0001145549-21-035215.txt : 20210607
0001145549-21-035215.hdr.sgml : 20210607
20210607152747
ACCESSION NUMBER: 0001145549-21-035215
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210531
FILED AS OF DATE: 20210607
DATE AS OF CHANGE: 20210607
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: 21999323
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
2021-05-31
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.
BNY Mellon Investment Servicing (US) Inc.
0000849542
084-01761
N
N
N
Prime
N
44
57
926037637.74
950931022.22
780927444.07
991105889.01
1497632988.71
1457328103.68
1506099650.34
1513744851.29
0.00
0.3167
0.3297
0.2715
0.3435
0.5123
0.5053
0.5235
0.5246
0.0000
91000000.37
2794001800.35
545621288.00
469362.12
18442816.35
2867028346.49
2865962088.1530
0.0000
0.0013
1.0003
1.0004
1.0004
1.0004
0.0000
C000164902
1000000.00
2867028346.49
2865962088.1530
1.0003
1.0004
1.0004
1.0004
0.0000
24665814.74
50053203.53
20717275.74
47277932.18
30679955.66
47990912.32
44904751.77
44343850.13
0.00
0.00
120967797.91
189665898.16
0.0003
Y
Investment Advisor and its affiliates Contractual 46,695 Investment Advisor and its affiliates Voluntary 206,582
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 0.200000%
02089XMB0
Asset Backed Commercial Paper
Y
2021-07-20
2021-07-20
2021-07-20
Y
ALPINE SECURITIZATION LLC
1.0000
53
N
Y
Credit Suisse AG
1.0000
N
0.0010
8001223.92
8001223.92
0.0028
N
N
N
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
0.0009
999905.75
999905.75
0.0003
N
N
N
N
ANTALIS SA (ILE-DE-FRANCE)
ANTALIS SA (ILE-DE-FRANCE) 0.000000%
03664AUM8
549300G2LM2ZKZ0X4Y50
Asset Backed Commercial Paper
Y
2021-07-21
2021-07-21
2021-07-21
N
Y
Societe Generale SA
1.0000
N
0.0011
3299470.35
3299470.35
0.0012
N
N
N
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
0.0008
6999825.00
6999825.00
0.0024
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.110000%
05253MPF5
JHE42UYNWWTJB8YTTU19
Financial Company Commercial Paper
Y
2021-06-01
2021-11-29
2021-11-29
N
N
N
0.0006
10002515.00
10002515.00
0.0035
N
N
N
N
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0.000000%
0556C2T11
KK5MZM9DIXLXZL9DZL15
US0556C2T118
Non-Financial Company Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
Bayerische Motoren Werke AG
1.0000
N
0.0004
1999992.22
1999992.22
0.0007
N
Y
Y
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
0.0023
20000000.00
20000000.00
0.0070
N
Y
Y
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
0.0012
50010601.50
50010601.50
0.0174
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 0.170000%
06054R2W1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2021-11-08
2021-11-08
2021-11-08
N
N
N
0.0011
3000829.86
3000829.86
0.0010
N
N
N
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
0.0008
18003417.84
18003417.84
0.0063
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
0.0012
21001618.05
21001618.05
0.0073
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.201600%
06367CDV6
NQQ6HPCNCCU6TUTQYE16
Certificate of Deposit
Y
2021-07-06
2021-10-05
2021-10-05
N
N
N
0.0012
21001093.05
21001093.05
0.0073
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.000000%
06417KBN8
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2022-02-22
2022-02-22
2022-02-22
N
N
N
0.0019
4993062.50
4993062.50
0.0017
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.190000%
06417LQL4
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2021-06-01
2022-05-23
2022-05-23
N
N
N
0.0018
8001609.44
8001609.44
0.0028
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
0.0010
10000197.10
10000197.10
0.0035
N
N
Y
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
0.0010
10000183.20
10000183.20
0.0035
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
0.0014
5000388.70
5000388.70
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
0.0014
26002129.40
26002129.40
0.0091
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QT42
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-06-04
2021-06-04
2021-06-04
N
N
N
0.0008
3999941.68
3999941.68
0.0014
N
N
Y
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QUS7
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-07-26
2021-07-26
2021-07-26
N
N
N
0.0012
6998680.71
6998680.71
0.0024
N
N
N
N
BARCLAYS BANK UK PLC
BARCLAYS BANK UK PLC 0.000000%
06744QW22
213800UUGANOMFJ9X769
Financial Company Commercial Paper
Y
2021-09-02
2021-09-02
2021-09-02
N
N
N
0.0014
16993724.62
16993724.62
0.0059
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
0.0008
29997789.90
29997789.90
0.0105
N
N
N
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LT15
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0004
5999976.66
5999976.66
0.0021
N
Y
Y
N
BAYERISCHE LANDESBANK (NEW YORK BRANCH)
BAYERISCHE LANDESBANK (NEW YORK BRANCH) 0.000000%
07274LT23
VDYMYTQGZZ6DU0912C88
Financial Company Commercial Paper
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0004
21999893.08
21999893.08
0.0077
