0001145549-18-004690.txt : 20180807 0001145549-18-004690.hdr.sgml : 20180807 20180807142832 ACCESSION NUMBER: 0001145549-18-004690 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: 18997432 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 S000052458 Schwab Variable Share Price Money Fund C000164902 Ultra Shares SVUXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2018-07-31 0000857156 549300I77JNLD629OV19 S000052458 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 N 31 53 715830399.50 737483557.65 751271665.97 692372402.53 1443019964.97 1392484296.90 1421579208.97 1479597900.74 0.00 0.2262 0.2284 0.2337 0.2122 0.4560 0.4312 0.4422 0.4535 0.0000 0.59 3264278065.93 515187741.00 3383370.96 19184913.30 3248476524.18 3247463053.9120 0.0000 0.0220 1.0003 1.0003 1.0003 1.0003 0.0000 C000164902 1000000.00 3248476524.18 3247463053.9120 1.0003 1.0003 1.0003 1.0003 0.0000 343055845.55 53852718.98 111869073.62 43721942.13 65867638.03 76663405.12 92545158.42 45939400.82 0.00 0.00 660995821.10 279463714.61 0.0201 Y Investment Advisor and its affiliates Contractual 411,550 ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 0.000000% 02088XJ58 Asset Backed Commercial Paper Y 2018-09-05 2018-09-05 2018-09-05 N Y Credit Suisse AG 1.0000 N 0.0210 19957940.00 19957940.00 0.0061 N N N N 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 4999732.65 4999732.65 0.0015 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 2.346300% 05253MJY1 JHE42UYNWWTJB8YTTU19 Financial Company Commercial Paper Y 2018-08-10 2018-09-10 2018-09-10 N N N 0.0204 16005456.00 16005456.00 0.0049 N N N 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 60996751.75 60996751.75 0.0188 N Y Y N BPCE SA BPCE SA 0.000000% 05571CH38 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2018-08-03 2018-08-03 2018-08-03 N N N 0.0193 14997593.70 14997593.70 0.0046 N N Y N BPCE SA BPCE SA 0.000000% 05571CHX2 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2018-08-31 2018-08-31 2018-08-31 N N N 0.0197 4991513.75 4991513.75 0.0015 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 0.0204 2992693.59 2992693.59 0.0009 N N N N BMO HARRIS BANK NA BMO HARRIS BANK NA 2.390000% 05574BJF8 3Y4U8VZURTYWI1W2K376 0000009622 Certificate of Deposit Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0200 3000062.67 3000062.67 0.0009 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 2.253300% 06053PE52 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-08-17 2018-08-17 2018-08-17 N N N 0.0226 4500005.67 4500005.67 0.0014 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 2.253300% 06053PE60 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-08-17 2018-08-17 2018-08-17 N N N 0.0226 19000023.94 19000023.94 0.0058 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 2.294300% 06053PG27 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-08-13 2018-08-13 2018-08-13 N N N 0.0197 5000570.00 5000570.00 0.0015 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 2.331600% 06053PM46 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-08-14 2018-11-14 2018-11-14 N N N 0.0221 10003830.00 10003830.00 0.0031 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 2.440000% 06370RDT3 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2019-01-17 2019-01-17 2019-01-17 N N N 0.0238 2000520.58 2000520.58 0.0006 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 2.233600% 06370REF2 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2018-08-28 2019-01-25 2019-01-25 N N N 0.0225 23299277.70 23299277.70 0.0072 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 2.250000% 06371E4Y0 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2018-08-03 2018-08-03 2018-08-03 N N N 0.0191 5000138.90 5000138.90 0.0015 N N Y 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 0.0199 13502503.71 13502503.71 0.0042 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 10001849.20 10001849.20 0.0031 N N N N BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 2.420300% 06417GV39 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2018-09-21 2019-03-21 2019-03-21 N N N 0.0242 35000908.25 35000908.25 0.0108 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.417300% 06417GW95 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2018-10-05 2019-04-05 2019-04-05 N N N 0.0242 11000320.87 11000320.87 0.0034 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 1.960000% 06539RSF5 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 1500001.71 1500001.71 0.0005 N Y Y 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 0.0198 4000009.32 4000009.32 0.0012 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 2.000000% 06539RTF4 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-08-09 2018-08-09 2018-08-09 N N N 0.0194 10000103.10 10000103.10 0.0031 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 2.390000% 06742TGR1 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-08-08 2018-08-08 2018-08-08 N N N 0.0192 9000910.17 9000910.17 0.0028 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 2.310000% 06742THF6 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-11-01 2018-11-01 2018-11-01 N N N 0.0233 2999816.70 2999816.70 0.0009 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BPS5 Asset Backed Commercial Paper Y 2019-02-26 2019-02-26 2019-02-26 N Y Royal Bank of Canada 1.0000 N 0.0251 4926733.35 4926733.35 0.0015 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 2.316900% 07644DEZ7 Asset Backed Commercial Paper Y 2018-08-27 2018-08-27 2018-08-27 N Y Royal Bank of Canada 1.0000 N 0.0201 3200742.40 3200742.40 0.0010 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 2.392100% 07644DFS2 Asset Backed Commercial Paper Y 2018-08-01 2018-11-01 2018-11-01 N Y Royal Bank of Canada 1.0000 N 0.0218 7503915.00 7503915.00 0.0023 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MH64 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-08-06 2018-08-06 2018-08-06 N Y Societe Generale SA 1.0000 N 0.0202 999663.17 999663.17 0.0003 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MH72 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-08-07 2018-08-07 2018-08-07 N Y Societe Generale SA 1.0000 N 0.0203 1279496.00 1279496.00 0.0004 N N Y 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 997604.92 997604.92 0.0003 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 0.0015 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224ML51 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-11-05 2018-11-05 2018-11-05 N Y Societe Generale SA 1.0000 N 0.0233 6955978.19 6955978.19 0.0021 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P3J45 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2018-09-04 2018-09-04 2018-09-04 N Y Citibank NA 1.0000 N 0.0206 20957900.88 20957900.88 0.0065 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P3L26 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2018-11-02 2018-11-02 2018-11-02 N Y Citibank NA 1.0000 N 0.0227 994078.00 994078.00 0.0003 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P3NB4 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2019-01-11 2019-01-11 2019-01-11 N Y Citibank NA 1.0000 N 0.0248 9887022.20 9887022.20 0.0030 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UHT1 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-08-27 2018-08-27 2018-08-27 N Y Citibank NA 1.0000 N 0.0203 10983277.25 10983277.25 0.0034 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UKG5 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-10-16 2018-10-16 2018-10-16 N Y Citibank NA 1.0000 N 0.0219 20901677.37 20901677.37 0.0064 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.558100% 13606BFY7 2IGI19DL77OX0HC3ZE78 US13606BFY74 0000800030 Certificate of Deposit Y 2018-08-01 2019-05-01 2019-05-01 N N N 0.0245 21015199.17 21015199.17 0.0065 