0001145549-19-005237.txt : 20190307
0001145549-19-005237.hdr.sgml : 20190307
20190307150914
ACCESSION NUMBER: 0001145549-19-005237
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190228
FILED AS OF DATE: 20190307
DATE AS OF CHANGE: 20190307
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: 19665592
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
2019-02-28
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
37
55
110407202.20
113719526.45
144449872.72
127575550.98
224143706.65
232234058.26
235545019.03
238087777.62
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0.1978
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0.3972
0.4038
0.4027
0.4007
0.0000
0.47
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595329301.69
818031.57
5647551.06
590499782.67
590417378.8680
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1.0002
1.0002
1.0002
1.0002
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C000012387
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590417378.8680
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1.0002
1.0002
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4164437.05
16650597.27
4080276.43
14753155.23
5273316.78
10352495.72
5835545.66
0.00
0.00
51142481.91
19932382.15
0.0231
Y
Investment Advisor and its affiliates Contractual 91,577
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
0.0243
1999460.44
1999460.44
0.0034
N
N
Y
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
0.0243
999662.50
999662.50
0.0017
N
N
Y
N
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.000000%
02088XS17
Asset Backed Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
Y
Credit Suisse AG
1.0000
N
0.0258
1991120.22
1991120.22
0.0034
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
0.0247
4990386.65
4990386.65
0.0085
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CR29
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0240
1197356.70
1197356.70
0.0020
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571CS10
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0247
2987222.82
2987222.82
0.0051
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.709100%
06053PU62
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-03-01
2019-05-01
2019-05-01
N
N
N
0.0259
5000841.65
5000841.65
0.0085
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.796900%
06053PV38
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-03-11
2019-05-09
2019-05-09
N
N
N
0.0259
7002328.76
7002328.76
0.0119
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.658600%
06417G5M6
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-05-28
2019-11-27
2019-11-27
N
N
N
0.0266
3000000.00
3000000.00
0.0051
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
0.0258
500023.80
500023.80
0.0008
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.887600%
06417GW87
L3I9ZG2KFGXZ61BMYR72
Certificate of Deposit
Y
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0258
5000429.95
5000429.95
0.0085
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.700000%
06742TKN5
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-03-14
2019-03-14
2019-03-14
N
N
N
0.0243
2000204.92
2000204.92
0.0034
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 2.400000%
06742TLU8
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0239
7000002.17
7000002.17
0.0119
N
Y
Y
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
0.0247
4896295.89
4896295.89
0.0083
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MSE7
549300KOFKIMD0C37W24
US06945MSE74
Asset Backed Commercial Paper
Y
2019-05-14
2019-05-14
2019-05-14
N
Y
Societe Generale SA
1.0000
N
0.0260
895125.00
895125.00
0.0015
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.700000%
0727MAXT3
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0250
5000958.85
5000958.85
0.0085
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.550000%
0727MAXY2
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0247
500005.19
500005.19
0.0008
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MRP1
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
Societe Generale SA
1.0000
N
0.0252
996221.50
996221.50
0.0017
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MSE5
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-14
2019-05-14
2019-05-14
N
Y
Societe Generale SA
1.0000
N
0.0254
895246.88
895246.88
0.0015
N
N
N
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 2.510000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0251
3210000.00
3210000.00
0.0054
N
N
Y
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.410000%
10513EJA7
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0240
8000005.76
8000005.76
0.0135
N
N
Y
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
0.0239
999933.75
999933.75
0.0017
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3RP9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-04-23
2019-04-23
2019-04-23
N
Y
Citibank NA
1.0000
N
0.0253
1992407.00
1992407.00
0.0034
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3SN3
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-05-22
2019-05-22
2019-05-22
N
Y
Citibank NA
1.0000
N
0.0254
1988301.62
1988301.62
0.0034
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
0.0244
5388287.99
5388287.99
0.0091
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619USM4
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-05-21
2019-05-21
2019-05-21
N
Y
Citibank NA
1.0000
N
0.0253
397691.24
397691.24
0.0007
N
N
N
N
California Infrastructure & Economic Development Bank
TAXABLE RB (CAPITAL CORRUGATED) SERIES 2016B 2.510000%
13034AMD9
549300C1OG9RDIM8ET06
US13034AMD99
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2046-08-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0251
2200000.00
2200000.00
0.0037
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
0.0242
200089.83
200089.83
0.0003
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608BVP6
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2019-08-23
2019-08-23
2019-08-23
N
N
N
0.0258
4936982.20
4936982.20
0.0084
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
0.0247
898457.50
898457.50
0.0015
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
0.0239
3999735.00
3999735.00
0.0068
N
Y
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UUF1
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0254
1485495.12
1485495.12
0.0025
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WSH1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-05-17
2019-05-17
2019-05-17
N
Y
Citibank NA
1.0000
N
0.0253
2983574.49
2983574.49
0.0051
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WT49
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Citibank NA
1.0000
N
0.0252
2781161.60
2781161.60
0.0047
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.937600%
19423CJV5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-04-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0261
5002208.20
5002208.20
0.0085
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.813800%
20271EQK8
MSFSBD3QN1GSN7Q6C537
0000008565
Certificate of Deposit
Y
2019-03-04
2019-07-03
2019-07-03
N
N
N
0.0259
5003380.00
5003380.00
0.0085
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.632300%
20272AH41
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-03-07
2019-08-07
2019-08-07
N
N
N
0.0259
