0001145549-21-021302.txt : 20210407
0001145549-21-021302.hdr.sgml : 20210407
20210407153348
ACCESSION NUMBER: 0001145549-21-021302
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210331
FILED AS OF DATE: 20210407
DATE AS OF CHANGE: 20210407
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: 21811976
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
S000052458
Schwab Variable Share Price Money Fund
C000164902
Ultra Shares
SVUXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2021-03-31
0000857156
549300I77JNLD629OV19
S000052458
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
Deloitte & Touche LLP
Denver
CO
Charles Schwab Investment Management, Inc.
DST Asset Manager Solutions, Inc.
0000275143
084-00896
N
N
N
Prime
N
43
48
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850427125.54
817394006.39
756545942.70
1631952129.53
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0.5181
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0.5137
0.5246
0.0000
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2928591140.42
430025428.00
571008.95
1560649.82
3017601500.09
3016550326.7840
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0.0015
1.0004
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1.0003
1.0003
0.0000
C000164902
1000000.00
3017601500.09
3016550326.7840
1.0004
1.0004
1.0003
1.0003
0.0000
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72044013.08
48783355.15
48050786.88
20015531.89
54106595.21
12707584.41
65654559.85
0.00
0.00
138384124.44
289923443.24
0.0003
Y
Investment Advisor and its affiliates Contractual 52,787 Investment Advisor and its affiliates Voluntary 195,554
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.200000%
02089XMB0
Asset Backed Commercial Paper
Y
2021-07-14
2021-07-14
2021-07-20
Y
ALPINE SECURITIZATION LLC
1.0000
105
N
Y
Credit Suisse AG
1.0000
N
0.0017
8000762.64
8000762.64
0.0027
N
N
N
N
ANTALIS SA (ILE-DE-FRANCE)
ANTALIS SA (ILE-DE-FRANCE) 0.000000%
03664AR75
549300G2LM2ZKZ0X4Y50
Asset Backed Commercial Paper
Y
2021-04-07
2021-04-07
2021-04-07
N
Y
Societe Generale SA
1.0000
N
0.0009
3999933.88
3999933.88
0.0013
N
N
Y
N
ANTALIS SA (ILE-DE-FRANCE)
ANTALIS SA (ILE-DE-FRANCE) 0.000000%
03664AU63
549300G2LM2ZKZ0X4Y50
Asset Backed Commercial Paper
Y
2021-07-06
2021-07-06
2021-07-06
N
Y
Societe Generale SA
1.0000
N
0.0016
999560.81
999560.81
0.0003
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TR72
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2021-04-07
2021-04-07
2021-04-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0009
999983.47
999983.47
0.0003
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AT91
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2021-06-09
2021-06-09
2021-06-09
N
N
N
0.0012
6998434.73
6998434.73
0.0023
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BR54
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0007
21499805.86
21499805.86
0.0071
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.150000%
06053P7M3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-04-01
2021-05-03
2021-05-03
N
N
N
0.0013
2000038.88
2000038.88
0.0007
N
N
N
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.160000%
06054CAA3
549300HN4UKV1E2R3U73
0001675365
Financial Company Commercial Paper
Y
2021-04-01
2021-05-03
2021-05-03
N
N
N
0.0006
3000254.49
3000254.49
0.0010
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.160000%
06054R2C5
B4TYDEB6GKMZO031MB27
US06054R2C59
0001102113
Other Instrument
Bank Note
Y
2021-04-01
2021-05-03
2021-05-03
N
N
N
0.0014
3000058.32
3000058.32
0.0010
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.230000%
06054R2E1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0010
20004287.60
20004287.60
0.0066
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.180000%
06054R2S0
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-10-04
2021-10-04
2021-10-04
N
N
N
0.0016
50006349.00
50006349.00
0.0166
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.210000%
06367BXA2
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0007
22000442.86
22000442.86
0.0073
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.170000%
06367CB22
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2021-08-12
2021-08-12
2021-08-12
N
N
N
0.0016
18001002.06
18001002.06
0.0060
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.206700%
06367CDE4
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2021-06-23
2021-09-23
2021-09-23
N
N
N
0.0019
21001477.35
21001477.35
0.0070
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.170000%
06742TWN2
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2021-06-07
2021-06-07
2021-06-07
N
N
N
0.0015
10000415.00
10000415.00
0.0033
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.160000%
06742TWP7
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2021-06-08
2021-06-08
2021-06-08
N
N
N
0.0015
10000229.50
10000229.50
0.0033
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.219700%
06742TWX0
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2021-06-24
2021-09-24
2021-09-24
N
N
N
0.0021
5000353.85
5000353.85
0.0017
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 0.232500%
06742TXD3
G5GSEF7VJP5I7OUK5573
Certificate of Deposit
Y
2021-06-30
2021-09-30
2021-09-30
N
N
N
0.0021
26001905.02
26001905.02
0.0086
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QRD4
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-04-13
2021-04-13
2021-04-13
N
N
N
0.0010
11999566.68
11999566.68
0.0040
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QSQ4
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-05-24
2021-05-24
2021-05-24
N
N
N
0.0012
1999631.00
1999631.00
0.0007
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QST8
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-05-27
2021-05-27
2021-05-27
N
N
N
0.0012
2999411.01
2999411.01
0.0010
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LU14
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2021-07-01
2021-07-01
2021-07-01
N
Y
Societe Generale SA
1.0000
N
0.0014
29989650.00
29989650.00
0.0099
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LR66
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0006
21999798.26
21999798.26
0.0073
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LR57
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
Y
Societe Generale SA
1.0000
N
0.0008
1999978.06
1999978.06
0.0007
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LR65
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-04-06
2021-04-06
2021-04-06
N
Y
Societe Generale SA
1.0000
N
0.0008
999986.33
999986.33
0.0003
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LSS6
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-05-26
2021-05-26
2021-05-26
N
Y
Societe Generale SA
1.0000
N
0.0016
5998506.66
5998506.66
0.0020
N
N
N
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 0.200000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0020
1000000.00
1000000.00
0.0003
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TRN6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2021-04-22
2021-04-22
2021-04-22
N
Y
Citibank NA
1.0000
N
0.0012
14998945.80
14998945.80
0.0050
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VST4
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-05-27
2021-05-27
2021-05-27
N
N
N
0.0013
19995788.40
19995788.40
0.0066
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VT14
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0014
14296650.65
14296650.65
0.0047
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VU12
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-07-01
2021-07-01
2021-07-01
N
N
N
0.0015
9996243.30
9996243.30
0.0033
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.250000%
13606CE83
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-04-29
2021-04-29
2021-04-29
N
N
N
0.0009
4000502.12
4000502.12
0.0013
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.160000%
13606CHR8
549300H8L46OOZOFHU82
US13606CHR88
0000800030
Certificate of Deposit
Y
2021-04-01
2021-07-09
2021-07-09
N
N
N
0.0008
20003977.00
20003977.00
0.0066
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.160000%
13606CNC4
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-08-25
2021-08-25
2021-08-25
N
N
N
0.0016
29999505.90
29999505.90
0.0099
N
N
N
N
CEDAR SPRINGS CAPITAL COMPANY LLC
CEDAR SPRINGS CAPITAL COMPANY LLC 0.000000%
15060XRV6
Asset Backed Commercial Paper
Y
2021-04-29
2021-04-29
2021-04-29
N
Y
Credit Suisse AG
0.6000
CREDIT SUISSE INTERNATIONAL
0.4000
N
0.0012
6847365.60
6847365.60
