0001145549-19-011536.txt : 20190507
0001145549-19-011536.hdr.sgml : 20190507
20190507160515
ACCESSION NUMBER: 0001145549-19-011536
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190430
FILED AS OF DATE: 20190507
DATE AS OF CHANGE: 20190507
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: 19803058
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004509
Schwab Retirement Advantage Money Fund
C000012386
Schwab Retirement Advantage Money Fund
SWIXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2019-04-30
0000857156
549300I77JNLD629OV19
S000004509
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
Y
37
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42199143.76
40002794.94
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198170444.04
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1474831.59
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6345123.22
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Investment Advisor and its affiliates Contractual 42,123
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UUB6
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2019-07-11
2019-07-11
2019-07-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0257
994866.00
994866.00
0.0050
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 2.701500%
06053PU62
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0270
3500000.00
3500000.00
0.0177
N
Y
Y
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
0.0257
2000275.46
2000275.46
0.0101
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 2.560000%
06426GRF6
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2019-07-17
2019-07-17
2019-07-17
N
N
N
0.0251
900097.69
900097.69
0.0046
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945MVD5
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2019-08-13
2019-08-13
2019-08-13
N
Y
Societe Generale SA
1.0000
N
0.0259
992460.42
992460.42
0.0050
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 2.590000%
0727MAZF1
VDYMYTQGZZ6DU0912C88
Certificate of Deposit
Y
2019-06-19
2019-06-19
2019-06-19
N
N
N
0.0254
1800118.17
1800118.17
0.0091
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MS21
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
Societe Generale SA
1.0000
N
0.0249
999861.94
999861.94
0.0051
N
N
Y
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
0.0249
699323.53
699323.53
0.0035
N
N
N
N
BRANCH BANKING AND TRUST COMPANY
BRANCH BANKING AND TRUST COMPANY 2.450000%
10513EKP2
JJKC32MCHWDI71265Z06
Certificate of Deposit
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0244
1000002.14
1000002.14
0.0051
N
N
Y
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
0.0247
499244.06
499244.06
0.0025
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P3US9
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2019-07-26
2019-07-26
2019-07-26
N
Y
Citibank NA
1.0000
N
0.0256
993810.92
993810.92
0.0050
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
0.0247
399422.97
399422.97
0.0020
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UUK5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2019-07-19
2019-07-19
2019-07-19
N
Y
Citibank NA
1.0000
N
0.0255
994328.89
994328.89
0.0050
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UU87
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-07-08
2019-07-08
2019-07-08
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0252
995177.67
995177.67
0.0050
N
N
N
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
0.0251
994703.22
994703.22
0.0050
N
N
N
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963UW51
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0248
2973514.68
2973514.68
0.0151
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WU21
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
Y
Citibank NA
1.0000
N
0.0253
1891591.08
1891591.08
0.0096
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 2.725500%
19423CJV5
549300F58F2DMYVQ5V90
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
JP Morgan Securities LLC
1.0000
N
0.0257
1500332.81
1500332.81
0.0076
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 2.640900%
19423EHE1
Asset Backed Commercial Paper
Y
2019-06-12
2019-09-12
2019-09-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0259
1900093.39
1900093.39
0.0096
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.593500%
20272AH41
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-05-07
2019-08-07
2019-08-07
N
N
N
0.0254
3000506.76
3000506.76
0.0152
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 2.572600%
20272AH82
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2019-05-13
2019-08-13
2019-08-13
N
N
N
0.0255
1900188.29
1900188.29
0.0096
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 2.655500%
21684L2K7
DG3RU1DBUFHT4ZF9WN62
US21684L2K73
0001098062
Certificate of Deposit
Y
2019-07-03
2019-07-03
2019-07-03
N
N
N
0.0254
2400368.76
2400368.76
0.0122
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.650000%
22549LSC0