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LT14
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
Societe Generale SA
1.0000
N
0.0006
999993.89
999993.89
0.0003
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LT22
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-06-02
2021-06-02
2021-06-02
N
Y
Societe Generale SA
1.0000
N
0.0006
5999954.16
5999954.16
0.0021
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LU61
549300PGDCWK6DU9QM65
Asset Backed Commercial Paper
Y
2021-07-06
2021-07-06
2021-07-06
N
Y
Societe Generale SA
1.0000
N
0.0009
999905.75
999905.75
0.0003
N
N
N
N
BRECKENRIDGE TERRACE, LLC
HOUSING FACILITIES REVENUE NOTES SERIES 1999B 0.190000%
106538AB7
US106538AB78
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2039-05-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0019
1000000.00
1000000.00
0.0003
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2T12
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
Citibank NA
1.0000
N
0.0003
2999991.66
2999991.66
0.0010
N
Y
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TT12
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
Citibank NA
1.0000
N
0.0004
2999986.32
2999986.32
0.0010
N
Y
Y
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
0.0005
26299868.50
26299868.50
0.0092
N
Y
Y
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
0.0007
9999310.60
9999310.60
0.0035
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE 0.000000%
12802VVA1
969500P04DQJS4BPM574
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-08-10
2021-08-10
2021-08-10
N
N
N
0.0010
13997122.16
13997122.16
0.0049
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
2021-06-01
2021-07-09
2021-07-09
N
N
N
0.0008
20001559.80
20001559.80
0.0070
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
0.0008
30006300.30
30006300.30
0.0105
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.199800%
13606CRA4
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-07-15
2021-10-15
2021-10-15
N
N
N
0.0012
6000332.34
6000332.34
0.0021
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.170000%
13606CSE5
549300H8L46OOZOFHU82
0000800030
Certificate of Deposit
Y
2021-11-12
2021-11-12
2021-11-12
N
N
N
0.0011
2000587.58
2000587.58
0.0007
N
N
N
N
CELLMARK, INC
TAXABLE NOTES SERIES 2018A 0.140000%
15118CAA8
549300JWG1LWHVNYN325
US15118CAA80
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2038-06-01
Y
Swedbank AB
1.0000
7
N
N
N
0.0014
2000000.00
2000000.00
0.0007
N
N
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TT17
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0006
2155986.83
2155986.83
0.0008
N
Y
Y
N
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 0.000000%
15963TVP1
549300EEWRNP448AMT79
Asset Backed Commercial Paper
Y
2021-08-23
2021-08-23
2021-08-23
N
Y
JPMorgan Chase Bank NA
1.0000
N
0.0011
7997815.36
7997815.36
0.0028
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VT17
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
Citibank NA
1.0000
N
0.0004
999996.11
999996.11
0.0003
N
Y
Y
N
CHEVRON CORP
CHEVRON CORP 0.000000%
16677JT14
Non-Financial Company Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
999997.22
999997.22
0.0003
N
Y
Y
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
0.0012
12994137.00
12994137.00
0.0045
N
N
N
N
CITIGROUP GLOBAL MARKETS INC
CITIGROUP GLOBAL MARKETS INC 0.000000%
17327AY50
MBNUM2BPBDO7JBLYG310
0000315030
Financial Company Commercial Paper
Y
2021-11-05
2021-11-05
2021-11-05
N
N
N
0.0014
13991297.04
13991297.04
0.0049
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
0.0006
39996211.20
39996211.20
0.0140
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
0.0009
7998452.00
7998452.00
0.0028
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 0.100000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0010
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
0.0013
5000433.05
5000433.05
0.0017
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.050000%
22535CC82
254900BN8XS34XZDJ223
0001330437
Certificate of Deposit
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0006
2999997.93
2999997.93
0.0010
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.040000%
22535CD99
254900BN8XS34XZDJ223
0001330437
Certificate of Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0006
19999950.00
19999950.00
0.0070
N
N
Y
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
0.0010
12996695.14
12996695.14
0.0045
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0T44
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2021-06-04
2021-06-04
2021-06-04
N
N
N
0.0002
33999900.72
33999900.72
0.0119
N
N
Y
N
Edward-Elmhurst Healthcare
TAXABLE BONDS SERIES 2018 0.100000%
28167RAA8
549300HQM2YWM7SVJY37
US28167RAA86
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
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
EQUINOR ASA
EQUINOR ASA 0.000000%
29447LT29
OW6OFBNCKXC4US5C7523
Non-Financial Company Commercial Paper