0.0023
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 0.150000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0015
2000000.00
2000000.00
0.0007
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TR50
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0010
19999719.40
19999719.40
0.0066
N
N
Y
N
CITIBANK NA
CITIBANK NA 0.220000%
17305TV82
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0005
2000009.72
2000009.72
0.0007
N
Y
Y
N
CITIBANK NA
CITIBANK NA 0.220000%
17305TW57
E57ODZWZ7FF32TWEFA76
0000036684
Certificate of Deposit
Y
2021-05-17
2021-05-17
2021-05-17
N
N
N
0.0009
3000504.84
3000504.84
0.0010
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327ARG4
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2021-04-16
2021-04-16
2021-04-16
N
N
N
0.0008
16999425.74
16999425.74
0.0056
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AX77
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2021-10-07
2021-10-07
2021-10-07
N
N
N
0.0017
12988473.29
12988473.29
0.0043
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HUN8
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2021-07-22
2021-07-22
2021-07-22
N
Y
JP Morgan Securities LLC
1.0000
N
0.0016
39980036.80
39980036.80
0.0132
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAPER V CO LLC 0.000000%
19424HVH0
549300ZLXI3T111CH173
Asset Backed Commercial Paper
Y
2021-08-17
2021-08-17
2021-08-17
N
Y
JP Morgan Securities LLC
1.0000
N
0.0016
7994965.12
7994965.12
0.0026
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 0.110000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0011
1000000.00
1000000.00
0.0003
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.212500%
21684LB76
DG3RU1DBUFHT4ZF9WN62
0001098062
Certificate of Deposit
Y
2021-06-30
2021-12-31
2021-12-31
N
N
N
0.0019
5000553.60
5000553.60
0.0017
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.210000%
22845AUN8
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-07-13
2021-07-13
2021-07-13
Y
CROWN POINT CAPITAL COMPANY LLC
1.0000
104
N
Y
Credit Suisse AG
1.0000
N
0.0018
22001837.00
22001837.00
0.0073
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.210000%
22845AUV0
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-07-06
2021-07-06
2021-07-15
Y
CROWN POINT CAPITAL COMPANY LLC
1.0000
97
N
Y
Credit Suisse AG
1.0000
N
0.0018
10000762.90
10000762.90
0.0033
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.200000%
22845AVL1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2021-07-14
2021-07-14
2021-08-17
Y
CROWN POINT CAPITAL COMPANY LLC
1.0000
105
N
Y
Credit Suisse AG
1.0000
N
0.0020
7999967.76
7999967.76
0.0027
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DVQ5
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2021-08-24
2021-08-24
2021-08-24
N
N
N
0.0016
12991353.57
12991353.57
0.0043
N
N
N
N
Edward-Elmhurst Healthcare
TAXABLE BONDS SERIES 2018 0.100000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2048-01-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0010
1000000.00
1000000.00
0.0003
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FR64
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0006
7999917.36
7999917.36
0.0027
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FR80
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2021-04-08
2021-04-08
2021-04-08
N
N
N
0.0007
9999853.30
9999853.30
0.0033
N
N
Y
N
FEDERATION DES CAISSES DESJARDINS DU QUEBEC
FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000%
31428FWP6
549300B2Q47IR0CR5B54
Financial Company Commercial Paper
Y
2021-09-23
2021-09-23
2021-09-23
N
N
N
0.0016
11990378.64
11990378.64
0.0040
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GRE8
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-04-19
2021-04-19
2021-04-19
N
N
N
0.0006
6999850.27
6999850.27
0.0023
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GRM0
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-04-26
2021-04-26
2021-04-26
N
N
N
0.0006
999963.25
999963.25
0.0003
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GTH9
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-06-22
2021-06-22
2021-06-22
N
N
N
0.0013
9997118.30
9997118.30
0.0033
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GTU0
HZFDOR6TCRSIQLKQTX32
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-07-01
2021-07-01
2021-07-01
N
N
N
0.0014
6997508.00
6997508.00
0.0023
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 0.100000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0010
1000000.00
1000000.00
0.0003
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0WT1
Financial Company Commercial Paper
Y
2021-09-27
2021-09-27
2021-09-27
N
Y
ING Bank NV
1.0000
N
0.0016
4996125.00
4996125.00
0.0017
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0WU8
Financial Company Commercial Paper
Y
2021-09-28
2021-09-28
2021-09-28
N
Y
ING Bank NV
1.0000
N
0.0016
1998441.38
1998441.38
0.0007
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0X11
Financial Company Commercial Paper
Y
2021-10-01
2021-10-01
2021-10-01
N
Y
ING Bank NV
1.0000
N
0.0016
14988040.05
14988040.05
0.0050
N
N
N
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 0.090000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2048-07-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
Y
N
N
0.0009
1000000.00
1000000.00
0.0003
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.150000%
46650YAC5
ZBUT11V806EZRVTWT807
0000782124
Financial Company Commercial Paper
Y
2021-04-01
2021-07-12
2021-07-12
N
N
N
0.0010
25003075.50
25003075.50
0.0083
N
N
N
N
KFW
KFW 0.000000%
48246TR68
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0006
2999972.49
2999972.49
0.0010
N
N
Y
N
KFW
KFW 0.000000%
48246UAU0
549300GDPG70E3MBBU98
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2022-01-28
2022-01-28
2022-01-28
N
N
N
0.0019
5990657.52
5990657.52
0.0020
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 0.200000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0020
1040000.00
1040000.00
0.0003
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.080000%
51501HDY2
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0010
2999992.50
2999992.50
0.0010
N
N
Y
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RS42
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0013
4999395.55
4999395.55
0.0017
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RSA8
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2021-05-10
2021-05-10
2021-05-10
N
N
N
0.0013
3999413.32
3999413.32
0.0013
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QTG5
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2021-06-16
2021-06-16
2021-06-16
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0015
19993540.60
19993540.60
0.0066
N
N
N
N
MUFG BANK LTD (NEW YORK BRANCH)
MUFG BANK LTD (NEW YORK BRANCH) 0.240000%
55380TLX6
C3GTMMZIHMY46P4OIX74
0000852743
Certificate of Deposit
Y
2021-04-22
2021-04-22
2021-04-22
N
N
N
0.0006
8000904.24
8000904.24
0.0027
N
N
N
N
MASSACHUSETTS
TAXABLE GO RAN 2020C 0.250000%
57582RM45
5493001N1YCXNI1O7K10
US57582RM453
Other Municipal Security
Y
2021-06-17
2021-06-17
2021-06-17
N
N
N
0.0016
2000378.00
2000378.00
0.0007
N
N
N
N
Memphis Health, Educational & Housing Facility Board
M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.090000%
586169DH4
US586169DH45
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2043-05-01
Y
US BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0009
5750000.00
5750000.00
0.0019
N
N
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TU68
54930024MDLTV1K1YL10
Asset Backed Commercial Paper
Y
2021-07-06
2021-07-06
2021-07-06
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0014
24990839.00
24990839.00
0.0083
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000%
60682YT95
JBONEPAGQXF4QP29B387
Financial Company Commercial Paper
Y
2021-06-09
2021-06-09
2021-06-09
N
N
N
0.0011
7998320.00
7998320.00
0.0027
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.190000%
60683BT37
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-08-23
2021-08-23
2021-08-23
N
N
N
0.0019
3999967.16
3999967.16
0.0013
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.190000%
60683BT60
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-09-09
2021-09-09
2021-09-09
N
N
N
0.0020
10999553.73
10999553.73
0.0036
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.200000%
60683BT86
JBONEPAGQXF4QP29B387
0001462160
Certificate of Deposit
Y
2021-09-15
2021-09-15
2021-09-15
N
N
N
0.0020
14999928.75
14999928.75
0.0050
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PRK4
