0001145549-19-000658.txt : 20190108
0001145549-19-000658.hdr.sgml : 20190108
20190108160302
ACCESSION NUMBER: 0001145549-19-000658
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: 19515999
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
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2018-12-31
0000857156
549300I77JNLD629OV19
S000004510
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
27
39
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127232750.55
145784564.13
138719879.32
222396336.81
221340687.42
218879669.09
234128735.83
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0.4066
0.4017
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545480407.12
798300.46
1810600.66
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C000012387
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7121827.95
5220206.09
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0.00
26129958.08
29547164.06
0.0229
Y
Investment Advisor and its affiliates Contractual 86,467
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XPM4
Asset Backed Commercial Paper
Y
2019-02-21
2019-02-21
2019-02-21
N
Y
Credit Suisse AG
1.0000
N
0.0265
1992344.44
1992344.44
0.0037
N
N
N
N
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
1990501.00
1990501.00
0.0037
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
0.0018
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UQU9
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-03-28
2019-03-28
2019-03-28
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0289
4965030.85
4965030.85
0.0091
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CN23
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0246
2999590.50
2999590.50
0.0055
N
Y
Y
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
5000081.75
5000081.75
0.0092
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.666900%
06053PV38
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-01-09
2019-05-09
2019-05-09
N
N
N
0.0276
7000605.85
7000605.85
0.0129
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 2.676300%
06370REF2
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2019-01-25
2019-01-25
2019-01-25
N
N
N
0.0247
4700653.30
4700653.30
0.0086
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
499970.20
499970.20
0.0009
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
4999689.75
4999689.75
0.0092
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417KP11
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0252
7982058.64
7982058.64
0.0147
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.670000%
06742TJW7
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-02-14
2019-02-14
2019-02-14
N
N
N
0.0257
200022.07
200022.07
0.0004
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.700000%
06742TJY3
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-02-21
2019-02-21
2019-02-21
N
N
N
0.0260
5000674.05
5000674.05
0.0092
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.700000%
06742TJZ0
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0260
2500333.15
2500333.15
0.0046
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
499699.13
499699.13
0.0009
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MQB5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
Societe Generale SA
1.0000
N
0.0286
4872731.50
4872731.50
0.0089
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.750000%
0727MAWV9
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-01-15
2019-01-15
2019-01-15
N
N
N
0.0256
5000381.45
5000381.45
0.0092
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
0.0263
1991659.00
1991659.00
0.0037
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
0.0256
998437.39
998437.39
0.0018
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 2.530000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0253
3210000.00
3210000.00
0.0059
N
N
Y
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
2999999.49
2999999.49
0.0055
N
Y
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.420000%
10513EGK8
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0243
2999998.29
2999998.29
0.0055
N
N
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
1999997.64
1999997.64
0.0037
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
2499676.53
2499676.53
0.0046
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3PC0
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-02-12
2019-02-12
2019-02-12
N
Y
Citibank NA
1.0000
N
0.0259
1993817.56
1993817.56
0.0037
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3Q13
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-03-01
2019-03-01
2019-03-01
N
Y
Citibank NA
1.0000
N
0.0265
995591.67
995591.67
0.0018
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
5361015.62
5361015.62
0.0098
N
N
N
N
California Infrastructure & Economic Development Bank
TAXABLE RB (CAPITAL CORRUGATED) SERIES 2016B 2.550000%
13034AMD9
549300C1OG9RDIM8ET06
US13034AMD99
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2046-08-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0255
