0001145549-18-004686.txt : 20180807
0001145549-18-004686.hdr.sgml : 20180807
20180807142816
ACCESSION NUMBER: 0001145549-18-004686
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180731
FILED AS OF DATE: 20180807
DATE AS OF CHANGE: 20180807
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: 18997430
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
2018-07-31
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
18
21
2018818563.84
2267510718.85
2124321477.11
1734591746.25
3712671861.03
3749255853.40
3728060168.69
3357325015.11
0.00
0.3355
0.3807
0.3605
0.3054
0.6170
0.6295
0.6326
0.5911
0.0000
0.03
5624033765.36
5623711066.97
4103747.29
5629404.75
5622185409.54
5620258859.0600
1.0000
0.0208
1.0003
1.0003
1.0003
1.0004
0.0000
C000012379
0.00
753018974.86
752760991.0300
1.0003
1.0003
1.0004
1.0004
0.0000
69046407.55
54872770.18
46349700.20
58743308.90
50663951.29
60712422.55
64166099.39
69574045.33
0.00
0.00
250068065.89
274676214.31
0.0147
Y
Investment Advisor and its affiliates Contractual 23,278
C000012380
0.00
4869166434.68
4867497868.0300
1.0003
1.0003
1.0003
1.0004
0.0000
541551606.54
382147725.61
362034066.42
413771319.59
416016998.40
463656584.46
282382560.20
492513127.54
0.00
0.00
1757408122.69
1948280855.94
0.0154
Y
Investment Advisor and its affiliates Contractual 445,622
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UH13
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0193
29998395.90
29998395.90
0.0053
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UH39
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-08-03
2018-08-03
2018-08-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0194
9998387.50
9998387.50
0.0018
N
N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UH70
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-08-07
2018-08-07
2018-08-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0196
15993917.76
15993917.76
0.0028
N
N
Y
N
AUTOMATIC DATA PROCESSING INC
AUTOMATIC DATA PROCESSING INC 0.000000%
0530A3H19
HGBOLILQXWER4SAL2I23
Non-Financial Company Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0192
105994355.50
105994355.50
0.0189
N
Y
Y
N
BASF SE
BASF SE 0.000000%
05526MHP3
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2018-08-23
2018-08-23
2018-08-23
N
N
N
0.0197
25967342.44
25967342.44
0.0046
N
N
N
N
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
0.0199
35930244.96
35930244.96
0.0064
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
0.0200
85015718.20
85015718.20
0.0151
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MH17
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
Y
Societe Generale SA
1.0000
N
0.0194
22998763.75
22998763.75
0.0041
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MHD9
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-08-13
2018-08-13
2018-08-13
N
Y
Societe Generale SA
1.0000
N
0.0205
20984477.01
20984477.01
0.0037
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MJA3
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2018-09-10
2018-09-10
2018-09-10
N
Y
Societe Generale SA
1.0000
N
0.0210
2992814.76
2992814.76
0.0005
N
N
N
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
0.0212
4985860.00
4985860.00
0.0009
N
N
N
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 2.120000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0212
1000000.00
1000000.00
0.0002
N
N
Y
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
0.0206
7986300.00
7986300.00
0.0014
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UJ51
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-09-05
2018-09-05
2018-09-05
N
Y
Citibank NA
1.0000
N
0.0205
49897350.00
49897350.00
0.0089
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.431600%
13606BVM5
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2018-08-16
2018-10-16
2018-10-16
N
N
N
0.0213
68044064.00
68044064.00
0.0121
N
N
N
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UH12
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
Y
CARGILL INC
1.0000
N
0.0190
35998097.04
35998097.04
0.0064
N
Y
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UH20
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-08-02
2018-08-02
2018-08-02
N
Y
CARGILL INC
1.0000
N
0.0191
9998941.10
9998941.10
0.0018
N
N
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UH38
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-08-03
2018-08-03
2018-08-03
N
Y
CARGILL INC
1.0000
N
0.0191
16997294.11
16997294.11
0.0030
N
N
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UH61
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-08-06
2018-08-06
2018-08-06
N
Y
CARGILL INC
1.0000
N
0.0192
6997758.81
6997758.81
0.0012
N
N
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UH79
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-08-07
2018-08-07
2018-08-07
N
Y
CARGILL INC
1.0000
N
0.0193
13994759.66
13994759.66
0.0025
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WH34
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-08-03
2018-08-03
2018-08-03
N
Y
Citibank NA
1.0000
N
0.0193
7998716.64
7998716.64
0.0014
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WJS7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-09-26
2018-09-26
2018-09-26
N
Y
Citibank NA
1.0000
N
0.0212
20929576.50
20929576.50
0.0037
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WK55
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-10-05
2018-10-05
2018-10-05
N
Y
Citibank NA
1.0000
N
0.0215
14940792.45
14940792.45
0.0027
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
0.0201
50002322.50
50002322.50
0.0089
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.260000%
17305TZD7
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-10-24
2018-10-24
2018-10-24
N
N
N
0.0224
20001034.20
20001034.20
0.0036
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1JJ3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
Y
Credit Suisse AG
1.0000
N
0.0213
26423099.92
26423099.92
0.0047
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1KN2
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-10-22
2018-10-22
2018-10-22
N
Y
Credit Suisse AG
1.0000
N
0.0231
35808186.96
35808186.96
0.0064
N
N
N
N
EAGLE CNTY
RB (TARNES AT BC) SERIES 1999B 2.120000%
269476AD9
US269476AD92
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2039-05-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0212
2410000.00
2410000.00