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0007
3999963.88
3999963.88
0.0014
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CUV2
7TG4VWERK338227TR435
0001560283
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-07-29
2021-07-29
2021-07-29
N
N
N
0.0006
6999324.92
6999324.92
0.0024
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601VT27
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2021-06-02
2021-06-02
2021-06-02
N
Y
Bank of Montreal
1.0000
N
0.0006
1999984.72
1999984.72
0.0007
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
0.0011
11995555.32
11995555.32
0.0042
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
0.0004
9999788.90
9999788.90
0.0035
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
0.0005
6999722.73
6999722.73
0.0024
N
N
N
N
FMS WERTMANAGEMENT AOER
FMS WERTMANAGEMENT AOER 0.000000%
34411GU79
HZFDOR6TCRSIQLKQTX32
US34411GU798
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
2021-07-12
2021-07-12
2021-07-12
N
N
N
0.0005
4999711.10
4999711.10
0.0017
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 0.100000%
41652PAA7
549300W3L482NUDOFF24
US41652PAA75
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
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
0.0012
4998034.45
4998034.45
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
0.0012
1999207.34
1999207.34
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
0.0012
14993857.50
14993857.50
0.0052
N
N
N
N
Illinois Housing Development Auth
HOUSING BONDS SERIES 2017A2 0.090000%
45201LA21
54930053Z6M9JVHBQZ16
US45201LA214
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
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
2021-06-01
2021-07-12
2021-07-12
N
N
N
0.0010
25000937.25
25000937.25
0.0087
N
N
N
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
0.0016
5993589.18
5993589.18
0.0021
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 0.200000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0020
1030000.00
1030000.00
0.0004
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.060000%
51500VYL7
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2021-06-17
2021-06-17
2021-06-17
N
N
N
0.0006
12000033.36
12000033.36
0.0042
N
N
N
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.070000%
51501HHF9
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0006
8000013.36
8000013.36
0.0028
N
Y
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.060000%
51501HHQ5
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0006
3000002.07
3000002.07
0.0010
N
N
Y
N
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.060000%
51501HHU6
B81CK4ESI35472RHJ606
Certificate of Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0006
12000009.96
12000009.96
0.0042
N
N
Y
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RUF4
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2021-07-15
2021-07-15
2021-07-15
N
N
N
0.0008
3999600.00
3999600.00
0.0014
N
N
N
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RVW6
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2021-08-30
2021-08-30
2021-08-30
N
N
N
0.0009
18495700.79
18495700.79
0.0065
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
0.0007
19999313.80
19999313.80
0.0070
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QW30
969500DWS97CYSHCPT49
Asset Backed Commercial Paper
Y
2021-09-03
2021-09-03
2021-09-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0012
802737.68
802737.68
0.0003
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LXS8
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2021-10-26
2021-10-26
2021-10-26
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0015
6745866.37
6745866.37
0.0024
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
0.0011
2000114.00
2000114.00
0.0007
N
N
N
N
Memphis Health, Educational & Housing Facility Board
M/F HOUSING RB (ASHLAND LAKE II APTS) SERIES 2008A 0.100000%
586169DH4
US586169DH45
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2043-05-01
Y
US BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0010
5750000.00
5750000.00
0.0020
N
N
Y
N
MERCK & CO INC
MERCK & CO INC 0.000000%
58934AT22
4YV9Y5M8S0BRK1RP0397
Non-Financial Company Commercial Paper
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0002
18999960.48
18999960.48
0.0066
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
0.0004
24999052.00
24999052.00
0.0087
N
N
N
N
Mississippi Business Finance Corp
GULF OPPORTUNITY ZONE IDRB (CHEVRON) SERIES 2010A 0.050000%
60528ABS2
549300DYV074JUDKBQ77
US60528ABS24
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2030-12-01
Y
Chevron Corp
1.0000
7
N
N
N
0.0005
3000000.00
3000000.00
0.0010
N
N
Y
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
0.0007
7999826.64
7999826.64
0.0028
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
0.0011
4000743.56
4000743.56
0.0014
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
0.0012
11002222.11
11002222.11
