371E6H5
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2018-08-27
2018-08-27
2018-08-27
N
N
N
0.0213
175032114.25
175032114.25
0.0127
N
N
N
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
0.0214
52008460.92
52008460.92
0.0038
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.000000%
06539RSP3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-08-16
2018-08-16
2018-08-16
N
N
N
0.0211
19996694.00
19996694.00
0.0015
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MGA8
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-07-10
2018-07-10
2018-07-10
N
Y
Societe Generale SA
1.0000
N
0.0198
14990947.50
14990947.50
0.0011
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MJ49
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
Y
Societe Generale SA
1.0000
N
0.0224
995833.00
995833.00
0.0001
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MJ56
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
Societe Generale SA
1.0000
N
0.0225
20910909.60
20910909.60
0.0015
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MG57
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-07-05
2018-07-05
2018-07-05
N
Y
Societe Generale SA
1.0000
N
0.0201
53981920.80
53981920.80
0.0039
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MJH8
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
Societe Generale SA
1.0000
N
0.0232
12933035.70
12933035.70
0.0009
N
N
N
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
0.0206
49925540.00
49925540.00
0.0036
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3HW5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-08-30
2018-08-30
2018-08-30
N
Y
Citibank NA
1.0000
N
0.0213
51809695.60
51809695.60
0.0038
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UHU8
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-08-28
2018-08-28
2018-08-28
N
Y
Citibank NA
1.0000
N
0.0214
46832759.90
46832759.90
0.0034
N
N
N
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UG39
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-07-03
2018-07-03
2018-07-03
N
Y
CARGILL INC
1.0000
N
0.0192
47989737.60
47989737.60
0.0035
N
N
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UG54
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-07-05
2018-07-05
2018-07-05
N
Y
CARGILL INC
1.0000
N
0.0193
29990346.00
29990346.00
0.0022
N
N
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UG62
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-07-06
2018-07-06
2018-07-06
N
Y
CARGILL INC
1.0000
N
0.0195
35986420.08
35986420.08
0.0026
N
N
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MG36
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2018-07-03
2018-07-03
2018-07-03
N
N
N
0.0192
7998289.60
7998289.60
0.0006
N
N
Y
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 2.070000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0207
12000000.00
12000000.00
0.0009
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UGD2
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2018-07-13
2018-07-13
2018-07-13
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0199
35972125.20
35972125.20
0.0026
N
N
N
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
0.0203
52940168.30
52940168.30
0.0038
N
N
N
N
CITIBANK NA
CITIBANK NA 2.355100%
17305TXM9
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2018-07-17
2018-08-17
2018-08-17
N
N
N
0.0208
17006358.17
17006358.17
0.0012
N
N
N
N
CITIBANK NA
CITIBANK NA 2.376200%
17305TYD8
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2018-07-12
2018-09-12
2018-09-12
N
N
N
0.0215
168091897.68
168091897.68
0.0122
N
N
N
N
CITIBANK NA
CITIBANK NA 2.300000%
17305TYR7
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2018-08-06
2018-08-06
2018-08-06
N
N
N
0.0209
35007581.35
35007581.35
0.0025
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.301100%
19423CFN7
Asset Backed Commercial Paper
Y
2018-07-24
2018-07-24
2018-07-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0202
75014550.75
75014550.75
0.0054
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.230000%
20271ENW5
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2018-09-25
2018-09-25
2018-09-25
N
N
N
0.0224
8999812.80
8999812.80
0.0007
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1G23
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-07-02
2018-07-02
2018-07-02
N
Y
Credit Suisse AG
1.0000
N
0.0204
48991670.00
48991670.00
0.0036
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.900000%
23328AC93
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2018-07-06
2018-07-06
2018-07-06
N
N
N
0.0192
133999423.80
133999423.80
0.0097
N
N
Y
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
0.0193
91018446.61
91018446.61
0.0066
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
0.0216
8672385.33
8672385.33
0.0006
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.100000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0210
2790000.00
2790000.00
0.0002
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MG56
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0190
19993654.00
19993654.00
0.0015
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MHM9
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-08-21
2018-08-21
2018-08-21
N
Y
MUFG BANK LTD
1.0000
N
0.0211
99689210.00
99689210.00
0.0072
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RHG0
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-08-16
2018-08-16
2018-08-16
N
N
N
0.0209
11966576.40
11966576.40
0.0009
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 2.080000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0208
36000000.00
36000000.00
0.0026
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.980000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0198
56000000.00
56000000.00
0.0041
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 2.365900%
44988KFH7
Financial Company Commercial Paper
Y
2018-09-19
2018-12-19
2018-12-19
N
Y
ING Bank NV
1.0000
N
0.0236
15001000.65
15001000.65
0.0011
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QJM4
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-09-21
2018-09-21
2018-09-21
N
N
N
0.0233
68632597.77
68632597.77
0.0050
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QK91
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
N
N
0.0233
7947164.00
7947164.00
0.0006
N
N
N
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
0.0215
95684956.80
95684956.80
0.0069
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MHS1
Asset Backed Commercial Paper
Y
2018-07-24
2018-07-24
2018-07-24
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0201
42952029.20
42952029.20
0.0031
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
0.0200
178810868.60
178810868.60
0.0130
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MJK6
Asset Backed Commercial Paper
Y
2018-08-30
2018-08-30
2018-08-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0230
99625417.00
99625417.00
0.0072
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
0.0238
28897007.37
28897007.37
0.0021
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.940000%
51489N3F7
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0196
34999898.50
34999898.50
0.0025
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.100000%
51500LF89
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2018-07-30
2018-07-30
2018-07-30
N
N
N
0.0208
145002814.45
145002814.45
0.0105
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MG38
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-07-03
2018-07-03
2018-07-03
N
Y
Natixis SA
1.0000
N
0.0198
5998680.00