5000355.00
5000355.00
0.0085
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.597900%
20272AH82
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-03-13
2019-08-13
2019-08-13
N
N
N
0.0259
1999962.00
1999962.00
0.0034
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.643100%
21684B6W9
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
1500057.00
1500057.00
0.0025
N
N
Y
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
0.0249
5000567.20
5000567.20
0.0085
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
0.0265
3000989.55
3000989.55
0.0051
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.870000%
22845AGT1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
Y
Credit Suisse AG
1.0000
N
0.0252
1000450.21
1000450.21
0.0017
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.630000%
22845AHV5
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-05-17
2019-05-17
2019-05-17
N
Y
Credit Suisse AG
1.0000
N
0.0258
1100123.67
1100123.67
0.0019
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.620000%
22845AJB7
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
Credit Suisse AG
1.0000
N
0.0259
3000186.45
3000186.45
0.0051
N
N
N
N
DNB BANK ASA (NEW YORK BRANCH)
DNB BANK ASA (NEW YORK BRANCH) 2.600000%
23341VRW3
549300GKFG0RYRRQ1414
0001498632
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0249
3000616.08
3000616.08
0.0051
N
N
N
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 2.590000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0259
1500000.00
1500000.00
0.0025
N
N
Y
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 2.673800%
30601YYF6
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2019-03-04
2019-04-04
2019-04-04
N
Y
Bank of Montreal
1.0000
N
0.0246
2700504.90
2700504.90
0.0046
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
0.0245
5995104.00
5995104.00
0.0102
N
N
N
N
HSBC USA INC
HSBC USA INC 2.771400%
40434WCX7
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-03-18
2019-05-17
2019-05-17
N
N
N
0.0253
4002184.00
4002184.00
0.0068
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.654500%
40435RBR1
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2019-06-04
2019-09-04
2019-09-04
N
N
N
0.0260
4000285.04
4000285.04
0.0068
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.430000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
950000.00
950000.00
0.0016
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1RF5
Financial Company Commercial Paper
Y
2019-04-15
2019-04-15
2019-04-15
N
Y
ING Bank NV
1.0000
N
0.0249
4984117.20
4984117.20
0.0084
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1S98
Financial Company Commercial Paper
Y
2019-05-09
2019-05-09
2019-05-09
N
Y
ING Bank NV
1.0000
N
0.0251
2985369.99
2985369.99
0.0051
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.663100%
46640CGX4
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-03-06
2019-08-06
2019-08-06
N
N
N
0.0262
5000440.00
5000440.00
0.0085
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QU90
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0268
396097.66
396097.66
0.0007
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TF83
Asset Backed Commercial Paper
Y
2019-06-14
2019-06-14
2019-06-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
10919462.62
10919462.62
0.0185
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 2.510000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0251
1095000.00
1095000.00
0.0019
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 2.500000%
51500L4W8
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0249
5000001.65
5000001.65
0.0085
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 2.400000%
51500VBV0
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0239
3000004.86
3000004.86
0.0051
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MR36
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-04-03
2019-04-03
2019-04-03
N
Y
Natixis SA
1.0000
N
0.0250
2194807.63
2194807.63
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
0.0241
599839.46
599839.46
0.0010
N
N
Y
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
0.0243
799407.22
799407.22
0.0014
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RSQ2
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-05-24
2019-05-24
2019-05-24
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0257
2981817.09
2981817.09
0.0050
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
0.0240
3500019.15
3500019.15
0.0059
N
N
Y
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.820000%
55379WVE3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-04-22
2019-04-22
2019-04-22
N
N
N
0.0251
2000879.48
2000879.48
0.0034
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.820000%
55379WWA0
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-09
2019-05-09
2019-05-09
N
N
N
0.0254
5002661.20
5002661.20
0.0085
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LRC0
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2019-04-12
2019-04-12
2019-04-12
N
N
N
0.0252
1495493.96
1495493.96
0.0025
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157URG7
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-04-16
2019-04-16
2019-04-16
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0250
4983713.20
4983713.20
0.0084
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157URV4
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-04-29
2019-04-29
2019-04-29
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0253
497895.84
497895.84
0.0008
N
N
N
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
0.0244
2795259.43
2795259.43
0.0047
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.640000%
60683BNZ2
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0255
5000742.30
5000742.30
0.0085
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.590000%
60683BPS6
JBONEPAGQXF4QP29B387
0001021565
Certificate of Deposit
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0259
1000009.01
1000009.01
0.0017
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.770000%
60700A4X9
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-04-04
2019-04-04
2019-04-04
N
N
N
0.0244
2000614.28
2000614.28
0.0034
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.760000%
60700A5S9
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-04-10
2019-04-10
2019-04-10
N
N
N
0.0247
900292.06
900292.06
0.0015
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.730000%
60700A6A7
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-04-15
2019-04-15
2019-04-15
N
N
N
0.0248
1500454.17
1500454.17
0.0025
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.620000%
60700A7K4
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0256
3000351.30
3000351.30
0.0051
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.600000%
60710A2F8
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0257
1000067.51
1000067.51
0.0017
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A2J0
RB0PEZSDGCO3JS6CEU02
0000812291
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0255
3000201.69
3000201.69
0.0051
N
N
N
N
MUFG UNION BANK NA
MUFG UNION BANK NA 2.570000%
62478TV48
OX3PU53ZLPQKJ4700D47
0000016287
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0257
5000006.50
5000006.50
0.0085
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
NATIONAL AUSTRALIA BANK LIMITED 0.000000%