0.0004
N
N
Y
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
0.0203
28965642.25
28965642.25
0.0052
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GJJ3
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-09-18
2018-09-18
2018-09-18
N
N
N
0.0206
57837532.14
57837532.14
0.0103
N
N
N
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 2.060000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0206
1565000.00
1565000.00
0.0003
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MH14
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0188
22998802.16
22998802.16
0.0041
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MH22
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0188
18998015.64
18998015.64
0.0034
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MH30
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-08-03
2018-08-03
2018-08-03
N
N
N
0.0189
30995130.52
30995130.52
0.0055
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960MH71
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2018-08-07
2018-08-07
2018-08-07
N
N
N
0.0191
10995925.38
10995925.38
0.0020
N
N
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 2.522100%
40428A6P7
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-08-01
2018-10-01
2018-10-01
N
N
N
0.0210
31021855.00
31021855.00
0.0055
N
N
N
N
HSBC USA INC
HSBC USA INC 2.525900%
40434WCJ8
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-08-06
2018-10-05
2018-10-05
N
N
N
0.0211
58045124.00
58045124.00
0.0103
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.950000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0195
49000000.00
49000000.00
0.0087
N
N
Y
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
0.0210
74772717.00
74772717.00
0.0133
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
0.0202
49935440.50
49935440.50
0.0089
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MJV2
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0209
28420465.91
28420465.91
0.0051
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
0.0204
10483935.00
10483935.00
0.0019
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1J46
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2018-09-04
2018-09-04
2018-09-04
N
N
N
0.0208
55886592.16
55886592.16
0.0099
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MHD5
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-08-13
2018-08-13
2018-08-13
N
Y
Natixis SA
1.0000
N
0.0210
20984112.87
20984112.87
0.0037
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MJH4
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
Natixis SA
1.0000
N
0.0211
5983111.98
5983111.98
0.0011
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RH19
Asset Backed Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0192
39997863.20
39997863.20
0.0071
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RK15
Asset Backed Commercial Paper
Y
2018-10-01
2018-10-01
2018-10-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0216
12453586.13
12453586.13
0.0022
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.120000%
55379WHF6
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-09-17
2018-09-17
2018-09-17
N
N
N
0.0208
37002123.80
37002123.80
0.0066
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.070000%
55379WHS8
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-08-24
2018-08-24
2018-08-24
N
N
N
0.0202
33001180.41
33001180.41
0.0059
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MHP0
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-08-23
2018-08-23
2018-08-23
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0205
57924036.24
57924036.24
0.0103
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.290000%
60683BJE4
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2018-10-04
2018-10-04
2018-10-04
N
N
N
0.0212
85025913.95
85025913.95
0.0151
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.300000%
60700AG32
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-10-22
2018-10-22
2018-10-22
N
N
N
0.0223
67010738.09
67010738.09
0.0119
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MH26
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0191
35996187.96
35996187.96
0.0064
N
N
Y
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
0.0197
31970261.44
31970261.44
0.0057
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MHV2
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-08-29
2018-08-29
2018-08-29
N
N
N
0.0205
15973603.52
15973603.52
0.0028
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
0.0204
26966323.44
26966323.44
0.0048
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1KQ3
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-10-24
2018-10-24
2018-10-24
N
N
N
0.0225
29840766.60
29840766.60
0.0053
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.000000%
63873KH67
KX1WK48MPD4Y2NCUIZ63
0001503859
Financial Company Commercial Paper
Y
2018-08-06
2018-08-06
2018-08-06
N
N
N
0.0189
47984847.84
47984847.84
0.0085
N
N
Y
N
NEDERLANDSE WATERSCHAPSBANK NV
NEDERLANDSE WATERSCHAPSBANK NV 0.000000%
63975VHU7
JLP5FSPH9WPSHY3NIM24
Financial Company Commercial Paper
Y
2018-08-28
2018-08-28
2018-08-28
N
N
N
0.0202
27956117.84
27956117.84
0.0050
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.020000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0202
56000000.00
56000000.00
0.0100
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 2.010000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0201
14000000.00
14000000.00
0.0025
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SJ66
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0204
9979012.80
9979012.80
0.0018
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.910000%
65590AZW9
6SCPQ280AIY8EP3XFW53
0001002614
Certificate of Deposit
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0190
75000043.50
75000043.50
0.0133
N
N
Y
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 2.050000%
65602U4N5
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2018-08-22
2018-08-22
2018-08-22
N
N
N
0.0199
50001759.00
50001759.00
0.0089
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.260000%
69033L7A1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-10-05
2018-10-05
2018-10-05
N
N
N
0.0218
30004242.30
30004242.30
0.0053
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MH11
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0190