5998680.00
0.0004
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RG28
Asset Backed Commercial Paper
Y
2018-07-02
2018-07-02
2018-07-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0194
83086600.13
83086600.13
0.0060
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RJE9
Asset Backed Commercial Paper
Y
2018-09-14
2018-09-14
2018-09-14
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0225
14927812.50
14927812.50
0.0011
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RJR0
Asset Backed Commercial Paper
Y
2018-09-25
2018-09-25
2018-09-25
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0231
32814064.80
32814064.80
0.0024
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.030000%
55379WFG6
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0206
199996500.00
199996500.00
0.0145
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.040000%
55379WFM3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-07-20
2018-07-20
2018-07-20
N
N
N
0.0188
169015465.19
169015465.19
0.0123
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
0.0203
87935557.60
87935557.60
0.0064
N
N
N
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017C 1.980000%
56052FGQ2
549300SO05LH6D240016
US56052FGQ28
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2047-11-15
Y
Citibank NA
1.0000
7
Y
N
N
0.0198
39585000.00
39585000.00
0.0029
N
N
Y
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2017E 1.980000%
56052FHZ1
549300SO05LH6D240016
US56052FHZ18
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2052-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0198
50000000.00
50000000.00
0.0036
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MGP1
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-07-23
2018-07-23
2018-07-23
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0206
148795870.00
148795870.00
0.0108
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.310000%
60683BFY4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-07-12
2018-07-12
2018-07-12
N
N
N
0.0202
64006579.84
64006579.84
0.0046
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.060000%
60683BHJ5
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-07-17
2018-07-17
2018-07-17
N
N
N
0.0203
170002653.70
170002653.70
0.0123
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.040000%
60700AC51
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-07-20
2018-07-20
2018-07-20
N
N
N
0.0202
190002661.90
190002661.90
0.0138
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.250000%
60700AZH0
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-08-24
2018-08-24
2018-08-24
N
N
N
0.0206
26007392.06
26007392.06
0.0019
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.270000%
60700AZU1
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-08-30
2018-08-30
2018-08-30
N
N
N
0.0208
57018297.57
57018297.57
0.0041
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.290000%
60700AZY3
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0211
25007975.25
25007975.25
0.0018
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
0.0203
166774099.10
166774099.10
0.0121
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MHH3
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-08-17
2018-08-17
2018-08-17
N
N
N
0.0205
67809892.40
67809892.40
0.0049
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
NATIONAL AUSTRALIA BANK LIMITED 0.000000%
63254FG35
F8SB4JFBSYQFRQEH3Z21
Financial Company Commercial Paper
Y
2018-07-03
2018-07-03
2018-07-03
N
N
N
0.0196
131971276.80
131971276.80
0.0096
N
N
Y
N
NATIONAL AUSTRALIA BANK LIMITED
NATIONAL AUSTRALIA BANK LIMITED 0.000000%
63254FGK7
F8SB4JFBSYQFRQEH3Z21
Financial Company Commercial Paper
Y
2018-07-19
2018-07-19
2018-07-19
N
N
N
0.0201
74916165.00
74916165.00
0.0054
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1G62
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-07-06
2018-07-06
2018-07-06
N
N
N
0.0198
129950080.00
129950080.00
0.0094
N
N
Y
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
0.0219
46845675.50
46845675.50
0.0034
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.150000%
63873NPZ8
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-07-31
2018-07-31
2018-07-31
N
N
N
0.0199
83010359.23
83010359.23
0.0060
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.370000%
63873NSE2
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2018-07-31
2018-07-31
2018-07-31
N
N
N
0.0199
73023798.73
73023798.73
0.0053
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.080000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0208
9000000.00
9000000.00
0.0007
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.980000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0198
100000000.00
100000000.00
0.0073
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 2.020000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0202
24000000.00
24000000.00
0.0017
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (606 W 57TH ST) SERIES 2017A 2.050000%
64987BW87
5493000LS7KCDB02O506
US64987BW870
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2049-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0205
17200000.00
17200000.00
0.0012
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SGQ5
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-07-24
2018-07-24
2018-07-24
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0209
72894303.30
72894303.30
0.0053
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SH68
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-08-06
2018-08-06
2018-08-06
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0211
78824383.00
78824383.00
0.0057
N
N
N
N
NORDEA BANK AB (PUBL) (NEW YORK BRANCH)
NORDEA BANK AB (PUBL) (NEW YORK BRANCH) 2.000000%
65590AXS0
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-07-18
2018-07-18
2018-07-18
N
N
N
0.0194
57201865.29
57201865.29
0.0042
N
N
N
N
NORDEA BANK AB (PUBL) (NEW YORK BRANCH)
NORDEA BANK AB (PUBL) (NEW YORK BRANCH) 2.000000%
65590AXY7
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-07-20
2018-07-20
2018-07-20
N
N
N
0.0194
98003372.18
98003372.18
0.0071
N
N
N
N
NORDEA BANK AB (PUBL) (NEW YORK BRANCH)
NORDEA BANK AB (PUBL) (NEW YORK BRANCH) 1.900000%
65590AYL4
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0192
49999875.00
49999875.00
0.0036
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.920000%
69033L6T1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-07-03
2018-07-03
2018-07-03
N
N
N
0.0190
100000201.00
100000201.00
0.0073
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.285100%
69033LY60
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-07-16
2018-08-16
2018-08-16
N
N
N
0.0225
12000600.12
12000600.12
0.0009
N
N
N
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
0.0203
112891565.20
112891565.20
0.0082
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KJ51
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
BNP Paribas SA
1.0000
N
0.0221
16828615.67
16828615.67
0.0012
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KJH5
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
BNP Paribas SA
1.0000
N
0.0227
25869134.20
25869134.20
0.0019
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QG20
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0187
129979694.00
129979694.00
0.0094
N
Y
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
0.0196
17981398.80
17981398.80
0.0013
N
N
N
N
SMITHSONIAN INSTITUTION
TAXABLE RB SERIES 2013B 2.000000%
832432AA6
US832432AA69
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
1.0000
7
Y
