0001145549-18-007927.txt : 20181107
0001145549-18-007927.hdr.sgml : 20181107
20181107155129
ACCESSION NUMBER: 0001145549-18-007927
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20181031
FILED AS OF DATE: 20181107
DATE AS OF CHANGE: 20181107
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: 181166117
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
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-10-31
0000857156
549300I77JNLD629OV19
S000004509
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
38
55
39471552.86
34528883.61
32327504.03
39011396.29
73632927.00
74944630.54
76601746.12
78654761.36
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0.2148
0.1866
0.1739
0.2079
0.4007
0.4049
0.4121
0.4192
0.0000
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188258995.40
188273242.64
203094.45
284654.59
188191682.97
188198270.6960
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0.9999
0.9999
0.9999
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C000012386
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188191682.97
188198270.6960
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0.9999
0.9999
0.9999
0.0000
677069.50
2306840.71
2593336.16
1349710.24
2276677.17
1295660.56
1954136.34
297349.27
0.00
0.00
8881923.59
5804264.08
0.0204
Y
Investment Advisor and its affiliates Contractual 39,542
BANK OF AMERICA NA
BANK OF AMERICA NA 2.539500%
06053PM46
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-11-14
2018-11-14
2018-11-14
N
N
N
0.0224
900101.70
900101.70
0.0048
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.487100%
06053PU62
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-11-01
2019-05-01
2019-05-01
N
N
N
0.0250
3500086.07
3500086.07
0.0186
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.433400%
06417GV39
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2018-12-21
2019-03-21
2019-03-21
N
N
N
0.0257
300073.03
300073.03
0.0016
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.478100%
06417GW87
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-01-03
2019-04-03
2019-04-03
N
N
N
0.0263
500007.82
500007.82
0.0027
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.300000%
06742THW9
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2018-11-09
2018-11-09
2018-11-09
N
N
N
0.0219
1000024.08
1000024.08
0.0053
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MM45
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2018-12-04
2018-12-04
2018-12-04
N
Y
Societe Generale SA
1.0000
N
0.0237
498880.84
498880.84
0.0027
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MN93
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-01-09
2019-01-09
2019-01-09
N
Y
Societe Generale SA
1.0000
N
0.0251
696580.89
696580.89
0.0037
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.330000%
0727MAWK3
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0225
1000002.14
1000002.14
0.0053
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MN75
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-01-07
2019-01-07
2019-01-07
N
Y
Societe Generale SA
1.0000
N
0.0247
995326.89
995326.89
0.0053
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MNN0
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-01-22
2019-01-22
2019-01-22
N
Y
Societe Generale SA
1.0000
N
0.0258
596425.46
596425.46
0.0032
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.200000%
10513EEL8
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0221
1999999.62
1999999.62
0.0106
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3M74
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2018-12-07
2018-12-07
2018-12-07
N
Y
Citibank NA
1.0000
N
0.0232
299283.74
299283.74
0.0016
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3N24
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
Y
Citibank NA
1.0000
N
0.0241
1493663.25
1493663.25
0.0079
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619ULW9
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-11-30
2018-11-30
2018-11-30
N
Y
Citibank NA
1.0000
N
0.0231
1397310.84
1397310.84
0.0074
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UP88
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-02-08
2019-02-08
2019-02-08
N
Y
Citibank NA
1.0000
N
0.0261
446743.75
446743.75
0.0024
N
N
N
N
California Enterprise Development Finance Auth
TAXABLE RB (SCONZA CANDY) SERIES 2008A 2.300000%
13067RAG8
549300544P6FSHU1HB46
US13067RAG83
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2033-07-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0230
255000.00
255000.00
0.0014
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.750000%
13606BH41
2IGI19DL77OX0HC3ZE78
0000800030
Certificate of Deposit
Y
2019-04-22
2019-04-22
2019-04-22
N
N
N
0.0273
1800146.20
1800146.20
0.0096
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KL62
Asset Backed Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
Y
Lloyds Bank Plc
1.0000
N
0.0225
999624.50
999624.50
0.0053
N
N
Y
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UL25
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
Y
CARGILL INC
1.0000
N
0.0220
999877.78
999877.78
0.0053
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 2.280000%
17305TZN5
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2018-12-14
2018-12-14
2018-12-14
N
N
N
0.0235
999911.05
999911.05
0.0053
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
