0001145549-19-000652.txt : 20190108
0001145549-19-000652.hdr.sgml : 20190108
20190108160239
ACCESSION NUMBER: 0001145549-19-000652
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190108
DATE AS OF CHANGE: 20190108
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: 19515992
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
2018-12-31
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
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54215103.39
60424541.98
78303394.90
78478127.70
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88585351.81
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0.4496
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185292215.04
251276.62
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1702421.52
4323716.64
1019854.82
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0.00
14637605.12
22080733.51
0.0228
Y
Investment Advisor and its affiliates Contractual 36,290
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XQ43
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Credit Suisse AG
1.0000
N
0.0271
995250.50
995250.50
0.0054
N
N
N
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XQ50
Asset Backed Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
Credit Suisse AG
1.0000
N
0.0272
995164.44
995164.44
0.0054
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UQ47
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0273
99522.95
99522.95
0.0005
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.549300%
06053PU62
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-01-02
2019-05-01
2019-05-01
N
N
N
0.0270
3500057.23
3500057.23
0.0189
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.869600%
06417GV39
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-03-21
2019-03-21
2019-03-21
N
N
N
0.0291
299982.12
299982.12
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
0.0291
499968.98
499968.98
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
0.0241
699578.78
699578.78
0.0038
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.750000%
0727MAWX5
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-01-23
2019-01-23
2019-01-23
N
N
N
0.0262
1800138.46
1800138.46
0.0097
N
N
N
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
0.0253
999509.03
999509.03
0.0054
N
N
Y
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
0.0256
599062.43
599062.43
0.0032
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.420000%
10513EGH5
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0242
999999.83
999999.83
0.0054
N
Y
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.420000%
10513EGM4
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0243
999998.82
999998.82
0.0054
N
N
Y
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
0.0233
1499805.92
1499805.92
0.0081
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3QC9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
Citibank NA
1.0000
N
0.0274
397838.44
397838.44
0.0022
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
0.0259
448738.35
448738.35
0.0024
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UR11
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-04-01
2019-04-01
2019-04-01
N
Y
Citibank NA
1.0000
N
0.0286
1489171.01
1489171.01
0.0081
N
N
N
N
California Enterprise Development Finance Auth
TAXABLE RB (SCONZA CANDY) SERIES 2008A 2.550000%
13067RAG8
549300544P6FSHU1HB46
US13067RAG83
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2033-07-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0255
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
0.0268
1800298.01
1800298.01
0.0097
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UQ17
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-03-01
2019-03-01
2019-03-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0267
2986674.99
2986674.99
0.0162
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WPF8
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-15
2019-02-15
2019-02-15
N
Y
Citibank NA
1.0000
N
0.0263
1793941.79
1793941.79
0.0097
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
0.0246
999795.00
999795.00
0.0054
N
N
Y
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
0.0255
299383.27
299383.27
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
0.0254
998310.00
998310.00
0.0054
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.620100%
19423EFT0
Asset Backed Commercial Paper
Y
2019-01-22
2019-02-20
2019-02-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0268
1499902.50
1499902.50
0.0081
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.509500%
21684B6W9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-01-07
2019-03-06
2019-03-06
N
N
N
0.0258
800052.80
800052.80
0.0043
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
0.0284
1798920.90
1798920.90
0.0097
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
0.0253
999509.03
999509.03
0.0054
N
N
Y
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
0.0264
239384.00
239384.00
0.0013
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K1PK3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
Y
Credit Suisse AG
1.0000
N
0.0267
1095928.47
1095928.47
0.0059
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
999526.53
999526.53
0.0054
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 2.650000%