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2021-04-19
2021-04-19
2021-04-19
N
N
N
0.0013
2499832.43
2499832.43
0.0008
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PS49
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0012
33996146.78
33996146.78
0.0113
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.160000%
60710AYL0
RB0PEZSDGCO3JS6CEU02
0001512734
Certificate of Deposit
Y
2021-06-07
2021-06-07
2021-06-07
N
N
N
0.0013
25001509.75
25001509.75
0.0083
N
N
N
N
Nassau Health Care Corp
TAXABLE HEALTH CARE RB SERIES 2009A 0.100000%
63167NAV8
549300L7UKCJQEMTLX26
US63167NAV82
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2022-08-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0010
2760000.00
2760000.00
0.0009
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)
NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH) 0.150000%
63253TW46
549300E2IPL06NDXMZ63
US63253TW466
Certificate of Deposit
Y
2021-04-01
2021-04-26
2021-04-26
N
N
N
0.0006
32002171.84
32002171.84
0.0106
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LVH1
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2021-08-17
2021-08-17
2021-08-17
N
N
N
0.0015
19988493.80
19988493.80
0.0066
N
N
N
N
New York City Housing Development Corp
M/F MORTGAGE RB (RELATED-UPPER EAST) SERIES 2003B 0.090000%
64970VBS1
549300SQWVHKBRF8D702
US64970VBS16
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2036-12-01
Y
LANDESBANK BADEN-WUERTTEMBERG
1.0000
7
N
N
N
0.0009
1700000.00
1700000.00
0.0006
N
N
Y
N
New York State HFA
HOUSING RB (250 W 93RD ST) SERIES 2005A 0.100000%
64986MM44
5493000LS7KCDB02O506
US64986MM441
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2038-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0010
16350000.00
16350000.00
0.0054
N
N
Y
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 0.160000%
65558T4K8
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2021-08-16
2021-08-16
2021-08-16
N
N
N
0.0013
9001137.15
9001137.15
0.0030
N
N
N
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000%
65602YEK2
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0007
7999998.64
7999998.64
0.0027
N
Y
Y
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.060000%
65602YEP1
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0007
19999966.60
19999966.60
0.0066
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.260000%
67072T850
N0WOEFO1WOMLJYH1PV29
US67072T8505
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0026
1000000.00
1000000.00
0.0003
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.260000%
67074X305
N0WOEFO1WOMLJYH1PV29
US67074X3052
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0026
5000000.00
5000000.00
0.0017
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TR65
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2021-04-06
2021-04-06
2021-04-06
N
Y
Royal Bank of Canada
1.0000
N
0.0007
6999916.00
6999916.00
0.0023
N
N
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.170000%
69033MUV7
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2021-04-16
2021-04-16
2021-04-16
N
N
N
0.0011
16000433.44
16000433.44
0.0053
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.225000%
69033MWN3
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2021-06-16
2021-12-16
2021-12-16
N
N
N
0.0022
10000701.80
10000701.80
0.0033
N
N
N
N
PRICOA SHORT TERM FUNDING LLC
PRICOA SHORT TERM FUNDING LLC 0.000000%
74154EY51
Asset Backed Commercial Paper
Y
2021-11-05
2021-11-05
2021-11-05
N
Y
PRUDENTIAL INSURANCE COMPANY OF AMERICA
1.0000
N
0.0017
3995960.68
3995960.68
0.0013
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JR55
Asset Backed Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
Y
BNP Paribas SA
1.0000
N
0.0007
999990.97
999990.97
0.0003
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JTF1
Asset Backed Commercial Paper
Y
2021-06-15
2021-06-15
2021-06-15
N
Y
BNP Paribas SA
1.0000
N
0.0013
10997050.79
10997050.79
0.0036
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.226900%
78012UZN8
549300HXQQQCCUBS2Z23
Certificate of Deposit
Y
2021-06-23
2021-06-23
2021-06-23
N
N
N
0.0017
21002533.02
21002533.02
0.0070
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.240000%
78014XGE1
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2021-04-01
2021-04-08
2021-04-08
N
N
N
0.0005
5000211.05
5000211.05
0.0017
N
N
Y
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 0.090000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0009
1000000.00
1000000.00
0.0003
N
N
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PS45
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0012
14998328.40
14998328.40
0.0050
N
N
N
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PT10
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0014
16996018.26
16996018.26
0.0056
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LR95
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2021-04-09
2021-04-09
2021-04-09
N
Y
Barclays Bank Plc
1.0000
N
0.0009
12999707.50
12999707.50
0.0043
N
N
N
N
Sheridan Redevelopment Agency
TAX INCREMENT REFUNDING RB (SOUTH SANTA FE DRIVE) SERIES 2011A1 0.080000%
82382LAJ8
5493004D6ZS0F24QIZ32
US82382LAJ89
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2029-12-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0008
7000000.00
7000000.00
0.0023
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.215000%
83050PNJ4
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0007
8000190.56
8000190.56
0.0027
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.220000%
83050PPA1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0008
11001430.99
11001430.99
0.0036
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.240000%
83050PPZ6
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-06-07
2021-06-07
2021-06-07
N
N
N
0.0012
20004680.00
20004680.00
0.0066
N
N
N
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369BS49
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2021-05-04
2021-05-04
2021-05-04
N
N
N
0.0009
999916.89
999916.89
0.0003
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LTE5
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2021-06-14
2021-06-14
2021-06-14
N
Y
BNP Paribas SA
1.0000
N
0.0015
9996875.00
9996875.00
0.0033
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH) 0.000000%
86564YTN2
5493006GGLR4BTEL8O61
Financial Company Commercial Paper
Y
2021-06-22
2021-06-22
2021-06-22
N
N
N
0.0014
1999363.66
1999363.66
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565CSG5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-04-20
2021-04-20
2021-04-20
N
N
N
0.0008
5000466.40
5000466.40
0.0017
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565CSM2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-04-23
2021-04-23
2021-04-23
N
N
N
0.0009
8000837.68
8000837.68
0.0027
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.250000%
86565CSU4
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-04-28
2021-04-28
2021-04-28
N
N
N
0.0009
14001719.20
14001719.20
0.0046
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.270000%
86565CTK5
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-05-21
2021-05-21
2021-05-21
N
N
N
0.0012
1000217.96
1000217.96
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.270000%
86565CTN9
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-05-26
2021-05-26
2021-05-26
N
N
N
0.0012
21004862.34
21004862.34
0.0070
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.260000%
86565CUN7
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-06-07
2021-06-07
2021-06-07
N
N
N
0.0013
1000239.62
1000239.62
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.200000%
86565CXA2
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-07-15
2021-07-15
2021-07-15
N
N
N
0.0016
3000352.59
3000352.59
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.200000%
86565CXS3
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-08-05
2021-08-05
2021-08-05
N
N
N
0.0017
15001741.95
15001741.95
0.0050
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.210000%
86959RJW1
NHBDILHZTYCNBV5UYZ31
0001448613
Certificate of Deposit
Y
2021-05-28
2021-05-28
2021-05-28
N
N
N
0.0009
60011200.20
60011200.20
0.0199
N
N
N
N
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 0.000000%
86960JR80
NHBDILHZTYCNBV5UYZ31
0001448613
Financial Company Commercial Paper
Y
2021-04-08
2021-04-08
2021-04-08
N
N
N
0.0008
21999633.26
21999633.26
0.0073
N
N
Y
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019RR16
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0006