0.0224
499844.59
499844.59
0.0027
N
N
Y
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
0.0240
995740.44
995740.44
0.0053
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
0.0254
298098.75
298098.75
0.0016
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
994078.33
994078.33
0.0053
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.429600%
19423EFT0
Asset Backed Commercial Paper
Y
2018-11-20
2019-02-20
2019-02-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0239
1500273.00
1500273.00
0.0080
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.230000%
20271ENZ8
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
2000000.08
2000000.08
0.0106
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.406700%
21684B6W9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2018-11-06
2019-03-06
2019-03-06
N
N
N
0.0241
800062.40
800062.40
0.0043
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.290000%
21685V5U9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2018-12-17
2018-12-17
2018-12-17
N
N
N
0.0227
1000007.45
1000007.45
0.0053
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.630000%
22549LLN3
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0267
1799654.17
1799654.17
0.0096
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.360000%
22845AEQ9
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2018-12-14
2018-12-14
2018-12-14
N
Y
Credit Suisse AG
1.0000
N
0.0234
1000017.66
1000017.66
0.0053
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1N74
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-01-07
2019-01-07
2019-01-07
N
Y
Credit Suisse AG
1.0000
N
0.0246
995351.44
995351.44
0.0053
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1P49
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
Credit Suisse AG
1.0000
N
0.0263
238320.00
238320.00
0.0013
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EN74
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0244
995398.67
995398.67
0.0053
N
N
N
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428GL50
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2018-11-05
2018-11-05
2018-11-05
N
N
N
0.0221
999693.06
999693.06
0.0053
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MNA8
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-01-10
2019-01-10
2019-01-10
N
Y
MUFG BANK LTD
1.0000
N
0.0243
497601.78
497601.78
0.0026
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RNR9
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-01-25
2019-01-25
2019-01-25
N
N
N
0.0249
1292267.17
1292267.17
0.0069
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.410600%
40435RAU5
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-11-02
2019-04-02
2019-04-02
N
N
N
0.0250
1299782.84
1299782.84
0.0069
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.210000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0221
1895000.00
1895000.00
0.0101
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1NX0
Financial Company Commercial Paper
Y
2019-01-31
2019-01-31
2019-01-31
N
Y
ING Bank NV
1.0000
N
0.0257
3477030.66
3477030.66
0.0185
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.403300%
46640CFK3
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-11-08
2018-11-08
2018-11-08
N
N
N
0.0243
500014.68
500014.68
0.0027
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
0.0254
993234.67
993234.67
0.0053
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MKH1
Asset Backed Commercial Paper
Y
2018-11-19
2018-11-19
2018-11-19
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0228
2496987.70
2496987.70
0.0133
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MLA5
Asset Backed Commercial Paper
Y
2019-02-14
2019-02-14
2019-02-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0255
1191231.26
1191231.26
0.0063
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1LE1
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2018-11-14
2018-11-14
2018-11-14
N
N
N
0.0227
1498675.25
1498675.25
0.0080
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MLD0
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2018-11-13
2018-11-13
2018-11-13
N
Y
Natixis SA
1.0000
N
0.0230
1498754.16
1498754.16
0.0080
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943SM46
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2018-12-04
2018-12-04
2018-12-04
N
N
N
0.0231
997817.39
997817.39
0.0053
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RP44
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-02-04
2019-02-04
2019-02-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0262
2283961.34
2283961.34
0.0121
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.350000%
55379WEW2
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2018-11-02
2018-11-02
2018-11-02
N
N
N
0.0221
1500009.62
1500009.62
0.0080
N
N
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.460000%
55379WLR5
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0268
2997552.39
2997552.39
0.0159
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.830000%
55379WQL3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0282
100005.93
100005.93
0.0005
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MN73
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2019-01-07
2019-01-07
2019-01-07
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0243
2488525.00
2488525.00
0.0132