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-09-25
2019-09-25
2019-09-25
N
N
N
0.0258
1500357.45
1500357.45
0.0076
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 2.630000%
22549LVX0
ANGGYXNX0JLX3X63JN86
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0256
1000178.27
1000178.27
0.0051
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 0.000000%
2254EBW56
ANGGYXNX0JLX3X63JN86
Financial Company Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0256
178361.60
178361.60
0.0009
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.610000%
22845AJV3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-06-17
2019-06-17
2019-06-17
N
Y
Credit Suisse AG
1.0000
N
0.0251
1500184.29
1500184.29
0.0076
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 2.590000%
22845AKL3
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2019-07-29
2019-07-29
2019-07-29
N
Y
Credit Suisse AG
1.0000
N
0.0259
900008.69
900008.69
0.0046
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EX24
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2019-10-02
2019-10-02
2019-10-02
N
N
N
0.0260
494413.54
494413.54
0.0025
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
0.0239
3000205.77
3000205.77
0.0152
N
N
N
N
EDWARD-ELMHURST HEALTHCARE
TAXABLE BONDS SERIES 2018 2.430000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
1000000.00
1000000.00
0.0051
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DS27
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0239
1999734.22
1999734.22
0.0101
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MT61
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2019-06-06
2019-06-06
2019-06-06
N
Y
MUFG BANK LTD
1.0000
N
0.0249
2892566.49
2892566.49
0.0147
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RW57
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2019-09-05
2019-09-05
2019-09-05
N
N
N
0.0260
1387057.78
1387057.78
0.0070
N
N
N
N
HSBC BANK USA NA (NEW YORK BRANCH)
HSBC BANK USA NA (NEW YORK BRANCH) 2.654500%
40435RBR1
1IE8VN30JCEQV1H4R804
0001388002
Certificate of Deposit
Y
2019-06-04
2019-09-04
2019-09-04
N
N
N
0.0256
200008.92
200008.92
0.0010
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 2.430000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0243
1895000.00
1895000.00
0.0096
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.783500%
46640CGN6
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-05-08
2019-05-08
2019-05-08
N
N
N
0.0242
700056.50
700056.50
0.0036
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.623500%
46640CGX4
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-05-07
2019-08-06
2019-08-06
N
N
N
0.0254
1000254.20
1000254.20
0.0051
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QU90
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2019-07-09
2019-07-09
2019-07-09
N
N
N
0.0255
99503.78
99503.78
0.0005
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
0.0248
1894500.45
1894500.45
0.0096
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TKN3
Asset Backed Commercial Paper
Y
2019-09-09
2019-09-09
2019-09-09
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0256
1188740.40
1188740.40
0.0060
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X1S20
B81CK4ESI35472RHJ606
Financial Company Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0249
999861.94
999861.94
0.0051
N
N
Y
N
LEXINGTON PARKER CAPITAL COMPANY LLC
LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000%
52952MU32
5493005MSQJBO8BDMA02
Asset Backed Commercial Paper
Y
2019-07-03
2019-07-03
2019-07-03
N
Y
Natixis SA
1.0000
N
0.0253
995495.11
995495.11
0.0050
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
0.0249
998337.33
998337.33
0.0051
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RT40
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2019-06-04
2019-06-04
2019-06-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0254
997528.61
997528.61
0.0051
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.582400%
55379WJ72
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-07-29
2019-10-29
2019-10-29
N
N
N
0.0256
1000072.57
1000072.57
0.0051
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.550000%
55379WK39
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-08-27
2019-08-27
2019-08-27
N
N
N
0.0255
1000000.00
1000000.00
0.0051
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 2.830000%
55379WQL3
C3GTMMZIHMY46P4OIX74
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0238
100001.16
100001.16
0.0005
N
Y
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UUF5
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-07-15
2019-07-15
2019-07-15
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0253
994667.33
994667.33
0.0050
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UXG0
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-16
2019-10-16
2019-10-16
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0257
1975861.16
1975861.16
0.0100
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UXU9