N
N
0.0200
27500000.00
27500000.00
0.0020
N
N
Y
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 2.290000%
83369YM86
Certificate of Deposit
Y
2018-10-01
2018-10-01
2018-10-01
N
N
N
0.0229
4999970.50
4999970.50
0.0004
N
N
N
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
0.0209
16003572.96
16003572.96
0.0012
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.000000%
8574P1LL8
571474TGEMMWANRLN572
Certificate of Deposit
Y
2018-07-30
2018-07-30
2018-07-30
N
N
N
0.0199
100000751.00
100000751.00
0.0073
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.301100%
86563Y5T6
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-07-24
2018-07-24
2018-07-24
N
N
N
0.0208
41006355.41
41006355.41
0.0030
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.250000%
86564FBZ5
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-08-22
2018-08-22
2018-08-22
N
N
N
0.0209
33007897.23
33007897.23
0.0024
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.320000%
86564FDS9
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-10-03
2018-10-03
2018-10-03
N
N
N
0.0230
52003302.52
52003302.52
0.0038
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.300000%
86564FDY6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-09-28
2018-09-28
2018-09-28
N
N
N
0.0229
63001243.62
63001243.62
0.0046
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.250000%
86565BFD8
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-08-23
2018-08-23
2018-08-23
N
N
N
0.0209
28006709.08
28006709.08
0.0020
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.435100%
86958JC80
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-07-16
2018-11-16
2018-11-16
N
N
N
0.0225
48534580.99
48534580.99
0.0035
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 1.900000%
87019VMA2
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0191
201999818.20
201999818.20
0.0147
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.100000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0210
3000000.00
3000000.00
0.0002
N
N
Y
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.000000%
89119BGP5
PT3QB789TSUIDF371261
Financial Company Commercial Paper
Y
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0201
439411588.00
439411588.00
0.0319
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QG38
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-07-03
2018-07-03
2018-07-03
N
Y
Total SA
1.0000
N
0.0193
146968542.00
146968542.00
0.0107
N
N
Y
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 0.000000%
89233FHU5
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2018-08-28
2018-08-28
2018-08-28
N
N
N
0.0210
61783514.60
61783514.60
0.0045
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HGB4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-07-11
2018-07-11
2018-07-11
N
N
N
0.0192
84945659.50
84945659.50
0.0062
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MG37
Asset Backed Commercial Paper
Y
2018-07-03
2018-07-03
2018-07-03
N
Y
Natixis SA
1.0000
N
0.0204
1999547.80
1999547.80
0.0001
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MJ59
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
Natixis SA
1.0000
N
0.0232
16925662.40
16925662.40
0.0012
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MJ67
Asset Backed Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
Y
Natixis SA
1.0000
N
0.0232
16924569.30
16924569.30
0.0012
N
N
N
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 2.150000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2018-07-06
2018-07-06
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0215
22375000.00
22375000.00
0.0016
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.880000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0GK7X3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT LV LLC 2017-NPL2 A-2 20470325 FLT
2047-03-25
5.875000
1500000.00
1495658.67
Asset-Backed Securities
NAVITAS EQIP RECV 2015-1 C 20190617 4.5
549300E6VQ8QJ801VH21
2019-06-17
4.500000
1750000.00
1629693.18
Asset-Backed Securities
OHA CR PARTNS XI 2015-11 SUB 20281020 FLT
549300OYGEU6QQMCEG78
2028-10-20
0.00
15700000.00
12010500.00
Asset-Backed Securities
CIFC FUNDING LTD 2012-III SUB NT 20250129 FLT
2025-01-29
0.00
2740000.00
1388826.54
Asset-Backed Securities
CEDAR FDG II CLO LTD
2025-03-09
0.00
10000000.00
6650000.00
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 E 20320719 FLT
2032-07-19
5.046380
5806000.00
5815807.07
Asset-Backed Securities
GCAT LLC 2017-2 A-1 20470425 FLT
2047-04-25
3.500000
295000.00
202383.31
Asset-Backed Securities
B2R MTG TRUST 2016-1 F 20490617 FLT
2049-06-17
6.307160
10203000.00
10196600.52
Asset-Backed Securities
BYVW OPP MST FD TR 2018-RN1 A1 20330128 FLT
2033-01-28
3.277500
1326719.00
795704.85
Asset-Backed Securities
VOLT LVIII LLC 2017-NPL5 A-2 20470528 FLT
2047-05-28
5.375000
4163000.00
4151839.92
Asset-Backed Securities
VENTURE XVIII CLO LTD
549300MWRVTJN0X3KI79
2026-10-15
0.00
7500000.00
5212500.00
Asset-Backed Securities
TOWD PT MTG TR 2016-3 B4 20560425 FLT
2056-04-25
4.159240
2145000.00
1837068.39
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B3 20561025 FLT
2056-10-25
3.665960
733000.00
656252.94
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B4 20561025 FLT
2056-10-25
3.665960
1059000.00
882896.06
Asset-Backed Securities
TOWD PT MTG TR 2016-5 B5 20561025 FLT
2056-10-25
3.665960
1059000.00
717575.57
Asset-Backed Securities
TRYON PK CLO LTD
2029-04-15
0.00
5388288.00
2421884.58
Asset-Backed Securities
US RESI OPP FD III TR 2017-1 A 20371127 FLT
2037-11-27
3.351500
36265000.00
21808223.26
Asset-Backed Securities
OCEAN TRAILS CLO IV
549300TXL5AHG4X9CX68
2025-08-13
0.00
8000000.00
4840000.00
Asset-Backed Securities
PRETIUM MTG CR PRTNR 2018-NPL1 A-1 20330127 FLT
2033-01-27
3.375000
255000.00
227335.09
Asset-Backed Securities
PROGRESS RES TR 2018-SFR1 F 20350319 4.7
2035-03-19
4.778000
525000.00
521250.80
Asset-Backed Securities
SHACKLETON CLO LTD 2017-X SUB 20290420 FLT
549300IM8C0HSUTXDD32
2029-04-20
0.00
5000000.00
3975000.00
Asset-Backed Securities
BYVW OPP MST FD IVB 2017-NPL2 A1 20321028 FLT
2032-10-28
2.981400
515000.00
313511.20
Asset-Backed Securities
CIFC FUNDING LTD 2014-II INC 20260524 FLT
2026-05-24
0.00
12500000.00
8937500.00
Asset-Backed Securities
CIFC FDG 2013 I LTD
2025-04-16
0.00
1000000.00
486801.00
Asset-Backed Securities
ACAS CLO LTD 2014-2 SUB NT 20270115 FLT
5493006C7DJSEQMFT229
2027-01-15
0.00
6150000.00
3659250.00
Asset-Backed Securities
ARES XLV CLO LTD
2030-10-15
0.00
5000000.00
3921610.00
Asset-Backed Securities
ACCESS BANK PLC SUB ZERO 26
5493004PDQETMPM6YK04
2026-07-16
0.00
5000000.00
2675000.00
Asset-Backed Securities
AXIS EQUIP FIN RECV 2015-1 D 20200520 4.0
2020-05-20
4.050000
1000000.00
996008.81
Asset-Backed Securities
ICG US CLO 2014 3 LTD
2027-01-25
0.00
2500000.00
2237500.00
Asset-Backed Securities
VOLT LVII LLC 2017-NPL4 A-2 20470425 FLT
2047-04-25
5.625000
2000000.00
1996246.00
Asset-Backed Securities
VOLT LVI LLC 2017-NPL3 A-2 20470325 FLT
2047-03-25
5.875000
495000.00
494442.03
Asset-Backed Securities
YORK CLO 2 LTD
5493009C48K5WG4EX118
2027-10-22
0.00
5000000.00
3302070.00
Asset-Backed Securities
CIFC FUNDING LTD 2014-III INC NT 20260722 FLT
2026-07-22
0.00
3000000.00
1470435.00
Asset-Backed Securities
DUANE STR CLO IV 2007-4 SUB NT 20211114 FLT
2021-11-14
0.00
2000000.00
1027022.00
Asset-Backed Securities
VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT
549300C7PSULF5Z6ZE61
2024-02-28
0.00
8500000.00
5737500.00
Asset-Backed Securities
VENTURE XXV CLO LTD
2029-04-20
0.00
4000000.00