63254FU96
F8SB4JFBSYQFRQEH3Z21
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0256
4953385.85
4953385.85
0.0084
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.440000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2019-03-07
2019-03-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0244
2000000.00
2000000.00
0.0034
N
N
Y
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
0.0241
3998661.12
3998661.12
0.0068
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.590000%
65558TDZ5
0001002614
Certificate of Deposit
Y
2019-06-12
2019-06-12
2019-06-12
N
N
N
0.0254
1600197.63
1600197.63
0.0027
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.610000%
65558TEK7
0001002614
Certificate of Deposit
Y
2019-08-26
2019-08-26
2019-08-26
N
N
N
0.0261
3999910.32
3999910.32
0.0068
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 2.480000%
65602VGW0
5493007VSMFZCPV1NB83
Certificate of Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0240
1500003.24
1500003.24
0.0025
N
Y
Y
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
0.0252
2988664.50
2988664.50
0.0051
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UT37
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-06-03
2019-06-03
2019-06-03
N
Y
Royal Bank of Canada
1.0000
N
0.0254
4966525.70
4966525.70
0.0084
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 2.639900%
67984RGN3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-03-25
2019-03-25
2019-03-25
N
Y
Royal Bank of Canada
1.0000
N
0.0244
500078.00
500078.00
0.0008
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.663100%
69033MBF3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
3000126.00
3000126.00
0.0051
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.637900%
69033MBQ9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-03-13
2019-03-13
2019-03-13
N
N
N
0.0242
1000076.00
1000076.00
0.0017
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.600000%
69033MFG7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0252
800107.76
800107.76
0.0014
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.590000%
69033MFJ1
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0252
2000233.60
2000233.60
0.0034
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.682900%
69033MFT9
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-20
2019-11-19
2019-11-19
N
N
N
0.0260
900092.98
900092.98
0.0015
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
0.0248
999241.31
999241.31
0.0017
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ11
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0240
1999866.84
1999866.84
0.0034
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ45
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0240
999733.22
999733.22
0.0017
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MQ60
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
999599.33
999599.33
0.0017
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KR29
Asset Backed Commercial Paper
Y
2019-04-02
2019-04-02
2019-04-02
N
Y
BNP Paribas SA
1.0000
N
0.0248
2594084.56
2594084.56
0.0044
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSL6
Asset Backed Commercial Paper
Y
2019-05-20
2019-05-20
2019-05-20
N
Y
BNP Paribas SA
1.0000
N
0.0256
1988484.50
1988484.50
0.0034
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KSU6
Asset Backed Commercial Paper
Y
2019-05-28
2019-05-28
2019-05-28
N
Y
BNP Paribas SA
1.0000
N
0.0256
198732.24
198732.24
0.0003
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.793600%
78012UDT9
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0257
500204.88
500204.88
0.0008
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.758900%
78012UDW2
ES7IP3U3RHIGC71XBU11
Certificate of Deposit
Y
2019-05-28
2019-05-28
2019-05-28
N
N
N
0.0257
500204.43
500204.43
0.0008
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
0.0259
6000165.00
6000165.00
0.0102
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.696300%
78014XBQ9
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-05-28
2020-02-26
2020-02-26
N
N
N
0.0264
5002815.00
5002815.00
0.0085
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285QQ52
PTCQB104N23FMNK2RZ28
Financial Company Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0239
2999003.34
2999003.34
0.0051
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.640000%
83050F5U1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0253
5501338.54
5501338.54
0.0093
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
0.0245
3497385.22
3497385.22
0.0059
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.758800%
8574P1LW4
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-03-15
2019-05-15
2019-05-15
N
N
N
0.0263
5201377.01
5201377.01
0.0088
N
N
N
N
SUMITOMO MITSUI BANKING CORPORATION
SUMITOMO MITSUI BANKING CORPORATION 0.000000%
86562LVK5
5U0XI89JRFVHWIBS4F54
Financial Company Commercial Paper
Y
2019-08-19
2019-08-19
2019-08-19
N
N
N
0.0263
1974897.56
1974897.56
0.0033
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
0.0241
1300162.71
1300162.71
0.0022
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.710000%
86564FRG0
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-22
2019-04-22
2019-04-22
N
N
N
0.0252
6801865.10
6801865.10
0.0115
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.650000%
86564FRS4
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-04-30
2019-04-30
2019-04-30
N
N
N
0.0254
1500272.28
1500272.28
0.0025
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.570000%
86564FTH6
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-06-13
2019-06-13
2019-06-13
N
N
N
0.0261
2001970.00
2001970.00
0.0034
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
0.0242
4000250.24
4000250.24
0.0068
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.780000%
86565BTT8
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-07-22
2019-07-22
2019-07-22
N
N
N
0.0260
5003435.75
5003435.75
0.0085
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.590000%
86565BVH1
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2019-05-29
2019-05-29
2019-05-29
N
N
N
0.0256
2500200.25
2500200.25
0.0042
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.682900%
86958J5F2
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2019-05-20
2019-11-19
2019-11-19
N
N
N
0.0260
5500568.21
5500568.21
0.0093
N
N
N
N
SWEDBANK (NEW YORK BRANCH)
SWEDBANK (NEW YORK BRANCH) 2.700000%
87019VUC9
M312WZV08Y7LYUC71685
Certificate of Deposit
Y
2019-03-19
2019-03-19
2019-03-19
N
N
N
0.0238
2700438.35
2700438.35
0.0046
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
0.0252
1988642.00
1988642.00
0.0034
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.610000%
89114MVY0
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0258
5000814.70
5000814.70
0.0085
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QQ52
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2019-03-05
2019-03-05
2019-03-05
N
Y
Total SA
1.0000
N
0.0240
2998999.59
2998999.59
0.0051
N
N
Y
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
0.0230
3998976.44
3998976.44
0.0068
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 2.876900%
89233AE96
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0257
8000820.00
8000820.00
0.0135
N
N
N
N
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.
TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.696300%