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2019-10-28
2019-10-28
2019-10-28
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0258
1974096.88
1974096.88
0.0100
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
0001462160
Certificate of Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0242
1000005.75
1000005.75
0.0051
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 2.600000%
60683BPL1
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0244
1800094.32
1800094.32
0.0091
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.590000%
60710A2J0
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-05-13
2019-05-13
2019-05-13
N
N
N
0.0247
2500096.65
2500096.65
0.0127
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 2.550000%
60710A5U2
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2019-07-29
2019-07-29
2019-07-29
N
N
N
0.0253
1000055.44
1000055.44
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
0.0239
1000071.76
1000071.76
0.0051
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MU21
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
N
N
0.0249
995644.25
995644.25
0.0050
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MUX3
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0253
993544.67
993544.67
0.0050
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
0.0250
995135.00
995135.00
0.0050
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 2.550000%
63873NL90
KX1WK48MPD4Y2NCUIZ63
0001503859
Certificate of Deposit
Y
2019-06-18
2019-06-18
2019-06-18
N
N
N
0.0245
1900237.88
1900237.88
0.0096
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 2.460000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0246
1000000.00
1000000.00
0.0051
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409SS25
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2019-05-02
2019-05-02
2019-05-02
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0247
1899739.38
1899739.38
0.0096
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.610000%
65558TEK7
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-08-26
2019-08-26
2019-08-26
N
N
N
0.0250
1000306.84
1000306.84
0.0051
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 2.580900%
65558TGY5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2019-05-24
2019-10-24
2019-10-24
N
N
N
0.0259
999938.51
999938.51
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
0.0249
1995296.66
1995296.66
0.0101
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UXQ1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2019-10-24
2019-10-24
2019-10-24
N
Y
Royal Bank of Canada
1.0000
N
0.0257
987364.17
987364.17
0.0050
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
0.0244
1000003.82
1000003.82
0.0051
N
Y
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.560000%
69033MFP7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0247
1000032.05
1000032.05
0.0051
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 2.636600%
69034CHQ4
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2019-06-06
2019-12-06
2019-12-06
N
N
N
0.0259
900075.09
900075.09
0.0046
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MS19
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0245
999932.08
999932.08
0.0051
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838MS68
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0245
999592.50
999592.50
0.0051
N
N
Y
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
0.0253
399212.27
399212.27
0.0020
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUG4
Asset Backed Commercial Paper
Y
2019-07-16
2019-07-16
2019-07-16
N
Y
BNP Paribas SA
1.0000
N
0.0257
994496.64
994496.64
0.0050
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KUH2
Asset Backed Commercial Paper
Y
2019-07-17
2019-07-17
2019-07-17
N
Y
BNP Paribas SA
1.0000
N
0.0258
497210.42
497210.42
0.0025
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
0.0253
1500135.87
1500135.87
0.0076
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.660900%
78012UNQ4
ES7IP3U3RHIGC71XBU11
US78012UNQ49
Certificate of Deposit
Y
2019-07-17
2020-04-17
2020-04-17
N
N
N
0.0262
300041.72
300041.72
0.0015
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
0.0261
1000117.10
1000117.10
0.0051
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.636100%
78014XBR7
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-06-03
2019-12-02
2019-12-02
N
N
N
0.0257
1000081.99
1000081.99
0.0051
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.616600%
78014XCF2
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2019-05-24
2020-01-24
2020-01-24
N
N
N
0.0264
1099878.58
1099878.58
0.0056
N
N
N
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
0.0237
1500250.08
1500250.08
0.0076
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 2.540000%
83050PAC3
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2019-08-15
2019-08-15
2019-08-15
N
N
N
0.0255
1999913.26
1999913.26
0.0101
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 2.742600%
8574P1LW4
571474TGEMMWANRLN572