2280000.00
2280000.00
0.0042
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
200033.11
200033.11
0.0004
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KQR1
Asset Backed Commercial Paper
Y
2019-03-25
2019-03-25
2019-03-25
N
Y
Lloyds Bank Plc
1.0000
N
0.0288
893945.70
893945.70
0.0016
N
N
N
N
CARGILL GLOBAL FUNDING PLC
CARGILL GLOBAL FUNDING PLC 0.000000%
14177UN49
QP3XKRKS0CX2T3O07L95
Non-Financial Company Commercial Paper
Y
2019-01-04
2019-01-04
2019-01-04
N
Y
CARGILL INC
1.0000
N
0.0237
999737.11
999737.11
0.0018
N
N
Y
N
CARGILL INC
CARGILL INC 0.000000%
14178MN20
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0235
999869.22
999869.22
0.0018
N
Y
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UN36
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-01-03
2019-01-03
2019-01-03
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0246
499897.50
499897.50
0.0009
N
N
Y
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
3982233.32
3982233.32
0.0073
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WPB7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-11
2019-02-11
2019-02-11
N
Y
Citibank NA
1.0000
N
0.0262
2990833.50
2990833.50
0.0055
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WPR2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
Citibank NA
1.0000
N
0.0267
1991693.34
1991693.34
0.0037
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
1999590.00
1999590.00
0.0037
N
N
Y
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
1996620.00
1996620.00
0.0037
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
5999610.00
5999610.00
0.0110
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
1500099.00
1500099.00
0.0028
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.430000%
21685V5P0
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0252
4999429.20
4999429.20
0.0092
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
4997002.50
4997002.50
0.0092
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.953600%
22549LVJ1
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-03-19
2019-06-19
2019-06-19
N
N
N
0.0294
3000192.84
3000192.84
0.0055
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
3785934.72
3785934.72
0.0070
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
2998579.59
2998579.59
0.0055
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
3199951.39
3199951.39
0.0059
N
N
N
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 2.600000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0260
1500000.00
1500000.00
0.0028
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
1299102.27
1299102.27
0.0024
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MQC1
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-03-12
2019-03-12
2019-03-12
N
Y
MUFG BANK LTD
1.0000
N
0.0275
5967481.98
5967481.98
0.0110
N
N
N
N
HSBC USA INC
HSBC USA INC 2.745100%
40434WCX7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-01-17
2019-05-17
2019-05-17
N
N
N
0.0275
4000476.00
4000476.00
0.0073
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
950000.00
950000.00
0.0017
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 2.629400%
44988KGB9
Financial Company Commercial Paper
Y
2019-01-22
2019-02-21
2019-02-21
N
Y
ING Bank NV
1.0000
N
0.0265
1999972.00
1999972.00
0.0037
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
4488660.00
4488660.00
0.0082
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W6B9
Asset Backed Commercial Paper
Y
2019-01-29
2019-01-29
2019-01-29
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0255
4989721.10
4989721.10
0.0092
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802W6D5
Asset Backed Commercial Paper
Y
2019-01-30
2019-01-30
2019-01-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
1995741.66
1995741.66
0.0037
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 2.530000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2019-01-07
2019-01-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0253
1120000.00
1120000.00
0.0021
N
N
Y
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
1099854.32
1099854.32
0.0020
N
Y
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MNA4
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-01-10
2019-01-10
2019-01-10
N
Y
Natixis SA
1.0000
N
0.0250
2997915.84
2997915.84
0.0055
N
N
N
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MP12
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-02-01
2019-02-01
2019-02-01
N
Y
Natixis SA
1.0000
N
0.0259
1995399.12
1995399.12
0.0037
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
0.0259
1994958.06
1994958.06
0.0037
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
1991668.44
1991668.44
0.0037
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
597145.05
597145.05
0.0011
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RQB7
969500DWS97CYSHCPT49
US53944RQB77
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0278
795683.34
795683.34
0.0015