89233LBT1
724500OPA8GZSQUNSR96
Non-Financial Company Commercial Paper
Y
2019-05-28
2019-11-22
2019-11-22
N
N
N
0.0265
1600170.62
1600170.62
0.0027
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
0.0250
8005598.88
8005598.88
0.0136
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
0.0253
996976.86
996976.86
0.0017
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QQM4
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2019-03-21
2019-03-21
2019-03-21
N
N
N
0.0244
1997149.84
1997149.84
0.0034
N
N
N
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
0.0248
997795.56
997795.56
0.0017
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MS67
Asset Backed Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
Y
Natixis SA
1.0000
N
0.0255
3483363.52
3483363.52
0.0059
N
N
N
N
DNB BANK ASA (LONDON BRANCH)
DNB BANK ASA (LONDON BRANCH) 2.812500%
549300GKFG0RYRRQ1414
0001498632
934MCA008
Certificate of Deposit
Y
2019-04-10
2019-07-10
2019-07-10
N
N
N
0.0274
2000514.00
2000514.00
0.0034
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.650000%
529900HNOAA1KXQJUQ27
0001074042
934PLW003
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0251
2000510.02
2000510.02
0.0034
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.604100%
MSFSBD3QN1GSN7Q6C537
0000008565
934PPH002
Certificate of Deposit
Y
2019-03-12
2019-08-12
2019-08-12
N
N
N
0.0261
4999915.00
4999915.00
0.0085
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.793000%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-29
2019-06-03
2019-06-03
N
N
N
0.0241
5004751.45
5004751.45
0.0085
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.717000%
94989R5H7
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-05-13
2019-11-12
2019-11-12
N
N
N
0.0262
5000494.90
5000494.90
0.0085
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.658800%
94989RX94
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-15
2019-04-15
2019-04-15
N
N
N
0.0258
5000480.60
5000480.60
0.0085
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.710400%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2019-03-18
2019-07-16
2019-07-16
N
N
N
0.0259
2000983.80
2000983.80
0.0034
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 2.754800%
96130AAV0
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2019-03-20
2019-05-20
2019-05-20
N
N
N
0.0253
2001012.00
2001012.00
0.0034
N
N
N
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
SEADRILL NEW FIN LTD SR SEC GLBL 25
549300XB7T5BX418QX67
2025-07-15
12.000000
1750954.00
1811070.09
Corporate Debt Securities
DEUTSCHE BK AG SR GLBL INDX 19
7LTWFZYICNSX8D621K86
2019-08-07
0.00
500809.00
501810.62
Corporate Debt Securities
Y
2019-05-29
2019-05-29
2019-06-25
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0321
1999960.70
1999960.70
0.0034
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.350000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0IVKW4
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AXIS EQUIP FIN RECV 2016-1 A 20211120 2.2
2021-11-20
2.210000
22107580.00
3377191.96
Asset-Backed Securities
TABERNA PREF FDG V 2006-5 A-2L 20360805 FLT
VZLY0S8U2GEIK6ZPGP62
2036-08-05
3.532630
12000000.00
1064392.09
Asset-Backed Securities
U S CAPITAL FUNDING V LTD SR SB GLBL 40
2040-10-10
4.032500
2000000.00
218538.06
Asset-Backed Securities
BABCOCK& BROWN AIR FNDG 2007-1 G-1 20331114 FLT
549300XLMJIIL2KL8T64
2033-11-14
2.793750
8751660.00
654978.55
Asset-Backed Securities
BYVW OPP MST FD TR 2017-RN8 A1 20321129 FLT
2032-11-29
3.351500
620000.00
69647.43
Asset-Backed Securities
BLUEVIRGO TRUST 2015-1 NOTES 20221215 3.0
549300DZD6SXI58L7786
2022-12-15
3.000000
3860000.00
371690.13
Asset-Backed Securities
CENTRE SQUARE CDO LT C 20511119 FLT
2051-11-19
1.902330
7000000.00
1009237.18
Asset-Backed Securities
SOFI CONSUMER LN PRG TR 2015-1 A 20230915 3.2
2023-09-15
3.280000
10000000.00
754571.33
Asset-Backed Securities
SKOPOS AUTO RECV TR 2015-2 B 20210215 5.7
2021-02-15
5.710000
5000000.00
664590.79
Asset-Backed Securities
Y
2019-06-03
2019-06-03
2019-07-03
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0322
7003011.54
7003011.54
0.0119
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 2.830000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0J0565
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
25000.00
23421.12
Asset-Backed Securities
BANK AMER CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2049-12-29
5.875000
511000.00
514372.95
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.25%051319
254900EX2KZ57WQ1PL07
2019-05-13
4.250000
150000.00
151754.37
Corporate Debt Securities
ALTICE FRANCE S A SR SEC GLBL 27
5493001ZMCICV4N02J21
2027-02-01
8.125000
3838.00
3837.40
Corporate Debt Securities
TRAVELPORT CORPORATE FIN PLC 6%26
2026-03-15
6.000000
2000.00
2154.33
Corporate Debt Securities
Y
2019-04-04
2019-04-04
2019-04-17
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0301
599853.23
599853.23
0.0010
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.820000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0J9EF6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FHLMC STACR 2016-DNA3 M-3 20281226 FLT
2028-12-26
7.489880
8034415.00
9200000.98
Private Label Collateralized Mortgage Obligations
Y
2019-04-04
2019-04-04
2019-05-16
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0296
7997694.64
7997694.64
0.0135
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.400000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JC536
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC073KA R13F073
2042-10-25
3.000000
1162501.00
505404.22
Agency Collateralized Mortgage Obligation
FNRM RC083KB R18F083
2048-11-25
3.000000
910432.00
876376.14
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-10-15
2.869000
1600244.00
555051.60
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-07-15
4.500000
1000.00
932.58
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.890000
35023.00
4698.83
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBAL2621
B1V7KEBTPIMZEU4LTD58
2038-06-01
4.200000
226496.00
53477.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0863
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
6664.00
6263.55
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
3712.00
3785.75
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3210
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
3346.00
3085.62
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
3363.00
3329.65
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH4022
B1V7KEBTPIMZEU4LTD58
2047-09-01
3.500000
9687.00
8857.62
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
4429.00
4363.68
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
1000.00
992.22
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK4775
B1V7KEBTPIMZEU4LTD58
2048-08-01
4.000000
18923.00
19076.48
Agency Mortgage-Backed Securities
FNMS 04.000 CLAS6484
B1V7KEBTPIMZEU4LTD58
2046-01-01
4.000000
20278.00
15266.26
Agency Mortgage-Backed Securities
Y
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0240
2000000.00
2000000.00
0.0034
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 2.400000%
AC28XWWI3WIBK2824319
0001484219
ARP0JCKV7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2026-02-28
2.500000
1026100.00
1020008.04
U.S. Treasuries (including strips)