23328AD68
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0265
799987.85
799987.85
0.0043
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K1N71
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0233
499773.96
499773.96
0.0027
N
N
Y
N
EDWARD-ELMHURST HEALTHCARE
TAXABLE BONDS SERIES 2018 2.450000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0245
1000000.00
1000000.00
0.0054
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
0.0249
499654.72
499654.72
0.0027
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
0.0255
1297695.20
1297695.20
0.0070
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.499300%
40435RAU5
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-01-02
2019-04-02
2019-04-02
N
N
N
0.0269
1299870.16
1299870.16
0.0070
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.450000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0245
1895000.00
1895000.00
0.0103
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
0.0258
3492230.21
3492230.21
0.0189
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.696900%
46640CGN6
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-01-08
2019-05-08
2019-05-08
N
N
N
0.0274
700151.20
700151.20
0.0038
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
0.0259
997480.00
997480.00
0.0054
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
0.0265
1196294.20
1196294.20
0.0065
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1N25
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0238
899880.80
899880.80
0.0049
N
Y
Y
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
0.0259
2294201.77
2294201.77
0.0124
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RPR3
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0268
995834.22
995834.22
0.0054
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQ43
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0272
1393338.45
1393338.45
0.0075
N
N
N
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
0.0267
2998705.26
2998705.26
0.0162
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
0.0284
99993.10
99993.10
0.0005
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LP65
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-02-06
2019-02-06
2019-02-06
N
N
N
0.0265
897545.98
897545.98
0.0049
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
0.0248
2498796.88
2498796.88
0.0135
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MQC9
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0279
994495.53
994495.53
0.0054
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
0.0251
998467.33
998467.33
0.0054
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UPL8
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-02-20
2019-02-20
2019-02-20
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0259
697435.55
697435.55
0.0038
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
0.0260
1699666.95
1699666.95
0.0092
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
0.0253
997962.75
997962.75
0.0054
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.660000%
60700A2V5
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0256
2500253.43
2500253.43
0.0135
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
0.0244
799621.22
799621.22
0.0043
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.480000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0248
1000000.00
1000000.00
0.0054
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.370000%
65558TCK9
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0239
1999994.52
1999994.52
0.0108
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.575100%
65590AD45
529900ODI3047E2LIV03
Certificate of Deposit
Y
2019-01-15
2019-02-15
2019-02-15
N
N
N
0.0253
1500142.50
1500142.50
0.0081
N
N
N
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
0.0263
1295152.73
1295152.73
0.0070
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.605000%
67984RGM5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-01-18
2019-03-18
2019-03-18
N
Y
Royal Bank of Canada
1.0000
N
0.0262
900047.70
900047.70
0.0049
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.529500%
69033MBF3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-01-07
2019-03-06
2019-03-06
N
N
N
0.0258
1000102.00
1000102.00
0.0054
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
0.0241
1299998.08
1299998.08
0.0070
N
Y
Y
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
0.0251
299686.88
299686.88
0.0016
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.794500%
78012UDT9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-02-20
2019-05-20
2019-05-20
N
N
N
0.0290
1500302.45
1500302.45
0.0081
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.868200%
78012UEH4
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-03-15
2019-03-15
2019-03-15
N
N
N
0.0285
1000061.01
1000061.01
0.0054
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
0.0269
1799234.57
1799234.57
0.0097
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
0.0248
1496799.26
1496799.26
0.0081
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
0.0256
99737.30
99737.30
0.0005
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MQD8
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-03-13
2019-03-13
2019-03-13
N
Y
BNP Paribas SA
1.0000
N
0.0278
1193335.20