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.450000%
55379WJV9
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0255
999874.50
999874.50
0.0018
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
3498489.47
3498489.47
0.0064
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.640000%
55379WRD0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0254
1900146.30
1900146.30
0.0035
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
1097000.64
1097000.64
0.0020
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
4497834.38
4497834.38
0.0083
N
N
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.000000%
60682XQR0
JBONEPAGQXF4QP29B387
0001021565
Financial Company Commercial Paper
Y
2019-03-25
2019-03-25
2019-03-25
N
N
N
0.0283
2781543.32
2781543.32
0.0051
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
4989813.75
4989813.75
0.0092
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.600000%
60700A2B9
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0254
6500313.43
6500313.43
0.0119
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.480000%
60700AY65
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-01-15
2019-01-15
2019-01-15
N
N
N
0.0246
1500007.49
1500007.49
0.0028
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
5197537.96
5197537.96
0.0095
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
2000000.00
2000000.00
0.0037
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SNN4
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-01-22
2019-01-22
2019-01-22
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0256
998436.78
998436.78
0.0018
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SQ50
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0276
3980380.44
3980380.44
0.0073
N
N
N
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
4999986.30
4999986.30
0.0092
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
5000475.00
5000475.00
0.0092
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
4483220.99
4483220.99
0.0082
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983URP0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
Royal Bank of Canada
1.0000
N
0.0290
2972691.66
2972691.66
0.0055
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.656300%
67984RGN3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-01-25
2019-03-25
2019-03-25
N
Y
Royal Bank of Canada
1.0000
N
0.0264
500055.00
500055.00
0.0009
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
3000306.00
3000306.00
0.0055
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.572400%
69033MBQ9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-01-14
2019-03-13
2019-03-13
N
N
N
0.0260
1000053.00
1000053.00
0.0018
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.450000%
69033MCM7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-01-17
2019-01-17
2019-01-17
N
N
N
0.0254
999952.86
999952.86
0.0018
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BPK0
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-02-19
2019-02-19
2019-02-19
N
N
N
0.0268
498140.28
498140.28
0.0009
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BQB9
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
N
N
0.0273
994695.56
994695.56
0.0018
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
0.0251
1698225.63
1698225.63
0.0031
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KPR6
Asset Backed Commercial Paper
Y
2019-02-25
2019-02-25
2019-02-25
N
Y
BNP Paribas SA
1.0000
N
0.0266
995868.44
995868.44
0.0018
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
500100.82
500100.82
0.0009
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.836800%
78012UDW2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-02-28
2019-05-28
2019-05-28
N
N
N
0.0291
500047.19
500047.19
0.0009
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
6000366.06
6000366.06
0.0110
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QN22
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0239
4499402.27
4499402.27
0.0083
N
Y
Y
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MP87
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-08
2019-02-08
2019-02-08
N
Y
Barclays Bank Plc
1.0000
N
0.0256
2094171.45
2094171.45
0.0038
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MPT1
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2019-02-27
2019-02-27
2019-02-27
N
Y
Barclays Bank Plc
1.0000
N
0.0267
2987090.16
2987090.16
0.0055
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MQB2
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2019-03-11
2019-03-11
2019-03-11
N
Y
BNP Paribas SA
1.0000
N
0.0276
3481230.27
3481230.27
0.0064
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
8000004.88
8000004.88
0.0147
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
300020.62
300020.62
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.700000%
86564FMR1
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-02-21
2019-02-21
2019-02-21
N
N
N
0.0261
1000117.47
1000117.47
0.0018
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