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157ULT5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-11-27
2018-11-27
2018-11-27
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0228
2495726.88
2495726.88
0.0133
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157ULV0
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2018-11-29
2018-11-29
2018-11-29
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0228
798528.74
798528.74
0.0042
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UNN6
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-01-22
2019-01-22
2019-01-22
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0252
994194.61
994194.61
0.0053
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.460000%
60683BKK8
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0263
1699132.44
1699132.44
0.0090
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60683CNV9
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2019-01-29
2019-01-29
2019-01-29
N
N
N
0.0260
993512.50
993512.50
0.0053
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
0.0219
2500053.75
2500053.75
0.0133
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.300000%
60700AS47
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-12-06
2018-12-06
2018-12-06
N
N
N
0.0223
350020.56
350020.56
0.0019
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.290000%
60700AS70
RB0PEZSDGCO3JS6CEU02
Certificate of Deposit
Y
2018-12-05
2018-12-05
2018-12-05
N
N
N
0.0223
700036.72
700036.72
0.0037
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1MH1
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-12-17
2018-12-17
2018-12-17
N
N
N
0.0236
996917.58
996917.58
0.0053
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1N72
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0247
796267.55
796267.55
0.0042
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.230000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2018-11-07
2018-11-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0223
1000000.00
1000000.00
0.0053
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SL14
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2018-11-01
2018-11-01
2018-11-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0223
999938.19
999938.19
0.0053
N
Y
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.399500%
65590AD45
529900ODI3047E2LIV03
Certificate of Deposit
Y
2018-11-15
2019-02-15
2019-02-15
N
N
N
0.0239
1500163.50
1500163.50
0.0080
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UL27
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-11-02
2018-11-02
2018-11-02
N
Y
Royal Bank of Canada
1.0000
N
0.0224
299962.63
299962.63
0.0016
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UPL1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
Y
Royal Bank of Canada
1.0000
N
0.0259
1289528.93
1289528.93
0.0069
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.437100%
67984RGM5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-11-19
2019-03-18
2019-03-18
N
Y
Royal Bank of Canada
1.0000
N
0.0243
900085.50
900085.50
0.0048
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.430600%
69033MBF3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2018-11-06
2019-03-06
2019-03-06
N
N
N
0.0244
1000064.00
1000064.00
0.0053
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.400000%
69033MCB1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0238
1300039.07
1300039.07
0.0069
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML16
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
999938.81
999938.81
0.0053
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838ML65
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0222
999629.83
999629.83
0.0053
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KMH1
Asset Backed Commercial Paper
Y
2018-12-17
2018-12-17
2018-12-17
N
Y
BNP Paribas SA
1.0000
N
0.0236
1525281.91
1525281.91
0.0081
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KNF4
Asset Backed Commercial Paper
Y
2019-01-15
2019-01-15
2019-01-15
N
Y
BNP Paribas SA
1.0000
N
0.0250
298414.77
298414.77
0.0016
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.472300%
78012UDT9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-11-20
2019-05-20
2019-05-20
N
N
N
0.0265
1500443.31
1500443.31
0.0080
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.414100%
78012UEH4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2018-12-17
2019-03-15
2019-03-15
N
N
N
0.0260
1000123.15
1000123.15
0.0053
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.450000%
78012UGH2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-02-27
2019-02-27
2019-02-27
N
N
N
0.0257
1799213.09
1799213.09
0.0096
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QNX4
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-01-31
2019-01-31
2019-01-31
N
N
N
0.0247
1490527.83
1490527.83
0.0079
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MML1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-12-20
2018-12-20
2018-12-20
N
Y
Barclays Bank Plc
1.0000
N
0.0234
996752.78
996752.78
0.0053
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MP61
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
Barclays Bank Plc
1.0000
N
0.0265
99278.61
99278.61
0.0005
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.260000%
83050F2C4