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.301000% 13606BTL0 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-08-22 2018-08-22 2018-08-22 N N N 0.0199 1000187.00 1000187.00 0.0003 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.516300% 13606BUK0 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-08-20 2018-09-20 2018-09-20 N N N 0.0207 10006290.00 10006290.00 0.0031 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KH67 Asset Backed Commercial Paper Y 2018-08-06 2018-08-06 2018-08-06 N Y Lloyds Bank Plc 1.0000 N 0.0194 6997735.50 6997735.50 0.0022 N N Y N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KK22 Asset Backed Commercial Paper Y 2018-10-02 2018-10-02 2018-10-02 N Y Lloyds Bank Plc 1.0000 N 0.0221 20918966.25 20918966.25 0.0064 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 1999894.28 1999894.28 0.0006 N Y 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 1999359.66 1999359.66 0.0006 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 12995133.97 12995133.97 0.0040 N N Y N CELLMARK, INC TAXABLE NOTES SERIES 2018A 2.030000% 15118CAA8 549300JWG1LWHVNYN325 US15118CAA80 Variable Rate Demand Note Y 2018-08-07 2018-08-07 2038-06-01 Y Swedbank AB 1.0000 7 N N N 0.0203 2000000.00 2000000.00 0.0006 N N Y N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963UKH8 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y 2018-10-17 2018-10-17 2018-10-17 N Y JPMorgan Chase Bank NA 1.0000 N 0.0223 23884092.00 23884092.00 0.0074 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WH67 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-08-06 2018-08-06 2018-08-06 N Y Citibank NA 1.0000 N 0.0195 4998376.65 4998376.65 0.0015 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 9966465.00 9966465.00 0.0031 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 11952633.96 11952633.96 0.0037 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WKG1 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-10-16 2018-10-16 2018-10-16 N Y Citibank NA 1.0000 N 0.0220 995285.89 995285.89 0.0003 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WNN3 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2019-01-22 2019-01-22 2019-01-22 N Y Citibank NA 1.0000 N 0.0247 3952069.44 3952069.44 0.0012 N N N N CITIBANK NA CITIBANK NA 1.940000% 17305TWM0 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0201 999997.62 999997.62 0.0003 N Y Y N CITIBANK NA CITIBANK NA 2.343300% 17305TXM9 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2018-08-17 2018-08-17 2018-08-17 N N N 0.0198 15002610.00 15002610.00 0.0046 N N N N CITIBANK NA CITIBANK NA 2.396500% 17305TYD8 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2018-08-13 2018-09-12 2018-09-12 N N N 0.0205 18007722.00 18007722.00 0.0055 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DHL8 Asset Backed Commercial Paper Y 2018-08-20 2018-08-20 2018-08-20 N Y JP Morgan Securities LLC 1.0000 N 0.0203 12985353.29 12985353.29 0.0040 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DL58 Asset Backed Commercial Paper Y 2018-11-05 2018-11-05 2018-11-05 N Y JP Morgan Securities LLC 1.0000 N 0.0232 6956261.06 6956261.06 0.0021 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DN31 Asset Backed Commercial Paper Y 2019-01-03 2019-01-03 2019-01-03 N Y JP Morgan Securities LLC 1.0000 N 0.0244 6925895.69 6925895.69 0.0021 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DNV9 Asset Backed Commercial Paper Y 2019-01-29 2019-01-29 2019-01-29 N Y JP Morgan Securities LLC 1.0000 N 0.0252 4936401.10 4936401.10 0.0015 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GHL1 Asset Backed Commercial Paper Y 2018-08-20 2018-08-20 2018-08-20 N Y JP Morgan Securities LLC 1.0000 N 0.0203 4494929.99 4494929.99 0.0014 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GNP5 Asset Backed Commercial Paper Y 2019-01-23 2019-01-23 2019-01-23 N Y JP Morgan Securities LLC 1.0000 N 0.0250 22718551.53 22718551.53 0.0070 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GNQ3 Asset Backed Commercial Paper Y 2019-01-24 2019-01-24 2019-01-24 N Y JP Morgan Securities LLC 1.0000 N 0.0251 1975357.66 1975357.66 0.0006 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.252100% 21684B4Q4 0001098062 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0194 13000117.00 13000117.00 0.0040 N Y Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.305900% 21684B4X9 0001098062 Certificate of Deposit Y 2018-08-06 2018-09-04 2018-09-04 N N N 0.0203 11002948.00 11002948.00 0.0034 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.430000% 21685V5P0 0001098062 Certificate of Deposit Y 2019-02-04 2019-02-04 2019-02-04 N N N 0.0243 16000000.00 16000000.00 0.0049 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.980000% 21685VZ44 0001098062 Certificate of Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0193 2000009.42 2000009.42 0.0006 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 2.320000% 22534H5B3 Certificate of Deposit Y 2018-10-03 2018-10-03 2018-10-03 N N N 0.0207 25010878.50 25010878.50 0.0077 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 2.320000% 22534H5F4 Certificate of Deposit Y 2018-10-03 2018-10-03 2018-10-03 N N N 0.0207 4001741.52 4001741.52 0.0012 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 2.060000% 22549LGH2 ANGGYXNX0JLX3X63JN86 Certificate of Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0193 1500029.01 1500029.01 0.0005 N N Y N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.980000% 22549LJP1 ANGGYXNX0JLX3X63JN86 Certificate of Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0193 12000070.44 12000070.44 0.0037 N N Y N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 2.370000% 22845ADS6 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-11-09 2018-11-09 2018-11-09 N Y Credit Suisse AG 1.0000 N 0.0237 3000000.00 3000000.00 0.0009 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1HL0 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-08-20 2018-08-20 2018-08-20 N Y Credit Suisse AG 1.0000 N 0.0206 1997711.12 1997711.12 0.0006 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1JA2 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-09-10 2018-09-10 2018-09-10 N Y Credit Suisse AG 1.0000 N 0.0211 6484372.77 6484372.77 0.0020 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 997098.11 997098.11 0.0003 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1KJ1 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-10-18 2018-10-18 2018-10-18 N Y Credit Suisse AG 1.0000 N 0.0229 17909742.42 17909742.42 0.0055 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 8952046.74 8952046.74 0.0028 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1KP7 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-10-23 2018-10-23 2018-10-23 N Y Credit Suisse AG 1.0000 N 0.0232 994593.67 994593.67 0.0003 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305EHG1 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2018-08-16 2018-08-16 2018-08-16 N N N 0.0201 2997322.68 2997322.68 0.0009 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.260000% 23328AC69 0001074042 Certificate of Deposit Y 2018-09-21 2018-09-21 2018-09-21 N N N 0.0212 10001997.10 10001997.10 0.0031 N N N N DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 2.240000% 23341VFM8 549300GKFG0RYRRQ1414 0001498632 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 8000073.84 8000073.84 0.0025 N Y Y N DANSKE CORP DANSKE CORP 0.000000% 2363F7H19 0001142175 Financial Company Commercial Paper Y 2018-08-01 2018-08-01 2018-08-01 N Y Danske Bank A/S 1.0000 N 0.0197 1499918.00 1499918.00 0.0005 N Y Y N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WH28 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y 2018-08-02 2018-08-02 2018-08-02 N Y Bank of Montreal 1.0000 N 0.0197 3999563.12 3999563.12 0.0012 N N Y