1300196.44
1300196.44
0.0024
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
1999985.12
1999985.12
0.0037
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
1499954.57
1499954.57
0.0028
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.470000%
86565BKG5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0250
999943.01
999943.01
0.0018
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.625100%
86565BLB5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-01-15
2019-02-15
2019-02-15
N
N
N
0.0253
2000314.00
2000314.00
0.0037
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.400000%
86565BMW8
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0239
2499998.30
2499998.30
0.0046
N
N
Y
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
4000963.12
4000963.12
0.0073
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602USL5
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
Royal Bank of Canada
1.0000
N
0.0290
1977483.34
1977483.34
0.0036
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.430000%
89113XR63
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0252
5999361.96
5999361.96
0.0110
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
4000476.00
4000476.00
0.0073
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
0.0018
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
5000650.00
5000650.00
0.0092
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
499975.89
499975.89
0.0009
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232DQ49
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0260
3981828.00
3981828.00
0.0073
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.505200%
89233AE96
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-01-14
2019-04-05
2019-04-05
N
N
N
0.0287
8000298.48
8000298.48
0.0147
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
1000044.80
1000044.80
0.0018
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 2.649300%
90276JEJ1
BFM8T61CT2L1QCEMIK50
Financial Company Commercial Paper
Y
2019-01-02
2019-02-01
2019-02-01
N
N
N
0.0249
2000572.00
2000572.00
0.0037
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
8000129.12
8000129.12
0.0147
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
991944.83
991944.83
0.0018
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
499863.11
499863.11
0.0009
N
N
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MR19
Asset Backed Commercial Paper
Y
2019-04-01
2019-04-01
2019-04-01
N
Y
Natixis SA
1.0000
N
0.0292
992629.00
992629.00
0.0018
N
N
N
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
5000105.20
5000105.20
0.0092
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.625100%
94989RX94
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-01-15
2019-04-15
2019-04-15
N
N
N
0.0267
5000067.85
5000067.85
0.0092
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
1999307.76
1999307.76
0.0037
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
0.0037
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
ACCREDITED MTG LN TR 2005-4 M-1 20351225 FLT
2035-12-25
2.906250
1837005.00
1761947.50
Asset-Backed Securities
CATAMARAN CLO 2014-1 LTD
2030-04-22
9.249000
2649900.00
2585659.13
Asset-Backed Securities
STANWICH MTG LN 2018-NPL-B-2 A-1 20231017 FLT
2023-10-17
4.500000
3996280.00
3823143.60
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
6996549.56
6996549.56
0.0129
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
0.0011
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.130000%
ZBUT11V806EZRVTWT807
0001168163
ARP0IJ789
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BAFC 2016-R2 1A2
2033-05-01
10.124000
5728184.00
4613601.68
Private Label Collateralized Mortgage Obligations
Y
2019-04-01
2019-04-01
2019-05-28
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0322
3998547.60
3998547.60
0.0073
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
GNRA 2018-54 FE
549300M8ZYFG0OCMTT87
2048-11-20
2.618000
4931.00
4911.52
Agency Collateralized Mortgage Obligation
FNRM RC083KB R18F083
2048-11-25
3.000000
1064384.00
1025055.57
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
2235.00
2393.90
Agency Mortgage-Backed Securities
FNMS 04.000 U4BF0243
B1V7KEBTPIMZEU4LTD58
2051-06-01
4.000000
1035561.00
1028033.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1000.00
1011.54
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
1000.00
954.64
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
936.60
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3284
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
1000.00
908.73
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
1999953.10
1999953.10
0.0037
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
JP MORGAN RESEC TR 2009-7 19-A-2 20370727 6.5
2037-07-27
6.500000
26137065.00
9200000.32
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
7997403.04
7997403.04
0.0147
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IRGC2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
1758.00