3520000.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.00
7000000.00
3815000.00
Asset-Backed Securities
VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT
549300KIDQKDB48YU144
2027-01-15
0.100000
273170.00
222688.94
Asset-Backed Securities
VOLT XL LLC 2015-NPL14 A-2 20451226 FLT
2045-12-26
4.875000
17125000.00
17155819.29
Asset-Backed Securities
VOLT LIV LLC 2017-NPL1 A-2 20470225 FLT
2047-02-25
5.875000
5000000.00
4988763.89
Asset-Backed Securities
US RESI OPP FD IV TR 2017-1 A 20371127 FLT
2037-11-27
3.351500
7400000.00
4010300.01
Asset-Backed Securities
UPLAND CLO LTD
2028-04-20
0.00
5000000.00
4925000.00
Asset-Backed Securities
VOLT XXXVIII LLC 2015-NPL12 A-2 20450925 FLT
2045-09-25
4.500000
12725000.00
12688764.18
Asset-Backed Securities
LCM XV LTD 2014-15 INC 20240826 FLT
549300HV40B88JRNJD93
2024-08-26
0.00
3375000.00
1940625.00
Asset-Backed Securities
LENDMARK FDG TR 2017-2 A 20260520 2.8
549300UHUI1WNY5EHH26
2026-05-20
2.800000
5000000.00
4959950.00
Asset-Backed Securities
TELOS CLO LTD 2013-3 SUB NT 20240117 FLT
2024-01-17
0.00
1693000.00
939615.00
Asset-Backed Securities
INVITATION HOMES TR 2018-SFR2 F 20370618 FLT
2037-06-18
4.297380
251238.00
251696.12
Asset-Backed Securities
EXANTAS CAP CORP LTD 2018-RSO6 C 20350615 FLT
2035-06-15
3.811000
2000000.00
1976417.17
Asset-Backed Securities
EXANTAS CAP CORP LTD 2018-RSO6 D 20350615 FLT
2035-06-15
4.461000
4000000.00
4001447.00
Asset-Backed Securities
BARINGS CLO LTD 2016-III
2028-01-15
0.00
2250000.00
1631250.00
Asset-Backed Securities
SKOPOS AUTO RECV TR 2018-1 A 20210915 3.1
2021-09-15
3.190000
2000000.00
1613838.40
Asset-Backed Securities
BDS 2018-FL1 LTD C 20350118 FLT
2035-01-18
4.073250
2500000.00
2403240.10
Asset-Backed Securities
BSPRT K2018 FL3 ISSUER LTD BSPRT 2018 FL3 CO IS
2028-03-15
3.723250
1000000.00
1001344.51
Asset-Backed Securities
STARWOOD WAYPOINT HOMES 2017-1 A 20350122 FLT
2035-01-22
3.035060
400000.00
400081.08
Asset-Backed Securities
VOLT LXI LLC 2017-NPL8 A-1 20470625 FLT
2047-06-25
3.125000
340000.00
175764.63
Asset-Backed Securities
HOME PARTN AMER TR 2018-1 E 20370717 FLT
2037-07-17
3.784000
4500000.00
4469546.00
Asset-Backed Securities
Y
2018-10-02
2018-10-02
2018-10-05
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0266
173103505.90
173103505.90
0.0126
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
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
2.691130
43994.00
43819.70
Asset-Backed Securities
KEYCORP STUDENT LN TR 2005-A II-C 20381227 FLT
2038-12-27
3.591550
8230641.00
6803823.07
Asset-Backed Securities
PARK PLACE SECS 2004-WHQ2 M-5 20350225 FLT
2035-02-25
3.816130
143906.00
105320.11
Asset-Backed Securities
DRIVE AUTO RECV TR 2018-1 E 20250616 5.0
2025-06-16
5.090000
43345.00
43294.70
Asset-Backed Securities
STEWART PARK CLO 2015-1 SUB 20260415 FLT
549300FC1IHOM4H6GL63
2026-04-15
0.00
126680.00
41171.00
Asset-Backed Securities
WEBSTER PK CLO LTD
2027-01-20
0.00
178431.00
117940.75
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
11.034800
136.00
123.07
Asset-Backed Securities
SLM STUDENT LOAN TR 2004-3 A-6A 20391025 FLT
549300YK6GOQU7FJ5N55
2039-10-25
2.909540
2045144.00
2038453.34
Asset-Backed Securities
EXETER AUTO RECV TR 2017-3 A 20211215 2.0
2021-12-15
2.050000
2194198.00
1174699.91
Asset-Backed Securities
SOFI CONSUMER LN PRGRM 2016-2 A 20251027 3.0
2025-10-27
3.090000
1325000.00
482144.65
Asset-Backed Securities
BACARDI LTD 5.15%38
549300R32WTQNHNN5055
2038-05-15
5.150000
138158.00
131607.01
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 8.125%18
549300ZCZ76HYCS0H445
2018-10-01
8.125000
5225000.00
5367961.81
Corporate Debt Securities
GENWORTH FINL INC SR GLBL NT7.2%21
PXDECZED7L8SRUP41R09
2021-02-15
7.200000
88000.00
91678.40
Corporate Debt Securities
HEXION INC SR SEC GLBL 22
54930030FZF8HYAEHM46
2022-02-01
13.750000
6000000.00
5784166.67
Corporate Debt Securities
SCANA CORP NEW FR 4.125%020122
V8HA8TAJG10VL0G7B254
2022-02-01
4.125000
672000.00
673047.20
Corporate Debt Securities
ABE INVT HLDGS INC / GETTY IMA SR SEC GLBL 20
2020-10-16
10.500000
44000.00
45609.67
Corporate Debt Securities
BOYD GAMING CORP SR GLBL NT 23
254900787YGRYS2A1Z35
2023-05-15
6.875000
4768000.00
5046464.44
Corporate Debt Securities
CITIGROUP INC PERP SUB -A NT
6SHGI4ZSSLCXXQSBB395
2049-01-01
5.950000
2462000.00
2559560.17
Corporate Debt Securities
CNOOC NEXEN FINANCE ULC SR NT 4.25%24
2024-04-30
4.250000
599000.00
611102.96
Corporate Debt Securities
TEVA PHARMACEUTICAL FIN NETH SR GLBL NT2.8%23
5493004T21MOAFINJP35
2023-07-21
2.800000
143000.00
125971.40
Corporate Debt Securities
UNITED STATES STL CORP NEW SR GLBL NT 25
JNLUVFYJT1OZSIQ24U47
2025-08-15
6.875000
657000.00
680382.81
Corporate Debt Securities
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
6.591130
1068782.00
1231903.09
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
7.091130
1733640.00
1453249.75
Private Label Collateralized Mortgage Obligations
Y
2018-08-03
2018-08-03
2018-08-03
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0253
29994726.00
29994726.00
0.0022
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
FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT
2028-04-25
7.791130
32948925.00
33140936.91
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT
2029-01-25
6.341130
1201425.00
1359063.46
Private Label Collateralized Mortgage Obligations
Y
2018-08-03
2018-08-03
2018-08-06
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0251
29991945.00
29991945.00
0.0022
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.750000%
ZBUT11V806EZRVTWT807
0001168163
ARP0H0GU2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SLM STUDENT LOAN TR 2012-2 A 20290125 FLT
2029-01-25
2.791130
242269.00
97833.55
Asset-Backed Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
2.530000
13898302.00
13678512.71
Asset-Backed Securities
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.871130
2256322.00
1170358.21
Asset-Backed Securities
BEAR STEARNS 2ND LIEN 2007-B II-A 20370825 FLT
2037-08-25
2.531130
17208452.00
508570.28
Asset-Backed Securities
DOMINOS PIZZA MSTR 2017-1 A-2III 20470725 4.1
2047-07-25
4.118000
21784.00
21725.93
Asset-Backed Securities
AVANT LOANS FDG TR 2017-B C 20231115 4.9
5493002OOYZ2P0TF3005
2023-11-15
4.990000
93465.00
94286.14
Asset-Backed Securities
SOUTH CAROLINA ST LN 2014 B 20350801 FLT
549300PIO3ZMSROGFF38
2035-08-01
3.482460
501518.00
503474.34
Asset-Backed Securities
TOWD POINT MTG TR 2015-2 1-B1 20601125 FLT
2060-11-25
3.619580
9875774.00
9988201.54
Asset-Backed Securities
TPMT 2017-FRE1 B
2047-07-25
0.00
9731456.00
5952050.43
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
2.469540
6881507.00
6081207.70
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
2.459540
1946795.00
1746331.64
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
2.559540
3770816.00
3509789.91
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B C 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
3.040630
2519261.00
519436.80
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B B 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
2.630630
2638231.00
1194208.28
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
2.519540
28601290.00
27946068.26
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT
2029-02-25
2.351130
579040.00
209938.20
Asset-Backed Securities
PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT
2023-02-25
4.941130
17222600.00
17335890.51
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2
2032-12-15
2.450630
3700000.00
1533408.08