N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WHN2 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y 2018-08-22 2018-08-22 2018-08-22 N Y Bank of Montreal 1.0000 N 0.0204 3695396.39 3695396.39 0.0011 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 31910362.56 31910362.56 0.0098 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 1045000.00 1045000.00 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 12999322.96 12999322.96 0.0040 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 12998642.28 12998642.28 0.0040 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 6997407.06 6997407.06 0.0022 N N Y N HSBC BANK USA NA HSBC BANK USA NA 2.377100% 40428A6H5 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit Y 2018-08-07 2018-09-07 2018-09-07 N N N 0.0203 10003470.00 10003470.00 0.0031 N N N 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 2501762.50 2501762.50 0.0008 N N N N HSBC BANK USA NA HSBC BANK USA NA 2.365900% 40428A6V4 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit Y 2018-08-06 2018-11-05 2018-11-05 N N N 0.0219 1000471.00 1000471.00 0.0003 N N N N HSBC BANK PLC HSBC BANK PLC 2.491600% 40433FLP2 MP6I5ZYZBEU3UXPYFY54 0001050258 Financial Company Commercial Paper Y 2018-08-28 2018-09-28 2018-09-28 N N N 0.0209 12208149.60 12208149.60 0.0038 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 0.0201 999107.56 999107.56 0.0003 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434RLM2 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-11-21 2018-11-21 2018-11-21 N N N 0.0235 1985247.22 1985247.22 0.0006 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434RNJ7 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2019-01-18 2019-01-18 2019-01-18 N N N 0.0249 8893467.00 8893467.00 0.0027 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 2001556.00 2001556.00 0.0006 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 3000000.00 3000000.00 0.0009 N N Y N ING US FUNDING LLC ING US FUNDING LLC 2.316800% 44988KEE5 Financial Company Commercial Paper Y 2018-08-31 2018-08-31 2018-08-31 N Y ING Bank NV 1.0000 N 0.0203 7001694.00 7001694.00 0.0022 N N N 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 0.0237 18000940.68 18000940.68 0.0055 N N N N ING US FUNDING LLC ING US FUNDING LLC 2.457900% 44988KFN4 Financial Company Commercial Paper Y 2018-11-05 2019-02-04 2019-02-04 N Y ING Bank NV 1.0000 N 0.0241 11000145.86 11000145.86 0.0034 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 2.423100% 46640CFK3 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2018-08-08 2018-11-08 2018-11-08 N N N 0.0240 7000084.49 7000084.49 0.0022 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 0.0210 4984847.80 4984847.80 0.0015 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640QP47 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2019-02-04 2019-02-04 2019-02-04 N N N 0.0248 9870697.80 9870697.80 0.0030 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48802W4F2 Asset Backed Commercial Paper Y 2018-08-24 2018-08-24 2018-08-24 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0201 46944865.24 46944865.24 0.0145 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 2996126.43 2996126.43 0.0009 N N N N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.940000% 51489N4D1 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0196 29999969.10 29999969.10 0.0092 N N Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000% 5148X1H30 B81CK4ESI35472RHJ606 Financial Company Commercial Paper Y 2018-08-03 2018-08-03 2018-08-03 N N N 0.0203 19996615.00 19996615.00 0.0062 N N Y 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 10977723.46 10977723.46 0.0034 N N N N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.080000% 51500LK67 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0208 999996.97 999996.97 0.0003 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 9093115.58 9093115.58 0.0028 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 6980297.31 6980297.31 0.0021 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RHH4 Asset Backed Commercial Paper Y 2018-08-17 2018-08-17 2018-08-17 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0199 4995291.95 4995291.95 0.0015 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 0.0213 9966820.00 9966820.00 0.0031 N N N 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 13948016.46 13948016.46 0.0043 N N N N LONG ISLAND POWER AUTHORITY LONG ISLAND POWER AUTHORITY 2.350000% 54270XAC1 1R46U5SYJ63KQXF39168 Non-Financial Company Commercial Paper Y 2018-10-11 2018-10-11 2018-10-11 N Y Barclays Bank Plc 1.0000 N 0.0231 30001800.00 30001800.00 0.0092 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 2.270000% 55379WHB5 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-10-15 2018-10-15 2018-10-15 N N N 0.0218 1000194.45 1000194.45 0.0003 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LHW7 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-08-30 2018-08-30 2018-08-30 N N N 0.0207 2495697.93 2495697.93 0.0008 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LKJ2 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-10-18 2018-10-18 2018-10-18 N N N 0.0225 4975268.60 4975268.60 0.0015 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MH21 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-08-02 2018-08-02 2018-08-02 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0192 14998401.60 14998401.60 0.0046 N N Y N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MH39 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-08-03 2018-08-03 2018-08-03 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0193 11998074.96 11998074.96 0.0037 N N Y N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MH70 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-08-07 2018-08-07 2018-08-07 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0196 4998099.30 4998099.30 0.0015 N N Y N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UH11 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2018-08-01 2018-08-01 2018-08-01 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0194 299983.81 299983.81 0.0001 N Y Y N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UHL7 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2018-08-20 2018-08-20 2018-08-20 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0201 17979919.92 17979919.92 0.0055 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UHM5 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2018-08-21 2018-08-21 2018-08-21 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0201 2996480.76 2996480.76 0.0009 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000% 60682XH17 JBONEPAGQXF4QP29B387 0001021565 Financial Company Commercial Paper Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 1249933.26 1249933.26 0.0004 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000% 60682XHE9 JBONEPAGQXF4QP29B387 0001021565 Financial Company Commercial Paper Y 2018-08-14 2018-08-14 2018-08-14 N N N 0.0197 2997699.33 2997699.33 0.0009 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.290000% 60683BGH0 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-08-13 2018-08-13 2018-08-13 N N N 0.0198 6000640.38 6000640.38 0.0018 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.336900% 60683BGV9 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-08-28 2018-11-27 2018-11-27 N N N 0.0230 5500638.00 5500638.00 0.0017 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 3000914.61 3000914.61 0.0009 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.450000% 60683BJF1 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2019-01-17 2019-01-17 2019-01-17 N N N 0.0241 16502649.24 16502649.24 0.0051 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.279000% 60683BJX2 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-08-24 