Certificate of Deposit
Y
2019-05-15
2019-05-15
2019-05-15
N
N
N
0.0262
2800132.94
2800132.94
0.0142
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
0.0255
396856.23
396856.23
0.0020
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 2.560000%
86564FVZ3
5493006GGLR4BTEL8O61
Certificate of Deposit
Y
2019-07-24
2019-07-24
2019-07-24
N
N
N
0.0253
1000054.92
1000054.92
0.0051
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564XTQ7
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2019-06-24
2019-06-24
2019-06-24
N
N
N
0.0249
996192.78
996192.78
0.0051
N
N
N
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
0.0253
2001076.80
2001076.80
0.0101
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
0.0243
500057.77
500057.77
0.0025
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
0.0256
1000078.56
1000078.56
0.0051
N
N
N
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 2.580000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2019-05-07
2019-05-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0258
1000000.00
1000000.00
0.0051
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.610000%
89114MVS3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-09-09
2019-09-09
2019-09-09
N
N
N
0.0253
1000251.64
1000251.64
0.0051
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
0.0253
1000252.97
1000252.97
0.0051
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.560000%
89114MXM4
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0250
800061.14
800061.14
0.0041
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153QS76
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2019-05-07
2019-05-07
2019-05-07
N
Y
Total SA
1.0000
N
0.0245
999524.58
999524.58
0.0051
N
N
Y
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 2.657600%
89232BBC1
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2019-06-06
2019-11-14
2019-11-14
N
N
N
0.0258
1900452.96
1900452.96
0.0096
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
0.0258
1400344.81
1400344.81
0.0071
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
0.0236
3000823.35
3000823.35
0.0152
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MU15
Asset Backed Commercial Paper
Y
2019-07-01
2019-07-01
2019-07-01
N
Y
Natixis SA
1.0000
N
0.0253
995646.22
995646.22
0.0050
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LU24
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2019-07-02
2019-07-02
2019-07-02
N
Y
MUFG BANK LTD
1.0000
N
0.0253
2986722.75
2986722.75
0.0151
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.650000%
529900HNOAA1KXQJUQ27
0001694217
934PLW003
Certificate of Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0246
1000036.69
1000036.69
0.0051
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.582000%
MSFSBD3QN1GSN7Q6C537
0000008565
934PPH002
Certificate of Deposit
Y
2019-05-13
2019-08-12
2019-08-12
N
N
N
0.0255
1000104.00
1000104.00
0.0051
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.778500%
94989R2D9
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-29
2019-06-03
2019-06-03
N
N
N
0.0240
3001024.89
3001024.89
0.0152
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.717000%
94989R5H7
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-13
2019-11-12
2019-11-12
N
N
N
0.0258
2000153.34
2000153.34
0.0101
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.707400%
94989RY93
KB1H1DSPRFMYMCUFXT09
0000740906
Certificate of Deposit
Y
2019-05-16
2019-07-16
2019-07-16
N
N
N
0.0254
1000357.82
1000357.82
0.0051
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 2.611100%
95001KAC8
KB1H1DSPRFMYMCUFXT09
US95001KAC80
0000740906
Certificate of Deposit
Y
2019-07-24
2020-01-24
2020-01-24
N
N
N
0.0259
900095.64
900095.64
0.0046
N
N
N
N
WESTPAC BANKING CORPORATION (NEW YORK BRANCH)
WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 2.757400%
96130AAV0
EN5TNI6CI43VEPAMHL14
Certificate of Deposit
Y
2019-05-20
2019-05-20
2019-05-20
N
N
N
0.0243
2000357.86
2000357.86
0.0101
N
N
N
N
BNP PARIBAS SA
BNP PARIBAS SA 2.810000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JLH90
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RADNOR RE LTD 2019-1 M-1B 20290226 FLT
254900JBDDKUTX6TX151
2029-02-26
4.426630
1623.00
1628.26
Asset-Backed Securities
HORIZON I LTD 2018 CTF 20381215 0.0
2038-12-15
0.00
4288.00
4261.41
Asset-Backed Securities
NATIONAL COLL ST LN TR 2005-3 A-5-1 20331025 FLT
2033-10-25
2.856630
100000.00
61632.02
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-4 A-4 20320525 FLT
2032-05-25
2.795500
629.00
597.06
Asset-Backed Securities
POPULAR ABS 2005-3 M-2 20350725 FLT
2035-07-25
5.250000
16562.00
11446.75
Asset-Backed Securities
TGIF FUNDING LLC 2017-1 A-2 20470430 6.2
2047-04-30
6.202000
25000.00
23507.40
Asset-Backed Securities
ACE SECS HEQ 2007-WM1 A-2B 20361125 FLT
2036-11-25
2.596630
20696.00
5908.36
Asset-Backed Securities
BANK AMER CORP ALT TIER I PERP
9DJT3UXIJIZJI4WXO774
2049-12-29
5.875000
384000.00
398462.88
Corporate Debt Securities
GAP INC SR NT 5.95%21