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
2.629540
12373313.00
11756227.89
Asset-Backed Securities
ALESCO PREF FDG XIV 2006-14 A2 144 20370923 FLT
U3J57OKXT2FMVDEW4249
2037-09-23
2.735060
2560.00
2176.97
Asset-Backed Securities
TPMT 2017-FRE2 M1
2047-11-25
4.000000
18508564.00
18275068.18
Asset-Backed Securities
TPMT 2017-FRE2 M2
2047-11-25
4.000000
32187.00
31333.87
Asset-Backed Securities
TPMT 2017-FRE2 M3
2047-11-25
4.000000
28153265.00
24967003.59
Asset-Backed Securities
CITIGROUP INC SR GLBL NT 24
6SHGI4ZSSLCXXQSBB395
2024-06-01
4.044000
1803.00
1818.86
Corporate Debt Securities
DANSKE BK AS 144A 4.375%28
MAES062Z21O4RZ2U7M96
2028-06-12
4.375000
201983.00
200946.01
Corporate Debt Securities
BNP PARIBAS SR GLBL 144A 23
R0MUWSFPU8MPRO8K5P83
2023-03-01
3.500000
134000.00
132155.12
Corporate Debt Securities
TRANSCANADA PIPELINES LTD SR NT 6.2%37
5BV01I6231JPDAPMGH09
2037-10-15
6.200000
3368000.00
3894029.21
Corporate Debt Securities
VIRGINIA ELEC & PWR CO SR NT-B 4%43
CQKUMNNZVDJLRYV2PT43
2043-01-15
4.000000
496000.00
483338.22
Corporate Debt Securities
SPRINGLEAF FINANCE CORPORATION SR GLBL NT 20
5493008I795YYBFWFU90
2020-12-15
8.250000
102000.00
110232.25
Corporate Debt Securities
ROYAL CARIBBEAN CRUISES LTD SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
110000.00
133743.13
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT 26
4XM3TW50JULSLG8BNC79
2026-09-01
2.950000
3221000.00
2970565.46
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 5%011521
R0MUWSFPU8MPRO8K5P83
2021-01-15
5.000000
367000.00
390127.52
Corporate Debt Securities
BP CAP MKTS P L C SR NT 3.561%21
549300CRVT18MXX0AG93
2021-11-01
3.561000
2089000.00
2122104.73
Corporate Debt Securities
ADVANCED MICRO DEVICES INC SR GLBL NT 19
R2I72C950HOYXII45366
2019-03-01
6.750000
760000.00
795815.00
Corporate Debt Securities
AIR LEASE CORP SR GLBL NT 27
5493004NW4M4P8TMMK63
2027-04-01
3.625000
485000.00
450623.74
Corporate Debt Securities
ASSURED GTY US HLDGS INC SR NT 5%24
2024-07-01
5.000000
16000.00
17117.00
Corporate Debt Securities
WESTPAC BNKING CRP ECN
EN5TNI6CI43VEPAMHL14
2019-08-01
3.108050
706530.00
713192.16
Corporate Debt Securities
UNION PAC CORP SR GLBL NT 26
549300LMMRSZZCZ8CL11
2026-03-01
2.750000
10894000.00
10221337.86
Corporate Debt Securities
SANTANDER UK PLC SUB GLBL 144A 23
PTCQB104N23FMNK2RZ28
2023-11-07
5.000000
4944000.00
5057574.67
Corporate Debt Securities
CATHOLIC HEALTH INITIATIVES TAX BD 2.6% 18
4SXHN5XW08IBO0UG2V58
2018-08-01
2.600000
266000.00
268845.90
Corporate Debt Securities
ASSURANT INC SR GLBL NT4.2%23
H3F39CAXWQRVWURFXL38
2023-09-27
4.200000
853452.00
862142.99
Corporate Debt Securities
ATHENE GLOBAL FUNDING SR SEC GLBL 22
549300LM1QSI4MSIL320
2022-07-01
3.538000
6175059.00
6353776.87
Corporate Debt Securities
NTC CAP II CAP-B PSTH FLT27
2027-04-15
2.937690
8890000.00
8432508.02
Corporate Debt Securities
PENNEY J C INC SR GLBL NT 19
8TDNUQ07MEFMWW1VHP39
2019-10-01
8.125000
78000.00
82084.17
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A27
2W8N8UU78PMDQKZENC08
2027-07-14
3.875000
569664.00
498860.70
Corporate Debt Securities
INTESA SANPAOLO S P A SR 144A NT 28
2W8N8UU78PMDQKZENC08
2028-01-12
3.875000
888591.00
772599.39
Corporate Debt Securities
BANK AMER CORP FR 4.1%072423
9DJT3UXIJIZJI4WXO774
2023-07-24
4.100000
758000.00
783933.29
Corporate Debt Securities
CBS CORP NEW SR GLBL NT2.5%23
5KYC8KF17ROCY24M3H09
2023-02-15
2.500000
44784.00
42515.49
Corporate Debt Securities
AUSTRALIA & NEW ZEALA BKG 144A FR 4.875%011221
JHE42UYNWWTJB8YTTU19
2021-01-12
4.875000
1000000.00
1058604.58
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 4.875%22
ODVCVCQG2BP6VHV36M30
2022-06-01
4.875000
4834000.00
5081412.18
Corporate Debt Securities
ARROW ELECTRS INC SR GLBL NT 4%25
549300YNNLBXT8N8R512
2025-04-01
4.000000
9574000.00
9457941.84
Corporate Debt Securities
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
5.729610
54634.00
54816.60
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2016-SAVA D 20341017 FLT
2034-10-17
6.646380
9334666.00
9364394.14
Private Label Collateralized Mortgage Obligations
HYATT HOTEL PORT TR 2017-HYT2 MZB 20200817 FLT
2020-08-17
12.514700
10000000.00
10227458.47
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO D 20270816 FLT
2027-08-16
5.073250
56538.00
27306.70
Private Label Collateralized Mortgage Obligations
Y
2018-09-27
2018-09-27
2018-11-28
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0277
197981863.20
197981863.20
0.0144
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 2.450000%
1V8Y6QCX6YMJ2OELII46
0001230485
ARP0H37P7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC SERIES 2014-5R 6-A-2 20361029 FLT
2036-10-29
2.047110
8386320.00
8095765.28
Asset-Backed Securities
CSMC TRUST 2017-RPL3 B-5 20570825 FLT
2057-08-25
5.043430
13668600.00
13781197.62
Asset-Backed Securities
CSMC TR 2018-RPL2 A-1 20620825 FLT
2062-08-25
4.030000
99995.00
98175.90
Asset-Backed Securities
CSMC 2018-J1 TR
2048-02-25
3.500000
170011000.00
171500976.40
Private Label Collateralized Mortgage Obligations
Y
2018-08-03
2018-08-03
2018-09-10
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0251
167978176.80
167978176.80
0.0122
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.050000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0H8CO3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
STEWART PARK CLO 2015-1 SUB 20260415 FLT
549300FC1IHOM4H6GL63
2026-04-15
0.00
52258.00
16983.85
Asset-Backed Securities
BANK AMER CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
3.133130
26600368.00
26243461.92
Corporate Debt Securities
Y
2018-07-03
2018-07-03
2018-07-03
N
N
N
0.0224
24999472.50
24999472.50
0.0018
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.020000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0H8OK8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
2.691130
54665.00
54448.42
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
39997007.00
39751093.49
Asset-Backed Securities
TRICON AMERN HOMES 2018 SFR TR
2037-05-19
4.044000
126739.00
126085.03
Asset-Backed Securities
DRYDEN 45 SR LN FD 2016-45 B 20270715 FLT
2027-07-15
4.147690
778335.00
785550.63
Asset-Backed Securities
MADISON PARK FDG X 2012-10R B-R 20290122 FLT
2029-01-22
4.258660
23925233.00
24182965.93
Asset-Backed Securities
JIMMY JOHNS FDG 2017-1 A-2-II 20470730 4.8
2047-07-30
4.846000
34211000.00
34314404.11
Asset-Backed Securities
ARES XLVI CLO LTD 2018-46 A-2 20300115 FLT
2030-01-15
3.577690
1619127.00
1630031.43
Asset-Backed Securities
OCTAGON INV PTNS XXI 2014-21R A-2R 20261116 FLT
2026-11-16
4.255000
4661143.00
4683883.55
Asset-Backed Securities
SLM ST LN EDC REP TR 2013-M1 M 20291028 3.5
549300QFNKDN6MY4H751
2029-10-28
3.500000
16042640.00
3213917.06
Asset-Backed Securities
CARLYLE GLOBAL MKT STRATEGIES CLO 2014-2-R LTD/C
2031-05-15
4.155000
1921673.00
1917858.48
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT
2032-06-15
1.260000
12557343.00
12508080.54
Asset-Backed Securities
FLAGSHIP CR AUTO TR 2015-1 C 20210615 3.7
549300WFVQJQ12A3WW57
2021-06-15
3.760000
175575.00
176887.11
Asset-Backed Securities
DRIVE AUTO REC TR 2015-C E 20221115 5.2
2022-11-15
5.270000
13764851.00
14035487.85
Asset-Backed Securities
DRIVE AUTO RECV TR 2016-A D 20230515 4.8
2023-05-15
4.850000
3456032.00
3494636.26
Asset-Backed Securities
EXETER AUTO RECV TR 2015-2 D 20220516 5.7
2022-05-16
5.790000
320384.00
328632.50
Asset-Backed Securities
BARCLAYS DRYROCK TR 2014-3 A 20220715 2.4
213800R4G3N2G68CHU37
2022-07-15
2.410000
6491026.00
6463252.34
Asset-Backed Securities
CPS AUTO RECV TR 2014-C D 20200817 4.8