1882.99
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
986473.00
1029589.33
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-09
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0250
999986.87
999986.87
0.0018
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.450000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0IT8A1
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
924191.00
890042.62
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-10-15
2.649000
1600242.00
572338.96
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
2441.00
2614.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
9687.00
8908.41
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
3351.00
3389.67
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8938
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
2366.00
2345.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
6664.00
6361.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
559706.00
524218.79
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3284
B1V7KEBTPIMZEU4LTD58
2033-02-01
3.500000
15575.00
14153.49
Agency Mortgage-Backed Securities
GNII SF MA5597 M
549300M8ZYFG0OCMTT87
2048-11-20
5.000000
38164.00
39832.06
Agency Mortgage-Backed Securities
Y
2019-01-07
2019-01-07
2019-01-25
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0248
1999960.24
1999960.24
0.0037
N
N
Y
N
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
VMC FINANCE 2018-FL1 D 20350316 FLT
549300QK6J0UZ3WZJ014
2035-03-16
5.855130
2287800.00
2300891.43
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
0.0037
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.550000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0ITK90
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MORGAN STANLEY SR NT 5.5%21
IGJSJL3JD5P30I6NJZ34
2021-07-28
5.500000
982000.00
1050823.47
Corporate Debt Securities
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0260
999995.99
999995.99
0.0018
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.470000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0ITV98
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLCA1719
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
2003825.00
2060989.96
Agency Mortgage-Backed Securities
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0251
1999991.52
1999991.52
0.0037
N
N
Y
N
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
804154.00
802010.13
Agency Collateralized Mortgage Obligation
COOPERATIEVE CNT RAIFFEISEN NY SR GLBL FL NT 21
DG3RU1DBUFHT4ZF9WN62
2021-04-26
2.938000
56536.00
56542.87
Corporate Debt Securities
SYNCHRONY FINL SR GLBL NT 3%19
549300RS7EWPM9MA6C78
2019-08-15
3.000000
7000.00
7033.20
Corporate Debt Securities
BROOKFIELD FIN INC SR NT 3.9%28
2028-01-25
3.900000
264000.00
252827.52
Corporate Debt Securities
CANTOR FITZGERALD SR NT 144A 19
549300RLUEEVQEMX0450
2019-10-15
7.875000
1196000.00
1251057.86
Corporate Debt Securities
CITIGROUP INC SB GLBL NT4.4%25
6SHGI4ZSSLCXXQSBB395
2025-06-10
4.400000
7000.00
6851.16
Corporate Debt Securities
NOVA SCOTIA PROV CDA SR AMRTZ DEB 19
5493002W033HJBDP3481
2019-07-01
8.875000
15000.00
16117.27
Corporate Debt Securities
ONTARIO PROV CDA SR BD 1.65%19
C7PVKCRGLG18EBQGZV36
2019-09-27
1.650000
5000.00
4982.74
Corporate Debt Securities
ONTARIO PROV CDA SR GLBL BD2.5%26
C7PVKCRGLG18EBQGZV36
2026-04-27
2.500000
55000.00
53142.89
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB FR 2.4%100120
NHBDILHZTYCNBV5UYZ31
2020-10-01
2.400000
314000.00
311042.12
Corporate Debt Securities
BANK AMER CORP FR 3.5%041926
9DJT3UXIJIZJI4WXO774
2026-04-19
3.500000
5000.00
4832.70
Corporate Debt Securities
BROOKFIELD FIN INC SR GLBL BD4.7%47
2047-09-20
4.700000
397000.00
369518.12
Corporate Debt Securities
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0261
2999962.35
2999962.35
0.0055
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.470000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0ITWD8
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
6868.00
6614.23
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
130542.00
124858.94
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-05-15
4.500000
9724.00
9417.00
Agency Collateralized Mortgage Obligation
GNRA 2018-38 FB
549300M8ZYFG0OCMTT87
2048-10-20
2.601000
1000.00
993.88
Agency Collateralized Mortgage Obligation
GNRA 2018-54 FE
549300M8ZYFG0OCMTT87
2048-11-20
2.618000
4756.00
4737.21
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2043-02-15
4.500000
2591398.00
2490308.90
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-10-15
4.500000
9338.00
9121.01
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-12-15
4.000000
2478.00
2552.46
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
3702.00
3965.20
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBK1876
B1V7KEBTPIMZEU4LTD58
2048-08-01
3.579000
1000.00
1012.66
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
616173.00
623284.44
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8938