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2018-12-21
2018-12-21
2018-12-21
N
N
N
0.0225
799998.14
799998.14
0.0043
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MMA8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2018-12-10
2018-12-10
2018-12-10
N
Y
BNP Paribas SA
1.0000
N
0.0233
498706.67
498706.67
0.0026
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.432700%
86564FKG7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2018-11-16
2019-01-16
2019-01-16
N
N
N
0.0245
1500013.22
1500013.22
0.0080
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.600000%
86564FLV3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0264
99989.64
99989.64
0.0005
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.650000%
86564FME0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-13
2019-02-13
2019-02-13
N
N
N
0.0269
100147.80
100147.80
0.0005
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.341400%
86565BEV9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0243
250023.81
250023.81
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.470400%
86565BHT1
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-01-11
2019-01-11
2019-01-11
N
N
N
0.0257
1499944.79
1499944.79
0.0080
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.552000%
86565BPL9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2018-11-23
2019-04-23
2019-04-23
N
N
N
0.0256
250017.43
250017.43
0.0013
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.629800%
86958JC80
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2018-11-16
2018-11-16
2018-11-16
N
N
N
0.0225
1500252.00
1500252.00
0.0080
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.200000%
87019VSX6
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0219
2000000.78
2000000.78
0.0106
N
Y
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.422000%
89114MBT3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-11-19
2019-02-19
2019-02-19
N
N
N
0.0239
2000314.00
2000314.00
0.0106
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.419600%
89114MBZ9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-11-20
2019-02-20
2019-02-20
N
N
N
0.0239
1000151.00
1000151.00
0.0053
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.421900%
89114MCJ4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2018-11-23
2019-02-25
2019-02-25
N
N
N
0.0240
1000135.00
1000135.00
0.0053
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.410000%
89114MFB8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-01-22
2019-01-22
2019-01-22
N
N
N
0.0240
1000000.56
1000000.56
0.0053
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QL65
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
Y
Total SA
1.0000
N
0.0221
1999264.00
1999264.00
0.0106
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.430000%
89233AK81
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-11-01
2019-01-17
2019-01-17
N
N
N
0.0242
500013.93
500013.93
0.0027
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.391900%
89237BAT0
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2018-11-21
2019-02-15
2019-02-15
N
N
N
0.0258
1000153.52
1000153.52
0.0053
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.462600%
89237BAU7
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2018-12-27
2019-03-22
2019-03-22
N
N
N
0.0259
600124.40
600124.40
0.0032
N
N
N
N
US BANK NATIONAL ASSOCIATION
US BANK NATIONAL ASSOCIATION 2.810000%
90333VZW3
6BYL5QZYBDK8S7L73M02
Certificate of Deposit
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0285
2999503.05
2999503.05
0.0159
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XRC9
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-04-12
2019-04-12
2019-04-12
N
N
N
0.0275
1975115.34
1975115.34
0.0105
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QLS6
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0229
399339.02
399339.02
0.0021
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512ML64
Asset Backed Commercial Paper
Y
2018-11-06
2018-11-06
2018-11-06
N
Y
Natixis SA
1.0000
N
0.0226
1099584.94
1099584.94
0.0058
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MN47
Asset Backed Commercial Paper
Y
2019-01-04
2019-01-04
2019-01-04
N
Y
Natixis SA
1.0000
N
0.0250
248873.79
248873.79
0.0013
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MP60
Asset Backed Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
Y
Natixis SA
1.0000
N
0.0261
173756.15
173756.15
0.0009
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LMA5
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-12-10
2018-12-10
2018-12-10
N
Y
MUFG BANK LTD
1.0000
N
0.0233
1122090.00
1122090.00
0.0060
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LN30
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-01-03
2019-01-03
2019-01-03
N
Y
MUFG BANK LTD
1.0000
N
0.0240
1991459.56
1991459.56
0.0106
N
N
N
N
WALMART INC
WALMART INC 0.000000%
93114FLS1
Y87794H0US1R65VBXU25
Non-Financial Company Commercial Paper
Y
2018-11-26
2018-11-26
2018-11-26
N
N
N
0.0228
3993422.00
3993422.00
0.0212
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.594900%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-11-29
2019-06-03
2019-06-03
N
N
N
0.0260
3000087.48
3000087.48
0.0159
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.509800%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-11-16
2019-07-16
2019-07-16
N
N
N
0.0260
999545.42
999545.42
0.0053