1193335.20
0.0065
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.605100%
86564FKG7
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-01-16
2019-01-16
2019-01-16
N
N
N
0.0265
1500000.92
1500000.92
0.0081
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
0.0256
100003.02
100003.02
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
0.0258
100006.87
100006.87
0.0005
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.800000%
86564FNJ8
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-03-12
2019-03-12
2019-03-12
N
N
N
0.0272
700105.78
700105.78
0.0038
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XQN7
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-03-22
2019-03-22
2019-03-22
N
N
N
0.0279
993724.75
993724.75
0.0054
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
0.0282
1499988.84
1499988.84
0.0081
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.773800%
86565BPL9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-01-23
2019-04-23
2019-04-23
N
N
N
0.0276
250011.25
250011.25
0.0014
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.760000%
86565BQR5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0262
1400337.09
1400337.09
0.0076
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.609600%
89114MBT3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-01-22
2019-02-19
2019-02-19
N
N
N
0.0254
2000238.00
2000238.00
0.0108
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.610100%
89114MBZ9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-01-22
2019-02-20
2019-02-20
N
N
N
0.0254
1000119.00
1000119.00
0.0054
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.643800%
89114MCJ4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-01-23
2019-02-25
2019-02-25
N
N
N
0.0256
1000130.00
1000130.00
0.0054
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
0.0247
999951.77
999951.77
0.0054
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.710000%
89233AK81
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-01-02
2019-01-17
2019-01-17
N
N
N
0.0259
500022.40
500022.40
0.0027
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.725800%
89237BAT0
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-02-15
2019-02-15
2019-02-15
N
N
N
0.0283
1000052.22
1000052.22
0.0054
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 2.911600%
89237BAU7
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2019-03-22
2019-03-22
2019-03-22
N
N
N
0.0285
600055.77
600055.77
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
0.0280
3000048.42
3000048.42
0.0162
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
0.0284
1983889.66
1983889.66
0.0107
N
N
N
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
0.0246
249931.56
249931.56
0.0014
N
N
Y
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
0.0260
174533.26
174533.26
0.0009
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
0.0251
1999582.50
1999582.50
0.0108
N
N
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.822400%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-01-29
2019-06-03
2019-06-03
N
N
N
0.0280
3000063.12
3000063.12
0.0162
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.685100%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-01-16
2019-07-16
2019-07-16
N
N
N
0.0280
999653.88
999653.88
0.0054
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 2.740100%
96130AAV0
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2019-01-22
2019-05-20
2019-05-20
N
N
N
0.0276
2000020.00
2000020.00
0.0108
N
N
N
N
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
STANWICH MTG LN 2018-NPL-B-2 A-1 20231017 FLT
2023-10-17
4.500000
2440222.00
2334500.87
Asset-Backed Securities
Y
2019-04-05
2019-04-05
2019-04-08
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0318
1999014.16
1999014.16
0.0108
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.620000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IH5C6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
9.232130
722176.00
691060.54
Asset-Backed Securities
MOSAIC SOLAR LNS 2017-2 C 20430622 2.0
2043-06-22
2.000000
705.00
660.80
Asset-Backed Securities
HALCYON LN ADVISORS FDG 2018 2 LTD
2031-01-22
0.00
2838.00
2848.91
Asset-Backed Securities
Y
2019-02-04
2019-02-04
2019-02-19
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0298
599701.45
599701.45
0.0032
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IQYO8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC083KB R18F083
2048-11-25
3.000000
1070590.00
1031032.26
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
1000.00
1071.10
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0250
999976.55
999976.55
0.0054
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.810000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0IRFO7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BRAZOS HIGHER ED AUTH 2007-1 I-A-3 20430625 FLT
2043-06-25
3.400000
800000.00
778605.60
Asset-Backed Securities
BOARD TRUSTEES LELAND STANFORD SR BD 4.249%54
JIUV0DC2REIJXQ26CR37
2054-05-01
4.249000
575000.00
607356.21
Corporate Debt Securities
NORTH SHORE LONG IS JEWISH -2013A BD6.15%43
54930073NUTKK4QD3P47
2043-11-01
6.150000
125000.00
151533.75
Corporate Debt Securities
PRESIDENT&FELLOW HARVARD COLL TAXBL BD-08A 38
6S3X7J22E861RNTJSA74
2038-10-01
5.625000
4000.00