6999989.08
6999989.08
0.0023
N
Y
Y
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019RR57
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0006
35999690.04
35999690.04
0.0119
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.200000%
89114NTA3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0008
80001343.20
80001343.20
0.0265
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.250000%
89114NX83
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-06-10
2021-06-10
2021-06-10
N
N
N
0.0012
7001806.84
7001806.84
0.0023
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.240000%
89114NYW9
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-05-03
2021-05-03
2021-05-03
N
N
N
0.0011
3000368.28
3000368.28
0.0010
N
N
N
N
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 0.219500%
89120DSX8
PT3QB789TSUIDF371261
0000947263
Financial Company Commercial Paper
Y
2021-06-16
2021-12-16
2021-12-16
N
N
N
0.0021
4000419.48
4000419.48
0.0013
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PS45
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2021-05-04
2021-05-04
2021-05-04
N
Y
TOTAL SE
1.0000
N
0.0009
13571897.60
13571897.60
0.0045
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PS52
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2021-05-05
2021-05-05
2021-05-05
N
Y
TOTAL SE
1.0000
N
0.0009
9999144.40
9999144.40
0.0033
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232CTB2
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2021-06-11
2021-06-11
2021-06-11
N
N
N
0.0021
8996166.00
8996166.00
0.0030
N
N
N
N
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 0.000000%
89232CTM8
HJZQGXYTVV2NWJZLPW74
Non-Financial Company Commercial Paper
Y
2021-06-21
2021-06-21
2021-06-21
N
N
N
0.0020
11994451.32
11994451.32
0.0040
N
N
N
N
TOYOTA FINANCE AUSTRALIA LTD
TOYOTA FINANCE AUSTRALIA LTD 0.000000%
89237DRC5
3UKPTDP5PGQRH8AUK042
Non-Financial Company Commercial Paper
Y
2021-04-12
2021-04-12
2021-04-12
N
N
N
0.0010
7999722.64
7999722.64
0.0027
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TR57
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0008
892990.57
892990.57
0.0003
N
N
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127962Q1
254900HROIFWPRGM1V77
US9127962Q14
U.S. Treasury Debt
Y
2021-04-22
2021-04-22
2021-04-22
N
N
N
0.0001
26999921.16
26999921.16
0.0089
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964P1
254900HROIFWPRGM1V77
US9127964P13
U.S. Treasury Debt
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
4100000.00
4100000.00
0.0014
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964X4
254900HROIFWPRGM1V77
US9127964X47
U.S. Treasury Debt
Y
2021-04-08
2021-04-08
2021-04-08
N
N
N
0.0001
26700000.00
26700000.00
0.0088
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
9127964Y2
254900HROIFWPRGM1V77
US9127964Y20
U.S. Treasury Debt
Y
2021-04-15
2021-04-15
2021-04-15
N
N
N
0.0001
45699866.56
45699866.56
0.0151
N
Y
Y
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.000000%
912796F95
254900HROIFWPRGM1V77
US912796F956
U.S. Treasury Debt
Y
2021-05-18
2021-05-18
2021-05-18
N
N
N
0.0002
35999001.36
35999001.36
0.0119
N
Y
Y
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C0SQ3
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2021-05-24
2021-05-24
2021-05-24
N
N
N
0.0012
9998185.00
9998185.00
0.0033
N
N
N
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.250000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2021-04-07
2021-04-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0025
1000000.00
1000000.00
0.0003
N
N
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.250000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1SGMP8
Certificate of Deposit
Y
2021-04-29
2021-04-29
2021-04-29
N
N
N
0.0012
4000418.44
4000418.44
0.0013
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.220000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1TY6X9
Certificate of Deposit
Y
2021-07-19
2021-07-19
2021-07-19
N
N
N
0.0017
15002424.00
15002424.00
0.0050
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.220000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1TZ4T7
Certificate of Deposit
Y
2021-04-08
2021-04-08
2021-04-08
N
N
N
0.0012
4000088.84
4000088.84
0.0013
N
N
Y
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.220000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1V03M7
Certificate of Deposit
Y
2021-04-12
2021-04-12
2021-04-12
N
N
N
0.0012
1000033.31
1000033.31
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1VDSX8
Certificate of Deposit
Y
2021-04-27
2021-04-27
2021-04-27
N
N
N
0.0013
54995050.55
54995050.55
0.0182
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.000000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1VJHS8
Certificate of Deposit
Y
2021-11-02
2021-11-02
2021-11-02
N
N
N
0.0022
6991023.55
6991023.55
0.0023
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.190000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1VS858
Certificate of Deposit
Y
2021-11-12
2021-11-12
2021-11-12
N
N
N
0.0022
20996701.53
20996701.53
0.0070
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.205000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1VS8L3
Certificate of Deposit
Y
2021-08-10
2021-08-10
2021-08-10
N
N
N
0.0022
1999860.32
1999860.32
0.0007
N
N
N
N
COOPERATIEVE RABOBANK UA (LONDON BRANCH)
COOPERATIEVE RABOBANK UA (LONDON BRANCH) 0.180000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ACI1VT2Y9
Certificate of Deposit
Y
2021-08-12
2021-08-12
2021-08-12
N
N
N
0.0018
21999914.64
21999914.64
0.0073
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.200000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1VXFY6
Certificate of Deposit
Y
2021-09-02
2021-09-02
2021-09-02
N
N
N
0.0023
14997996.60
14997996.60
0.0050
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.200000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1VZ6J4
Certificate of Deposit
Y
2021-09-01
2021-09-01
2021-09-01
N
N
N
0.0023
4999357.95
4999357.95
0.0017
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.190000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1W85X3
Certificate of Deposit
Y
2021-09-07
2021-09-07
2021-09-07
N
N
N
0.0023
19996356.40
19996356.40
0.0066
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.210000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1WC266
Certificate of Deposit
Y
2021-09-10
2021-09-10
2021-09-10
N
N
N
0.0023
18998192.91
18998192.91
0.0063
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1WNZ33
Certificate of Deposit
Y
2021-07-02
2021-07-02
2021-07-02
N
N
N
0.0022
3997841.48
3997841.48
0.0013
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.520000%
ZBUT11V806EZRVTWT807
0000782124
ARP0P46B8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GNMI SF BA8278 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
593572.00
53196.87
Agency Mortgage-Backed Securities
GNMI SF BN0304 X
549300M8ZYFG0OCMTT87
2049-09-15
2.500000
363069.00
332986.77
Agency Mortgage-Backed Securities
GNMI SF BT9370 X
549300M8ZYFG0OCMTT87
2050-04-15
4.500000
3550336.00
2536085.29
Agency Mortgage-Backed Securities
GNMI SF AU0772 X
549300M8ZYFG0OCMTT87
2046-07-15
4.500000
1396684.00
1034652.07
Agency Mortgage-Backed Securities
GNMI SF AX8714 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
3282596.00
2411822.42
Agency Mortgage-Backed Securities
GNMI SF 431973 X
549300M8ZYFG0OCMTT87
2026-11-15
8.000000
1003030.00
13166.93
Agency Mortgage-Backed Securities
GNMI SF 735185 X
549300M8ZYFG0OCMTT87
2040-07-15
4.000000
130000.00
64945.51
Agency Mortgage-Backed Securities
GNMI SF 738955 X
549300M8ZYFG0OCMTT87
2041-11-15
4.000000
2252436.00
775420.36
Agency Mortgage-Backed Securities
GNMI SF 745093 X
549300M8ZYFG0OCMTT87
2040-06-15
5.000000
2922048.00
871832.83
Agency Mortgage-Backed Securities
GNMI SP 780958 X
549300M8ZYFG0OCMTT87
2029-01-15
6.000000
4642280.00
44260.89
Agency Mortgage-Backed Securities
GNMI SP 781043 X
549300M8ZYFG0OCMTT87
2029-05-15
6.000000
2194584.00
18667.15
Agency Mortgage-Backed Securities
GNMI SP 784355 X
549300M8ZYFG0OCMTT87
2046-12-15
4.000000
451176.00
179705.36
Agency Mortgage-Backed Securities
GNMI SF 757366 X
549300M8ZYFG0OCMTT87
2041-03-15
5.000000
53723.00
8934.13
Agency Mortgage-Backed Securities
GNMI SF AA0566 X
549300M8ZYFG0OCMTT87
2042-05-15
3.000000
82937.00
69736.12
Agency Mortgage-Backed Securities
GNMI SF AR0704 X
549300M8ZYFG0OCMTT87
2046-04-15
4.000000
1342474.00
654930.70
Agency Mortgage-Backed Securities
GNMI SF 497261 X
549300M8ZYFG0OCMTT87
2028-12-15
6.000000
1056720.00
15464.45
Agency Mortgage-Backed Securities