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 2.440000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0HRYS8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
5.631380
3255.00
3333.56
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-1B 20281025 FLT
2028-10-25
4.129630
17.00
17.02
Asset-Backed Securities
PETROBRAS GLBL FIN B V SR GLBL NT 25
549300FNENFFSMO3GT38
2025-01-27
5.299000
344546.00
332947.30
Corporate Debt Securities
BPCE GBL NT PERP NT REGS
9695005MSX1OYEMGDF46
2049-01-01
12.500000
196000.00
211829.72
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 3.5%110722
254900EX2KZ57WQ1PL07
2022-11-07
3.500000
150000.00
145937.50
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.631380
237.00
238.32
Private Label Collateralized Mortgage Obligations
Y
2018-12-05
2018-12-05
2018-12-06
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0237
600039.60
600039.60
0.0032
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.810000%
ZBUT11V806EZRVTWT807
0001168163
ARP0HXMK5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CITIGROUP COML MTG TR 2018-TBR E 20361215 FLT
2036-12-15
5.079500
2295550.00
2306464.32
Private Label Collateralized Mortgage Obligations
Y
2019-01-29
2019-01-29
2019-03-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0300
1998474.98
1998474.98
0.0106
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.000000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0I2UV9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DRIVE AUTO RECV TR 2017-B E 20240715 5.3
2024-07-15
5.300000
12928.00
13165.26
Asset-Backed Securities
FOURSIGHT CAP AUTO RECV 2017-1 D 20240815 5.2
2024-08-15
5.280000
2279250.00
2321335.59
Asset-Backed Securities
Y
2019-02-04
2019-02-04
2019-04-08
Y
WELLS FARGO SECURITIES LLC
1.0000
96
N
N
N
0.0309
1999207.94
1999207.94
0.0106
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.610000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0I6M98
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RIVERVIEW HECM TR 2007-2 A-2 20470725 FLT
5493005DHXHWSIL5PQ32
2047-07-25
2.381380
499052.00
446716.79
Asset-Backed Securities
TOLL RD INVS PARTNERSHIP II LP SR99B ZRO 144A30
2030-02-15
0.00
4823000.00
2428284.04
Corporate Debt Securities
Y
2018-12-05
2018-12-05
2019-01-22
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0274
2499243.18
2499243.18
0.0133
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.300000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0I82V7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.277000
50000.00
49076.93
Asset-Backed Securities
CITIBANK CCIT 2017-A4 A 20220407 FLT
R8AG6FXVDQAMDKCSJJ64
2022-04-07
2.496690
274000.00
274795.55
Asset-Backed Securities
SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1
549300DU4YUH6HNZIN98
2022-01-18
4.120000
6169.00
6205.80
Asset-Backed Securities
RR3 LTD 2014-R2 B-R2 20300115 FLT
549300YH0VOGWM5JZF65
2030-01-15
4.236310
4129.00
4099.61
Asset-Backed Securities
NORTHWOODS CAP XVII LTD
549300VSNJNLNM3KF997
2031-04-22
3.529000
12969.00
12883.17
Asset-Backed Securities
FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS
2048-10-30
5.184000
203647.00
204570.13
Asset-Backed Securities
WELLS FARGO CO MTN BE FR 4.1%060326
PBLD0EJDB5FWOLXP3B76
2026-06-03
4.100000
2000.00
1985.11
Corporate Debt Securities
SMBC AVIATION CAP FIN SR GLBL 144A 22
549300OD7VKRVNWB2J98
2022-07-15
3.000000
168.00
163.01
Corporate Debt Securities
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
5.081380
47215.00
49013.64
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C07 2B-1 20300528 FLT
2030-05-28
6.731380
60793.00
63408.61
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA1 M-2 20300925 FLT
2030-09-25
4.581380
1144531.00
1144263.53
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-DNA2 B-1 20301226 FLT
2030-12-26
5.981380
195939.00
197753.74
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
4.481380
18655.00
18708.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1B-1 20301025 FLT
2030-10-25
6.031380
221731.00
223088.81
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2B-1 20300225 FLT
2030-02-25
6.731380
44788.00
48281.42
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C06 2B-1 20310325 FLT
2031-03-25
6.376690
2549.00
2526.75
Private Label Collateralized Mortgage Obligations
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0230
2000000.00
2000000.00
0.0106
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.200000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0I83K0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2042-07-15
4.500000
50740.00
49127.55
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-05-15
4.500000
11123.00
10882.26
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2043-02-15
4.500000
1000.00
983.14
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2044-10-15
4.500000
1000.00
993.64
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-06-15
4.000000
6308.00
6362.83
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2038-01-15
2.453000
7489.00
3926.56
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-05-15
3.000000
1382.00
1210.69
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1988.00
1995.26
Agency Mortgage-Backed Securities
FMAR 2B7018 G
2048-07-01
3.690000
15535.00
14656.50
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
11241.00