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0240
1000000.00
1000000.00
0.0017
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.400000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JD3D4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.500 FGPC Q28562 G
2044-09-01
4.500000
1000.00
381.91
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2024-11-30
2.125000
1300.00
1275.01
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2025-11-30
2.875000
2985000.00
3052173.00
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.500000
6700.00
6637.99
U.S. Treasuries (including strips)
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
3000000.00
3000000.00
0.0051
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.050000%
ZBUT11V806EZRVTWT807
0001168163
ARP0JD3L6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GSAMP TRUST 2004-OPT A-1 20341125 FLT
2034-11-25
3.169880
100000000.00
350048.59
Asset-Backed Securities
STRUCTURED ASSET SEC 2006-ARS1 A1 144 20360225 FLT
2036-02-25
2.709880
36327000.00
786174.92
Asset-Backed Securities
BARCLAYS BANK PLC SR GLBL INDX
G5GSEF7VJP5I7OUK5573
2022-02-24
0.00
550000.00
547745.00
Corporate Debt Securities
BARCLAYS BANK PLC SR GLBL INDX
G5GSEF7VJP5I7OUK5573
2020-03-11
0.00
65000.00
64681.50
Corporate Debt Securities
ROSSLYN PORT TR 2017-ROSS B 20330615 FLT
2033-06-15
3.759000
108000.00
107740.74
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2018-B1 D 20510118 2.7
2051-01-18
2.750000
249999.00
198789.72
Private Label Collateralized Mortgage Obligations
UBS COML MTG TR 2018-C8 A-3 20510217 3.7
2051-02-17
3.720000
2425300.00
2453982.41
Private Label Collateralized Mortgage Obligations
AOA MTG TR 2015-1177 B 20291213 FLT
2029-12-13
3.009900
92355.00
91226.99
Private Label Collateralized Mortgage Obligations
Y
2019-05-29
2019-05-29
2019-08-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0317
3997652.96
3997652.96
0.0068
N
N
N
Y
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.560000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JDOA7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLMA3183
B1V7KEBTPIMZEU4LTD58
2047-11-01
4.000000
5691785.00
5150366.35
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0260
5000000.00
5000000.00
0.0085
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.550000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JDOB5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2027-11-15
2.250000
12567000.00
12240876.84
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
12000000.00
12000000.00
0.0203
N
Y
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.570000%
8NAV47T0Y26Q87Y0QP81
0000065100
ARP0JDOD1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.500 FGPC G67716 G
2048-10-01
4.500000
4996103.00
5150000.30
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
5000000.00
5000000.00
0.0085
N
Y
Y
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 2.570000%
RUC0QBLBRPRCU4W1NE59
0000009622
ARP0JDOF6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
05.000 FGPC Q61861 G
2049-03-01
5.000000
1880.00
2001.52
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN6161
B1V7KEBTPIMZEU4LTD58
2049-03-01
4.000000
1000.00
1023.95
Agency Mortgage-Backed Securities
03.500 FGPC G08823 G
2048-07-01
3.500000
2190.00
2123.73
Agency Mortgage-Backed Securities
03.500 FGPC G08841 G
2048-10-01
3.500000
1031584.00
1018117.30
Agency Mortgage-Backed Securities
04.500 FGPC Q60540 G
2048-12-01
4.500000
2463.00
2540.12
Agency Mortgage-Backed Securities
MNAR XX.XXX HYAN9844
B1V7KEBTPIMZEU4LTD58
2030-07-01
3.800000
1000.00
1037.95
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0805
B1V7KEBTPIMZEU4LTD58
2030-12-01
4.135000
1000.00
1072.86
Agency Mortgage-Backed Securities
MNAR XX.XXX HLBL0999
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.370000
1000.00
1078.32
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM5374
B1V7KEBTPIMZEU4LTD58
2049-02-01
3.627000
1000.00
1006.92
Agency Mortgage-Backed Securities
FNAR XX.XXX LB982816
B1V7KEBTPIMZEU4LTD58
2038-05-01
4.375000
10262.00
71.85
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
1000000.00
1000000.00
0.0017
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.590000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOM1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-11-30
1.500000
1298500.00
1293122.64
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-01-15
1.125000
2397800.00
2782939.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
3000.00
3141.23
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-03-28
0.00
400.00
399.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
700.00
694.78
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0263
4000000.00
4000000.00
0.0068
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.450000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JDOO7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
04.500 FGPC A22005 G
2034-05-01
4.500000
5028000.00
198307.08
Agency Mortgage-Backed Securities
05.000 FGPC G02086 G
2036-02-01
5.000000
467000.00
12433.79
Agency Mortgage-Backed Securities
05.500 FGPC G08111 G
2036-02-01
5.500000
1215582.00
31783.14
Agency Mortgage-Backed Securities
05.500 FGPC C91195 G
2028-07-01
5.500000
3522568.00
85677.89
Agency Mortgage-Backed Securities
FNMS 05.500 CL520031
B1V7KEBTPIMZEU4LTD58
2029-10-01
5.500000
4979256.00
22023.06
Agency Mortgage-Backed Securities
FNAR XX.XXX WS544860
B1V7KEBTPIMZEU4LTD58
2034-09-01
5.164000
1600000.00
7160.75
Agency Mortgage-Backed Securities
FNMS 06.500 CL580523
B1V7KEBTPIMZEU4LTD58
2031-04-01
6.500000
525476.00
5477.71
Agency Mortgage-Backed Securities
07.500 FGPC C55795 G
2027-02-01
7.500000
3478112.00
20100.52
Agency Mortgage-Backed Securities
03.500 FGPC J27464 G
2029-02-01
3.500000
933950.00
416731.59
Agency Mortgage-Backed Securities
06.500 FGPC C90857 G
2024-07-01
6.500000
181643.00
7000.62
Agency Mortgage-Backed Securities
06.000 FGPC C00680 G
2028-11-01
6.000000
3074012.00
15693.79
Agency Mortgage-Backed Securities
FMAR 788845 G
2031-11-01
4.725000
2000000.00
11205.64
Agency Mortgage-Backed Securities
06.000 FGPC C91173 G
2028-02-01
6.000000
2334760.00
59339.66
Agency Mortgage-Backed Securities
07.000 FGPC G01639 G
2033-12-01
7.000000
270000.00
5824.70
Agency Mortgage-Backed Securities
05.500 FGPC G01644 G
2034-02-01
5.500000
3964000.00
94401.20
Agency Mortgage-Backed Securities
04.500 FGPC G30269 G
2025-09-01
4.500000
1045134.00
20928.77
Agency Mortgage-Backed Securities
05.000 FGPC A47758 G
2035-11-01
5.000000
6035410.00
112213.59
Agency Mortgage-Backed Securities
FNMS 04.500 CIAD6391
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.500000
1231318.00
133045.03
Agency Mortgage-Backed Securities
FNMS 04.000 CIAC3286
B1V7KEBTPIMZEU4LTD58
2024-10-01
4.000000
243509.00
16777.00
Agency Mortgage-Backed Securities
FNMS 05.500 CLAC5150
B1V7KEBTPIMZEU4LTD58
2039-09-01
5.500000
822885.00
20912.11
Agency Mortgage-Backed Securities
FNMS 05.000 CL934272
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.000000
185641.00
10895.35
Agency Mortgage-Backed Securities
FNMS 05.500 CL968080
B1V7KEBTPIMZEU4LTD58
2038-02-01
5.500000
598545.00
34983.54
Agency Mortgage-Backed Securities
FNMS 05.000 CLAA1280
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.000000
1451472.00
24907.90
Agency Mortgage-Backed Securities