8999524.26
8999524.26
0.0016
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MH60
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-08-06
2018-08-06
2018-08-06
N
N
N
0.0192
14995197.45
14995197.45
0.0027
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MH78
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-08-07
2018-08-07
2018-08-07
N
N
N
0.0193
59977541.40
59977541.40
0.0107
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QH29
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0188
55994160.32
55994160.32
0.0100
N
N
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MJ68
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-09-06
2018-09-06
2018-09-06
N
Y
Barclays Bank Plc
1.0000
N
0.0204
19958148.80
19958148.80
0.0035
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MJH4
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-09-17
2018-09-17
2018-09-17
N
Y
Barclays Bank Plc
1.0000
N
0.0207
49862333.50
49862333.50
0.0089
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MKS8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-10-26
2018-10-26
2018-10-26
N
Y
Barclays Bank Plc
1.0000
N
0.0226
8950932.00
8950932.00
0.0016
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
0.0198
30005926.50
30005926.50
0.0053
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
0.0201
96810916.93
96810916.93
0.0172
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.290000%
86564FEH2
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-10-05
2018-10-05
2018-10-05
N
N
N
0.0210
119041190.66
119041190.66
0.0212
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 1.910000%
87019VNV5
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0193
108999899.72
108999899.72
0.0194
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.120000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0212
2885000.00
2885000.00
0.0005
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.290000%
89113X2K9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-09-19
2018-09-19
2018-09-19
N
N
N
0.0206
174053235.30
174053235.30
0.0310
N
N
N
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152FH16
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2018-08-01
2018-08-01
2018-08-01
N
Y
Total SA
1.0000
N
0.0192
37997973.46
37997973.46
0.0068
N
Y
Y
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QH78
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-08-07
2018-08-07
2018-08-07
N
Y
Total SA
1.0000
N
0.0195
45982603.26
45982603.26
0.0082
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HHH0
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-08-17
2018-08-17
2018-08-17
N
N
N
0.0187
147869517.28
147869517.28
0.0263
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QHE2
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-08-14
2018-08-14
2018-08-14
N
N
N
0.0195
43966564.84
43966564.84
0.0078
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QHG7
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-08-16
2018-08-16
2018-08-16
N
N
N
0.0196
19982595.60
19982595.60
0.0036
N
N
N
N
UNIVERSITY HOSPITAL HEALTH SYSTEMS
HOSPITAL RB SERIES 2013C 1.950000%
914293AA3
P35YK5QO6QSHOB2Y1B40
US914293AA30
Variable Rate Demand Note
Y
2018-08-07
2018-08-07
2050-01-15
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0195
37000000.00
37000000.00
0.0066
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
0.0208
28941355.62
28941355.62
0.0051
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LK58
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-10-05
2018-10-05
2018-10-05
N
Y
MUFG BANK LTD
1.0000
N
0.0217
27888452.76
27888452.76
0.0050
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LK90
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-10-09
2018-10-09
2018-10-09
N
Y
MUFG BANK LTD
1.0000
N
0.0219
67710169.04
67710169.04
0.0120
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 2.536300%
3TK20IVIUJ8J3ZU0QE75
0000319432
933THU005
Certificate of Deposit
Y
2018-08-10
2018-10-10
2018-10-10
N
N
N
0.0232
77032460.12
77032460.12
0.0137
N
N
N
N
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
TOWD POINT MTG TR 2015-2 1-B1 20601125 FLT
2060-11-25
3.619720
2625582.00
2625992.34
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B C 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
3.040630
4.00
0.83
Asset-Backed Securities
GOLDEN CC TRUST 2017-2 A 20220415 1.9
549300BEDPMEONLTJX58
2022-04-15
1.980000
48592.00
47555.63
Asset-Backed Securities
NAVIENT CORPORATION SR GLBL NT 24
54930067J0ZNOEBRW338
2024-10-25
5.875000
80000.00
78053.33
Corporate Debt Securities
ENTERGY CORP NEW SR GLBL NT 26
4XM3TW50JULSLG8BNC79
2026-09-01
2.950000
20000.00
18571.43
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT4.9%26
2026-03-11
4.900000
11893000.00
12497825.13
Corporate Debt Securities
COMM MTG TR 2013-WWP A-2 20310312 3.4
549300CJNWCNIHR7IT87
2031-03-12
3.424400
34993.00
35199.41
Private Label Collateralized Mortgage Obligations
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
5.797130
4536.00
4552.80
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2016-SAVA D 20341017 FLT
2034-10-17
6.671630
30512.00
30620.48
Private Label Collateralized Mortgage Obligations
OLYMPIC TOWER MTG TR 2017-OT D 20390512 FLT
2039-05-12
3.945250
32937.00
31847.56
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO D 20270816 FLT
2027-08-16
5.071630
239733.00
115829.30
Private Label Collateralized Mortgage Obligations
BAMLL RE REMIC TR 2016-RRLD11 A-JB 20190617 5.9
2019-06-17
6.008700
1.00
0.53
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTG LN TR 2006-12 2A-2B 20361219 FLT
2036-12-19
2.331750
625229.00
37558.36
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY G 20330118 FLT
2033-01-18
6.921630
930111.00
940534.08
Private Label Collateralized Mortgage Obligations
MILL CITY MTG LN TR 2015-1 B1 20560625 FLT
2056-06-25
3.715960
3312.00
3178.69
Private Label Collateralized Mortgage Obligations
GALTON FD MTG TR 2018-1 A53 20571125 FLT
2057-11-25
3.500000
2105549.00
2017013.47
Private Label Collateralized Mortgage Obligations
Y
2018-10-29
2018-10-29
2018-11-28
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0278
15998350.40
15998350.40
0.0028
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
GALAXY XVIII CLO LTD
2026-10-15
7.839190
1000000.00
929584.08
Asset-Backed Securities
HALCYON LN ADV FDG 2013-1 D 20250415 FLT
2025-04-15