2020-08-17
4.830000
903780.00
918898.73
Asset-Backed Securities
USAA AUTO OWNER TR 2016-1 A-4 20211115 1.3
2021-11-15
1.390000
1409706.00
1391291.79
Asset-Backed Securities
ONEMAIN FINL ISSUE TR 2015-1 B 20260318 3.8
2026-03-18
3.850000
3882784.00
3913012.98
Asset-Backed Securities
CARFINANCE CAP AUTO TR 2014-1 D 20200415 4.9
549300PG55QMSNTRP232
2020-04-15
4.900000
285649.00
286970.29
Asset-Backed Securities
ENTERPRISE FLEET FNC 2017-2 A-2 20230120 1.9
RKWYUSIDZTWNAX1D9U96
2023-01-20
1.970000
2225540.00
2047572.41
Asset-Backed Securities
AEP TEXAS CTR FDG 2012-3 A-2 20210601 1.9
2021-06-01
1.976400
3667099.00
2546807.67
Asset-Backed Securities
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.277000
4319371.00
4266018.12
Asset-Backed Securities
GREAT-WEST LIFE & ANNUITY INS SR 144A DEB 34
2034-11-15
6.625000
1339000.00
1578288.97
Corporate Debt Securities
JPMORGAN CHASE FINL CO LLC FR 0.25%050123
549300NJFDJOFYVV6789
2023-05-01
0.250000
1692831.00
1560486.88
Corporate Debt Securities
JACKSON NATL LIFE GBL FDG 144A FR 2.25%042921
635400PQXLYXWJI5QD78
2021-04-29
2.250000
18000.00
17553.60
Corporate Debt Securities
JACKSON NATL LIFE GBL FDG 144A FR 2.2%013020
635400PQXLYXWJI5QD78
2020-01-30
2.200000
8000.00
7963.40
Corporate Debt Securities
ATHENE GLOBAL FUNDING FR 2.75%042020
549300LM1QSI4MSIL320
2020-04-20
2.750000
3.00
2.98
Corporate Debt Securities
AXA SA SB GLBL NT8.6%30
F5WCUMTUM4RKZ1MAIE39
2030-12-15
8.600000
6240000.00
7945669.33
Corporate Debt Securities
BPCE S A FR 2.75%011123
9695005MSX1OYEMGDF46
2023-01-11
2.750000
650684.00
630092.02
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 23
9DJT3UXIJIZJI4WXO774
2023-01-20
3.124000
1970000.00
1963671.70
Corporate Debt Securities
BANK AMER CORP SR NT FXD/FLT 28
9DJT3UXIJIZJI4WXO774
2028-01-20
3.824000
15000.00
14832.14
Corporate Debt Securities
BANK AMER CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
3.133130
6916807.00
6824001.87
Corporate Debt Securities
BANK AMER CORP VR 020518-020526
9DJT3UXIJIZJI4WXO774
2026-02-05
3.133130
5333108.00
5261551.90
Corporate Debt Securities
BANK NEW YORK MELLON CORP FR 2.95%012923
WFLLPEPC7FZXENRZV188
2023-01-29
2.950000
606904.00
600647.83
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 3.7%013026
UE2136O97NLB5BYP9H04
2026-01-30
3.700000
663000.00
669387.27
Corporate Debt Securities
MORGAN STANLEY SR NT FIX/FLT 38
IGJSJL3JD5P30I6NJZ34
2038-07-22
3.971000
44137.00
41219.90
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A FR 2%040920
635400DPNHEAUHB7ZI15
2020-04-09
2.000000
50652.00
49958.80
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420
9ET6B8VCXWW51H8Z3M54
2020-09-14
2.600000
3000.00
2987.65
Corporate Debt Securities
FHLMC STACR 2014-HQ1 M-3 20240826 FLT
2024-08-26
6.191130
8916000.00
9835934.19
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 M-2 20290725 FLT
2029-07-25
5.341130
856095.00
925279.85
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 M-2 20290725 FLT
2029-07-25
5.341130
693309.00
749338.39
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
5.641130
13307183.00
14453261.37
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 1M-2 20241125 FLT
2024-11-25
6.991130
21668834.00
21068444.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2014-C04 2M-2 20241125 FLT
2024-11-25
7.091130
14827068.00
11970126.92
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C05 1M-2B 20300125 FLT
2030-01-25
4.291130
1178781.00
1216464.03
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-DNA1 M-2 20271025 FLT
2027-10-25
3.941130
87763.00
86962.23
Private Label Collateralized Mortgage Obligations
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0214
219995578.00
219995578.00
0.0160
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.930000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0H8P84
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
80145.00
83226.25
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBE7475
2047-02-01
3.500000
7837279.00
6953972.46
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0184
2048-03-01
4.500000
2230858.00
2279989.39
Agency Mortgage-Backed Securities
FNMS 04.000 CIBM1631
2026-06-01
4.000000
10554000.00
8150754.54
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM3487
2031-06-01
3.500000
8649089.00
7981909.55
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE0309
2025-08-01
4.000000
53687258.00
8256712.95
Agency Mortgage-Backed Securities
FNMS 04.000 CIAE8419
2025-11-01
4.000000
37812414.00
7238763.86
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM3859
2031-08-01
2.500000
8090443.00
7722618.12
Agency Mortgage-Backed Securities
FNAR XX.XXX S1894000
2036-10-01
3.341000
2374673.00
161982.44
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB3301
2026-07-01
4.000000
72674296.00
8011968.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2005
2047-12-01
4.000000
58711334.00
57001711.80
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3120
2047-09-01
3.500000
46653449.00
44254819.53
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
2047-09-01
3.500000
617216.00
588414.29
Agency Mortgage-Backed Securities
FNMS 04.000 CIAD3142
2025-05-01
4.000000
35362051.00
7244531.81
Agency Mortgage-Backed Securities
FNMS 04.000 CI932449
2025-02-01
4.000000
20907865.00
3033644.85
Agency Mortgage-Backed Securities
FNMS 04.000 CIAC2990
2024-09-01
4.000000
77900375.00
8261464.93
Agency Mortgage-Backed Securities
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0196
171999243.20
171999243.20
0.0125
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.120000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0H91D7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2008-013 FC
549300M8ZYFG0OCMTT87
2038-02-16
2.605060
1238.00
184.11
Agency Collateralized Mortgage Obligation
FNMS 04.000 I4BF0110
2056-03-01
4.000000
5740342.00
5113047.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1185
2043-02-01
3.500000
23498.00
23326.76
Agency Mortgage-Backed Securities
GNAR AF MA5202 M
2048-05-20
3.000000
1033173.00
1036269.99
Agency Mortgage-Backed Securities
GNAR WK 784495 M
2043-05-20
2.930000
1014.00
1044.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3306
2048-03-01
4.000000
78199828.00
78515496.13
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3384
2048-06-01
4.000000
3833172.00
3906410.75
Agency Mortgage-Backed Securities
GNII SF MA5138 M
2048-04-20
4.500000
1000.00
1037.74
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL6924
2045-01-01
4.000000
229712.00
157891.66
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA2897
2037-02-01
3.000000
9410000.00
8303210.28
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
8161600.00
7944583.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-11-15
1.250000
1020000.00
1018371.60
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
103000000.00
103000000.00
0.0075
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.120000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0H91E5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC V84297 G
2048-05-01
3.500000
140674388.00
140080000.45
Agency Mortgage-Backed Securities
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
136000000.00
136000000.00
0.0099
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.100000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0H91F2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
2.000000
54800.00
53837.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
1.375000
21036000.00
20743264.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-04-30