2019-01-24 2019-01-24 N N N 0.0228 9000594.00 9000594.00 0.0028 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.450000% 60683BKE2 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2019-01-31 2019-01-31 2019-01-31 N N N 0.0248 4000000.00 4000000.00 0.0012 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 2.280000% 60700AB29 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-09-05 2018-09-05 2018-09-05 N N N 0.0203 24005887.44 24005887.44 0.0074 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 2.310000% 60700AE34 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-10-15 2018-10-15 2018-10-15 N N N 0.0217 3000869.79 3000869.79 0.0009 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 2.290000% 60700AK78 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-11-09 2018-11-09 2018-11-09 N N N 0.0229 13499919.27 13499919.27 0.0042 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 0.0201 8001238.16 8001238.16 0.0025 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 20965354.62 20965354.62 0.0065 N N N N NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA (NEW YORK BRANCH) 2.365900% 63307UNH0 BSGEFEIOM18Y80CKCV46 Certificate of Deposit Y 2018-08-06 2018-11-05 2018-11-05 N N N 0.0219 9004176.00 9004176.00 0.0028 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1HD6 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-08-13 2018-08-13 2018-08-13 N N N 0.0200 15988427.04 15988427.04 0.0049 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 1997505.44 1997505.44 0.0006 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1KN0 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-10-22 2018-10-22 2018-10-22 N N N 0.0225 2984465.16 2984465.16 0.0009 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 9946922.20 9946922.20 0.0031 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 2.320000% 63873NSY8 KX1WK48MPD4Y2NCUIZ63 0001503859 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 17000194.99 17000194.99 0.0052 N Y Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 2.340000% 63873NTW1 KX1WK48MPD4Y2NCUIZ63 0001503859 Certificate of Deposit Y 2018-08-31 2018-08-31 2018-08-31 N N N 0.0193 3001031.85 3001031.85 0.0009 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 2.350000% 63873NVU2 KX1WK48MPD4Y2NCUIZ63 0001503859 Certificate of Deposit Y 2018-10-31 2018-10-31 2018-10-31 N N N 0.0225 2000486.82 2000486.82 0.0006 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 2000000.00 2000000.00 0.0006 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 1000000.00 1000000.00 0.0003 N N Y 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 0.0200 19993330.00 19993330.00 0.0062 N N Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409SH84 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2018-08-08 2018-08-08 2018-08-08 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0201 999553.56 999553.56 0.0003 N N N 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 7983210.24 7983210.24 0.0025 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 69000040.02 69000040.02 0.0212 N N Y N NORINCHUKIN BANK (NEW YORK BRANCH) NORINCHUKIN BANK (NEW YORK BRANCH) 1.930000% 65602U4V7 5493007VSMFZCPV1NB83 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0193 32000001.28 32000001.28 0.0099 N Y Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.271600% 69033LY60 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-08-16 2018-08-16 2018-08-16 N N N 0.0198 1000130.00 1000130.00 0.0003 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000% 69034BK33 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y 2018-10-03 2018-10-03 2018-10-03 N N N 0.0217 18926668.36 18926668.36 0.0058 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 1999894.28 1999894.28 0.0006 N Y Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MH29 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0191 30996717.41 30996717.41 0.0095 N N 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 12995837.79 12995837.79 0.0040 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 1999251.38 1999251.38 0.0006 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KH20 Asset Backed Commercial Paper Y 2018-08-02 2018-08-02 2018-08-02 N Y BNP Paribas SA 1.0000 N 0.0193 11998710.72 11998710.72 0.0037 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KHE4 Asset Backed Commercial Paper Y 2018-08-14 2018-08-14 2018-08-14 N Y BNP Paribas SA 1.0000 N 0.0201 1498828.08 1498828.08 0.0005 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KHG9 Asset Backed Commercial Paper Y 2018-08-16 2018-08-16 2018-08-16 N Y BNP Paribas SA 1.0000 N 0.0202 3996403.56 3996403.56 0.0012 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KJ44 Asset Backed Commercial Paper Y 2018-09-04 2018-09-04 2018-09-04 N Y BNP Paribas SA 1.0000 N 0.0210 2295297.47 2295297.47 0.0007 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KKF7 Asset Backed Commercial Paper Y 2018-10-15 2018-10-15 2018-10-15 N Y BNP Paribas SA 1.0000 N 0.0226 8957135.97 8957135.97 0.0028 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KKH3 Asset Backed Commercial Paper Y 2018-10-17 2018-10-17 2018-10-17 N Y BNP Paribas SA 1.0000 N 0.0227 1990167.66 1990167.66 0.0006 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.315900% 78009N2N5 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-08-06 2018-11-05 2018-11-05 N N N 0.0219 7502527.50 7502527.50 0.0023 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.000000% 78012UAJ4 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-08-09 2018-08-09 2018-08-09 N N N 0.0197 8000026.40 8000026.40 0.0025 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.376900% 78012UAW5 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-08-28 2018-11-27 2018-11-27 N N N 0.0224 2501137.50 2501137.50 0.0008 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.475600% 78012UDT9 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-08-20 2019-05-20 2019-05-20 N N N 0.0246 1000273.01 1000273.01 0.0003 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.460000% 78012UDW2 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-08-28 2019-05-28 2019-05-28 N N N 0.0246 6000703.20 6000703.20 0.0018 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.420600% 78012UEH4 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-09-17 2019-03-15 2019-03-15 N N N 0.0241 16001397.76 16001397.76 0.0049 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.416000% 78012UFC4 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-10-17 2019-04-17 2019-04-17 N N N 0.0242 30000961.50 30000961.50 0.0092 N N N N SAN FRANCISCO TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.970000% 79765PDU4 549300RA28ZEFOB6M782 US79765PDU49 Variable Rate Demand Note Y 2018-08-07 2018-08-07 2057-07-01 Y Bank of America NA 1.0000 7 N N N 0.0197 5000000.00 5000000.00 0.0015 N N Y N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285QH11 PTCQB104N23FMNK2RZ28 Financial Company Commercial Paper Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0187 3199833.41 3199833.41 0.0010 N Y 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 24997393.00 24997393.00 0.0077 N N Y N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285QH60 PTCQB104N23FMNK2RZ28 Financial Company Commercial Paper Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0189 999684.83 999684.83 0.0003 N N Y N SANTANDER UK PLC SANTANDER UK PLC 0.000000% 80285QH78 PTCQB104N23FMNK2RZ28 Financial Company Commercial Paper Y 2018-08-07 2018-08-07 2018-08-07 N N N 0.0190 2998894.59 2998894.59 0.0009 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MJ43 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-09-04 2018-09-04 2018-09-04 N Y Barclays Bank Plc 1.0000 N 0.0203 14970395.85 14970395.85 0.0046 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MJJ0 