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
6376.00
6321.09
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
6790.00
6481.98
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0245
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
27008.00
24616.82
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAC2527
B1V7KEBTPIMZEU4LTD58
2039-09-01
4.585000
33364.00
1941.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3238
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
3049.00
2855.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3276
B1V7KEBTPIMZEU4LTD58
2048-02-01
3.500000
1940513.00
1830515.45
Agency Mortgage-Backed Securities
03.000 FGPC G08697 G
2046-03-01
3.000000
1000.00
719.64
Agency Mortgage-Backed Securities
04.000 FGPC V83191 G
2047-06-01
4.000000
1000.00
889.65
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
1373.00
1266.29
Agency Mortgage-Backed Securities
Y
2019-01-04
2019-01-04
2019-01-04
N
N
N
0.0249
4999969.85
4999969.85
0.0092
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
3626657.00
3090000.27
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
3000000.00
3000000.00
0.0055
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.960000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0IU651
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLCA1719
B1V7KEBTPIMZEU4LTD58
2048-05-01
5.000000
1001596.00
1030169.45
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0300
1000000.00
1000000.00
0.0018
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.900000%
RUC0QBLBRPRCU4W1NE59
0000009622
ARP0IU6C6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNPL PN BH6893
549300M8ZYFG0OCMTT87
2053-12-15
3.760000
1000.00
1015.05
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0805
B1V7KEBTPIMZEU4LTD58
2030-12-01
4.135000
1000.00
1056.28
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0999
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.370000
1000.00
1077.44
Agency Mortgage-Backed Securities
04.000 FGPC Q35223 G
2045-08-01
4.000000
1822544.00
1027064.94
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0294
1000000.00
1000000.00
0.0018
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
2394884.00
2291698.74
Asset-Backed Securities
HALCYON LN ADVISORS FDG 2018 2 LTD
2031-01-22
0.00
9379.00
9415.04
Asset-Backed Securities
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.456250
86.00
94.33
Private Label Collateralized Mortgage Obligations
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0274
2000000.00
2000000.00
0.0037
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
CRESTLINE DENALI CLO 2016-14R A-1R 20311023 FLT
549300SBJ7CCHEFNE215
2031-10-23
3.924500
10310.00
10354.64
Asset-Backed Securities
ADAMS OUTDOOR LP 2018-1 A 20481115 4.8
549300BTFXNHDCUHER30
2048-11-15
4.810000
25196.00
25879.97
Asset-Backed Securities
APPLEBEES FDG 2014-1 A-2 20440905 4.2
2044-09-05
4.277000
50000.00
49397.12
Asset-Backed Securities
CAPITAL AUTO RECV ABN 2018-1 A-3 20220120 2.7
2022-01-20
2.790000
837847.00
836490.11
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
442615.00
433140.02
Asset-Backed Securities
FOCUS BRANDS FDG LLC / CARVEL FDG LLC / MCALISTERS
2048-10-30
5.184000
15926.00
16194.91
Asset-Backed Securities
PROGRESS RES TR 2018-SFR3 D 20351018 4.4
2035-10-18
4.427000
150244.00
151619.28
Asset-Backed Securities
DRIVE AUTO RECV TR 2017-B E 20240715 5.3
2024-07-15
5.300000
22258.00
22958.58
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
COLUMBUS SOUTHERN PWR CO SR -D NT 6.6%33
06ZODLC132CY1O2Y7D77
2033-03-01
6.600000
1000.00
1265.50
Corporate Debt Securities
UNITED TECHNOLOGIES CORP SR NT 4.5%42
I07WOS4YJ0N7YRFE7309
2042-06-01
4.500000
237000.00
223296.66
Corporate Debt Securities
MCDONALDS CORP MED TERM NT BE FR 6.3%101537
UE2136O97NLB5BYP9H04
2037-10-15
6.300000
1000.00
1178.52
Corporate Debt Securities
FHLMC STACR 2017-HRP1 M-2 20421226 FLT
2042-12-26
4.956250
250000.00
253958.26
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 2018-C03 1M-2C 20301025 FLT
2030-10-25
4.656250
1017355.00
989343.19
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 1E-F5 20300225 FLT
2030-02-25
5.156250
1961085.00
1967663.21
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C06 2M-2 20300225 FLT
2030-02-25
5.306250
36792.00
37475.06
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 M-2 20290827 FLT
2029-08-27
6.056250
250000.00
264701.59
Private Label Collateralized Mortgage Obligations
OPTEUM MTG ACCEP 2005-2 M-4 20350425 FLT
2035-04-25
3.436250
224640.00
222086.90
Private Label Collateralized Mortgage Obligations
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0274
5000000.00
5000000.00
0.0092
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
2044-02-15
1.375000
100.00
112.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-03-15
2.375000
4065800.00
4080367.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-02-29
2.125000
200.00
196.99
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
4000000.00