7.089190
5500000.00
5285009.13
Asset-Backed Securities
CWABS INC 2006-26 1-A 20350825 FLT
2035-08-25
2.203630
500000.00
128827.17
Asset-Backed Securities
CWABS INC 2007-QH2 A-1 20370425 FLT
2037-04-25
2.303630
14500000.00
2084535.57
Asset-Backed Securities
CWABS INC 2007-2 1-A 20351025 FLT
2035-10-25
2.203630
1000000.00
252828.25
Asset-Backed Securities
CWABS INC 2006-18 M-1 20350825 FLT
2035-08-25
2.363630
10000000.00
1849488.91
Asset-Backed Securities
GSAMP TRUST 2007-HSBC1 M-7 20370225 FLT
2037-02-25
4.313630
6679000.00
5784563.63
Asset-Backed Securities
GSAMP TRUST 2006-S5 A-2 20360925 FLT
2036-09-25
6.158000
20000000.00
989000.43
Asset-Backed Securities
HOME EQUITY MTG TR 2006-5 A-3 20370125 FLT
2037-01-25
2.563630
34000000.00
670304.83
Asset-Backed Securities
E TRADE ABS CDO IV 2005-4 C 20421205 FLT
549300NYV3IPIKFFCG84
2042-12-05
4.100000
2000000.00
949247.43
Asset-Backed Securities
FIELDSTONE MTG INV 2006-S1 A 20370125 FLT
2037-01-25
2.283630
82650000.00
3039939.00
Asset-Backed Securities
GSAMP TRUST 2006-S1 A-1 20351125 FLT
2035-11-25
2.343630
146389000.00
3983343.76
Asset-Backed Securities
CWHEQ REVOLVING HEQ 2006-H 2-A-1B 20361115 FLT
2036-11-15
2.221630
60000000.00
5050286.51
Asset-Backed Securities
JP MORGAN MTG ACQ 2006-CH1 M-7 20360725 FLT
2036-07-25
2.863630
7498000.00
6673348.82
Asset-Backed Securities
JP MORGAN MTG ACQ 2005-OPT2 M-7 20351225 FLT
2035-12-25
3.713630
1500000.00
148796.87
Asset-Backed Securities
JPMAC 2006-NC1 M3
2036-04-25
2.423630
3035056.00
6049.90
Asset-Backed Securities
ACE SECS HEQ 2007-SL1 A-2 20370325 FLT
2037-03-25
2.483630
111000000.00
5011927.24
Asset-Backed Securities
ANTERO MIDSTREAM PARTNERS LP/A SR NT 5.375%24
2024-09-15
5.375000
5000.00
5120.28
Corporate Debt Securities
BLACKBOARD INC SR SEC 144A NT21
549300ONVS6PJZ5LRX23
2021-10-15
9.750000
910000.00
749574.58
Corporate Debt Securities
POLYUS GOLD INTL LTD SR GLBL 144A 24
213800HYXYT461CS2B79
2024-01-29
4.700000
1417040.00
1324324.65
Corporate Debt Securities
FIRST QUANTUM MINERALS LTD SR 144A NT 7%21
549300I7UVBGWRYMYZ18
2021-02-15
7.000000
742000.00
773370.11
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 6.25%21
549300ZCZ76HYCS0H445
2021-09-15
6.250000
72000.00
65420.00
Corporate Debt Securities
FERRELLGAS L P / FERRELLGAS SR GLBL NT 22
2022-01-15
6.750000
6938000.00
6230324.00
Corporate Debt Securities
BORDEN CHEMICAL INC SR DEB 9.2%21
54930030FZF8HYAEHM46
2021-03-15
9.200000
1000000.00
854755.56
Corporate Debt Securities
J.P. MORGAN VAR 01/31
2031-01-07
3.755700
5200000.00
4914407.94
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-LC9 F
2047-12-17
4.372020
3166844.00
2532544.53
Private Label Collateralized Mortgage Obligations
COMM 2015-DC1 VAR 02/48
2048-02-12
3.010000
9800000.00
5770718.57
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2006-8 2-A1 20360625 FLT
2036-06-25
2.243630
13750848.00
825339.45
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-16 A-6 20350625 FLT
2035-06-25
2.703630
60292800.00
214905.68
Private Label Collateralized Mortgage Obligations
JP MORGAN COM MTG 2005-LDP2 H 144A 20420715 FLT
2042-07-15
5.781600
5500000.00
979508.25
Private Label Collateralized Mortgage Obligations
BEAR STRNS STRCT PROD 2007-R8 V-A-2 20370425 FLT
2037-04-25
5.662280
10971696.00
8100.94
Private Label Collateralized Mortgage Obligations
Y
2018-09-04
2018-09-04
2018-09-10
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
N
N
0.0253
58994341.90
58994341.90
0.0105
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0001168163
ARP0H8CR6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ALESCO PREF FDG XIV 2006-14 A2 144 20370923 FLT
U3J57OKXT2FMVDEW4249
2037-09-23
2.735060
31.00
26.75
Asset-Backed Securities
GOLDEN CC TRUST 2017-2 A 20220415 1.9
549300BEDPMEONLTJX58
2022-04-15
1.980000
5285.00
5172.28
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B C 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
3.040630
6.00
1.24
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
2.495310
239.00
232.68
Asset-Backed Securities
SOLOSO CDO 2007-1 A-1LA 20371007 FLT
549300TYY1BQ1R0Y8R40
2037-10-07
2.598630
8984607.00
5508403.95
Asset-Backed Securities
SOUTH CAROLINA ST LN 2014 B 20350801 FLT
549300PIO3ZMSROGFF38
2035-08-01
3.592130
29.00
29.13
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2
2032-12-15
2.450630
672368.00
279543.02
Asset-Backed Securities
HSBC HLDGS PLC SUB NT 7.625%32
MLU0ZO3ML4LN2LL2TL39
2032-05-17
7.625000
1647000.00
2136691.99
Corporate Debt Securities
CITIGROUP INC SR GLBL NT3.2%26
6SHGI4ZSSLCXXQSBB395
2026-10-21
3.200000
590000.00
556841.35
Corporate Debt Securities
ADVANCED MICRO DEVICES INC SR GLBL NT 19
R2I72C950HOYXII45366
2019-03-01
6.750000
4191000.00
4382214.37
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 8.125%23
54930027UF5LR7S2XC75
2023-06-01
8.125000
1029000.00
883439.38
Corporate Debt Securities
MERCK & CO INC FR 5.76%050337
MZK1AT00SJV4XB7WNL71
2037-05-03
5.760000
6000.00
7465.98
Corporate Debt Securities
SANTANDER UK PLC SUB GLBL 144A 23
PTCQB104N23FMNK2RZ28
2023-11-07
5.000000
3413000.00
3500805.11
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP SR GLBL NT 26
88CPW63VL7KHJWS0NY83
2026-07-15
4.850000
11902000.00
11376116.74
Corporate Debt Securities
HARBORVIEW MTG LN TR 2006-12 2A-2B 20361219 FLT
2036-12-19
2.331750
372697.00
22388.42
Private Label Collateralized Mortgage Obligations
INTOWN HOTEL PORT TR 2018-STAY G 20330118 FLT
2033-01-18
6.921630
163999.00
165836.82
Private Label Collateralized Mortgage Obligations
ATRIUM HOTEL PORT TR 2018-ATRM F 20350615 FLT
2035-06-15
6.071630
4.00
4.02
Private Label Collateralized Mortgage Obligations
Y
2018-10-29
2018-10-29
2018-12-24
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0283
24994257.50
24994257.50
0.0044
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.540000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HAJV5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HORNBECK OFFSHORE SVCS INC NEW SR -B NT 5%21
2021-03-01
5.000000
2050000.00
1549458.33
Corporate Debt Securities
SPRINT CORP SR GLBL NT 21
549300ZTTY7CXOLJ6539
2021-09-15
7.250000
1761000.00
1890678.08
Corporate Debt Securities
FREEPORT-MCMORAN INC SR NT 3.1%20
2020-03-15
3.100000
8130000.00
8133748.83
Corporate Debt Securities
Y
2018-09-04
2018-09-04
2018-10-03
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0258
9999317.00
9999317.00