GNMI SF 529996 X
549300M8ZYFG0OCMTT87
2030-05-15
9.500000
638367.00
9076.37
Agency Mortgage-Backed Securities
GNMI SF 533758 X
549300M8ZYFG0OCMTT87
2031-05-15
6.000000
496340.00
26733.97
Agency Mortgage-Backed Securities
GNMI SF 755515 X
549300M8ZYFG0OCMTT87
2040-12-15
4.250000
574627.00
153289.28
Agency Mortgage-Backed Securities
GNMI SF 737183 X
549300M8ZYFG0OCMTT87
2040-04-15
5.000000
4700000.00
687477.23
Agency Mortgage-Backed Securities
MARATHON CLO VI LTD 2014-6R2 C-R2 20280515 FLT
5493002F390212ZEF773
2028-05-15
3.693750
2600000.00
2461149.63
Asset-Backed Securities
ARBOR RLTY COM NT 2021-FL1 B 20351217 FLT
2035-12-17
1.630000
497000.00
494937.59
Asset-Backed Securities
BDS 2020-FL5 LTD D 20370218 FLT
2037-02-18
2.608130
970000.00
958769.17
Asset-Backed Securities
GARRISON BSL CLO LTD 2018-1 E 20280717 FLT
549300JEA0UEC1002Z71
2028-07-17
5.773380
2270000.00
2267926.10
Asset-Backed Securities
HOME EQUITY MTG TR 2006-4 A-2 20361125 FLT
2036-11-25
6.230000
226000.00
23458.42
Asset-Backed Securities
NINE ENERGY SERVICE INC SR GLBL 144A 23
549300KRLJCZBPZMKT65
2023-11-01
8.750000
920000.00
309541.67
Corporate Debt Securities
PLASTIPAK HLDGS INC SR GLBL 144A 25
2025-10-15
6.250000
100000.00
105756.94
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 11.5%21
549300JKU50UT08ZWD77
2021-11-15
11.500000
40000.00
44087.78
Corporate Debt Securities
UNITED STATES STL CORP SR NT 6.65%37
JNLUVFYJT1OZSIQ24U47
2037-06-01
6.650000
250000.00
244916.67
Corporate Debt Securities
LIGADO NETWORKS LLC SR SEC GLBL 23
2023-11-01
15.500000
95000.00
101937.64
Corporate Debt Securities
BANIJAY ENTMT S A S SR SEC GLBL 25
969500CE0IE2EZ5VBG13
2025-03-01
5.375000
84000.00
86988.71
Corporate Debt Securities
BEAZER HOMES USA INC SR GLBL NT 29
549300DUPYT2T0F60I45
2029-10-15
7.250000
175000.00
196600.35
Corporate Debt Securities
DEL MONTE FOODS INC SR SEC GLBL 25
549300U9K7TD84Q24R17
2025-05-15
11.875000
690000.00
824454.17
Corporate Debt Securities
ARCHROCK PARTNERS L P / ARCHRO SR GLBL 144A 28
2028-04-01
6.250000
1209000.00
1260382.50
Corporate Debt Securities
AVIS BUDGET CAR RENT LLC /AVIS SR GLBL 144A 24
2024-04-01
6.375000
400000.00
418250.00
Corporate Debt Securities
CASTLE UNITED STATES HLDG COR SR GLBL 144A 28
2028-02-15
9.500000
295000.00
304480.97
Corporate Debt Securities
DONNELLEY R R & SONS CO SR GLBL NT 27
SU4X0P4WWRGOQDTSV032
2027-07-01
8.250000
1859000.00
2231961.88
Corporate Debt Securities
GLOBAL PARTNERS LP SR GLBL NT 29
2029-01-15
6.875000
2443000.00
2707403.85
Corporate Debt Securities
MERITOR INC SR GLBL 144A 28
5LTG829X630QFHTFBO82
2028-12-15
4.500000
307000.00
315273.65
Corporate Debt Securities
Y
2021-06-29
2021-06-29
2021-07-07
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0061
22994173.64
22994173.64
0.0076
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.670000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0P7Y95
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MS BOFA ML TRUST 2015-C22 D 20480417 FLT
2048-04-17
4.215190
4999999.00
3780297.53
Private Label Collateralized Mortgage Obligations
ACRE COML MTG TR 2021-FL4 D 20371218 FLT
2037-12-18
2.708130
1147000.00
1133772.72
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-HYB1 B-5 20430425 FLT
2043-04-25
2.928730
7916923.00
7238217.94
Private Label Collateralized Mortgage Obligations
CSWF TR 2018-TOP F 20350815 FLT
2035-08-15
2.856000
3500000.00
2780820.93
Private Label Collateralized Mortgage Obligations
FONTAINEBLEAU MIAMI 2019-FBLU G 20361212 FLT
2036-12-12
3.962870
3540582.00
3528531.25
Private Label Collateralized Mortgage Obligations
Y
2021-07-06
2021-07-06
2021-07-20
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0065
16001044.80
16001044.80
0.0053
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.280000%
549300LCO2FLSSVFFR64
0000050916
ARP0PDZ26
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
8000.00
13497.63
Corporate Debt Securities
BANK OF MONTREAL FR 0.45%120823
NQQ6HPCNCCU6TUTQYE16
2023-12-08
0.450000
27261.00
27199.73
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38
2038-02-01
4.823000
1742000.00
1869406.98
Corporate Debt Securities
CITIZENS FINL GROUP INC SR GLBL NT 30
2138004JDDA4ZQUPFW65
2030-04-30
3.250000
13000.00
13888.44
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 23
784F5XWPLTWKTBV3E584
2023-03-08
0.440761
2264588.00
2266063.60
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
12400.00
12595.40
U.S. Treasuries (including strips)
Y
2021-05-05
2021-05-05
2021-05-11
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0012
4000714.68
4000714.68
0.0013
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 0.260000%
549300HN4UKV1E2R3U73
0001675365
ARP0PKEQ0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMS 03.000 CLCA6363
B1V7KEBTPIMZEU4LTD58
2050-07-01
3.000000
2555875.00
2571927.47
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6559
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
3609074.00
3608073.08
Agency Mortgage-Backed Securities
Y
2021-05-05
2021-05-05
2021-06-01
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0012
6001425.30
6001425.30
0.0020
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.640000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0POJK0
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ACRE COML MTG TR 2021-FL4 D 20371218 FLT
2037-12-18
2.708130
1353000.00
1337397.12
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-3 B-5 20441125 FLT
2044-11-25
3.829360
1941465.00
1779037.63
Private Label Collateralized Mortgage Obligations
PFP 2021-7 LTD C 20380416 FLT
2038-04-16
1.750000
500000.00
495140.83
Private Label Collateralized Mortgage Obligations
CORVEST AMERN FIN TR 2017-1 E 20491015 FLT
2049-10-15
5.846000
3198000.00
3353754.32
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-1 C 20520315 4.2
2052-03-15
4.226000
500000.00
510607.83
Private Label Collateralized Mortgage Obligations
IMPERIAL CMB TRUST SERIES 1998 2
2035-04-25
2.058630
3187500.00
37035.93
Private Label Collateralized Mortgage Obligations
JACKCON PK TR 2019-LIC E 20391014 FLT
2039-10-14
3.242400
12225000.00
11061424.50
Private Label Collateralized Mortgage Obligations
WORLDWIDE PLAZA TR 2017-WWP F 20361112 FLT
2036-11-12
3.595540
5129736.00
4499610.96
Private Label Collateralized Mortgage Obligations
Y
2021-07-06
2021-07-06
2021-09-13
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0070
19994627.00
19994627.00
0.0066
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.010000%
ZBUT11V806EZRVTWT807
0000782124
ARP0PRRS7
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-08-15
1.625000
11967200.00
12240029.88
U.S. Treasuries (including strips)
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
12000000.00
12000000.00
0.0040
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.030000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0PRRU2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SP 784078 X
549300M8ZYFG0OCMTT87
2045-06-15
4.000000
125000.00
27595.97
Agency Mortgage-Backed Securities
FEPC 06.500 CLZI6601
2037-09-01
6.500000
1319436.00
11534.80
Agency Mortgage-Backed Securities
FEPC 07.000 CLZI6922
2037-12-01
7.000000
1787000.00
28012.51
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI8980
2039-07-01
5.000000
500000.00
81160.15
Agency Mortgage-Backed Securities
FEPC 06.000 CTZJ9254
2028-06-01
6.000000
1444794.00
106674.99
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK1107
2023-04-01
4.500000
1470740.00
5933.14
Agency Mortgage-Backed Securities
FEPC 04.500 CIZK2161
2025-03-01
4.500000
500000.00
17683.68
Agency Mortgage-Backed Securities
FEPC 02.500 CIZK5708
2028-06-01
2.500000
15800000.00
3693955.53
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM2269
2046-12-01
3.000000
191431.00
108631.04
Agency Mortgage-Backed Securities
FEPC 05.000 CTZA1876
2025-03-01
5.000000
1138162.00
18527.65
Agency Mortgage-Backed Securities
FEPC 06.000 CLZS1482
2037-05-01
6.000000
472713.00
7862.35
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2550
2038-12-01
5.500000
2256164.00
18279.03
Agency Mortgage-Backed Securities
FEPC 06.000 CTZS8856
2027-12-01
6.000000
1000000.00
18029.14
Agency Mortgage-Backed Securities
FEPC 03.000 CTRB5027
2040-01-01
3.000000
2733012.00
1643516.06
Agency Mortgage-Backed Securities
FNMS 06.000 CT255257
B1V7KEBTPIMZEU4LTD58
2024-04-01
6.000000
1019506.00
17175.59
Agency Mortgage-Backed Securities
FNMS 05.000 CT257238
B1V7KEBTPIMZEU4LTD58
2028-06-01
5.000000
2969888.00
41897.33
Agency Mortgage-Backed Securities
FNMS 06.500 CL545874