1.375000
38779500.00
38075723.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.375000
67968000.00
66283130.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-11-15
2.250000
600.00
578.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
0.875000
3300.00
3261.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
1000000.00
957297.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
3672000.00
3569098.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-04-30
1.750000
2117200.00
2051044.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-30
1.142900
391800.00
393438.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
1.750000
42700.00
42779.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-15
2.000000
105000.00
103058.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
1.375000
6270300.00
5915883.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-31
1.125000
1115200.00
1103822.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-30
1.375000
11377600.00
10651608.40
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
19100.00
18412.10
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0210
147000000.00
147000000.00
0.0107
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 1.750000%
254900Y8NKGV541U8Q32
0001457970
ARP0H91H8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
1020251600.00
1059154486.80
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0175
1059000000.00
1059000000.00
0.0769
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.100000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0H91K1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-05-15
4.250000
200.00
242.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
200.00
206.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
0.625000
187938000.00
194089901.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
200.00
183.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-31
1.375000
72778200.00
72385891.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
0.750000
22800000.00
22496748.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-15
0.125000
37894400.00
41228930.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-15
1.750000
1100.00
1053.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-01-15
2.375000
85610000.00
127376477.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
139020000.00
139224790.13
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0210
585000000.00
585000000.00
0.0425
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 2.050000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0H91L9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-31
0.00
1000.00
987.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-09-30
2.125000
44646900.00
43157274.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
15500.00
15554.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-12-31
2.125000
9860900.00
9718570.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.875000
44994500.00
44024197.28
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0205
95000000.00
95000000.00
0.0069
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.120000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0H91O3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF BB6093 C
2047-09-20
4.000000
8272724.00
8186712.25
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN4698
2027-02-01
3.317000
22000000.00
21716747.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLBJ0302
2047-10-01
4.000000
5781376.00
5710486.25
Agency Mortgage-Backed Securities
GNII SF BB0215 C
2047-07-20
3.500000
1036555.00
1023482.16
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ2692
2048-04-01
3.500000
17130712.00
16937837.12
Agency Mortgage-Backed Securities
FNMS 03.500 CNMA3366
2028-05-01
3.500000
2009876.00
1988096.45
Agency Mortgage-Backed Securities
FNMS 03.000 CIMA3391
2033-06-01
3.000000
133027.00
131616.46
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5322
2027-04-01
3.296330
2900000.00
2863479.42
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1829
2047-10-01
4.000000
10589128.00
10451543.16
Agency Mortgage-Backed Securities
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
67000000.00
67000000.00
0.0049
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.070000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0H91P0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2002-32 PG
549300M8ZYFG0OCMTT87
2032-05-20
6.000000
9990000.00
1256726.60
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2015-KF09 B 20220525 FLT
2022-05-25
7.350700
2835250.00
757694.19
Agency Collateralized Mortgage Obligation
GNMI SF AO5842 X
2045-10-15
3.000000
7396.00
5715.02
Agency Mortgage-Backed Securities
05.000 FGPC Q48404 G
2047-06-01
5.000000
1032038.00
1084318.63
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7155
2046-05-01
3.000000
36641600.00
30458274.14
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC2630
2031-11-01
2.500000
3234296.00
2681859.76
Agency Mortgage-Backed Securities
GNII SF BB4838 C
2047-06-20
4.000000
1063776.00
1081935.48
Agency Mortgage-Backed Securities
GNII SF BC8964 C
2047-10-20
4.000000
3137740.00
3212173.79
Agency Mortgage-Backed Securities
GNMI SF BC9135 X
2048-01-15
5.000000
4499960.00
4571355.58
Agency Mortgage-Backed Securities
GNII SF BD8229 C
2047-12-20
4.000000
1319286.00
1301069.36
Agency Mortgage-Backed Securities
GNII SF BG7554 C
2048-05-20
5.000000
3218596.00
3419907.78
Agency Mortgage-Backed Securities
GNII SF MA4380 M
2047-03-20
2.500000
269619.00
240794.72
Agency Mortgage-Backed Securities
GNII SF MA4654 M
2047-08-20
4.500000
3748692.00
2985973.96
Agency Mortgage-Backed Securities
GNII SF MA4650 M
2047-07-20
2.500000
1384694.00
1271746.56
Agency Mortgage-Backed Securities
GNII SF MA5018 M
2048-02-20
3.000000
12649072.00
12251520.27
Agency Mortgage-Backed Securities
GNII SF MA2754 M
2045-04-20
3.500000
27016704.00
13333223.54
Agency Mortgage-Backed Securities
GNII SF MA4722 M
2047-09-20
5.000000
108290.00
89021.98
Agency Mortgage-Backed Securities
GNII SF MA2756 M
2045-04-20
4.500000
1715788.00
576688.65
Agency Mortgage-Backed Securities
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0207
79000000.00
79000000.00
0.0057
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.120000%
549300QJJX6CVVUXLE15
0000050916
ARP0H91R6
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
2028-01-15
0.500000
30600.00
30457.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-09-30
1.375000
13357000.00
13057284.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-08-15
2.625000
10100.00
10210.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
201901400.00
197059129.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
100.00
95.95
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
206000000.00
206000000.00
0.0150
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.100000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0H91Z8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-15
0.875000
4975000.00
4906706.68
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-10-31
0.750000
45869000.00
45729687.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
45508700.00
43869667.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
2.000000
48000100.00
46004414.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
49441500.00
47202458.36
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0210
184000000.00
184000000.00
0.0134
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.120000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0H9212