0.0018
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.020000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HH5Z6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BARCLAYS PLC SR GLBL NT 25
213800LBQA1Y9L22JB70
2025-03-16
3.650000
4670000.00
4466282.93
Corporate Debt Securities
BARCLAYS PLC SR GLBL COCO 24
213800LBQA1Y9L22JB70
2024-05-16
4.338000
29996829.00
29985055.22
Corporate Debt Securities
CREDIT AGRICOLE SA LONDON BRH FR 3.25%100424
969500TJ5KRTCJQWXH05
2024-10-04
3.250000
24371195.00
23321344.85
Corporate Debt Securities
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0202
55000000.00
55000000.00
0.0098
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.920000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HH6J1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC REMIC SERIES T-061 1A1 20440725 FLT
2044-07-25
2.835070
11297929.00
653797.37
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-062 1A1 20441025 FLT
2044-10-25
2.749590
276.00
18.43
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-063 1A1 20450225 FLT
2045-02-25
2.664170
4019.00
324.33
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-07-15
3.000000
1811949.00
1086559.18
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-10-15
2.332000
22105.00
13351.89
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
5999370.00
6029401.80
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
105269.00
107330.54
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-05-15
3.500000
1142756.00
1094252.21
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
4551679.00
4649332.52
Agency Collateralized Mortgage Obligation
FHLMC REMIC SERIES T-067 1A1C 20360325 FLT
2036-03-25
3.608050
833.00
80.53
Agency Collateralized Mortgage Obligation
FNRM RC061BA R13F061
2043-01-25
3.000000
482175.00
230602.45
Agency Collateralized Mortgage Obligation
FNRM CL096VE R17F096
2038-04-25
3.500000
24296.00
23317.76
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
19471684.00
20010807.51
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBH2185
B1V7KEBTPIMZEU4LTD58
2047-06-01
4.000000
1358181.00
1279958.05
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK1367
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
171114.00
173559.41
Agency Mortgage-Backed Securities
03.500 FGPC Q41183 G
2046-06-01
3.500000
16523.00
14597.35
Agency Mortgage-Backed Securities
04.000 FGPC Q45584 G
2046-12-01
4.000000
43352.00
38728.46
Agency Mortgage-Backed Securities
FNMS 05.000 CLCA0562
B1V7KEBTPIMZEU4LTD58
2047-10-01
5.000000
1130728.00
1065807.09
Agency Mortgage-Backed Securities
FNAR XX.XXX LB948471
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.634000
36826676.00
1115732.15
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAD1624
B1V7KEBTPIMZEU4LTD58
2040-03-01
3.845000
7218321.00
350783.59
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2806
2046-11-01
3.000000
96877.00
82546.80
Agency Mortgage-Backed Securities
GNII SF MA4384 M
2047-04-20
4.500000
2654270.00
1732913.02
Agency Mortgage-Backed Securities
FNMS 05.500 CL725423
2034-05-01
5.500000
134811102.00
4459409.43
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC0233
2046-02-01
4.000000
24174874.00
18739771.09
Agency Mortgage-Backed Securities
FMAR 2B4767 G
2045-10-01
2.381000
662284.00
430204.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
2047-09-01
3.500000
206592.00
194244.98
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI9825
2041-10-01
3.589000
450539.00
45735.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS7193
2046-05-01
4.000000
3138189.00
2906823.30
Agency Mortgage-Backed Securities
FNMS 05.000 CT254831
B1V7KEBTPIMZEU4LTD58
2023-08-01
5.000000
19269881.00
445003.21
Agency Mortgage-Backed Securities
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0191
65000032.50
65000032.50
0.0116
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.910000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0HI840
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-05-31
2.750000
94703500.00
94726544.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-15
3.125000
1292000.00
1307670.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-02-28
1.125000
6479500.00
6249136.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
1.375000
708900.00
683777.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-01-31
1.375000
68400.00
67179.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
4027900.00
3944613.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-08-31
1.375000
100.00
93.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
2.250000
57032600.00
54368417.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-15
1.625000
100.00
98.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
2.625000
1598700.00
1601791.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
100000000.00
99949625.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
300.00
300.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-08-15
6.125000
100.00
132.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-02-15
4.750000
100.00
126.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-05-15
4.500000
100.00
122.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
4.375000
1127000.00
1368880.36
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-02-15
3.125000
699800.00
712452.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-31
0.750000
249500.00
250005.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
15347300.00
19628796.67
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-02-15
6.625000
100.00
130.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-08-15
6.375000
100.00
129.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-11-15
6.125000
200.00
253.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
499400.00
487941.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-17
0.00
269700.00
266984.12
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
280000000.00
280000000.00
0.0498
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.050000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HI865
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AIMCO CLO SER 2015 A
2028-01-15
7.539190
15530.00
15325.17
Asset-Backed Securities
FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT
2036-10-25
2.373630
7522077.00
5725900.82
Asset-Backed Securities
ALLY AUTO RECV TR 2015-2 A-3 20191115 1.4