T2ZG1WRWZ4BUCMQL9224
2021-04-12
5.950000
141000.00
147172.27
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 3.85%23
1HNPXZSMMB7HMBMVBS46
2023-11-15
3.850000
1000.00
962.65
Corporate Debt Securities
PENNEY J C CORP INC SR SEC 144A NT23
8TDNUQ07MEFMWW1VHP39
2023-07-01
5.875000
2000.00
1743.84
Corporate Debt Securities
Y
2019-06-04
2019-06-04
2019-06-20
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0298
599855.01
599855.01
0.0030
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 3.000000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JMNF7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ACE SECS HEQ 2006-SL4 A-2 20360925 FLT
2036-09-25
2.876630
12445000.00
1485452.30
Asset-Backed Securities
CONSORICO TRANSMANTARO SA 4.7%34
549300NL65DC6HVEJX96
2034-04-16
4.700000
806485.00
821064.46
Corporate Debt Securities
Y
2019-07-29
2019-07-29
2019-09-23
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0311
1999111.90
1999111.90
0.0101
N
N
N
Y
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.440000%
549300QJJX6CVVUXLE15
0001317808
ARP0JSDS7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
3810.00
1980.14
Agency Mortgage-Backed Securities
GNII SF MA4511 M
549300M8ZYFG0OCMTT87
2047-06-20
4.000000
1000.00
748.87
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2042-02-15
0.750000
937900.00
1011643.28
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2043-02-15
0.625000
400.00
409.34
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-12-15
2.625000
7100.00
7232.90
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2021-04-15
0.125000
100.00
105.77
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-15
Y
RBC DOMINION SECURITIES INC
1.0000
7
N
N
N
0.0244
1000000.00
1000000.00
0.0051
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.810000%
8NAV47T0Y26Q87Y0QP81
0000065106
ARP0JST43
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BEAR STEARNS CMBS 2005-PWR9 G 20420911 FLT
2042-09-11
5.608970
1182311.00
653869.73
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2018-3 B-4 20580525 FLT
549300U48YU2VDL8N523
2058-05-25
5.393530
1264000.00
1112611.05
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-4 B-5 20450625 FLT
2045-06-25
3.581100
1819000.00
1108519.29
Private Label Collateralized Mortgage Obligations
Y
2019-06-04
2019-06-04
2019-07-16
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0293
2499369.45
2499369.45
0.0127
N
N
N
Y
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.430000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JT7N3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
1038303.00
1030830.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
1326.00
1255.55
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-17
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0243
1000000.00
1000000.00
0.0051
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.030000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JTZ51
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BLUEVIRGO TRUST 2015-1 NOTES 20221215 3.0
549300DZD6SXI58L7786
2022-12-15
3.000000
2718718.00
166050.64
Asset-Backed Securities
SOFI CONSUMER LN PRG TR 2015-1 A 20230915 3.2
2023-09-15
3.280000
10000000.00
418464.92
Asset-Backed Securities
SKOPOS AUTO RECV TR 2015-2 B 20210215 5.7
2021-02-15
5.710000
5000000.00
113994.74
Asset-Backed Securities
SANDS POINT FUNDING LTD
2020-07-18
0.00
5000000.00
25000.00
Asset-Backed Securities
GMAT TRUST 2013-1 A 20431125 FLT
2043-11-25
6.966900
23390599.00
436866.25
Asset-Backed Securities
EMC MTG LN TR 2003-A B 20400827 FLT
2040-08-27
6.226630
1624342.00
7239.58
Asset-Backed Securities
Y
2019-08-05
2019-08-05
2019-10-21
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0313
999526.00
999526.00
0.0051
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 3.130000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JTZ69
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
STARWOOD WAYPOINT HOMES 2017-1 E 20350122 FLT
2035-01-22
5.072630
1162962.00
1159099.55
Asset-Backed Securities
Y
2019-07-22
2019-07-22
2019-07-22
N
N
N
0.0310
1000076.46
1000076.46
0.0051
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.440000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JV4A9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
06.500 FGPC A51027 G
2036-08-01
6.500000
516996.00
8385.29
Agency Mortgage-Backed Securities
03.000 FGPC Q45094 G
2046-12-01
3.000000
396068.00
334071.49
Agency Mortgage-Backed Securities
03.500 FGPC J38663 G
2033-03-01
3.500000
1557740.00
1349427.75
Agency Mortgage-Backed Securities
GNMI SP 783760 X
549300M8ZYFG0OCMTT87
2042-02-15
5.000000
74936.00
19212.97
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2019-06-20
0.00
183600.00
182979.43
U.S. Treasuries (including strips)
GNII SF MA2374 M
549300M8ZYFG0OCMTT87
2044-11-20
5.000000
786136.00
164966.89
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0244
2000000.00
2000000.00
0.0101