5039.77
Corporate Debt Securities
PROVIDENCE HEALTH & SVCS OBLIG 2013D NT4.379%23
2023-10-01
4.379000
250000.00
263864.38
Corporate Debt Securities
TOLEDO HOSPITAL SR NT 4.982%45
5493009DCR7NWV6K4T34
2045-11-15
4.982000
300000.00
268015.77
Corporate Debt Securities
TRUSTEES OF DARTMOUTH COLLEGE SR -A BD3.474%46
JVPL1XBV6YI9538FWQ05
2046-06-01
3.474000
45000.00
42572.47
Corporate Debt Securities
JP MORGAN RESEC TR 2009-7 19-A-2 20370727 6.5
2037-07-27
6.500000
1791375.00
630547.10
Private Label Collateralized Mortgage Obligations
Y
2019-02-04
2019-02-04
2019-03-19
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0296
2499188.45
2499188.45
0.0135
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.200000%
ZBUT11V806EZRVTWT807
0001168163
ARP0ITJN1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
COBALT CMBS MTG TR 2006-C1 A-J 20480817 5.2
2048-08-17
5.289000
9046500.00
2300838.65
Private Label Collateralized Mortgage Obligations
Y
2019-04-01
2019-04-01
2019-06-25
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0326
1999414.60
1999414.60
0.0108
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.500000%
549300LCO2FLSSVFFR64
0000050916
ARP0ITW55
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC REMIC SERIES K-J15 A-2 20201225 2.7
2020-12-25
2.710000
56172.00
56022.25
Agency Collateralized Mortgage Obligation
ALLINA HEALTH SYS TAX BD-15 SNK 45
5493001V00JCD7SQ0G44
2045-11-15
4.805000
265000.00
282476.68
Corporate Debt Securities
BANK NOVA SCOTIA EXTND GLBL 22
L3I9ZG2KFGXZ61BMYR72
2022-04-26
1.875000
286000.00
279878.29
Corporate Debt Securities
BAYER US FIN LLC SR 144A NT 19
54930093Q75GSEM74I71
2019-10-08
2.375000
862000.00
859824.05
Corporate Debt Securities
ENBRIDGE ENERGY PARTNERS L P SR NT 9.875%19
CZ6VG2MNE1J6YDI02G48
2019-03-01
9.875000
9000.00
9390.57
Corporate Debt Securities
HALFMOON PARENT INC SR GLBL 144A 21
2021-09-17
3.438190
190569.00
188114.77
Corporate Debt Securities
BANK AMER CORP FR 3.5%041926
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
2000.00
1933.08
Corporate Debt Securities
ENEL FIN INTL N.V. SR GLBL 144A 27
0YQH6LCEF474UTUV4B96
2027-05-25
3.625000
472651.00
417310.66
Corporate Debt Securities
ONTARIO PROV CDA SR BD 1.65%19
C7PVKCRGLG18EBQGZV36
2019-09-27
1.650000
5000.00
4982.74
Corporate Debt Securities
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0261
1999974.90
1999974.90
0.0108
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 3.000000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0IU644
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBM2002
B1V7KEBTPIMZEU4LTD58
2047-10-01
4.000000
10879971.00
9270000.80
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
9000000.00
9000000.00
0.0487
N
Y
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.950000%
AC28XWWI3WIBK2824319
0001484219
ARP0IU6A0
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-08
0.00
1256100.00
1255244.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-02-05
0.00
1809100.00
1804812.43
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
3000000.00
3000000.00
0.0162
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.700000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6D4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LEGACY MTG ASSET TR 2017-RPL1 B 20700128 FLT
2070-01-28
9.232130
1196287.00
1144744.13
Asset-Backed Securities
MOSAIC SOLAR LNS 2017-2 C 20430622 2.0
2043-06-22
2.000000
1166.00
1092.89
Asset-Backed Securities
HALCYON LN ADVISORS FDG 2018 2 LTD
2031-01-22
0.00
4702.00
4720.07
Asset-Backed Securities
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.456250
43.00
47.17
Private Label Collateralized Mortgage Obligations
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0274
1000000.00
1000000.00
0.0054
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.700000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6F9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CAPITAL AUTO RECV ABN 2018-1 A-3 20220120 2.7
2022-01-20
2.790000
200760.00
200434.87
Asset-Backed Securities
CRESTLINE DENALI CLO 2016-14R A-1R 20311023 FLT
549300SBJ7CCHEFNE215
2031-10-23
3.924500
40041.00
40214.36
Asset-Backed Securities
DRIVE AUTO RECV TR 2017-B E 20240715 5.3
2024-07-15
5.300000
192091.00
198137.17
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
4703.00
4830.67
Asset-Backed Securities
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.277000
50000.00
49397.12
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
1253014.00
1226190.95
Asset-Backed Securities
FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS
2048-10-30
5.184000
4872.00
4954.26
Asset-Backed Securities
NELNET ED LN FDG 2005-3 B 20370922 FLT
2037-09-22
3.103750
2.00
0.78
Asset-Backed Securities
BANK WEST AUTO TR 2017-1 C 20240215 2.9
2024-02-15
2.960000
2203.00
2145.32
Asset-Backed Securities
ROYAL BK SCOTLAND GROUP PLC SR NT 4.8%26
2138005O9XJIJN4JPN90
2026-04-05
4.800000
200000.00
196103.33
Corporate Debt Securities
FHLMC STACR 2018-DNA2 M-2 20301226 FLT
2030-12-26
4.656250
3358.00
3262.51
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 M-2 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
4.806250
8841.00
8534.60
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-HQA2 B-1 20481026 FLT
5493005RUXPCBST1N217
2048-10-26
6.756250