2019-11-15
1.490000
6.00
0.41
Asset-Backed Securities
CITIBANK CCIT 2018-A1 NOTES 20230120 2.4
R8AG6FXVDQAMDKCSJJ64
2023-01-20
2.490000
1761.00
1739.14
Asset-Backed Securities
CITIGROUP INC SR GLBL NT3.2%26
6SHGI4ZSSLCXXQSBB395
2026-10-21
3.200000
1000.00
943.80
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT3.9%47
QEKMOTMBBKA8I816DO57
2047-06-15
3.900000
605760.00
591042.05
Corporate Debt Securities
JPMORGAN CHASE SR NT 2.972%23
8I5DZWZKVSZI1NUHU748
2023-01-15
2.972000
278000.00
271436.67
Corporate Debt Securities
WALMART INC 4.05%48
Y87794H0US1R65VBXU25
2048-06-29
4.050000
181.00
182.47
Corporate Debt Securities
UNITED CMNTY BKS INC SB GLBL NT4.5%28
T68X8LLAQYRNDV034K14
2028-01-30
4.500000
11191.00
11066.16
Corporate Debt Securities
CREDIT SUISSE GROUP SR GLBL 144A 28
549300506SI9CRFV9Z86
2028-01-09
4.282000
1024000.00
1013439.26
Corporate Debt Securities
EUROPEAN STABILITY MECHANISM SR GLBL 144A 22
222100W4EEAQ77386N50
2022-11-03
2.125000
8.00
7.75
Corporate Debt Securities
ALBERTA PROV FR 2.05%081726
LQPXMHHNJKIPJYE53543
2026-08-17
2.050000
200000.00
183965.78
Corporate Debt Securities
MORGAN STANLEY FR 4.375%012247
IGJSJL3JD5P30I6NJZ34
2047-01-22
4.375000
30000.00
29362.61
Corporate Debt Securities
AMERICAN AXLE & MFG INC SR GLBL NT 25
RY5TAKFOBLDUGX31MS24
2025-04-01
6.250000
660.00
655.60
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 3.25%22
8I5DZWZKVSZI1NUHU748
2022-09-23
3.250000
4187000.00
4206074.11
Corporate Debt Securities
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
2831.00
386.57
Private Label Collateralized Mortgage Obligations
COLT LLC 2018-1 M-1 20480225 FLT
2048-02-25
3.661000
261.00
258.75
Private Label Collateralized Mortgage Obligations
ACE SECS HEQ 2007-SL3 A 20370925 FLT
2037-09-25
3.813630
5.00
0.64
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-6 B-5 20570825 FLT
2057-08-25
4.996550
3477.00
2929.65
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
2030-12-26
5.757250
678.00
666.65
Private Label Collateralized Mortgage Obligations
Y
2018-08-07
2018-08-07
2018-08-07
N
N
N
0.0208
11000000.00
11000000.00
0.0020
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.930000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HI8B4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLCA0237
2047-08-01
4.000000
1116661.00
1026096.10
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
7100.00
7093.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-11-15
7.500000
100.00
127.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
1.375000
11251200.00
11097921.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-06-30
2.625000
25830000.00
25620809.99
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0196
37000000.00
37000000.00
0.0066
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.910000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HI8E8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2027-07-15
0.375000
100.00
98.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-31
1.250000
100.00
99.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.750000
100.00
99.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-15
2.625000
125269100.00
125193084.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.500000
500.00
494.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-12-31
1.625000
800.00
790.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
100.00
107.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
75936700.00
78590604.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-10-31
1.750000
200.00
196.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2018-08-16
0.00
100.00
99.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
5.250000
100.00
121.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2037-05-15
5.000000
51500.00
66539.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2038-02-15
4.375000
200.00
243.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-31
2.000000
700.00
678.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-02-29
1.375000
500.00
493.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-08-15
3.625000
3000.00
3084.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
1.625000
100.00
95.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-15
1.000000
200.00
196.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-07-15
0.125000
200.00
213.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-11-15
1.625000
160800.00
153532.83
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
200000000.00
200000000.00
0.0356
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.010000%
549300LCO2FLSSVFFR64
0000050916
ARP0HI8L2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FAIRFAX FINL HLDGS LTD SR GLBL 144A 28
GLS7OQD0WOEDI8YAP031
2028-04-17
4.850000
1171076.00
1174660.79
Corporate Debt Securities
FEDEX CORP SR GLBL NT3.3%27
549300E707U7WNPZN687
2027-03-15
3.300000
487000.00
471000.43
Corporate Debt Securities
LIFE TECHNOLOGIES CORP SR NT 6%20
ZX5LQJBHZ3NFEMZ34U07
2020-03-01
6.000000
487000.00
518616.04
Corporate Debt Securities
SPRINT SPECTRUM CO LLC/SPRINT SR SEC GLBL 29
2029-09-20
5.152000
199694.00
199617.63
Corporate Debt Securities
GENERAL ELECTRIC CAPITAL CORP VR 041613-041523
3C7474T6CDKPR9K6YT90
2023-04-15
3.339190
775000.00
786046.92
Corporate Debt Securities
GENERAL MLS INC SR GLBL FL NT 21
2TGYMUGI08PO8X8L6150
2021-04-16
2.879190
1283.00
1289.48
Corporate Debt Securities
Y
2018-08-07
2018-08-07
2018-08-07
N
N
N
0.0204
3000000.00
3000000.00
0.0005
N
N
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.940000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0HI8N8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-03-31
2.250000
28527800.00
28560036.41
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0197
28000000.00
28000000.00
0.0050
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.930000%
549300QJJX6CVVUXLE15
0000050916
ARP0HI8O6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-09-18
1.875000
47000.00
47310.43
Agency Debentures and Agency Strips
GNII SF MA5330 M
549300M8ZYFG0OCMTT87
2048-06-20
4.000000
2727016.00
2797297.57
Agency Mortgage-Backed Securities
GNII SF MA4838 M
2047-10-20
4.000000
36277902.00
34802335.06
Agency Mortgage-Backed Securities
GNII SF MA2372 M
2044-11-20
4.000000
42611964.00
14469575.00
Agency Mortgage-Backed Securities
GNII SF MA4451 M
2047-05-20
3.500000