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.530000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JVLJ1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MARS INC DEL 3.95%49
54930073HKEO6GZBSS03
2049-04-01
3.950000
1265765.00
1246374.89
Corporate Debt Securities
FNMA CONN AVE SECS 2019-R03 1M-2 20310925 FLT
2031-09-25
4.626630
15485.00
15648.14
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2018-C03 1M-2 20301025 FLT
2030-10-25
4.626630
593735.00
596527.36
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2018-SPI3 M-2 20480825 FLT
2048-08-25
4.166500
342445.00
323879.58
Private Label Collateralized Mortgage Obligations
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0253
2000000.00
2000000.00
0.0101
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.430000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JVLR3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
02.500 FGPC T40188 G
2031-07-01
2.500000
2055522.00
1709740.20
Agency Mortgage-Backed Securities
05.500 FGPC Q01234 G
2041-06-01
5.500000
1639930.00
330260.08
Agency Mortgage-Backed Securities
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0243
2000000.00
2000000.00
0.0101
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 2.520000%
549300LCO2FLSSVFFR64
0000050916
ARP0JVMO9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GNII SF MA5266 M
549300M8ZYFG0OCMTT87
2048-06-20
5.000000
1219447.00
1025753.73
Agency Mortgage-Backed Securities
CANTOR FITZGERALD SR NT 144A 19
549300RLUEEVQEMX0450
2019-10-15
7.875000
2000.00
2048.18
Corporate Debt Securities
United States Treasury
254900HROIFWPRGM1V77
2021-05-15
3.125000
2700.00
2782.59
U.S. Treasuries (including strips)
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0252
1000000.00
1000000.00
0.0051
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 2.750000%
8NAV47T0Y26Q87Y0QP81
0000065106
ARP0JWSG8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC G08886 G
2049-04-01
3.000000
2078762.00
2060000.48
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0279
2000000.00
2000000.00
0.0101
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 2.510000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0JWSH6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLMA3386
B1V7KEBTPIMZEU4LTD58
2048-06-01
5.000000
2402241.00
2061006.00
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0255
2000000.00
2000000.00
0.0101
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 2.770000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0JWSQ6
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
2020-08-31
2.625000
2023600.00
2038961.60
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-07-31
1.625000
400.00
397.88
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-02-27
0.00
900.00
882.16
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
2000000.00
2000000.00
0.0101
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 2.470000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0JWSR4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2019-08-15
0.00
800.00
794.32
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-01-02
0.00
64800.00
63753.03
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2045-11-15
3.000000
1929600.00
1975398.87
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2046-02-15
2.500000
100.00
91.98
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0250
2000000.00
2000000.00
0.0101
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.490000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JWSS2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF 635161 X
549300M8ZYFG0OCMTT87
2047-01-15
3.000000
717016.00
609576.38
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2020-09-15
1.375000
427000.00
422220.06
U.S. Treasuries (including strips)
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0253
1000000.00
1000000.00
0.0051
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 2.770000%
ZBUT11V806EZRVTWT807
0000782124
ARP0JWSY9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF 003917 M
549300M8ZYFG0OCMTT87
2021-11-20
6.500000
311710.00
7458.99
Agency Mortgage-Backed Securities
GNMI SF 723430 X
549300M8ZYFG0OCMTT87
2039-11-15
4.500000
388061.00
38125.45
Agency Mortgage-Backed Securities
FNMS 02.500 CIBD4456
B1V7KEBTPIMZEU4LTD58
2031-08-01
2.500000
988000.00
741585.91
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK8894
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
4700496.00
4632046.18
Agency Mortgage-Backed Securities
FNMS 02.500 CIAB7143
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.500000
778398.00
274009.98
Agency Mortgage-Backed Securities
GNMI SF BB7231 X
549300M8ZYFG0OCMTT87
2047-09-15
4.500000
10371920.00
6071255.97
Agency Mortgage-Backed Securities
FNMS 04.000 CLBN0510
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
607040.00
606410.50
Agency Mortgage-Backed Securities
FNMS 05.000 CL993061
B1V7KEBTPIMZEU4LTD58
2038-12-01
5.000000
573398.00
18352.97
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA2515