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-09-18 2018-09-18 2018-09-18 N Y Barclays Bank Plc 1.0000 N 0.0207 16952171.86 16952171.86 0.0052 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MK25 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-10-02 2018-10-02 2018-10-02 N Y Barclays Bank Plc 1.0000 N 0.0210 9963180.00 9963180.00 0.0031 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MKC3 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-10-12 2018-10-12 2018-10-12 N Y Barclays Bank Plc 1.0000 N 0.0217 4978029.05 4978029.05 0.0015 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 994548.00 994548.00 0.0003 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.353600% 83050FR78 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2018-08-28 2018-10-25 2018-10-25 N N N 0.0216 2000990.00 2000990.00 0.0006 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 1596881.10 1596881.10 0.0005 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.000000% 86563HHF0 5493006GGLR4BTEL8O61 Financial Company Commercial Paper Y 2018-08-15 2018-08-15 2018-08-15 N N N 0.0197 5995087.50 5995087.50 0.0018 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 0.0198 10501681.37 10501681.37 0.0032 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.303300% 86564FDG5 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-08-17 2018-09-17 2018-09-17 N N N 0.0219 8001264.00 8001264.00 0.0025 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.300000% 86564FDH3 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-09-18 2018-09-18 2018-09-18 N N N 0.0203 3001064.49 3001064.49 0.0009 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 0.0208 20008210.20 20008210.20 0.0062 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 14404984.42 14404984.42 0.0044 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.940000% 86564FFX6 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-08-03 2018-08-03 2018-08-03 N N N 0.0194 2999999.64 2999999.64 0.0009 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.385900% 86565BDX6 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-08-06 2018-11-05 2018-11-05 N N N 0.0229 8002032.00 8002032.00 0.0025 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.361300% 86565BEV9 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-08-28 2018-11-26 2018-11-26 N N N 0.0233 17352420.15 17352420.15 0.0053 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.320100% 86565BFA4 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-08-28 2018-11-26 2018-11-26 N N N 0.0228 1000143.00 1000143.00 0.0003 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 0.0198 3000498.81 3000498.81 0.0009 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.383100% 86565BHT1 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-10-11 2019-01-11 2019-01-11 N N N 0.0234 4500083.21 4500083.21 0.0014 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.450000% 86565BJP7 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2019-01-25 2019-01-25 2019-01-25 N N N 0.0247 17498546.10 17498546.10 0.0054 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.372500% 86958JF87 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2018-08-15 2018-11-15 2018-11-15 N N N 0.0242 2999609.22 2999609.22 0.0009 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.290100% 86958JZJ1 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2018-08-28 2018-09-26 2018-09-26 N N N 0.0208 7502520.00 7502520.00 0.0023 N N N N SWEDBANK (NEW YORK BRANCH) SWEDBANK (NEW YORK BRANCH) 2.236900% 87019VNX1 M312WZV08Y7LYUC71685 Certificate of Deposit Y 2018-08-28 2019-01-28 2019-01-28 N N N 0.0226 999923.00 999923.00 0.0003 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.250000% 89113XL85 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0192 5500296.89 5500296.89 0.0017 N N Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.950000% 89113XVU5 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 3000002.79 3000002.79 0.0009 N Y Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.267300% 89113XWP5 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0195 1000052.00 1000052.00 0.0003 N N Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.386500% 89113XZT4 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-08-13 2018-09-12 2018-09-12 N N N 0.0205 5002085.00 5002085.00 0.0015 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.301000% 89120DDM8 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-08-23 2018-08-23 2018-08-23 N N N 0.0200 5000970.00 5000970.00 0.0015 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.411000% 89120DED7 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-08-23 2018-10-23 2018-10-23 N N N 0.0218 5002695.00 5002695.00 0.0015 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.350000% 89120DHV4 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-08-28 2018-11-26 2018-11-26 N N N 0.0236 16500191.90 16500191.90 0.0051 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 20998880.07 20998880.07 0.0065 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 26989788.87 26989788.87 0.0083 N N Y N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 2.417400% 89233AE96 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-10-12 2019-04-05 2019-04-05 N N N 0.0244 34996397.10 34996397.10 0.0108 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HHN7 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-08-22 2018-08-22 2018-08-22 N N N 0.0190 5993044.32 5993044.32 0.0018 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.436900% 89233LAZ8 724500OPA8GZSQUNSR96 Non-Financial Company Commercial Paper Y 2018-08-28 2018-10-29 2018-10-29 N N N 0.0217 14009422.00 14009422.00 0.0043 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 2.411300% 89237BAT0 3UKPTDP5PGQRH8AUK042 Non-Financial Company Commercial Paper Y 2018-08-21 2019-02-15 2019-02-15 N N N 0.0240 15001961.40 15001961.40 0.0046 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 2.425100% 89237BAU7 3UKPTDP5PGQRH8AUK042 Non-Financial Company Commercial Paper Y 2018-09-25 2019-03-22 2019-03-22 N N N 0.0241 10001544.00 10001544.00 0.0031 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 2.390300% 90276JEJ1 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2018-08-01 2019-02-01 2019-02-01 N N N 0.0230 7003017.00 7003017.00 0.0022 N N N N US BANK NATIONAL ASSOCIATION US BANK NATIONAL ASSOCIATION 2.250100% 90333VWN6 6BYL5QZYBDK8S7L73M02 Certificate of Deposit Y 2018-08-27 2018-08-27 2018-08-27 N N N 0.0201 16003008.00 16003008.00 0.0049 N N N N US BANK NATIONAL ASSOCIATION US BANK NATIONAL ASSOCIATION 2.160000% 90333VWP1 6BYL5QZYBDK8S7L73M02 Certificate of Deposit Y 2018-08-27 2018-08-27 2018-08-27 N N N 0.0185 6001338.42 6001338.42 0.0018 N N N N US BANK NATIONAL ASSOCIATION US BANK NATIONAL ASSOCIATION 2.160000% 90333VWQ9 6BYL5QZYBDK8S7L73M02 Certificate of Deposit Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0186 15004161.00 15004161.00 0.0046 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127QHT9 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2018-08-27 2018-08-27 2018-08-27 N N N 0.0200 20968500.00 20968500.00 0.0065 N N N 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 997977.78 997977.78 0.0003 N N N 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 0.0209 3991660.00 3991660.00 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 0.0209 3991407.76 3991407.76 0.0012 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LH29 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-08-02 2018-08-02 2018-08-02 N Y MUFG BANK LTD 1.0000 N 0.0193 5999356.68 5999356.68 0.0018 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LHF0 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-08-15 2018-08-15 2018-08-15 N Y MUFG BANK LTD 1.0000 N 0.0200 1998337.50 1998337.50 