2368999.00
2080483.32
Agency Mortgage-Backed Securities
GNII SF MA3736 M
2046-06-20
3.500000
2008.00
1466.64
Agency Mortgage-Backed Securities
GNII SF MA4837 M
2047-11-20
3.500000
852344.00
826583.87
Agency Mortgage-Backed Securities
GNII SP 783519 M
549300M8ZYFG0OCMTT87
2041-01-20
4.000000
7808617.00
1971830.98
Agency Mortgage-Backed Securities
GNMI SP 783056 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
234740.00
24070.60
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-02-15
1.625000
83800.00
76947.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-02-28
1.500000
700.00
664.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-06-30
1.000000
76900.00
75979.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
107300.00
130094.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
15875500.00
17068300.43
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-11-15
2.750000
4700.00
4404.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-05-31
1.375000
995000.00
974426.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
2.500000
4402200.00
4373028.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-11-30
2.000000
940800.00
928535.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-15
2.750000
5553100.00
5584949.79
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0196
84000000.00
84000000.00
0.0149
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 1.930000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0HI8P3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
3369417.00
3386283.72
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
4723380.00
4854158.89
Agency Collateralized Mortgage Obligation
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0196
8000000.00
8000000.00
0.0014
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.930000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HIA13
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2015-075 A
549300M8ZYFG0OCMTT87
2044-02-16
3.000000
682000.00
328224.43
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2013-KF02 C 20451225 FLT
2045-12-25
6.090250
2.00
0.36
Agency Collateralized Mortgage Obligation
GNII SF 738050 C
549300M8ZYFG0OCMTT87
2038-09-20
6.000000
500000.00
49868.92
Agency Mortgage-Backed Securities
GNII SF MA5331 M
549300M8ZYFG0OCMTT87
2048-06-20
4.500000
37891354.00
39493021.53
Agency Mortgage-Backed Securities
GNII SF AU5856 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
260000.00
212330.05
Agency Mortgage-Backed Securities
GNII SF AO3597 C
549300M8ZYFG0OCMTT87
2045-08-20
3.500000
842455.00
658419.09
Agency Mortgage-Backed Securities
GNII SF BB8207 C
549300M8ZYFG0OCMTT87
2047-09-20
3.500000
4458538.00
4399611.85
Agency Mortgage-Backed Securities
GNII SF BE6411 C
549300M8ZYFG0OCMTT87
2048-03-20
3.500000
8765379.00
8658801.22
Agency Mortgage-Backed Securities
GNII SF AM7358 C
549300M8ZYFG0OCMTT87
2045-05-20
3.500000
270000.00
216939.58
Agency Mortgage-Backed Securities
GNII SF AN2972 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
940000.00
767607.89
Agency Mortgage-Backed Securities
GNII SF 003941 M
549300M8ZYFG0OCMTT87
2037-01-20
6.000000
2124553.00
93036.08
Agency Mortgage-Backed Securities
GNII SF AY7330 C
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
1014166.00
834595.76
Agency Mortgage-Backed Securities
GNII SF 003570 M
549300M8ZYFG0OCMTT87
2034-06-20
6.000000
500000.00
24897.14
Agency Mortgage-Backed Securities
GNII SF AP5331 C
549300M8ZYFG0OCMTT87
2045-09-20
4.000000
7675647.00
3900719.97
Agency Mortgage-Backed Securities
GNII SF AS4615 C
549300M8ZYFG0OCMTT87
2046-03-20
4.500000
3249620.00
2424904.99
Agency Mortgage-Backed Securities
GNII SF 711691 C
549300M8ZYFG0OCMTT87
2032-11-20
3.500000
2776535.00
2010338.16
Agency Mortgage-Backed Securities
GNII SF 711762 C
549300M8ZYFG0OCMTT87
2037-05-20
3.500000
1360796.00
954241.58
Agency Mortgage-Backed Securities
03.000 FGPC G16550 G
2033-05-01
3.000000
52895201.00
51902854.30
Agency Mortgage-Backed Securities
GNII SF MA4003 M
2046-10-20
3.000000
11152225.00
9192909.24
Agency Mortgage-Backed Securities
GNII SF MA4068 M
2046-10-20
3.000000
500000.00
416309.15
Agency Mortgage-Backed Securities
GNII SF MA4069 M
2046-09-20
3.500000
1038141.00
824815.13
Agency Mortgage-Backed Securities
GNII SF MA4127 M
2046-12-20
3.500000
650000.00
530888.18
Agency Mortgage-Backed Securities
GNII SF MA4325 M
2034-06-20
5.500000
3197259.00
1967499.84
Agency Mortgage-Backed Securities
GNII SF MA4509 M
2046-12-20
3.000000
27000.00
23876.18
Agency Mortgage-Backed Securities
GNII SF MA4962 M
2048-01-20
3.500000
27216013.00
26746960.45
Agency Mortgage-Backed Securities
GNII SF MA5264 M
2048-05-20
4.000000
8013225.00
8203047.48
Agency Mortgage-Backed Securities
GNII SF AT5071 C
2046-05-20
5.000000
1408641.00
491277.22
Agency Mortgage-Backed Securities
GNII SF AX9962 C
2047-02-20
3.000000
3408371.00
1909260.05
Agency Mortgage-Backed Securities
GNII SF AF3786 C
2043-09-20
3.500000
2241827.00
1102468.79
Agency Mortgage-Backed Securities
GNII SF MA4194 M
2047-01-20
2.500000
193042385.00
161511003.53
Agency Mortgage-Backed Securities
GNII SF 736995 C
2038-02-20
6.000000
1636721.00
257826.45
Agency Mortgage-Backed Securities
GNII SF 004344 M
2039-01-20
6.000000
2476000.00
121776.13
Agency Mortgage-Backed Securities
GNII SF 005280 M
2042-01-20
4.000000
655000.00
153527.23
Agency Mortgage-Backed Securities
GNII SF 004561 M
2039-10-20
6.000000
2362196.00
237445.98
Agency Mortgage-Backed Securities
GNII SF 004785 M
2025-09-20
3.500000
2000000.00
329736.21
Agency Mortgage-Backed Securities
GNII SF 004833 M
2040-10-20
4.000000
1954248.00
454465.03
Agency Mortgage-Backed Securities
GNII SF AI6232 C
2034-05-20
3.500000
1983060.00
565530.19
Agency Mortgage-Backed Securities
GNII SF 002483 M
2027-09-20
7.000000
48412615.00
235292.99
Agency Mortgage-Backed Securities
GNII SF 003160 M
2031-11-20
6.000000
20576592.00
290629.81
Agency Mortgage-Backed Securities
GNII SF 004447 M
2039-05-20
5.000000
5000000.00
480740.01
Agency Mortgage-Backed Securities
GNII SF AP4716 C
2045-12-20
3.500000
2284310.00
845725.24
Agency Mortgage-Backed Securities
GNII SF 710629 C
2040-06-20
5.000000
9981879.00
1100638.82
Agency Mortgage-Backed Securities
GNII SF 742087 C
2030-07-20
5.000000
2802953.00
625728.42
Agency Mortgage-Backed Securities
GNMI SP 784492 X
2047-03-15
4.000000
14945353.00
14880695.80
Agency Mortgage-Backed Securities