FNMS 04.500 CIAA2529
B1V7KEBTPIMZEU4LTD58
2024-03-01
4.500000
1570160.00
42709.42
Agency Mortgage-Backed Securities
FNMS 06.000 CL872900
B1V7KEBTPIMZEU4LTD58
2036-06-01
6.000000
1749236.00
59655.60
Agency Mortgage-Backed Securities
FNMS 06.000 CL891474
B1V7KEBTPIMZEU4LTD58
2036-04-01
6.000000
383457.00
25339.21
Agency Mortgage-Backed Securities
FNMS 06.500 CL894221
B1V7KEBTPIMZEU4LTD58
2036-10-01
6.500000
775000.00
25475.74
Agency Mortgage-Backed Securities
FNMS 05.500 CL903073
B1V7KEBTPIMZEU4LTD58
2036-12-01
5.500000
700000.00
36055.56
Agency Mortgage-Backed Securities
FNMS 08.000 CL695533
B1V7KEBTPIMZEU4LTD58
2027-06-01
8.000000
250000.00
6260.44
Agency Mortgage-Backed Securities
FNMS 05.500 CL761933
B1V7KEBTPIMZEU4LTD58
2034-02-01
5.500000
107901.00
5558.37
Agency Mortgage-Backed Securities
FNMS 06.500 CL765414
B1V7KEBTPIMZEU4LTD58
2034-08-01
6.500000
350000.00
10127.48
Agency Mortgage-Backed Securities
FNMS 04.500 CL790968
B1V7KEBTPIMZEU4LTD58
2034-09-01
4.500000
179093.00
6865.90
Agency Mortgage-Backed Securities
FNMS 07.500 CL615544
B1V7KEBTPIMZEU4LTD58
2031-11-01
7.500000
479691.00
6077.20
Agency Mortgage-Backed Securities
FNMS 07.500 CL634307
B1V7KEBTPIMZEU4LTD58
2032-02-01
7.500000
981032.00
37686.21
Agency Mortgage-Backed Securities
FNMS 06.000 CIAL0446
B1V7KEBTPIMZEU4LTD58
2024-05-01
6.000000
670000.00
37315.75
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS6413
B1V7KEBTPIMZEU4LTD58
2031-01-01
2.500000
70000.00
44322.48
Agency Mortgage-Backed Securities
FNMS 06.500 CL351141
B1V7KEBTPIMZEU4LTD58
2026-06-01
6.500000
3015032.00
36018.20
Agency Mortgage-Backed Securities
05.000 FGPC C91247 G
2029-04-01
5.000000
300087.00
20057.50
Agency Mortgage-Backed Securities
04.500 FGPC G60588 G
2046-05-01
4.500000
384867.00
217620.15
Agency Mortgage-Backed Securities
05.000 FGPC C91293 G
2030-03-01
5.000000
810160.00
89736.12
Agency Mortgage-Backed Securities
04.500 FGPC J10447 G
2024-08-01
4.500000
501907.00
11419.63
Agency Mortgage-Backed Securities
05.000 FGPC A93674 G
2039-11-01
5.000000
634037.00
58187.70
Agency Mortgage-Backed Securities
05.500 FGPC G01453 G
2032-10-01
5.500000
6296616.00
63464.54
Agency Mortgage-Backed Securities
06.000 FGPC D97994 G
2026-10-01
6.000000
1048032.00
24228.27
Agency Mortgage-Backed Securities
FNMS 05.500 CLAD3317
B1V7KEBTPIMZEU4LTD58
2040-03-01
5.500000
1923568.00
199622.27
Agency Mortgage-Backed Securities
FNMS 06.000 CL890299
B1V7KEBTPIMZEU4LTD58
2040-07-01
6.000000
1576520.00
79071.73
Agency Mortgage-Backed Securities
FNMS 06.000 CL769790
B1V7KEBTPIMZEU4LTD58
2034-02-01
6.000000
1800000.00
18185.53
Agency Mortgage-Backed Securities
FNAR XX.XXX WS606116
B1V7KEBTPIMZEU4LTD58
2031-09-01
4.534000
3000000.00
14009.54
Agency Mortgage-Backed Securities
FNMS 05.500 CT256490
B1V7KEBTPIMZEU4LTD58
2026-11-01
5.500000
919742.00
22961.09
Agency Mortgage-Backed Securities
FNMS 06.000 CT257500
B1V7KEBTPIMZEU4LTD58
2028-11-01
6.000000
747435.00
26998.82
Agency Mortgage-Backed Securities
04.500 FGPC C91249 G
2029-05-01
4.500000
725620.00
36729.20
Agency Mortgage-Backed Securities
FNMS 04.500 CTMA0073
B1V7KEBTPIMZEU4LTD58
2029-05-01
4.500000
342200.00
13964.87
Agency Mortgage-Backed Securities
FNMS 04.000 CIMA0078
B1V7KEBTPIMZEU4LTD58
2024-04-01
4.000000
433827.00
17392.52
Agency Mortgage-Backed Securities
FNMS 05.500 CL986761
B1V7KEBTPIMZEU4LTD58
2038-07-01
5.500000
334105.00
11700.39
Agency Mortgage-Backed Securities
FNAR XX.XXX LB987771
B1V7KEBTPIMZEU4LTD58
2038-08-01
4.396000
425000.00
39300.36
Agency Mortgage-Backed Securities
FNMS 04.000 CI931252
B1V7KEBTPIMZEU4LTD58
2024-05-01
4.000000
1333394.00
54317.15
Agency Mortgage-Backed Securities
FNMS 03.000 CLAU3735
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
53290.00
31684.61
Agency Mortgage-Backed Securities
06.000 FGPC C59161 G
2031-10-01
6.000000
3602372.00
64583.51
Agency Mortgage-Backed Securities
FNAR XX.XXX WS190726
B1V7KEBTPIMZEU4LTD58
2033-03-01
4.825000
3346644.00
11276.80
Agency Mortgage-Backed Securities
FNMS 05.500 CLAA9374
B1V7KEBTPIMZEU4LTD58
2039-07-01
5.500000
1453508.00
168672.21
Agency Mortgage-Backed Securities
FNAR XX.XXX WD627416
B1V7KEBTPIMZEU4LTD58
2032-03-01
4.106000
1357966.00
17523.49
Agency Mortgage-Backed Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0248
3000000.00
3000000.00
0.0051
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.450000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JDOQ2
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
2025-11-30
2.875000
1995000.00
2039894.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-05-31
1.375000
300.00
296.61
U.S. Treasuries (including strips)
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0248
2000000.00
2000000.00
0.0034
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.550000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOR0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TRAVELPORT CORPORATE FIN PLC 6%26
2026-03-15
6.000000
2000.00
2154.33
Corporate Debt Securities
TRONOX INC SR GLBL 144A 26
549300EPZ4YXC7E5P181
2026-04-15
6.500000
136.00
129.75
Corporate Debt Securities
ALTICE FRANCE S A SR SEC GLBL 27
5493001ZMCICV4N02J21
2027-02-01
8.125000
53010.00
53001.72
Corporate Debt Securities
LLOYDS BANKING GROUP PLC ALT TIER I PERP
549300PPXHEU2JF0AM85
2049-12-29
7.500000
901.00
928.22
Corporate Debt Securities
CARE CAP PPTYS LP SR GLBL NT 26
549300OVKLRFSIQG0H81
2026-08-15
5.125000
2352000.00
2234542.75
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 25
549300FNENFFSMO3GT38
2025-01-27
5.299000
10265.00
10383.69
Corporate Debt Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0259
2000000.00
2000000.00
0.0034
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.610000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOT6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2008-27 FA
549300M8ZYFG0OCMTT87
2038-03-20
3.033000
3434.00
119.87
Agency Collateralized Mortgage Obligation
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
3.183000
38102.00
1435.48
Agency Collateralized Mortgage Obligation
GNRA 2008-013 FC
549300M8ZYFG0OCMTT87
2038-02-16
3.030000
13170.00
1773.03
Agency Collateralized Mortgage Obligation
GNRM 2016-54 HK
549300M8ZYFG0OCMTT87
2046-04-20
3.000000
2148538.00
1022909.75
Agency Collateralized Mortgage Obligation
GNRM 2018-15 BA
549300M8ZYFG0OCMTT87
2048-01-20
3.000000
3801.00
3507.77
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-02-15
6.000000
9411.00
509.88
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2029-03-15
7.000000
431.00
163.22
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-02-15
3.000000
2040.00
1246.69
Agency Collateralized Mortgage Obligation
GNRA 2018-145 FA
549300M8ZYFG0OCMTT87
2048-10-20
3.133000
2004.00
1963.04
Agency Collateralized Mortgage Obligation
GNRA 2018-66 FB
549300M8ZYFG0OCMTT87
2048-12-20
3.203000
5886.00
5858.02
Agency Collateralized Mortgage Obligation
GNII SF 004801 M
549300M8ZYFG0OCMTT87
2040-09-20
4.500000
42079.00
7155.19
Agency Mortgage-Backed Securities
FNMS 06.000 CT545696
B1V7KEBTPIMZEU4LTD58
2022-05-01
6.000000
3477227.00
20413.52
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5595
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
18000.00
10454.27
Agency Mortgage-Backed Securities
FNMS 05.500 CL995018
B1V7KEBTPIMZEU4LTD58
2038-06-01
5.500000
38951506.00
966956.59