0.0006 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LK17 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-10-01 2018-10-01 2018-10-01 N Y MUFG BANK LTD 1.0000 N 0.0215 37859032.54 37859032.54 0.0117 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 8463771.13 8463771.13 0.0026 N N N N NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 2.372100% F8SB4JFBSYQFRQEH3Z21 0000833029 933DGP002 Certificate of Deposit Y 2018-08-02 2018-11-02 2018-11-02 N N N 0.0219 4001920.00 4001920.00 0.0012 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 16006744.96 16006744.96 0.0049 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.517100% 94989RD39 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-08-09 2018-10-09 2018-10-09 N N N 0.0212 1000745.00 1000745.00 0.0003 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.419200% 94989RN46 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-09-07 2019-03-07 2019-03-07 N N N 0.0237 5002204.15 5002204.15 0.0015 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.409200% 94989RS58 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-10-16 2019-04-16 2019-04-16 N N N 0.0241 50001590.50 50001590.50 0.0154 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.261000% 94989RT40 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-08-23 2019-02-04 2019-02-04 N N N 0.0223 15002190.00 15002190.00 0.0046 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.050000% 94989RYY8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-09-05 2018-09-05 2018-09-05 N N N 0.0203 7000032.90 7000032.90 0.0022 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.321000% 94989RZQ4 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-08-22 2018-09-05 2018-09-05 N N N 0.0203 1000287.00 1000287.00 0.0003 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 2.253300% 9612C4WP2 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2018-08-17 2018-08-17 2018-08-17 N N N 0.0201 3000339.00 3000339.00 0.0009 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 MORGAN STANLEY CAP 2011-C1 D 20470917 FLT 2047-09-17 5.426140 15669687.00 16154939.88 Private Label Collateralized Mortgage Obligations GALTON FD MTG TR 2018-1 A53 20571125 FLT 2057-11-25 3.500000 10379.00 9942.58 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2006-12 2A-2B 20361219 FLT 2036-12-19 2.331750 23264.00 1397.50 Private Label Collateralized Mortgage Obligations COLONY MTG CAP SER 2014-FL1 D 20310408 FLT 2031-04-08 5.797130 7484.00 7511.72 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 13998556.60 13998556.60 0.0043 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 BDS 2018-FL1 LTD D 20350118 FLT 2035-01-18 4.823250 21651164.00 21543853.62 Asset-Backed Securities TOWD POINT MTG TR 2015-2 1-B1 20601125 FLT 2060-11-25 3.619720 2558089.00 2558488.79 Asset-Backed Securities DOMINOS PIZZA MSTR 2017-1 A-2III 20470725 4.1 2047-07-25 4.118000 9310580.00 9113282.94 Asset-Backed Securities ATRIUM HOTEL PORT TR 2018-ATRM F 20350615 FLT 2035-06-15 6.071630 2332.00 2346.31 Private Label Collateralized Mortgage Obligations GALTON FD MTG TR 2018-1 A53 20571125 FLT 2057-11-25 3.500000 18199.00 17433.76 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2006-12 2A-2B 20361219 FLT 2036-12-19 2.331750 330967.00 19881.64 Private Label Collateralized Mortgage Obligations INTOWN HOTEL PORT TR 2018-STAY G 20330118 FLT 2033-01-18 6.921630 29427.00 29756.77 Private Label Collateralized Mortgage Obligations HYATT HOTEL PORT TR 2017-HYT2 MZB 20200817 FLT 2020-08-17 12.513100 4512.00 4616.61 Private Label Collateralized Mortgage Obligations COLONY MTG CAP SER 2014-FL1 D 20310408 FLT 2031-04-08 5.797130 286.00 287.06 Private Label Collateralized Mortgage Obligations COMM MTG TR 2016-SAVA D 20341017 FLT 2034-10-17 6.671630 146778.00 147299.82 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 28993338.70 28993338.70 0.0089 N N N Y MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 2.420000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0H9ZR9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FNMA CONN AVE SECS 2016-C04 1M-2 20290125 FLT 2029-01-25 6.313630 26485737.00 29900000.50 Private Label Collateralized Mortgage Obligations Y 2018-09-04 2018-09-04 2018-10-01 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 N N N 0.0252 25995593.00 25995593.00 0.0080 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 AIMCO CLO SER 2015 A 2028-01-15 7.539190 27521.00 27158.02 Asset-Backed Securities CLEAR CHANNEL WW HLDGS INC SR -B NT 6.5%22 2022-11-15 6.500000 7771000.00 8052482.89 Corporate Debt Securities CONSOL ENERGY INC NEW SR GLBL 144A 25 549300YJCTPJBTK7IJ81 2025-11-15 11.000000 492030.00 555119.18 Corporate Debt Securities MATTEL INC SR NT 3.15%23 549300VELLG24KHTJ564 2023-03-15 3.150000 8760000.00 7747344.00 Corporate Debt Securities HORNBECK OFFSHORE SVCS INC NEW SR -B NT 5%21 2021-03-01 5.000000 8950000.00 6764708.32 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 19998634.00 19998634.00 0.0062 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 2.880000% VYVVCKR63DVZZN70PB21 0000827124 ARP0HC3H9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COML TR 2015-C27 A-S 20480218 3.8 5493001SKB2HKIF64L70 2048-02-18 3.836000 2273783.00 2256588.40 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2012-C10 C 20451215 FLT 2045-12-15 4.378760 9479574.00 9402326.05 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2013-C11 C 20450317 FLT 2045-03-17 4.213850 5880519.00 5836725.73 Private Label Collateralized Mortgage Obligations Y 2018-11-05 2018-11-05 2019-01-04 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0289 14999394.00 14999394.00 0.0046 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 ALBERTA PROV FR 2.05%081726 LQPXMHHNJKIPJYE53543 2026-08-17 2.050000 200000.00 183965.78 Corporate Debt Securities BANK AMER CORP VR 020518-020526 9DJT3UXIJIZJI4WXO774 2026-02-05 3.133130 19236431.00 19083456.51 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC SR NT 4.8%26 2138005O9XJIJN4JPN90 2026-04-05 4.800000 9995000.00 10310009.09 Corporate Debt Securities Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0202 28000000.00 28000000.00 0.0086 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 GNRA 2017-26 W 549300M8ZYFG0OCMTT87 2046-08-20 6.960870 2837815.00 2086799.32 Agency Collateralized Mortgage Obligation FNRM RC061BA R13F061 2043-01-25 3.000000 2660758.00 1272519.94 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-07-15 4.500000 136053.00 136734.06 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-05-15 4.500000 52709.00 53741.23 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-02-15 4.500000 2995577.00 3059845.29 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-10-15 4.500000 32240.00 33132.65 Agency Collateralized Mortgage Obligation FNMS 03.500 CLCA0245 2047-09-01 3.500000 84480.00 79431.03 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2806 2046-11-01 3.000000 1195081.00 1018302.69 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 2048-01-01 3.500000 3928010.00 3771492.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0233 2046-02-01 4.000000 18914.00 14661.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBH4022 2047-09-01 3.500000 8117290.00 7647238.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5752 2047-11-01 3.500000 33077.00 31662.59 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM6742 2024-09-01 3.070000 1286000.00 1215288.57 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9831 2047-06-01 4.000000 3225629.00 2978614.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI9825 2041-10-01 3.589000 429145.00 43563.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBK1367 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 80216.00 81362.