B1V7KEBTPIMZEU4LTD58
2032-08-01
6.500000
2949000.00
47770.01
Agency Mortgage-Backed Securities
FNMS 07.500 CL639609
B1V7KEBTPIMZEU4LTD58
2032-04-01
7.500000
1019400.00
20089.15
Agency Mortgage-Backed Securities
FNMS 03.000 CIAU6806
B1V7KEBTPIMZEU4LTD58
2028-08-01
3.000000
23942.00
6642.11
Agency Mortgage-Backed Securities
FNMS 05.000 CL735893
B1V7KEBTPIMZEU4LTD58
2035-10-01
5.000000
9200000.00
262825.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBH6405
B1V7KEBTPIMZEU4LTD58
2047-12-01
4.000000
500000.00
203201.77
Agency Mortgage-Backed Securities
FNMS 02.500 CIBM1383
B1V7KEBTPIMZEU4LTD58
2031-04-01
2.500000
1350000.00
568102.75
Agency Mortgage-Backed Securities
FNMS 03.000 CLBO5383
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.000000
3485292.00
1953340.65
Agency Mortgage-Backed Securities
FNMS 03.000 CQCA0499
B1V7KEBTPIMZEU4LTD58
2037-09-01
3.000000
2354744.00
1454792.72
Agency Mortgage-Backed Securities
FNMS 04.000 CICA5090
B1V7KEBTPIMZEU4LTD58
2034-06-01
4.000000
611420.00
441569.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1752
B1V7KEBTPIMZEU4LTD58
2045-02-01
3.500000
4371830.00
3204225.03
Agency Mortgage-Backed Securities
FNMS 03.500 CLFM1420
B1V7KEBTPIMZEU4LTD58
2047-12-01
3.500000
2925000.00
2035965.88
Agency Mortgage-Backed Securities
FNMS 05.500 CI889780
B1V7KEBTPIMZEU4LTD58
2023-03-01
5.500000
7718416.00
41253.37
Agency Mortgage-Backed Securities
FNMS 05.500 CL910110
B1V7KEBTPIMZEU4LTD58
2037-03-01
5.500000
568820.00
41978.03
Agency Mortgage-Backed Securities
FNMS 05.500 CL928553
B1V7KEBTPIMZEU4LTD58
2037-08-01
5.500000
310000.00
45730.18
Agency Mortgage-Backed Securities
FNMS 05.000 CKMA0269
B1V7KEBTPIMZEU4LTD58
2039-12-01
5.000000
4630000.00
66768.58
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA1200
B1V7KEBTPIMZEU4LTD58
2032-10-01
3.000000
800000.00
210730.60
Agency Mortgage-Backed Securities
FNMS 04.500 CRMA1664
B1V7KEBTPIMZEU4LTD58
2043-10-01
4.500000
400000.00
164034.48
Agency Mortgage-Backed Securities
FNMS 03.000 CTMA3741
B1V7KEBTPIMZEU4LTD58
2039-08-01
3.000000
4754432.00
1874770.12
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3938
B1V7KEBTPIMZEU4LTD58
2050-02-01
4.000000
6747984.00
3923410.41
Agency Mortgage-Backed Securities
GNII JM MA5923 M
549300M8ZYFG0OCMTT87
2049-04-20
4.500000
4079480.00
1022688.58
Agency Mortgage-Backed Securities
GNII SF MA7191 M
549300M8ZYFG0OCMTT87
2051-02-20
1.500000
2194708.00
2137282.66
Agency Mortgage-Backed Securities
FEPC 04.000 CLZJ0426
2040-09-01
4.000000
6057000.00
352762.24
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL8873
2044-12-01
3.500000
9940704.00
2950434.57
Agency Mortgage-Backed Securities
FEPC 03.000 CLQB9705
2051-02-01
3.000000
2856720.00
3076664.59
Agency Mortgage-Backed Securities
FNMS 06.500 CT256653
B1V7KEBTPIMZEU4LTD58
2027-02-01
6.500000
1583002.00
29604.80
Agency Mortgage-Backed Securities
FNMS 06.000 CL688330
B1V7KEBTPIMZEU4LTD58
2033-03-01
6.000000
1985268.00
18270.24
Agency Mortgage-Backed Securities
FNMS 05.500 CL749375
B1V7KEBTPIMZEU4LTD58
2033-11-01
5.500000
635000.00
13089.67
Agency Mortgage-Backed Securities
FNMS 05.000 CL764099
B1V7KEBTPIMZEU4LTD58
2034-03-01
5.000000
1819536.00
62030.59
Agency Mortgage-Backed Securities
FNMS 02.500 U3BF0486
B1V7KEBTPIMZEU4LTD58
2042-11-01
2.500000
4001504.00
4129672.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBJ9437
B1V7KEBTPIMZEU4LTD58
2048-03-01
4.500000
52000.00
39634.38
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ3691
B1V7KEBTPIMZEU4LTD58
2050-09-01
2.500000
1020674.00
1049942.05
Agency Mortgage-Backed Securities
FNMS 02.500 CLBQ7313
B1V7KEBTPIMZEU4LTD58
2050-11-01
2.500000
9942500.00
9997873.73
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR3660
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
3935020.00
3944409.72
Agency Mortgage-Backed Securities
FNMS 01.500 CKBR3761
B1V7KEBTPIMZEU4LTD58
2051-04-01
1.500000
2527000.00
2436909.92
Agency Mortgage-Backed Securities
FNMS 02.500 CLBR3979
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.500000
2927444.00
3049261.78
Agency Mortgage-Backed Securities
FNMS 03.000 CLBR7401
B1V7KEBTPIMZEU4LTD58
2051-03-01
3.000000
1051024.00
1131945.49
Agency Mortgage-Backed Securities
FNMS 06.000 CL887598
B1V7KEBTPIMZEU4LTD58
2036-07-01
6.000000
2430780.00
23225.81
Agency Mortgage-Backed Securities
FNMS 05.500 CL898832
B1V7KEBTPIMZEU4LTD58
2036-11-01
5.500000
3500000.00
12863.44
Agency Mortgage-Backed Securities
FNMS 05.000 CI928351
B1V7KEBTPIMZEU4LTD58
2022-05-02
5.000000
2419892.00
10690.88
Agency Mortgage-Backed Securities
FNMS 06.000 CL975651
B1V7KEBTPIMZEU4LTD58
2038-07-01
6.000000
289950.00
9882.10
Agency Mortgage-Backed Securities
FNMS 05.000 CQMA0633
B1V7KEBTPIMZEU4LTD58
2040-12-01
5.000000
1000000.00
142176.95
Agency Mortgage-Backed Securities
FNMS 04.500 CTAE6799
B1V7KEBTPIMZEU4LTD58
2030-11-01
4.500000
608000.00
85012.95
Agency Mortgage-Backed Securities
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0003
57000000.00
57000000.00
0.0189
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.340000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0PS5Q3
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BELLEMEADE RE 2021-1 LTD M-2 20310325 FLT
2031-03-25
4.866670
5758.00
5738.24
Asset-Backed Securities
EAGLE RE LTD 2019-1 M-2 20290425 FLT
254900L82OLW9QTLJ788
2029-04-25
3.408630
290.00
291.46
Asset-Backed Securities
CENTENE CORP DEL SR GLBL NT 27
549300Z7JJ4TQSQGT333
2027-12-15
4.250000
54.00
57.41
Corporate Debt Securities
FRESH MKT INC FLT 144A NT 25
529900QM5ZSBEBR6CS58
2025-03-13
10.750000
201000.00
199099.55
Corporate Debt Securities
ICAHN ENTERPRISES LP/CORP SR GLBL NT 24
2024-09-15
4.750000
28282.00
29278.41
Corporate Debt Securities
99 ESCROW ISSUER INCORPORATED SR SEC GLBL 26
2026-01-15
7.500000
23619.00
23397.57
Corporate Debt Securities
SILVERSEA CRUISE FINANCE LTD SR SEC GLBL 25
2025-02-01
7.250000
8000.00
8411.78
Corporate Debt Securities
AMBAC LSNI LLC SR SEC GLBL 23
2023-02-12
6.000000
74754.00
56544.81
Corporate Debt Securities
STANDARD INDS INC SR GLBL 144A 30
54930064UHXCIUWVI755
2030-07-15
4.375000
23899.00
24195.73
Corporate Debt Securities
CONN AVE SECS 2019-R02 1B-1 20310825 FLT
2031-08-25
4.258630
9920782.00
10011783.07
Private Label Collateralized Mortgage Obligations
Y
2021-05-05
2021-05-05
2021-06-24
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0044
8997800.94
8997800.94
0.0030
N
N
N
Y
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.170000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0PS682
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BANK NOVA SCOTIA B C ALT TIER I PERP
L3I9ZG2KFGXZ61BMYR72
2099-12-31
4.900000
279402.00
296494.42
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT3.3%26
VGRQXHF3J8VDLUA7XE92
2026-05-15
3.300000
181000.00
199173.61
Corporate Debt Securities
INTERNATIONAL BUSINESS MACHS SR GLBL NT3.5%29
VGRQXHF3J8VDLUA7XE92
2029-05-15
3.500000
1421800.00
1562490.27
Corporate Debt Securities
JPMORGAN CHASE & CO SR FLT NT 23
8I5DZWZKVSZI1NUHU748
2023-10-24
1.447750
1502000.00
1528306.02
Corporate Debt Securities
L BRANDS INC SR GLBL NT 28
GR3KVMWVCR54YWQNXU90
2028-02-01
5.250000
2000000.00
2155000.00
Corporate Debt Securities
PHILIP MORRIS INTL INC SR GLBL NT 27
HL3H1H2BGXWVG3BSWR90
2027-08-17
3.125000
1900000.00
2059028.94
Corporate Debt Securities
DBS GROUP HOLDINGS LTD VR 072517-072522
5493007FKT78NKPM5V55
2022-07-25
0.837750
851439.00
857452.38
Corporate Debt Securities
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0017
8000000.00
8000000.00
0.0027
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.170000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0PSET7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BANK NOVA SCOTIA B C SR GLBL COCO 26
L3I9ZG2KFGXZ61BMYR72
2026-08-03
2.700000
70000.00
74424.70
Corporate Debt Securities
NOMURA HLDGS INC SR GLBL NT 25
549300B3CEAHYG7K8164
2025-01-16
2.648000
200000.00
207781.33
Corporate Debt Securities
BANCO DO BRASIL S A GRAND CAYM FR 4.625%011525
QE0Q0253K88YAGNPE356
2025-01-15
4.625000
4000000.00
4273301.67
Corporate Debt Securities
VALERO ENERGY CORP SR GLBL NT 25
549300XTO5VR8SKV1V74
2025-04-15
2.850000
1260000.00
1330965.30
Corporate Debt Securities
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
7.750000
2610000.00
2671733.75
Corporate Debt Securities
CREDIT SUISSE INTERNATIONAL TIER I PERP GLBL
549300506SI9CRFV9Z86
2049-12-29
4.500000
296545.00
273859.31
Corporate Debt Securities
HSBC HLDGS PLC ALT TIER I PERP
MLU0ZO3ML4LN2LL2TL39
2049-12-29
4.700000
200000.00
196874.44