10019.15
Agency Mortgage-Backed Securities
04.500 FGPC G61057 G
2047-07-01
4.500000
7184.00
6502.24
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
9990.00
9277.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2037
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
5878.00
5842.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
1714.00
1669.22
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAI9825
B1V7KEBTPIMZEU4LTD58
2041-10-01
3.970000
23243.00
2030.76
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3276
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
2061996.00
1927799.87
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.579000
1000.00
1009.07
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
7296.00
6593.21
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0221
1999999.38
1999999.38
0.0106
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.300000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0I9X17
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE LTD 2017-1 M-2 20271025 FLT
2027-10-25
5.631380
309.00
316.46
Asset-Backed Securities
BELLEMEADE RE LTD 2018-3 M-1B 20281025 FLT
2028-10-25
4.129630
94.00
94.10
Asset-Backed Securities
RENAISSANCE HEQ 2006-3 AF-4 20361125 FLT
2036-11-25
5.812000
1685612.00
875024.48
Asset-Backed Securities
BPCE GBL NT PERP NT REGS
9695005MSX1OYEMGDF46
2049-01-01
12.500000
111000.00
119964.79
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 25
549300FNENFFSMO3GT38
2025-01-27
5.299000
1183.00
1143.18
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 3.5%110722
254900EX2KZ57WQ1PL07
2022-11-07
3.500000
150000.00
145937.50
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
9000.00
7941.13
Corporate Debt Securities
FNMA CONN AVE SECS 2018-C05 1M-2 20310127 FLT
2031-01-27
4.631380
93.00
93.52
Private Label Collateralized Mortgage Obligations
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0247
999971.45
999971.45
0.0053
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.290000%
549300LCO2FLSSVFFR64
0000050916
ARP0I9Y24
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CONSTELLATION BRANDS INC SR GLBL FL NT 21
5493005GKEG8QCVY7037
2021-11-15
3.265170
213051.00
213012.95
Corporate Debt Securities
FERGUSON FIN PLC SR GLBL 144A 28
2138003A7ZEU931DZL61
2028-10-24
4.500000
212841.00
210683.86
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 19
UDSQCVRUX5BONN0VY111
2019-05-03
2.021000
200000.00
200664.54
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR NT 3.375%23
VGRQXHF3J8VDLUA7XE92
2023-08-01
3.375000
399000.00
396573.08
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN FR 3.65%081529
4NYF266XZC35SCTGX023
2029-08-15
3.650000
30216.00
29533.79
Corporate Debt Securities
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0233
999993.20
999993.20
0.0053
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.340000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0I9YG3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMERICAN INTL GROUP INC 4.2%28
ODVCVCQG2BP6VHV36M30
2028-04-01
4.200000
1081000.00
1051175.21
Corporate Debt Securities
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0235
999998.76
999998.76
0.0053
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.210000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IAH61
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
2023-08-31
1.375000
1094000.00
1019613.46
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2018-11-08
0.00
500.00
499.74
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
1000000.00
1000000.00
0.0053
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.190000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IAH79
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2047-11-15
2.750000
100.00
89.98
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
2283100.00
2040102.99
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
2000000.00
2000000.00
0.0106
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.210000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0IAH87
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX HYAN4046
B1V7KEBTPIMZEU4LTD58
2026-12-01
2.960000
1073072.00
1030000.68
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
1000000.00
1000000.00
0.0053
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.210000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IAHC8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLMA3494
B1V7KEBTPIMZEU4LTD58
2048-10-01
3.500000
1058088.00
1030443.35
Agency Mortgage-Backed Securities
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0224
1000000.00
1000000.00
0.0053
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.190000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IAHE4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2023-09-30
2.875000
100.00
99.94
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-08-15
2.375000
2041900.00
1985297.37
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-04-15
0.125000
54600.00
54797.61
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
2000000.00
2000000.00
0.0106
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.210000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IAHU8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
2549001DPIFGXC1TOL40
2046-05-15
3.000000
1177.00
1031.10