78679.00
74444.89
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT
2030-08-26
4.706250
10000.00
9737.03
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
5.306250
10000.00
10185.65
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.956250
250000.00
253958.26
Private Label Collateralized Mortgage Obligations
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0274
2000000.00
2000000.00
0.0108
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.950000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6L6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-30
2.750000
1007600.00
1020141.57
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-24
0.00
100.00
99.83
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
1000000.00
1000000.00
0.0054
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.520000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0IU6M4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM CL057BP R02F057
2032-09-25
6.000000
8000.00
418.06
Agency Collateralized Mortgage Obligation
FMRM 00106G 12/15/20
2020-12-15
8.250000
400.00
0.10
Agency Collateralized Mortgage Obligation
FNRM CL21J RT1991-21
2021-03-25
7.000000
567000.00
517.95
Agency Collateralized Mortgage Obligation
FNRM CL30M RT1991-30
2021-04-25
10.090000
10300.00
28.26
Agency Collateralized Mortgage Obligation
FNRM CL003B RT92-G03
2022-01-25
7.500000
99999.00
27.59
Agency Collateralized Mortgage Obligation
FNRM CL037LB R11F037
2039-04-25
3.000000
1050000.00
2607.01
Agency Collateralized Mortgage Obligation
FNRM CL128LA R10F128
2020-11-25
2.000000
75000.00
2097.73
Agency Collateralized Mortgage Obligation
GNRM 2003-18 OB
549300M8ZYFG0OCMTT87
2031-10-20
4.500000
10000.00
1232.53
Agency Collateralized Mortgage Obligation
GNRM 2005-74 HA
549300M8ZYFG0OCMTT87
2035-09-16
7.500000
7013.00
385.99
Agency Collateralized Mortgage Obligation
FNRM RC070TM R09F070
2019-08-25
4.000000
6099000.00
333.71
Agency Collateralized Mortgage Obligation
FNRM RC016GJ R11F016
2026-03-25
3.500000
331000.00
231.46
Agency Collateralized Mortgage Obligation
FNRM CL070BD R04F070
2019-10-25
4.500000
1923000.00
227.32
Agency Collateralized Mortgage Obligation
FNRM RC019PA R05F019
2034-07-25
5.500000
75000.00
2047.39
Agency Collateralized Mortgage Obligation
FNRM CL048AR R05F048
2035-02-25
5.500000
324999.00
3529.33
Agency Collateralized Mortgage Obligation
FNRM CL055PC R01F055
2031-10-25
6.500000
140000.00
2228.65
Agency Collateralized Mortgage Obligation
FNRM CL061PL R98F061
2028-11-25
6.000000
52000.00
2346.04
Agency Collateralized Mortgage Obligation
FNRM CL10L RT1990-10
2020-02-25
8.500000
153000.00
204.92
Agency Collateralized Mortgage Obligation
GNRA 2002-60 FB
549300M8ZYFG0OCMTT87
2032-08-16
2.560000
19999999.00
1315.73
Agency Collateralized Mortgage Obligation
GNRM 2011-049 A
549300M8ZYFG0OCMTT87
2038-07-16
2.450000
434000.00
4238.35
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-07-15
3.000000
1999999.00
41.28
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2024-06-15
3.000000
600000.00
4262.43
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-02-15
6.000000
73999.00
4093.76
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-09-25
2.715000
1500000.00
2849.05
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-11-15
2.756000
500000.00
525.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2021-05-15
7.000000
500000.00
435.86
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2021-11-15
7.000000
100000.00
294.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-11-15
4.000000
135265.00
1220.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-02-15
5.000000
416000.00
2887.82
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-04-25
2.625000
204000.00
3427.48
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-08-15
2.456000
5059999.00
34.89
Agency Collateralized Mortgage Obligation
FNRM RC027HB R04F027
2019-05-25
4.000000
400000.00
4060.37
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-08-15
5.000000
207000.00
177.76
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-09-15
4.000000
632000.00
2529.07
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-07-15
4.500000
41000.00
1198.06
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2020-10-15
3.000000
3900000.00
531.84
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2025-02-15
3.500000
250000.00
3716.81
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2028-11-15
6.000000
15000.00
709.47
Agency Collateralized Mortgage Obligation
03.500 FGPC Q49391 G
2047-07-01
3.500000
7679321.00
7083540.21
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0256
7000000.00
7000000.00
0.0379
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 3.000000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0IU6N2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2018-083 MQ
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
4166.00
4062.49
Agency Collateralized Mortgage Obligation
GNRA 2018-145 FA
549300M8ZYFG0OCMTT87
2048-10-20
2.931000
1000.00
983.98
Agency Collateralized Mortgage Obligation
GNRM 2016-20 PC
549300M8ZYFG0OCMTT87
2046-09-20
3.000000
7100.00
4453.45
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
1236000.00
783389.16
Agency Debentures and Agency Strips
GNMI SF AM8608 X
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