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA3522
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.500000
2027620.00
2065844.19
Agency Mortgage-Backed Securities
GNII SF MA4322 M
549300M8ZYFG0OCMTT87
2047-03-20
4.000000
51481.00
35143.54
Agency Mortgage-Backed Securities
GNII JM MA4889 M
549300M8ZYFG0OCMTT87
2047-12-20
3.000000
1052110.00
963679.60
Agency Mortgage-Backed Securities
06.000 FGPC A79523 G
2038-07-01
6.000000
817651.00
14156.87
Agency Mortgage-Backed Securities
06.500 FGPC H09118 G
2037-11-01
6.500000
709178.00
6616.93
Agency Mortgage-Backed Securities
04.000 FGPC Q52697 G
2047-12-01
4.000000
1124810.00
1030338.03
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2019-03-28
0.00
700.00
698.72
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
700.00
694.78
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-15
0.125000
1022000.00
1058347.16
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0265
7000000.00
7000000.00
0.0119
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.530000%
R0MUWSFPU8MPRO8K5P83
0001197610
ARP0JDOV1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ROYAL BK SCOTLAND GROUP PLC SR NT 4.8%26
2138005O9XJIJN4JPN90
2026-04-05
4.800000
200000.00
205687.33
Corporate Debt Securities
FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT
2029-07-25
6.039880
5099757.00
5494377.85
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.639880
33069.00
33159.07
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN2 M-3 20240425 FLT
2024-04-25
6.089880
5.00
5.40
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-DNA1 B-1 20290725 FLT
2029-07-25
7.439880
9.00
10.14
Private Label Collateralized Mortgage Obligations
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0257
5000000.00
5000000.00
0.0085
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.500000%
549300LCO2FLSSVFFR64
0000050916
ARP0JDPD0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MICROSOFT CORP SR NT 3.5%42
INR2EJN1ERAN0W5ZP974
2042-11-15
3.500000
1427000.00
1366515.02
Corporate Debt Securities
QUEBEC PROV CDA SR GLBL NT3.5%20
549300WN65YFEQH74Y36
2020-07-29
3.500000
1761000.00
1785529.75
Corporate Debt Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0254
3000000.00
3000000.00
0.0051
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JDPE8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
2020825.00
2060974.13
Agency Mortgage-Backed Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0246
2000000.00
2000000.00
0.0034
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.550000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JDPF5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC081AX R13F081
2043-08-25
3.500000
3053.00
1323.10
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-11-25
2.890000
132248.00
17742.92
Agency Collateralized Mortgage Obligation
03.000 FGPC J38679 G
2033-03-01
3.000000
1137785.00
1025120.12
Agency Mortgage-Backed Securities
04.500 FGPC V85054 G
2049-01-01
4.500000
973091.00
1019392.50
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7549
B1V7KEBTPIMZEU4LTD58
2046-06-01
3.500000
18395.00
15352.85
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8350
B1V7KEBTPIMZEU4LTD58
2048-01-01
4.500000
16256.00
16094.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBH1188
B1V7KEBTPIMZEU4LTD58
2047-06-01
3.056000
1362149.00
1050948.75
Agency Mortgage-Backed Securities
03.500 FGPC G08851 G
2048-12-01
3.500000
4020830.00
4011551.44
Agency Mortgage-Backed Securities
04.000 FGPC G08852 G
2048-12-01
4.000000
1061419.00
1072443.48
Agency Mortgage-Backed Securities
03.500 FGPC Q41727 G
2046-07-01
3.500000
2040.00
1611.90
Agency Mortgage-Backed Securities
03.000 FGPC Q45864 G
2047-02-01
3.000000
1200658.00
1024960.39
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4879
B1V7KEBTPIMZEU4LTD58
2048-05-01
3.500000
12791.00
12602.36
Agency Mortgage-Backed Securities
FNMS 03.500 CLBM4974
B1V7KEBTPIMZEU4LTD58
2048-01-01
3.500000
11576.00
11485.99
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA1712
B1V7KEBTPIMZEU4LTD58
2048-05-01
4.500000
1000.00
1018.85
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3592
B1V7KEBTPIMZEU4LTD58
2049-02-01
4.000000
991573.00
1011273.27
Agency Mortgage-Backed Securities
03.500 FGPC Q52322 G
2047-11-01
3.500000
3320598.00
3098026.15
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0259
13000000.00
13000000.00
0.0220
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 2.580000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0JDPK4
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
2048-11-15
3.375000
1905300.00
2040005.40
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0262
2000000.00
2000000.00
0.0034
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.570000%
549300QJJX6CVVUXLE15
0000050916
ARP0JDPP3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2018-34 FC
549300M8ZYFG0OCMTT87
2048-10-20
2.853000
1000.00
985.65
Agency Collateralized Mortgage Obligation
GNRA 2019-01 FM
549300M8ZYFG0OCMTT87
2049-01-20
2.966000
1000.00
998.42
Agency Collateralized Mortgage Obligation
GNRA 2019-006 EF
549300M8ZYFG0OCMTT87
2049-01-20
2.903000
1000.00
995.18
Agency Collateralized Mortgage Obligation
FNMS 05.000 CLBM5162
B1V7KEBTPIMZEU4LTD58
2048-11-01
5.000000
1000.00
1068.16
Agency Mortgage-Backed Securities
GNII SF MA5651 M
549300M8ZYFG0OCMTT87
2048-11-20
4.000000
21594.00
22165.54
Agency Mortgage-Backed Securities
GNII SF MA4263 M
549300M8ZYFG0OCMTT87
2047-01-20
4.000000
60000.00
39551.74
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0919
B1V7KEBTPIMZEU4LTD58
2041-09-01
4.500000
6240.00
988.19
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3495
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1000.00
999.28
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3521
B1V7KEBTPIMZEU4LTD58
2048-11-01
4.000000
1000.00
1005.41
Agency Mortgage-Backed Securities
GNII SF MA4451 M
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
8632123.00
7160015.50
Agency Mortgage-Backed Securities
GNII SF MA3736 M
549300M8ZYFG0OCMTT87
2046-06-20
3.500000
3055.00
2053.80
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
185420.00
141656.53
Agency Mortgage-Backed Securities
GNII SF MA4512 M
549300M8ZYFG0OCMTT87
2047-06-20
4.500000
705918.00
450334.13
Agency Mortgage-Backed Securities
GNII SF MA4777 M
549300M8ZYFG0OCMTT87
2047-10-20
3.000000
1000.00
898.65
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2019-04-04
0.00
341300.00
340518.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-08-15
2.750000
9200.00
8647.42
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2027-08-15
2.250000
800.00
776.15
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-06-30
2.625000
62300.00
62882.90
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
8000000.00
8000000.00
0.0135
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.590000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0JDPQ1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
1.375 FHLB 20 G4824
2549001DPIFGXC1TOL40
2020-09-28
1.375000
965000.00
953013.90
Agency Debentures and Agency Strips
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2019-11-13
2.400000
75000.00
75058.19
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-07-26
1.125000
1000.00
995.08
Agency Debentures and Agency Strips
FNMS 03.500 CLAS5722
B1V7KEBTPIMZEU4LTD58