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7114 B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 218017.00 231478.82 Agency Mortgage-Backed Securities FNMS 03.500 CRAU6940 B1V7KEBTPIMZEU4LTD58 2043-10-01 3.500000 1288981.00 876235.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5900 B1V7KEBTPIMZEU4LTD58 2047-01-01 4.000000 7129800.00 6442913.31 Agency Mortgage-Backed Securities FNMS 03.500 CTBE7539 B1V7KEBTPIMZEU4LTD58 2037-03-01 3.500000 5781970.00 4850323.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2185 B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 226665.00 213610.48 Agency Mortgage-Backed Securities GNII SF MA3035 M 549300M8ZYFG0OCMTT87 2045-08-20 4.000000 4508528.00 1985275.56 Agency Mortgage-Backed Securities Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0191 37000018.50 37000018.50 0.0114 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.930000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0HI832 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2017-4O FG 549300M8ZYFG0OCMTT87 2067-06-20 2.844320 34672794.00 35294165.63 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2045-09-15 3.500000 43596543.00 42985834.52 Agency Collateralized Mortgage Obligation Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0196 76000000.00 76000000.00 0.0234 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 MOUNTAIN VIEW CLO 2013-1R E-R 20301014 FLT 2030-10-14 10.037400 1160.00 1162.33 Asset-Backed Securities ENTERPRISE FLEET FNC 2018-1 A-1 20190320 2.1 RKWYUSIDZTWNAX1D9U96 2019-03-20 2.150000 4190150.00 2342212.54 Asset-Backed Securities NUMERICABLE GROUP SA SR SEC 144A NT26 5493001ZMCICV4N02J21 2026-05-01 7.375000 3000000.00 2964833.33 Corporate Debt Securities SOLERA LLC / SOLERA FIN INC SR GLBL 144A 24 2024-03-01 10.500000 218000.00 250593.18 Corporate Debt Securities TIDEWATER INC NEW SR SEC NT 8%22 2022-08-01 8.000000 223426.00 235155.86 Corporate Debt Securities ENVISION HEALTHCARE CORP SR 144A NT 22 2022-07-01 5.125000 3000000.00 3042812.50 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR 144A NT 7%21 549300I7UVBGWRYMYZ18 2021-02-15 7.000000 1386000.00 1444597.00 Corporate Debt Securities LGI HOMES INC SR GLBL 144A 26 549300W02B4WNV8CV109 2026-07-15 6.875000 2186844.00 2197284.66 Corporate Debt Securities VPII ESCROW CORP SR NT 144A 21 B3BS7ACMDUWISF18KY76 2021-07-15 7.500000 541000.00 553136.43 Corporate Debt Securities APX GROUP INC SR SEC GLBL NT22 549300OMQVKPRU98OE64 2022-12-01 7.875000 2825000.00 2862078.12 Corporate Debt Securities AMAG PHARMACEUTICALS INC SR 144A NT 23 549300HCK1560YVVY867 2023-09-01 7.875000 2300000.00 2513468.75 Corporate Debt Securities Y 2018-08-07 2018-08-07 2018-08-07 N N N 0.0208 16000000.00 16000000.00 0.0049 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 Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 28000.00 37530.22 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 11258900.00 10920082.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 10464800.00 10463597.76 U.S. Treasuries (including strips) Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0196 21000000.00 21000000.00 0.0065 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 BANK AMER CORP FR 4.25%102226 9DJT3UXIJIZJI4WXO774 2026-10-22 4.250000 1639000.00 1640585.73 Corporate Debt Securities BANK AMER CORP FR 2.503%102122 9DJT3UXIJIZJI4WXO774 2022-10-21 2.503000 69000.00 66542.41 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT26 549300KJYBG7C6WJYZ11 2026-06-30 5.875000 2256325.00 2464062.65 Corporate Debt Securities TRANSCANADA PIPELINES LTD SR GLBL NT 26 5BV01I6231JPDAPMGH09 2026-01-15 4.875000 1072000.00 1124267.15 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL A NT6%37 CQKUMNNZVDJLRYV2PT43 2037-05-15 6.000000 207000.00 250815.00 Corporate Debt Securities WESTLAKE CHEM CORP SR GLBL NT 47 GOXNEVUM0LL78B1OS344 2047-11-15 4.375000 42.00 39.25 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 5.75%22 784F5XWPLTWKTBV3E584 2022-01-24 5.750000 20000.00 21365.76 Corporate Debt Securities HUMANA INC SR GLBL NT 27 2027-03-15 3.950000 1060000.00 1058613.76 Corporate Debt Securities CITIGROUP INC SR GLBL NT 29 6SHGI4ZSSLCXXQSBB395 2029-04-23 4.075000 1492444.00 1477285.33 Corporate Debt Securities DARDEN RESTAURANTS INC SR GLBL NT 48 CY1NFSCCB5GUXC7WZC70 2048-02-15 4.550000 77762.00 74554.77 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 46 2046-07-15 8.350000 100000.00 123241.11 Corporate Debt Securities DISCOVER FINL SVCS FR 3.85%061528 Z1YLO2USPORE63VVUL20 2028-06-15 3.850000 17000.00 15829.37 Corporate Debt Securities JEFFERIES GROUP LLC / JEFFERIE FXD/FLT 10% 33 2033-04-28 10.000000 131000.00 104909.17 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 3.55%121532 3C7474T6CDKPR9K6YT90 2032-12-15 3.550000 10000.00 8784.16 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP VR 040413-041520 3C7474T6CDKPR9K6YT90 2020-04-15 3.139190 10000.00 10088.05 Corporate Debt Securities GENERAL MTRS FINL CO INC SR NT 4.25%23 5493008B6JBRUJ90QL97 2023-05-15 4.250000 60000.00 60920.53 Corporate Debt Securities GILEAD SCIENCES INC SR NT 4.8%44 549300WTZWR07K8MNV44 2044-04-01 4.800000 100000.00 107391.00 Corporate Debt Securities CITIGROUP INC SR NT FXD/FLT 28 6SHGI4ZSSLCXXQSBB395 2028-01-10 3.887000 1931000.00 1879031.80 Corporate Debt Securities FEDEX CORP SR GLBL NT3.3%27 549300E707U7WNPZN687 2027-03-15 3.300000 82000.00 79306.03 Corporate Debt Securities LIFE TECHNOLOGIES CORP SR NT 6%20 ZX5LQJBHZ3NFEMZ34U07 2020-03-01 6.000000 31000.00 33012.52 Corporate Debt Securities AT&T INC SR GLBL NT 6%40 549300Z40J86GGSTL398 2040-08-15 6.000000 3021000.00 3271068.31 Corporate Debt Securities BANK AMER CORP SR NT FIX/FLT 28 9DJT3UXIJIZJI4WXO774 2028-07-21 3.593000 6337000.00 6029072.85 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR GLBL DB3.9%46 2046-08-01 3.900000 2053000.00 2015306.92 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5.5%051537 784F5XWPLTWKTBV3E584 2037-05-15 5.500000 38000.00 40065.47 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28 784F5XWPLTWKTBV3E584 2028-06-05 3.691000 5544263.00 5296609.40 Corporate Debt Securities GENERAL MTRS FINL CO INC SR NT 3.1%19 2019-01-15 3.100000 50000.00 50158.89 Corporate Debt Securities GMACM MTG LN TR 2006-J1 A-1 20360425 5.7 2036-04-25 5.750000 5.00 0.09 Private Label Collateralized Mortgage Obligations WELLS FARGO MBS 2007-14 I-A-1 20371025 6.0 2037-10-25 6.000000 149999.00 9143.57 Private Label Collateralized Mortgage Obligations CSMC MTG TRUST 2007-4 2-A-3 20240625 6.0 2024-06-25 6.000000 2.00 0.25 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2007-A7 A-3 20370725 6.0 2037-07-25 6.000000 7.00 2.12 Private Label Collateralized Mortgage Obligations Y 2018-08-07 2018-08-07 2018-08-07 N N N 0.0204 26000000.00 26000000.00 0.0080 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 2023-02-28 2.625000 16288600.00 16320097.64 U.S. Treasuries (including strips) Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0197 16000000.00 16000000.00 0.0049 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 Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-10-02 1.250000 2000.00 1978.61 Agency Debentures and Agency Strips FNMS 04.500 CLAA9357 2039-08-01 4.500000 75107.00 7766.69 Agency Mortgage-Backed Securities GNII SF MA3736 M 2046-06-20 3.500000 26728139.00 19522156.13 Agency Mortgage-Backed Securities GNMI SP 782252 X 2038-01-15 5.500000 325871110.00 17294837.89 Agency Mortgage-Backed Securities GNMI SP 782707 X 2039-07-15 5.000000 523623313.00 46876807.65 Agency Mortgage-Backed Securities GNMI SP 782709 X 2039-07-15 5.000000 245643015.00 17590199.54 Agency Mortgage-Backed Securities GNMI SP 782251 X 549300M8ZYFG0OCMTT87 2038-01-15 6.000000 204087040.00 8511842.05 Agency Mortgage-Backed Securities GNII SF MA4264 M 549300M8ZYFG0OCMTT87 2047-02-20 4.500000 1000.00 632.38 Agency Mortgage-Backed Securities GNMI SP 782712 X 549300M8ZYFG0OCMTT87 2039-07-15 5.000000 62086503.00 6061155.83 Agency Mortgage-Backed Securities GNMI SP 782685 X 549300M8ZYFG0OCMTT87 2039-06-15 5.000000 5790050.00 461009.53 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 2889000.00 2852064.