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-07-15
4.500000
1037034.00
1004078.39
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2042-05-15
4.500000
1000.00
978.36
Agency Collateralized Mortgage Obligation
Freddie Mac
2549001DPIFGXC1TOL40
2046-07-15
4.000000
1017597.00
1027101.20
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLBJ3775
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
450290.00
417327.92
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK5330
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
609024.00
622057.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1705.00
1711.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA1078
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
10599.00
9843.16
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA2037
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
6098.00
6060.72
Agency Mortgage-Backed Securities
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
3000000.00
3000000.00
0.0159
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.210000%
549300QJJX6CVVUXLE15
0000050916
ARP0IAHX2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1035.00
808.65
Agency Mortgage-Backed Securities
GNMI SP 783056 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
1000.00
96.55
Agency Mortgage-Backed Securities
GNII SF MA2679 M
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
1000.00
424.98
Agency Mortgage-Backed Securities
GNII SF MA4452 M
549300M8ZYFG0OCMTT87
2047-04-20
4.000000
1000.00
747.57
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
2816364.00
1938949.10
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2025-09-30
3.000000
3000.00
3002.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-29
2.125000
34400.00
33106.93
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.500000
200.00
197.18
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-31
1.250000
2000.00
1995.76
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-06-30
2.750000
700.00
694.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2040-11-15
4.250000
1800.00
2098.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
36000.00
33970.10
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-02-15
2.750000
4600.00
4578.86
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-11-15
2.250000
39600.00
38366.57
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
2000000.00
2000000.00
0.0106
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.190000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0IAJD4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-11-15
2.000000
13623000.00
12681702.23
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0222
12432281.00
12432281.00
0.0661
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.210000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IAJF9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC V83886 G
2048-01-01
3.500000
5610100.00
5266079.94
Agency Mortgage-Backed Securities
FMAR 840820 G
2047-05-01
3.092000
1136261.00
1044579.39
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
13000.00
13413.92
Agency Mortgage-Backed Securities
04.000 FGPC G08842 G
2048-10-01
4.000000
970208.00
972302.10
Agency Mortgage-Backed Securities
04.000 FGPC Q57923 G
2048-08-01
4.000000
1010478.00
1005513.79
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7343
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
28940.00
22497.22
Agency Mortgage-Backed Securities
FNMS 03.500 CICA2283
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
14464.00
13845.02
Agency Mortgage-Backed Securities
GNII SF MA4262 M
549300M8ZYFG0OCMTT87
2047-02-20
3.500000
3000.00
2388.32
Agency Mortgage-Backed Securities
GNII SF MA5398 M
549300M8ZYFG0OCMTT87
2048-08-20
4.000000
1024.00
1031.46
Agency Mortgage-Backed Securities
GNII SP 784588 M
549300M8ZYFG0OCMTT87
2046-12-20
5.500000
972586.00
1018429.59
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2018-11-23
0.00
500.00
499.29
U.S. Treasuries (including strips)
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0224
9000000.00
9000000.00
0.0478
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.200000%
0000926171
ATD0S0EA5
Non-Negotiable Time Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
1000000.00
1000000.00
0.0053
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.200000%
0001245022
ATD0S0EE7
Non-Negotiable Time Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
1000000.00
1000000.00
0.0053
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.200000%
0001245022
ATD0S2OU6
Non-Negotiable Time Deposit
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0220
1000000.00
1000000.00
0.0053
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 2.190000%
0001498632
ATD0S2OW2
Non-Negotiable Time Deposit
Y
2018-11-06
2018-11-06
2018-11-06
N
N
N
0.0219
2999965.20
2999965.20
0.0159
N
N
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 2.200000%
0000035528
ATD0S2OY8
Non-Negotiable Time Deposit
Y
2018-11-01
2018-11-01
2018-11-01
N
N
N
0.0220
1000000.00
1000000.00
0.0053
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.230000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0S2PB7
Non-Negotiable Time Deposit
Y
2018-11-07
2018-11-07
2018-11-07
N
N
N
0.0223
4999954.50
4999954.50
0.0266
N
N
Y
N
The Charles Schwab Family of Funds
2018-11-07
Mark Fischer
Mark Fischer
Chief Financial Officer