6719.00
2814.80
Agency Mortgage-Backed Securities
04.500 FGPC Q28798 G
2044-08-01
4.500000
8958.00
4690.88
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3416
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
224754.00
222511.14
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
1016200.00
1019841.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-03-31
1.875000
100.00
98.44
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
2000000.00
2000000.00
0.0108
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 3.000000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IU776
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC U90029 G
2042-08-01
3.500000
3979979.00
2057716.30
Agency Mortgage-Backed Securities
04.500 FGPC Q58076 G
2048-08-01
4.500000
995486.00
1030600.85
Agency Mortgage-Backed Securities
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
1000.00
1071.10
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1030005.00
1031298.74
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
4000000.00
4000000.00
0.0216
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.970000%
549300QJJX6CVVUXLE15
0000050916
ARP0IU7A9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
18394.00
18532.91
Agency Mortgage-Backed Securities
GNII SF MA2679 M
549300M8ZYFG0OCMTT87
2045-03-20
4.000000
1000.00
418.13
Agency Mortgage-Backed Securities
GNII SF MA4452 M
549300M8ZYFG0OCMTT87
2047-05-20
4.000000
1000.00
741.08
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
2814075.00
1924569.93
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
1000.00
989.11
Agency Mortgage-Backed Securities
GNII SF MA5529 M
549300M8ZYFG0OCMTT87
2048-10-20
4.500000
1000.00
1033.88
Agency Mortgage-Backed Securities
GNMI SF BC3744 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
1056.00
945.64
Agency Mortgage-Backed Securities
GNMI SP 783056 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
1000.00
94.15
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2030
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.500000
111559.00
108476.63
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2031-02-15
5.375000
300.00
385.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
1800.00
2179.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-07-15
1.875000
1700.00
2023.68
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0301
2000000.00
2000000.00
0.0108
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.950000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IU7O9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
200.00
182.34
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2020-12-15
1.875000
16185200.00
15996224.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-05-02
0.00
1779900.00
1765190.91
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
17410440.00
17410440.00
0.0942
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.000000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7P6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LB922881
B1V7KEBTPIMZEU4LTD58
2037-02-01
4.022000
2560.00
57.42
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2485.00
2569.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
1000.00
929.10
Agency Mortgage-Backed Securities
03.500 FGPC V83886 G
2048-01-01
3.500000
5397878.00
5126347.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS5839
B1V7KEBTPIMZEU4LTD58
2045-09-01
4.000000
28544.00
14218.53
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS7343
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.000000
28940.00
22711.31
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4424
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
33920.00
34034.71
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
5000000.00
5000000.00
0.0270
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 2.900000%
L3I9ZG2KFGXZ61BMYR72
0001041839
ARP0IU7Q4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
4033200.00
4080688.81
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0294
4000000.00
4000000.00
0.0216
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.950000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7R2
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
966000.00
1027612.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-01-03
0.00
900.00
899.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-11-15
3.125000
1917000.00
1963251.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-08-31
1.125000
100.00
96.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-11-30
1.750000
1095400.00
1088475.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-04-15
0.625000
400.00
400.44
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
4000000.00
4000000.00
0.0216
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.450000%
0000926171
ATD0SOEA3
Non-Negotiable Time Deposit
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0245
1000000.00
1000000.00
0.0054
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.450000%
PT3QB789TSUIDF371261
0000947263
ATD0SPGY6
Non-Negotiable Time Deposit
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0245
2000000.00
2000000.00
0.0108
N
N
Y
N
The Charles Schwab Family of Funds
2019-01-08
Mark Fischer
Mark Fischer
Chief Financial Officer