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 8025100.00 7719790.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 1727700.00 1745544.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 170500.00 166974.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 3191200.00 3801474.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 29999800.00 33764088.88 U.S. Treasuries (including strips) Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0196 162000000.00 162000000.00 0.0499 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 2043-02-15 4.500000 1008755.00 1030397.23 Agency Collateralized Mortgage Obligation GNII SF MA4384 M 2047-04-20 4.500000 5279402.00 3446802.49 Agency Mortgage-Backed Securities GNII SF BG1415 C 549300M8ZYFG0OCMTT87 2048-05-20 5.000000 630273.00 673077.14 Agency Mortgage-Backed Securities Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0196 5000000.00 5000000.00 0.0015 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.930000% L3I9ZG2KFGXZ61BMYR72 0001041839 ARP0HI8T5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.000 CLAB6681 2042-10-01 3.000000 1273.00 780.68 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3356 2048-05-01 3.500000 4866743.00 4774194.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2866 2042-11-01 3.500000 33577856.00 16769811.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7082 2046-04-01 3.500000 4131509.00 3280037.30 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0719 2047-11-01 4.500000 4869088.00 4612630.97 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1078 2048-01-01 3.500000 708441.00 684056.86 Agency Mortgage-Backed Securities 03.500 FGPC V83588 G 2047-12-01 3.500000 1647800.00 1607805.03 Agency Mortgage-Backed Securities 03.500 FGPC V83951 G 2048-02-01 3.500000 418357.00 407258.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1166 B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 590000.00 576968.74 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1713 B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 12279060.00 12309160.74 Agency Mortgage-Backed Securities 04.000 FGPC Q55448 G 2048-04-01 4.000000 16985281.00 16973273.34 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8408 2046-03-01 2.615000 1414.00 717.71 Agency Mortgage-Backed Securities Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0196 60187741.00 60187741.00 0.0185 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 2.920000% VYVVCKR63DVZZN70PB21 0000827124 ARP0HI8X6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COML TR 2017-RB1 A-5 20500317 3.6 2050-03-17 3.635000 5639702.00 5571064.32 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2014-C22 B 20570917 FLT 2057-09-17 4.371000 775000.00 766040.74 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2012-C10 C 20451215 FLT 2045-12-15 4.378760 7520426.00 7459142.92 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-NXS5 A-2 20590117 2.7 549300SGFUCMB43V8P22 2059-01-17 2.711000 3500000.00 3462045.61 Private Label Collateralized Mortgage Obligations COMM MTG TR 2016-CCRE28 A-3 20490212 3.4 2049-02-12 3.495000 1000000.00 990142.75 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE7 B 20460312 3.6 549300FVY7JUBJ0PIH53 2046-03-12 3.613000 4708398.00 4638123.20 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015-C27 A-3 20471217 3.4 2047-12-17 3.473000 6200000.00 6126558.25 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2018-CH2 A-12 20480625 FLT 2048-06-25 4.000000 161000.00 158964.32 Private Label Collateralized Mortgage Obligations Y 2018-11-05 2018-11-05 2019-01-28 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0296 25000000.00 25000000.00 0.0077 N N N Y 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 FMAR 745023 G 2020-03-01 3.710000 1591.00 0.12 Agency Mortgage-Backed Securities GNII SF MA4125 M 2046-12-20 2.500000 23773373.00 19886690.18 Agency Mortgage-Backed Securities GNII SF MA4899 M 2047-12-20 3.000000 50084096.00 47701494.87 Agency Mortgage-Backed Securities GNII SF 005207 M 2039-09-20 6.000000 125086.00 15438.94 Agency Mortgage-Backed Securities Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0196 65000000.00 65000000.00 0.0200 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 MUNICIPALITY FINANCE PLC HELSI FR 2.75%060821 529900HEKOENJHPNN480 2021-06-08 2.750000 5920495.00 5894502.38 Corporate Debt Securities SUNTRUST BK ATL SR MD TM BK NT FR 3.689%080224 IYDOJBGJWY9T8XKCSX06 2024-08-02 3.689000 1405254.00 1404020.69 Corporate Debt Securities U S BANCORP MTNS BK ENT FR 2.625%012422 N1GZ7BBF3NP8GI976H15 2022-01-24 2.625000 6110000.00 5968372.75 Corporate Debt Securities TENCENT HLDGS LTD FR 3.925%011938 254900N4SLUMW4XUYY11 2038-01-19 3.925000 4244797.00 3901725.43 Corporate Debt Securities BANK NEW YORK MTN BK ENT SR NT 3.55%21 WFLLPEPC7FZXENRZV188 2021-09-23 3.550000 5710000.00 5832663.48 Corporate Debt Securities Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0204 20000000.00 20000000.00 0.0062 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 ATD0QVEK7 Non-Negotiable Time Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 16000000.00 16000000.00 0.0049 N Y Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.920000% 0000926171 ATD0QVEQ4 Non-Negotiable Time Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 23000000.00 23000000.00 0.0071 N Y Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 1.900000% 0001498632 ATD0QVEW1 Non-Negotiable Time Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 33000000.00 33000000.00 0.0102 N Y Y N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.920000% NHBDILHZTYCNBV5UYZ31 0001448613 ATD0QVFG5 Non-Negotiable Time Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0192 41000000.00 41000000.00 0.0126 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.950000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0QW2W2 Non-Negotiable Time Deposit Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0195 57000000.00 57000000.00 0.0175 N N Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 1.900000% 0001498632 ATD0QW3D3 Non-Negotiable Time Deposit Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0190 24000000.00 24000000.00 0.0074 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.930000% 0001245022 ATD0QWQR7 Non-Negotiable Time Deposit Y 2018-08-03 2018-08-03 2018-08-03 N N N 0.0193 24000000.00 24000000.00 0.0074 N N Y N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.950000% 3TK20IVIUJ8J3ZU0QE75 0000319432 ATD0QXE72 Non-Negotiable Time Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0195 13000000.00 13000000.00 0.0040 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.930000% 0001245022 ATD0QXEU1 Non-Negotiable Time Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0193 18000000.00 18000000.00 0.0055 N N 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 ATD0QY3B3 Non-Negotiable Time Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 22000000.00 22000000.00 0.0068 N Y Y N NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.880000% 6PTKHDJ8HDUF78PFWH30 0000073124 ATD0QY3G2 Non-Negotiable Time Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0188 22000000.00 22000000.00 0.0068 N Y Y N FIFTH THIRD BANK (GRAND CAYMAN BRANCH) FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 1.900000% 0000035528 ATD0QY3Z0 Non-Negotiable Time Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0190 24000000.00 24000000.00 0.0074 N Y Y N The Charles Schwab Family of Funds 2018-08-07 Mark Fischer Mark Fischer Chief Financial Officer