4000000.00
0.0073
N
Y
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 2016-54 HK
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
2148531.00
1049063.82
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
9413.00
521.29
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-15
7.000000
432.00
169.22
Agency Collateralized Mortgage Obligation
GNRA 2008-013 FC
549300M8ZYFG0OCMTT87
2038-02-16
2.830000
10734.00
1463.70
Agency Collateralized Mortgage Obligation
GNRA 2018-145 FA
549300M8ZYFG0OCMTT87
2048-10-20
2.931000
1000.00
983.98
Agency Collateralized Mortgage Obligation
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
2.981000
39727.00
1532.06
Agency Collateralized Mortgage Obligation
GNRA 2008-27 FA
549300M8ZYFG0OCMTT87
2038-03-20
2.831000
3434.00
123.92
Agency Collateralized Mortgage Obligation
FNMS 03.500 CLAS5595
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
18000.00
10595.08
Agency Mortgage-Backed Securities
GNII JM MA4889 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
1074281.00
988388.01
Agency Mortgage-Backed Securities
06.000 FGPC A79523 G
2038-07-01
6.000000
817652.00
17771.00
Agency Mortgage-Backed Securities
06.500 FGPC H09118 G
2037-11-01
6.500000
709237.00
6643.34
Agency Mortgage-Backed Securities
04.000 FGPC Q52697 G
2047-12-01
4.000000
1124810.00
1046577.00
Agency Mortgage-Backed Securities
FNMS 06.000 CT545696
B1V7KEBTPIMZEU4LTD58
2022-05-01
6.000000
3498711.00
22048.24
Agency Mortgage-Backed Securities
FNMS 05.500 CL995018
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
38996865.00
988706.19
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
6000.00
6173.31
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
4000000.00
4000000.00
0.0073
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.980000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0IU6W2
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
2023-12-31
2.625000
2035000.00
2040006.10
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0302
2000000.00
2000000.00
0.0037
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
GNRA 2018-54 FE
549300M8ZYFG0OCMTT87
2048-11-20
2.618000
37795.00
37645.71
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5163
B1V7KEBTPIMZEU4LTD58
2049-01-01
5.000000
4771677.00
5110922.56
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3467
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.000000
1031167.00
1032462.20
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
6000000.00
6000000.00
0.0110
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
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
11979.00
8192.54
Agency Mortgage-Backed Securities
GNII SF MA4510 M
549300M8ZYFG0OCMTT87
2047-03-20
3.500000
102925.00
89140.72
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
86198.00
66885.08
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA2030
B1V7KEBTPIMZEU4LTD58
2048-06-01
3.500000
1000.00
972.37
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1027.00
1034.76
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
2021-03-31
1.250000
2400.00
2341.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-31
1.250000
1700.00
1612.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.250000
1000.00
967.26
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-31
2.000000
12000.00
11872.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-15
2.125000
1200.00
1166.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-11-15
4.250000
40900.00
49511.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-01-15
2.000000
2025500.00
2022511.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-08-15
2.375000
1200.00
1196.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-09-30
1.750000
5153200.00
5142177.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-01-31
1.500000
780500.00
761858.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-08-15
2.000000
1200.00
1161.94
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0301
8000000.00
8000000.00
0.0147
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
2019-07-15
0.750000
16056500.00
15956263.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
1.625000
206100.00
197808.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
36419400.00
35684106.32
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
2.500000
200.00
182.34
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
50813580.00
50813580.00
0.0933
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
04.500 FGPC G08832 G
2048-08-01
4.500000
3357133.00
3366730.22
Agency Mortgage-Backed Securities
04.500 FGPC G08853 G
2048-12-01
4.500000
440320.00
455572.94
Agency Mortgage-Backed Securities
FNMS 03.500 CIBK3773
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
252358.00
252242.29
Agency Mortgage-Backed Securities
02.500 FGPC J21423 G
2027-11-01
2.500000
4821000.00
1886964.26
Agency Mortgage-Backed Securities
FMAR 2B6960 G
2048-06-01
3.778000
1000.00
897.74
Agency Mortgage-Backed Securities
FNMS 03.000 CIAS6153
B1V7KEBTPIMZEU4LTD58