2045-09-01
3.500000
2000.00
1234.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS7252
B1V7KEBTPIMZEU4LTD58
2046-05-01
4.500000
3000.00
1711.57
Agency Mortgage-Backed Securities
FNMS 02.500 CNAS8342
B1V7KEBTPIMZEU4LTD58
2026-11-01
2.500000
7000.00
4643.77
Agency Mortgage-Backed Securities
FNMS 06.000 CIAL0294
B1V7KEBTPIMZEU4LTD58
2022-10-01
6.000000
4347.00
188.04
Agency Mortgage-Backed Securities
FNMS 03.000 CTAS2295
B1V7KEBTPIMZEU4LTD58
2034-04-01
3.000000
2000.00
1301.61
Agency Mortgage-Backed Securities
FNMS 04.500 CI255840
B1V7KEBTPIMZEU4LTD58
2020-08-01
4.500000
20790.00
199.63
Agency Mortgage-Backed Securities
04.000 FGPC G60184 G
2044-02-01
4.000000
8000.00
4734.11
Agency Mortgage-Backed Securities
GNII SF MA5764 M
549300M8ZYFG0OCMTT87
2049-02-20
4.500000
9016590.00
9372970.72
Agency Mortgage-Backed Securities
03.000 FGPC C04247 G
2042-12-01
3.000000
5000.00
2896.11
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS5629
B1V7KEBTPIMZEU4LTD58
2045-08-01
3.500000
4000.00
2627.80
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3536
B1V7KEBTPIMZEU4LTD58
2048-12-01
4.000000
3077163.00
3109302.41
Agency Mortgage-Backed Securities
03.500 FGPC G08846 G
2048-11-01
3.500000
2639115.00
2619248.13
Agency Mortgage-Backed Securities
03.000 FGPC G08499 G
2042-07-01
3.000000
4000000.00
1802022.81
Agency Mortgage-Backed Securities
03.000 FGPC G08631 G
2045-03-01
3.000000
3000.00
1926.35
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ9150
B1V7KEBTPIMZEU4LTD58
2026-12-01
3.000000
1466.00
235.18
Agency Mortgage-Backed Securities
FNMS 05.500 CIAL2193
B1V7KEBTPIMZEU4LTD58
2025-07-01
5.500000
2069.00
214.08
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL8383
B1V7KEBTPIMZEU4LTD58
2045-10-01
4.500000
3000.00
1778.99
Agency Mortgage-Backed Securities
FNMS 05.000 CIAL8844
B1V7KEBTPIMZEU4LTD58
2024-08-01
5.000000
99621.00
557.39
Agency Mortgage-Backed Securities
FNMS 05.500 CL357961
B1V7KEBTPIMZEU4LTD58
2035-09-01
5.500000
14048.00
746.47
Agency Mortgage-Backed Securities
FNMS 05.500 CT254764
B1V7KEBTPIMZEU4LTD58
2023-06-01
5.500000
9020.00
147.90
Agency Mortgage-Backed Securities
FNMS 05.500 CT254587
B1V7KEBTPIMZEU4LTD58
2022-12-01
5.500000
21663.00
187.57
Agency Mortgage-Backed Securities
FNMS 06.000 CT256171
B1V7KEBTPIMZEU4LTD58
2026-03-01
6.000000
6640.00
242.86
Agency Mortgage-Backed Securities
FNMS 06.000 CT256601
B1V7KEBTPIMZEU4LTD58
2027-02-01
6.000000
4039424.00
161757.33
Agency Mortgage-Backed Securities
FNMS 06.500 CT256946
B1V7KEBTPIMZEU4LTD58
2027-10-01
6.500000
4045000.00
155295.05
Agency Mortgage-Backed Securities
04.500 FGPC G60805 G
2042-08-01
4.500000
3000.00
2246.20
Agency Mortgage-Backed Securities
04.500 FGPC G60682 G
2046-08-01
4.500000
2000.00
1286.45
Agency Mortgage-Backed Securities
FNMS 04.000 CNMA0027
B1V7KEBTPIMZEU4LTD58
2019-03-25
4.000000
19103161.00
183.56
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS9619
B1V7KEBTPIMZEU4LTD58
2047-05-01
4.500000
3263005.00
2512552.98
Agency Mortgage-Backed Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0263
20000000.00
20000000.00
0.0339
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.570000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0JDPR9
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2020-02-15
3.625000
1434800.00
1450915.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2047-11-15
2.750000
6840000.00
6471122.35
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-05-23
0.00
200.00
198.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-03-28
0.00
400.00
399.27
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-31
2.750000
2100.00
2126.20
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-30
1.625000
100.00
99.97
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-07-15
0.375000
100.00
107.41
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-06-15
0.875000
100.00
99.75
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-08-15
2.625000
234900.00
235335.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-01-31
2.500000
200.00
200.41
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0261
8000000.00
8000000.00
0.0135
N
Y
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.530000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JDPS7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2022-09-30
1.875000
1100.00
1084.38
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
400.00
412.80
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2022-02-15
2.500000
18894000.00
18910225.98
U.S. Treasuries (including strips)
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0257
18539507.00
18539507.00
0.0314
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.550000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0JDPX6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ENERGY TRANSFER PRTNRS L P SR NT 9%19
5493008K8W3OKZE54J59
2019-04-15
9.000000
1010000.00
1050955.50
Corporate Debt Securities
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0259
1000000.00
1000000.00
0.0017
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.500000%
VYVVCKR63DVZZN70PB21
0000827124
ARP0JDQ15
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ENERGY TRANSFER PRTNRS L P SR NT 9%19
5493008K8W3OKZE54J59
2019-04-15
9.000000
1010000.00
1050955.50
Corporate Debt Securities
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0254
1000000.00
1000000.00
0.0017
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.410000%
0001245022
ATD0TBE85
Non-Negotiable Time Deposit
Y
2019-03-01
2019-03-01
2019-03-01
N
N
N
0.0241
8000000.00
8000000.00
0.0135
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.430000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0TCKW3
Non-Negotiable Time Deposit
Y
2019-03-05
2019-03-05
2019-03-05
N
N
N
0.0243
6000000.00
6000000.00
0.0102
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.400000%
PT3QB789TSUIDF371261
0000947263
ATD0TD5E8
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
1000000.00
1000000.00
0.0017
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.390000%
0001002614
ATD0TD5K4
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0239
2000000.00
2000000.00
0.0034
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.410000%
0000926171
ATD0TD5L2
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0241
4000000.00
4000000.00
0.0068
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.400000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0TD5U2
Non-Negotiable Time Deposit
Y
2019-03-06
2019-03-06
2019-03-06
N
N
N
0.0240
1000000.00
1000000.00
0.0017
N
N
Y
N
FIFTH THIRD BANK (GRAND CAYMAN BRANCH)
FIFTH THIRD BANK (GRAND CAYMAN BRANCH) 2.400000%
0000035528
ATD0TDQS4
Non-Negotiable Time Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0240
4000000.00
4000000.00
0.0068
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.430000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0TDQT2
Non-Negotiable Time Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0243
9000000.00
9000000.00
0.0152
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.400000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD0TDR53
Non-Negotiable Time Deposit
Y
2019-03-07
2019-03-07
2019-03-07
N
N
N
0.0240
2000000.00
2000000.00
0.0034
N
N
Y
N
The Charles Schwab Family of Funds
2019-03-07
Mark Fischer
Mark Fischer
Chief Financial Officer