GNII SF 759513 C
2031-01-20
4.500000
4178632.00
682408.70
Agency Mortgage-Backed Securities
GNII SF 618392 C
2041-09-20
4.000000
3068140.00
734457.02
Agency Mortgage-Backed Securities
GNII SF 004871 M
2039-04-20
6.000000
801551.00
104276.72
Agency Mortgage-Backed Securities
GNII SF 407770 C
2041-07-20
4.500000
22000000.00
731313.35
Agency Mortgage-Backed Securities
GNII SF 734479 C
2041-06-20
4.500000
2331770.00
299542.35
Agency Mortgage-Backed Securities
GNII SF 737242 C
549300M8ZYFG0OCMTT87
2037-11-20
5.500000
293000.00
12414.58
Agency Mortgage-Backed Securities
GNII SF 005205 M
549300M8ZYFG0OCMTT87
2041-10-20
5.000000
291038.00
54593.77
Agency Mortgage-Backed Securities
GNII SF 609170 C
549300M8ZYFG0OCMTT87
2032-07-20
4.000000
225000.00
177898.54
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-03-31
1.500000
65067600.00
61590387.46
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0196
400000000.00
400000000.00
0.0711
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.010000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HIA39
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BANK AMER CORP FR 3.97%030529
9DJT3UXIJIZJI4WXO774
2029-03-05
3.970000
10093676.00
10019795.92
Corporate Debt Securities
PETROLEOS MEXICANOS FR 5.35%021228
549300CAZKPF4HKMPX17
2028-02-12
5.350000
399725.00
388538.81
Corporate Debt Securities
3M CO FR 3%080725
LUZQVYP4VS22CLWDAR65
2025-08-07
3.000000
11567000.00
11442886.09
Corporate Debt Securities
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0204
19000000.00
19000000.00
0.0034
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 1.910000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0HIA62
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-03-31
2.625000
100.00
99.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
2.125000
900.00
888.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.000000
100.00
98.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-05-31
2.000000
1000.00
955.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-18
0.00
1955000.00
1910386.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-15
2.625000
400.00
398.89
U.S. Treasuries (including strips)
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0194
1875185.00
1875185.00
0.0003
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.060000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0HIA88
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
KOREA GAS CORP GLBL MTN REG S FR 3.125%072027
988400TFZILHBD5M3R71
2027-07-20
3.125000
10199579.00
9426296.50
Corporate Debt Securities
PRICOA GLOBAL FDG I FR 2.2%060321
635400IBXEBMD9ADYA79
2021-06-03
2.200000
10000000.00
9705344.45
Corporate Debt Securities
PETROLEOS MEXICANOS FR 5.35%021228
549300CAZKPF4HKMPX17
2028-02-12
5.350000
11316093.00
10999415.28
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II FR 3%041826
2026-04-18
3.000000
8349000.00
7834145.00
Corporate Debt Securities
Y
2018-08-07
2018-08-07
2018-08-07
N
N
N
0.0209
33000000.00
33000000.00
0.0059
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.900000%
0001498632
ATD0QVEL5
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0190
59000000.00
59000000.00
0.0105
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.900000%
5493005PGG4HB3CD7345
0001074042
ATD0QVEU5
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0190
56000000.00
56000000.00
0.0100
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.920000%
0000926171
ATD0QVEY7
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0192
28000000.00
28000000.00
0.0050
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.920000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD0QVFH3
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0192
97000000.00
97000000.00
0.0173
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.920000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0QW335
Non-Negotiable Time Deposit
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0192
165000000.00
165000000.00
0.0293
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.900000%
0001498632
ATD0QW3C5
Non-Negotiable Time Deposit
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0190
54000000.00
54000000.00
0.0096
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
ATD0QW3N1
Non-Negotiable Time Deposit
Y
2018-08-02
2018-08-02
2018-08-02
N
N
N
0.0195
100000000.00
100000000.00
0.0178
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.920000%
0000926171
ATD0QWQL0
Non-Negotiable Time Deposit
Y
2018-08-03
2018-08-03
2018-08-03
N
N
N
0.0192
28000000.00
28000000.00
0.0050
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.930000%
0001245022
ATD0QWQN6
Non-Negotiable Time Deposit
Y
2018-08-03
2018-08-03
2018-08-03
N
N
N
0.0193
18000000.00
18000000.00
0.0032
N
N
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 1.900000%
0000035528
ATD0QWQW6
Non-Negotiable Time Deposit
Y
2018-08-03
2018-08-03
2018-08-03
N
N
N
0.0190
56000000.00
56000000.00
0.0100
N
N
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.950000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD0QXET4
Non-Negotiable Time Deposit
Y
2018-08-06
2018-08-06
2018-08-06
N
N
N
0.0195
35000000.00
35000000.00
0.0062
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.930000%
0001245022
ATD0QXFF3
Non-Negotiable Time Deposit
Y
2018-08-06
2018-08-06
2018-08-06
N
N
N
0.0193
31000000.00
31000000.00
0.0055
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.900000%
0001245022
ATD0QY372
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0190
35000000.00
35000000.00
0.0062
N
Y
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.880000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0QY3F4
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0188
38000000.00
38000000.00
0.0068
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.900000%
0001098062
ATD0QY3J6
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0190
75000000.00
75000000.00
0.0133
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (GRAND CAYMAN BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (GRAND CAYMAN BRANCH) 1.900000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0QY3L1
Non-Negotiable Time Deposit
Y
2018-08-01
2018-08-01
2018-08-01
N
N
N
0.0190
38000000.00
38000000.00
0.0068
N
Y
Y
N
The Charles Schwab Family of Funds
2018-08-07
Mark Fischer
Mark Fischer
Chief Financial Officer