2030-11-01
3.000000
1696680.00
1042965.83
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3392
B1V7KEBTPIMZEU4LTD58
2033-06-01
3.500000
433681.00
410338.20
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1007
B1V7KEBTPIMZEU4LTD58
2032-03-01
2.500000
141634.00
114238.96
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM4424
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.000000
118590.00
118991.05
Agency Mortgage-Backed Securities
FNMS 03.000 CIBM3947
B1V7KEBTPIMZEU4LTD58
2033-01-01
3.000000
965073.00
889229.44
Agency Mortgage-Backed Securities
FNAR XX.XXX LB922881
B1V7KEBTPIMZEU4LTD58
2037-02-01
4.022000
3756.00
84.25
Agency Mortgage-Backed Securities
FNMS 03.000 CRAB8517
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.000000
457783.00
247531.21
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3537
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
119855.00
123912.57
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8764
B1V7KEBTPIMZEU4LTD58
2032-02-01
2.500000
549228.00
424566.05
Agency Mortgage-Backed Securities
FNMS 02.500 CIAU6677
B1V7KEBTPIMZEU4LTD58
2028-09-01
2.500000
10414535.00
4605251.66
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD1782
B1V7KEBTPIMZEU4LTD58
2031-07-01
2.500000
469678.00
328191.46
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD8034
B1V7KEBTPIMZEU4LTD58
2031-09-01
2.500000
250431.00
190081.72
Agency Mortgage-Backed Securities
FNMS 03.500 CIBJ7058
B1V7KEBTPIMZEU4LTD58
2033-08-01
3.500000
100361.00
100055.91
Agency Mortgage-Backed Securities
04.000 FGPC G08707 G
2046-05-01
4.000000
6888.00
4581.01
Agency Mortgage-Backed Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0304
14000000.00
14000000.00
0.0257
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
2021-02-28
1.125000
2000.00
1948.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-11-15
2.750000
12097600.00
12240042.89
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0294
12000000.00
12000000.00
0.0220
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
2019-10-10
0.00
400.00
391.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-04-15
0.125000
6400.00
6808.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2019-10-31
1.500000
13346400.00
13255012.19
U.S. Treasuries (including strips)
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0299
13000000.00
13000000.00
0.0239
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.550000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7S0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MORGAN STANLEY SR NT 5.5%21
IGJSJL3JD5P30I6NJZ34
2021-07-28
5.500000
982000.00
1050823.47
Corporate Debt Securities
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0259
1000000.00
1000000.00
0.0018
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.490000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IU7T8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MORGAN STANLEY SR NT 5.5%21
IGJSJL3JD5P30I6NJZ34
2021-07-28
5.500000
982000.00
1050823.47
Corporate Debt Securities
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0253
1000000.00
1000000.00
0.0018
N
Y
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.500000%
PT3QB789TSUIDF371261
0000947263
ATD0SNSK8
Non-Negotiable Time Deposit
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0250
3000000.00
3000000.00
0.0055
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 2.480000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD0SOE88
Non-Negotiable Time Deposit
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0248
2000000.00
2000000.00
0.0037
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.450000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0SOEB1
Non-Negotiable Time Deposit
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0245
16000000.00
16000000.00
0.0294
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.450000%
0000926171
ATD0SOEE5
Non-Negotiable Time Deposit
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0245
1000000.00
1000000.00
0.0018
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.500000%
PT3QB789TSUIDF371261
0000947263
ATD0SOEH8
Non-Negotiable Time Deposit
Y
2019-01-03
2019-01-03
2019-01-03
N
N
N
0.0250
2000000.00
2000000.00
0.0037
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.420000%
RB0PEZSDGCO3JS6CEU02
0000812291
ATD0SPH33
Non-Negotiable Time Deposit
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0242
2000000.00
2000000.00
0.0037
N
Y
Y
N
NORTHERN TRUST CO (GRAND CAYMAN BRANCH)
NORTHERN TRUST CO (GRAND CAYMAN BRANCH) 2.340000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0SPH41
Non-Negotiable Time Deposit
Y
2019-01-02
2019-01-02
2019-01-02
N
N
N
0.0234
6000000.00
6000000.00
0.0110
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.400000%
0001245022
ATD0SPH58
Non-Negotiable Time Deposit
Y
2019-01-07
2019-01-07
2019-01-07
N
N
N
0.0240
3999800.00
3999800.00
0.0073
N
N
Y
N
The Charles Schwab Family of Funds
2019-01-08
Mark Fischer
Mark Fischer
Chief Financial Officer