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2017-067 PA
549300M8ZYFG0OCMTT87
2046-12-20
2.500000
3621964.00
3216435.39
Agency Collateralized Mortgage Obligation
GNRA 2015-101 MB
549300M8ZYFG0OCMTT87
2052-03-16
3.000000
245254.00
219889.42
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBH9215
2048-01-01
3.500000
16182017.00
15796498.74
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD0411
2039-11-01
3.510000
11328521.00
1476627.22
Agency Mortgage-Backed Securities
GNII SF MA2602 M
2045-02-20
4.000000
62954791.00
25250853.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM2003
2047-10-01
4.000000
56430197.00
53022555.00
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
2047-09-01
3.500000
956160.00
911541.84
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0541
2047-10-01
3.500000
2412209.00
2354175.41
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2527
2039-09-01
3.585000
69733860.00
5298743.35
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8948
2040-01-01
3.521000
8490146.00
412643.91
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC8610
2039-12-01
3.560000
4793265.00
335001.05
Agency Mortgage-Backed Securities
FNMS 03.500 CLBJ4584
2048-02-01
3.500000
4335746.00
4254792.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK0821
2048-05-01
4.000000
3981453.00
4064805.08
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0003
2048-02-01
2.908000
1843368.00
1690257.40
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK0949
2048-04-01
3.522000
4114095.00
4069460.95
Agency Mortgage-Backed Securities
GNII SF MA1840 M
2044-04-20
4.500000
88416412.00
29200136.09
Agency Mortgage-Backed Securities
GNII SF MA1920 M
2044-05-20
4.000000
70853198.00
21645001.58
Agency Mortgage-Backed Securities
GNII SF MA2679 M
2045-03-20
4.000000
22086337.00
10179372.23
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH5752
2047-11-01
3.500000
6884653.00
6666279.58
Agency Mortgage-Backed Securities
GNMI SF AJ1886 X
2044-08-15
4.000000
8997113.00
2891776.46
Agency Mortgage-Backed Securities
GNII SF 005203 M
2041-10-20
4.000000
216580105.00
49719836.61
Agency Mortgage-Backed Securities
GNMI SF AB9207 X
2042-11-15
3.000000
13718673.00
5597171.24
Agency Mortgage-Backed Securities
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
241000000.00
241000000.00
0.0175
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.100000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0H9220
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
3.000000
20600.00
20903.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-05-15
1.625000
130166300.00
119339990.36
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0210
117000000.00
117000000.00
0.0085
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.010000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0H9246
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EUROPEAN INVT BK FR 1.75%061719
5493006YXS1U5GIHE750
2019-06-17
1.750000
23147000.00
23004723.11
Corporate Debt Securities
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0201
20000000.00
20000000.00
0.0015
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.120000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0H9253
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4964 M
2048-01-20
4.500000
14715326.00
14901696.00
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM4045
2043-02-01
3.640000
4042688.00
4126304.95
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM4101
2033-07-01
3.500000
111267962.00
113091668.62
Agency Mortgage-Backed Securities
FNMS 03.500 CIBM4102
2033-07-01
3.500000
51057862.00
51872297.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3415
2048-06-01
4.000000
28136081.00
28805188.27
Agency Mortgage-Backed Securities
GNII SF MA5136 M
2048-04-20
3.500000
26590784.00
26616378.17
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA0973
2047-12-01
4.500000
2038960.00
2052416.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3357
2048-05-01
4.000000
107448804.00
109030529.95
Agency Mortgage-Backed Securities
FMAR 840679 G
2046-10-01
2.340000
51264.00
45439.29
Agency Mortgage-Backed Securities
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
337000000.00
337000000.00
0.0245
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.100000%
AC28XWWI3WIBK2824319
0001484219
ARP0H9279
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-12-31
1.500000
7048700.00
7077025.65
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0210
6938219.00
6938219.00
0.0005
N
Y
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 1.940000%
0000882617
ATD0QHBR6
Non-Negotiable Time Deposit
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0194
185998642.20
185998642.20
0.0135
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.900000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0QINK6
Non-Negotiable Time Deposit
Y
2018-07-03
2018-07-03
2018-07-03
N
N
N
0.0190
138000001.38
138000001.38
0.0100
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.950000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0QJ8X3
Non-Negotiable Time Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0195
416000000.00
416000000.00
0.0302
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.920000%
0000926171
ATD0QJ8Y1
Non-Negotiable Time Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0192
138000000.00
138000000.00
0.0100
N
N
Y
N
NORDEA BANK AB (PUBL) (NEW YORK BRANCH)
NORDEA BANK AB (PUBL) (NEW YORK BRANCH) 1.900000%
6SCPQ280AIY8EP3XFW53
0001002614
ATD0QJA36
Non-Negotiable Time Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0190
121000000.00
121000000.00
0.0088
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.910000%
B4TYDEB6GKMZO031MB27
0000947263
ATD0QJAR3
Non-Negotiable Time Deposit
Y
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0191
113000000.00
113000000.00
0.0082
N
N
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.870000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0QJVO7
Non-Negotiable Time Deposit
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0187
246997727.60
246997727.60
0.0179
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.920000%
0001245022
ATD0QJVT6
Non-Negotiable Time Deposit
Y
2018-07-06
2018-07-06
2018-07-06
N
N
N
0.0192
39000000.00
39000000.00
0.0028
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.880000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0QJWK4
Non-Negotiable Time Deposit
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0188
42000000.00
42000000.00
0.0030
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.900000%
0001498632
ATD0QJWO6
Non-Negotiable Time Deposit
Y
2018-07-06
2018-07-06
2018-07-06
N
N
N
0.0190
184000000.00
184000000.00
0.0134
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.900000%
0001098062
ATD0QJWQ1
Non-Negotiable Time Deposit
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0190
88000000.00
88000000.00
0.0064
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (GRAND CAYMAN BRANCH)
NATIONAL AUSTRALIA BANK LTD (GRAND CAYMAN BRANCH) 1.820000%
0000833029
ATD0QJWU2
Non-Negotiable Time Deposit
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0182
49999470.00
49999470.00
0.0036
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 1.880000%
2IGI19DL77OX0HC3ZE78
0000800030
ATD0QJWW8
Non-Negotiable Time Deposit
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0188
343996921.20
343996921.20
0.0250
N
Y
Y
N
The Charles Schwab Family of Funds
2018-07-09
Mark Fischer
Mark Fischer
Chief Financial Officer