Corporate Debt Securities
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0012
8000058.88
8000058.88
0.0027
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.180000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0PSTQ7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CNH EQUIP TR 2019-B A-3 20240815 2.5
2024-08-15
2.520000
7850.00
6072.58
Asset-Backed Securities
ZAIS CLO 2018-8 A 20290416 FLT
549300XI7G6FVIEXZ367
2029-04-16
1.191250
29264.00
28338.10
Asset-Backed Securities
WILLIAMS COS INC SR GLBL NT2.6%31
D71FAKCBLFS2O0RBPG08
2031-03-15
2.600000
9508648.00
9278580.98
Corporate Debt Securities
FNMA CONN AVE SECS 2014-C03 1M-2 20240725 FLT
2024-07-25
3.108630
33595200.00
16719870.11
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
2024-02-26
4.608630
738468.00
684430.12
Private Label Collateralized Mortgage Obligations
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0012
24000244.32
24000244.32
0.0080
N
N
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.160000%
549300LCO2FLSSVFFR64
0000050916
ARP0PSUG7
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
447000.00
754179.89
Corporate Debt Securities
ATHENE HOLDING LTD SR GLBL NT 30
549300H316CT32FQXI76
2030-04-03
6.150000
19624.00
24539.96
Corporate Debt Securities
BANK OF MONTREAL FR 0.45%120823
NQQ6HPCNCCU6TUTQYE16
2023-12-08
0.450000
53890.00
53768.88
Corporate Debt Securities
NORTHWESTERN MUT LIFE INS CO SUB 144A NT 40
1DU7IM20QESYGDO4HO54
2040-03-30
6.063000
410000.00
556050.20
Corporate Debt Securities
CITIZENS FINL GROUP INC SR GLBL NT 30
2138004JDDA4ZQUPFW65
2030-04-30
3.250000
43000.00
45938.69
Corporate Debt Securities
COCA COLA CO SR GLBL NT 2%31
UWJKFUJFZ02DKWI3RY53
2031-03-05
2.000000
3453121.00
3365323.48
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 23
784F5XWPLTWKTBV3E584
2023-03-08
0.440761
2492867.00
2494491.35
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-06-30
1.875000
2400.00
2521.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-12-31
1.625000
51100.00
51905.24
U.S. Treasuries (including strips)
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0011
7000055.72
7000055.72
0.0023
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.220000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0PSUU6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ILFC E-CAPITAL TR I 5.9%65
2065-12-21
4.000000
3163000.00
2533563.00
Corporate Debt Securities
ILFC E-CAPITAL TRUST II JR SB PFD TR 65
2065-12-21
4.220000
3900000.00
3217196.67
Corporate Debt Securities
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0027
4999960.15
4999960.15
0.0017
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.010000%
549300H47WTHXPU08X20
ARP0PT524
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
0.250000
83056400.00
81600092.73
U.S. Treasuries (including strips)
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
80000000.00
80000000.00
0.0265
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.340000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0PTFC1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NATIONAL COLL ST LN TR 2007-2 A-4 20330125 FLT
2033-01-25
0.398630
13734000.00
9964432.61
Asset-Backed Securities
FIRST FRANKLIN MTG 2005-FFH4 M-2 20351225 FLT
2035-12-25
0.858630
3903510.00
3836768.20
Asset-Backed Securities
JP MORGAN MTG ACQ 2006-ACC1 M-2 20360525 FLT
2036-05-25
0.398630
17700000.00
16856301.86
Asset-Backed Securities
LLOYDS TSB GROUP PLC LW TIER II PERP
549300PPXHEU2JF0AM85
2049-12-29
6.657000
72000.00
94597.51
Corporate Debt Securities
FRESH MKT INC FLT 144A NT 25
529900QM5ZSBEBR6CS58
2025-03-13
10.750000
227000.00
224853.71
Corporate Debt Securities
WEWORK COS INC SR 144A NT 25
549300D8U9TF7WBED521
2025-05-01
7.875000
10000.00
10279.92
Corporate Debt Securities
STANDARD INDS INC SR GLBL 144A 30
54930064UHXCIUWVI755
2030-07-15
4.375000
88066.00
89159.44
Corporate Debt Securities
Y
2021-05-05
2021-05-05
2021-06-29
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0034
27000000.00
27000000.00
0.0089
N
N
N
Y
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.170000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0PTG63
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WMG ACQUISITION CORP SR SEC GLBL 31
549300NAS11NXI33CP80
2031-02-15
3.000000
1.00
0.94
Corporate Debt Securities
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
7.750000
3970000.00
4063901.53
Corporate Debt Securities
COMM MTG TR 2015-CCRE24 D 20480812 FLT
2048-08-12
3.463000
1.00
0.90
Private Label Collateralized Mortgage Obligations
JPMBB COML MTG SEC TR 2014-C2 C 20480117 FLT
2048-01-17
4.380090
875.00
913.46
Private Label Collateralized Mortgage Obligations
OBX TRUST 2020-EXP3 B-3 20600625 FLT
2060-06-25
4.429230
40.00
39.88
Private Label Collateralized Mortgage Obligations
UBS COML MTG TR 2017-C3 C 20500817 FLT
2050-08-17
4.307970
10.00
10.14
Private Label Collateralized Mortgage Obligations
BBCMS TR 2018-BXH B 20371015 FLT
2037-10-15
1.356000
637000.00
637657.17
Private Label Collateralized Mortgage Obligations
CLNY TRUST 2019-IKPR B 20381115 FLT
2038-11-15
1.584000
1050000.00
1048102.65
Private Label Collateralized Mortgage Obligations
Y
2021-04-07
2021-04-07
2021-04-07
N
N
N
0.0017
5000000.00
5000000.00
0.0017
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.010000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0PTG71
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 04.000 CLZM5945
2048-03-01
4.000000
2213000.00
1367702.66
Agency Mortgage-Backed Securities
FEPC 05.500 CLZS2682
2038-08-01
5.500000
592769.00
25721.50
Agency Mortgage-Backed Securities
FNMS 04.500 CLCA2299
B1V7KEBTPIMZEU4LTD58
2048-09-01
4.500000
14068544.00
8130624.89
Agency Mortgage-Backed Securities
FNMS 02.500 CLFM6103
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.500000
52714496.00
54846987.24
Agency Mortgage-Backed Securities
FNMS 02.000 CNAB9390
B1V7KEBTPIMZEU4LTD58
2023-05-01
2.000000
2328427.00
38558.19
Agency Mortgage-Backed Securities
FNMS 04.500 CIAC6052
B1V7KEBTPIMZEU4LTD58
2024-10-01
4.500000
10824016.00
195290.02
Agency Mortgage-Backed Securities
GNII SF MA7257 M
549300M8ZYFG0OCMTT87
2051-03-20
3.500000
40239300.00
43313850.78
Agency Mortgage-Backed Securities
04.000 FGPC A95197 G
2040-10-01
4.000000
3466140.00
471171.68
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI9022
2039-08-01
5.000000
29493.00
5776.75
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR3210
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
7440816.00
7438938.43
Agency Mortgage-Backed Securities
MNMS 02.570 MLBS1486
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.570000
2843000.00
2819709.20
Agency Mortgage-Backed Securities
FNMS 02.500 CTCA9361
B1V7KEBTPIMZEU4LTD58
2041-03-01
2.500000
40847872.00
42558063.47
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM6032
B1V7KEBTPIMZEU4LTD58
2051-02-01
2.000000
14211500.00
14192878.91
Agency Mortgage-Backed Securities
GNII SF MA3039 M
549300M8ZYFG0OCMTT87
2045-07-20
6.000000
150000.00
34726.28
Agency Mortgage-Backed Securities
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
172000000.00
172000000.00
0.0570
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.005000%
ZBUT11V806EZRVTWT807
0000782124
ARP0PTGD8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SP 785365 C
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
9545984.00
9996710.36
Agency Mortgage-Backed Securities
FEPC 03.000 CISB0199
2033-04-01
3.000000
350000.00
258652.56
Agency Mortgage-Backed Securities
GNII JP 785276 M
549300M8ZYFG0OCMTT87
2035-12-20
3.000000
22099840.00
22733693.68
Agency Mortgage-Backed Securities
GNII SP 785218 C
549300M8ZYFG0OCMTT87
2050-12-20
2.000000
100000.00
100090.61
Agency Mortgage-Backed Securities
FEPC 03.000 CLZS4637
2045-11-01
3.000000
4331000.00
1599833.85
Agency Mortgage-Backed Securities
GNII SP 785312 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
12077584.00
12485222.59
Agency Mortgage-Backed Securities
GNII SF BH6406 C
549300M8ZYFG0OCMTT87
2034-04-20
4.500000
1718180.00
1220290.14
Agency Mortgage-Backed Securities
FEPC 03.500 CIZS8530
2029-06-01
3.500000
50000.00
12091.27
Agency Mortgage-Backed Securities
FEPC 05.000 CTZS8779
2025-07-01
5.000000
57125568.00
852799.77
Agency Mortgage-Backed Securities
GNMI SP 783571 X
549300M8ZYFG0OCMTT87
2033-12-15
5.000000
100000.00
14749.10
Agency Mortgage-Backed Securities
GNMI SP 783276 X
549300M8ZYFG0OCMTT87
2041-03-15
4.500000
187274.00
18222.18
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK2911
2026-01-01
3.500000
11756900.00
1075802.10