B1V7KEBTPIMZEU4LTD58
2031-01-01
3.500000
92458.00
61819.91
Agency Mortgage-Backed Securities
FNMS 03.000 CTAS8249
B1V7KEBTPIMZEU4LTD58
2036-11-01
3.000000
500000.00
386271.62
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2021-08-15
2.750000
2547200.00
2587296.87
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
15000000.00
15000000.00
0.0761
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.720000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JWTA0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNRM RC133HC R12F133
2041-09-25
2.500000
10825.00
4220.46
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-02-25
3.025500
92497.00
5183.18
Agency Collateralized Mortgage Obligation
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
6360.00
6314.23
Agency Mortgage-Backed Securities
03.500 FGPC G67710 G
2048-03-01
3.500000
1072768.00
1003540.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
2291078.00
2057445.62
Agency Mortgage-Backed Securities
04.000 FGPC Q59633 G
2048-11-01
4.000000
1000.00
999.17
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
6659.00
7053.83
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
5784.00
5476.69
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0276
3000000.00
3000000.00
0.0152
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 2.740000%
549300QJJX6CVVUXLE15
0001317808
ARP0JWTB8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA3173 M
549300M8ZYFG0OCMTT87
2045-10-20
3.500000
1009.00
524.40
Agency Mortgage-Backed Securities
United States Treasury
254900HROIFWPRGM1V77
2048-02-15
1.000000
600.00
620.47
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2019-07-15
1.875000
846900.00
1019011.89
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0278
1000000.00
1000000.00
0.0051
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 2.500000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0JWTC6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 05.000 CLCA2214
B1V7KEBTPIMZEU4LTD58
2048-08-01
5.000000
985223.00
1019588.62
Agency Mortgage-Backed Securities
FNMS 04.000 CLBK7884
B1V7KEBTPIMZEU4LTD58
2048-10-01
4.000000
4438.00
4406.06
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM3643
B1V7KEBTPIMZEU4LTD58
2048-04-01
4.000000
4196.00
3973.06
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA0102
B1V7KEBTPIMZEU4LTD58
2047-08-01
3.500000
2296679.00
2062475.46
Agency Mortgage-Backed Securities
MNAR XX.XXX HYBL0370
B1V7KEBTPIMZEU4LTD58
2028-10-01
3.895670
1000.00
1059.29
Agency Mortgage-Backed Securities
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0254
3000000.00
3000000.00
0.0152
N
N
Y
N
CREDIT SUISSE AG
CREDIT SUISSE AG 2.700000%
ANGGYXNX0JLX3X63JN86
0001053092
ARP0JWTL6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
United States Treasury
254900HROIFWPRGM1V77
2046-05-15
2.500000
200.00
185.84
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-07-31
2.125000
100.00
99.61
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-12-31
2.625000
800.00
818.81
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2023-04-30
1.625000
100.00
97.52
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2020-03-31
1.125000
100.00
98.95
U.S. Treasuries (including strips)
United States Treasury
254900HROIFWPRGM1V77
2024-06-30
2.000000
969600.00
961622.94
U.S. Treasuries (including strips)
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0274
943972.00
943972.00
0.0048
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 2.770000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0JWTP7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLBM5840
B1V7KEBTPIMZEU4LTD58
2049-05-01
3.500000
5080484.00
5200400.92
Agency Mortgage-Backed Securities
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0281
5000000.00
5000000.00
0.0254
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 2.450000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD0TZOZ1
Non-Negotiable Time Deposit
Y
2019-05-01
2019-05-01
2019-05-01
N
N
N
0.0245
1000000.00
1000000.00
0.0051
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 2.450000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD0U0892
Non-Negotiable Time Deposit
Y
2019-05-02
2019-05-02
2019-05-02
N
N
N
0.0245
3000000.00
3000000.00
0.0152
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.450000%
0001245022
ATD0U0SL3
Non-Negotiable Time Deposit
Y
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0245
1000000.00
1000000.00
0.0051
N
N
Y
N
TORONTO-DOMINION BANK/THE (TORONTO BRANCH)
TORONTO-DOMINION BANK/THE (TORONTO BRANCH) 2.480000%
PT3QB789TSUIDF371261
0000947263
ATD0U1VL7
Non-Negotiable Time Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0248
2000000.00
2000000.00
0.0101
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 2.450000%
0001245022
ATD0U1VP8
Non-Negotiable Time Deposit
Y
2019-05-07
2019-05-07
2019-05-07
N
N
N
0.0245
1000000.00
1000000.00
0.0051
N
N
Y
N
The Charles Schwab Family of Funds
2019-05-07
Mark Fischer
Mark Fischer
Chief Financial Officer