Agency Mortgage-Backed Securities
06.000 FGPC C90958 G
2026-03-01
6.000000
301997.00
5688.28
Agency Mortgage-Backed Securities
GNMI SP 784363 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
198514.00
96153.54
Agency Mortgage-Backed Securities
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
49000000.00
49000000.00
0.0162
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.005000%
549300QJJX6CVVUXLE15
0001317808
ARP0PTGS5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
200.00
168.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2045-02-15
0.750000
200.00
257.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-08-15
5.500000
5493400.00
7101346.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-10-31
2.875000
7900.00
8528.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-05-15
2.875000
2791600.00
3089263.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-01-31
0.375000
100.00
97.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-09-15
0.125000
100.00
99.75
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2039-11-15
4.375000
74200.00
100504.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2024-03-15
0.250000
1943000.00
1938647.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
300.00
297.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-03-31
1.250000
800.00
792.50
U.S. Treasuries (including strips)
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
12000000.00
12000000.00
0.0040
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.005000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0PTH96
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLFM3971
B1V7KEBTPIMZEU4LTD58
2050-04-01
3.500000
5751168.00
5056466.39
Agency Mortgage-Backed Securities
FEPC 03.500 CLZL3755
2042-09-01
3.500000
4978835.00
1832848.28
Agency Mortgage-Backed Securities
FNMS 03.000 CLBK0640
B1V7KEBTPIMZEU4LTD58
2050-02-01
3.000000
13818179.00
13008640.29
Agency Mortgage-Backed Securities
04.000 FGPC Q48249 G
2047-05-01
4.000000
17474942.00
11298471.23
Agency Mortgage-Backed Securities
FNMS 03.500 I4BF0092
B1V7KEBTPIMZEU4LTD58
2056-06-01
3.500000
28666400.00
20872722.30
Agency Mortgage-Backed Securities
04.000 FGPC V84126 G
2048-05-01
4.000000
47481034.00
21844177.91
Agency Mortgage-Backed Securities
04.500 FGPC V84154 G
2048-04-01
4.500000
44586774.00
20534894.48
Agency Mortgage-Backed Securities
04.500 FGPC V85433 G
2049-04-01
4.500000
33312512.00
21941795.62
Agency Mortgage-Backed Securities
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
113000000.00
113000000.00
0.0374
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.005000%
549300QJJX6CVVUXLE15
0001317808
ARP0PTHB1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLQB5566
2050-11-01
2.500000
28584.00
28709.37
Agency Mortgage-Backed Securities
GNII SF MA5397 M
549300M8ZYFG0OCMTT87
2048-05-20
3.500000
23828792.00
9566451.93
Agency Mortgage-Backed Securities
GNII SF MA6818 M
549300M8ZYFG0OCMTT87
2050-08-20
2.000000
1886.00
1850.15
Agency Mortgage-Backed Securities
GNII SF MA6475 M
549300M8ZYFG0OCMTT87
2050-02-20
3.500000
22464427.00
13517971.99
Agency Mortgage-Backed Securities
FNMS 03.500 CLBQ5368
B1V7KEBTPIMZEU4LTD58
2050-10-01
3.500000
1000.00
1080.33
Agency Mortgage-Backed Securities
GNII SP 783521 M
549300M8ZYFG0OCMTT87
2041-11-20
4.000000
87659313.00
10696485.69
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4281
B1V7KEBTPIMZEU4LTD58
2051-03-01
2.000000
1000.00
996.71
Agency Mortgage-Backed Securities
GNMI SP 783056 X
549300M8ZYFG0OCMTT87
2040-08-15
5.000000
1365.00
78.17
Agency Mortgage-Backed Securities
GNII SF MA7135 M
549300M8ZYFG0OCMTT87
2051-01-20
2.000000
1241000.00
1246465.11
Agency Mortgage-Backed Securities
GNII SP 783656 M
549300M8ZYFG0OCMTT87
2042-05-20
4.000000
7173621.00
997966.13
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
1709.00
567.36
Agency Mortgage-Backed Securities
GNMI SP 782722 X
549300M8ZYFG0OCMTT87
2039-06-15
4.500000
1452.00
88.10
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-05-27
0.00
7131500.00
7131286.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
100.00
93.45
U.S. Treasuries (including strips)
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
42000000.00
42000000.00
0.0139
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.170000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0PTHH8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SKY PLC SR 144A NT 24
2138003TS48MQKF4BZ29
2024-09-16
3.750000
2827000.00
3111250.14
Corporate Debt Securities
ILLINOIS TOOL WKS INC SR NT 3.375%21
76NA4I14SZCFAYMNSV04
2021-09-15
3.375000
39000.00
39308.10
Corporate Debt Securities
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0017
3000000.00
3000000.00
0.0010
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.150000%
549300LCO2FLSSVFFR64
0000050916
ARP0PTHW5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ABBOTT LABORATORIES SR NT 5.3%40
HQD377W2YR662HK5JX27
2040-05-27
5.300000
4701000.00
6288882.89
Corporate Debt Securities
ALBEMARLE CORP SR GLBL NT 44
HDBLS2Q6GV1LSKQPBS54
2044-12-01
5.450000
905000.00
1062267.88
Corporate Debt Securities
Y
2021-04-07
2021-04-07
2021-04-07
N
N
N
0.0015
7000000.00
7000000.00
0.0023
N
N
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0PTKU5
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-08-15
2.250000
26600.00
25957.18
U.S. Treasuries (including strips)
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
25428.00
25428.00
0.0000
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.070000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD13ARB2
Non-Negotiable Time Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0007
60000000.00
60000000.00
0.0199
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.090000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD13ARC0
Non-Negotiable Time Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0009
32000000.00
32000000.00
0.0106
N
Y
Y
N
NRW BANK
NRW BANK 0.070000%
52990002O5KK6XOGJ020
ATD13ARE6
Non-Negotiable Time Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0007
45000000.00
45000000.00
0.0149
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD13ARH9
Non-Negotiable Time Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0008
22000000.00
22000000.00
0.0073
N
Y
Y
N
ING Bank NV
ING BANK NV 0.080000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD13CAT7
Non-Negotiable Time Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0008
13000000.00
13000000.00
0.0043
N
Y
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 0.090000%
ATUEL7OJR5057F2PV266
0000882617
ATD13CAW0
Non-Negotiable Time Deposit
Y
2021-04-05
2021-04-05
2021-04-05
N
N
N
0.0009
22000000.00
22000000.00
0.0073
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.080000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD13D348
Non-Negotiable Time Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0008
23000000.00
23000000.00
0.0076
N
N
Y
N
ING Bank NV
ING BANK NV 0.080000%
3TK20IVIUJ8J3ZU0QE75
0000319432
ATD13D371
Non-Negotiable Time Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0008
16000000.00
16000000.00
0.0053
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.090000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD13D3B2
Non-Negotiable Time Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0009
1000000.00
1000000.00
0.0003
N
N
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.100000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD13D3D8
Non-Negotiable Time Deposit
Y
2021-04-06
2021-04-06
2021-04-06
N
N
N
0.0010
30000000.00
30000000.00
0.0099
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.090000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD13DTD0
Non-Negotiable Time Deposit
Y
2021-04-07
2021-04-07
2021-04-07
N
N
N
0.0009
50000000.00
50000000.00
0.0166
N
N
Y
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.060000%
BSGEFEIOM18Y80CKCV46
0000926171
ATD13DTE8
Non-Negotiable Time Deposit
Y
2021-04-07
2021-04-07
2021-04-07
N
N
N
0.0006
9000000.00
9000000.00
0.0030
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.020000%
5493005PGG4HB3CD7345
0001694217
ATD13DTH1
Non-Negotiable Time Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0002
5000000.00
5000000.00
0.0017
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.010000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ATD13DTP3
Non-Negotiable Time Deposit
Y
2021-04-01
2021-04-01
2021-04-01
N
N
N
0.0001
28000000.00
28000000.00
0.0093
N
Y
Y
N
The Charles Schwab Family of Funds
2021-04-07
Mark Fischer
Mark Fischer
Chief Financial Officer