0.0038
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
0.0012
15003571.35
15003571.35
0.0052
N
N
N
N
MIZUHO BANK LTD (SINGAPORE BRANCH)
MIZUHO BANK LTD (SINGAPORE BRANCH) 0.000000%
60689PW36
RB0PEZSDGCO3JS6CEU02
Financial Company Commercial Paper
Y
2021-09-03
2021-09-03
2021-09-03
N
N
N
0.0012
2998995.51
2998995.51
0.0010
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
0.0008
25000590.00
25000590.00
0.0087
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LT25
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0005
37999762.50
37999762.50
0.0133
N
N
Y
N
Nassau Health Care Corp
TAXABLE HEALTH CARE RB SERIES 2009A 0.090000%
63167NAV8
549300L7UKCJQEMTLX26
US63167NAV82
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2022-08-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0009
2760000.00
2760000.00
0.0010
N
N
Y
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
0.0008
19996310.00
19996310.00
0.0070
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0U27
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2021-07-02
2021-07-02
2021-07-02
N
N
N
0.0007
12999140.57
12999140.57
0.0045
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0U68
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2021-07-06
2021-07-06
2021-07-06
N
N
N
0.0007
6999461.56
6999461.56
0.0024
N
N
N
N
New York City Housing Development Corp
M/F MORTGAGE RB (RELATED-UPPER EAST) SERIES 2003B 0.050000%
64970VBS1
549300SQWVHKBRF8D702
US64970VBS16
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2036-12-01
Y
LANDESBANK BADEN-WUERTTEMBERG
1.0000
7
N
N
N
0.0005
1700000.00
1700000.00
0.0006
N
N
Y
N
New York State HFA
HOUSING RB (250 W 93RD ST) SERIES 2005A 0.090000%
64986MM44
5493000LS7KCDB02O506
US64986MM441
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2038-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0009
16350000.00
16350000.00
0.0057
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
0.0007
9001759.05
9001759.05
0.0031
N
N
N
N
NORDEA BANK ABP (NEW YORK BRANCH)
NORDEA BANK ABP (NEW YORK BRANCH) 0.040000%
65558UCG5
529900ODI3047E2LIV03
0001002614
Certificate of Deposit
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0004
33000022.77
33000022.77
0.0115
N
N
Y
N
Norfolk Economic Development Auth
HOSPITAL FACILITIES REFUNDING RB (SENTARA HEALTH) SERIES 2016B 0.030000%
65588TAP4
US65588TAP49
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2034-11-01
Y
SENTARA HEALTHCARE
1.0000
7
N
N
N
0.0003
1000000.00
1000000.00
0.0003
N
N
Y
N
NORINCHUKIN BANK (NEW YORK BRANCH)
NORINCHUKIN BANK (NEW YORK BRANCH) 0.040000%
65602YJW1
549300KQZJBM38M51L16
Certificate of Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0006
27999925.24
27999925.24
0.0098
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.190000%
67072T850
N0WOEFO1WOMLJYH1PV29
US67072T8505
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2031-01-01
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
7
N
N
N
0.0019
1000000.00
1000000.00
0.0003
N
N
Y
N
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES A 0.190000%
67074X305
N0WOEFO1WOMLJYH1PV29
US67074X3052
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2029-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0019
5000000.00
5000000.00
0.0017
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983TT14
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
Royal Bank of Canada
1.0000
N
0.0005
6999965.00
6999965.00
0.0024
N
Y
Y
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
0.0013
10002165.50
10002165.50
0.0035
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.206000%
69033MXE2
5493007O3QFXCPOGWK22
Certificate of Deposit
Y
2021-07-26
2022-01-24
2022-01-24
N
N
N
0.0013
16002598.24
16002598.24
0.0056
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LT10
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0004
999996.11
999996.11
0.0003
N
Y
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LT44
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2021-06-04
2021-06-04
2021-06-04
N
N
N
0.0004
6999952.33
6999952.33
0.0024
N
N
Y
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
0.0014
3997459.76
3997459.76
0.0014
N
N
N
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
0.0007
10999642.50
10999642.50
0.0038
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
0.0009
21000918.33
21000918.33
0.0073
N
N
N
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.211600%
78015M3K4
ES7IP3U3RHIGC71XBU11
0000352613
Financial Company Commercial Paper
Y
2021-07-06
2022-01-04
2022-01-04
N
N
N
0.0013
41003653.10
41003653.10
0.0143
N
N
N
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 0.080000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0008
1000000.00
1000000.00
0.0003
N
N
Y
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
0.0007
16999877.26
16999877.26
0.0059
N
Y
Y
N
SANTANDER UK PLC
SANTANDER UK PLC 0.000000%
80285PW32
PTCQB104N23FMNK2RZ28
0000891478
Financial Company Commercial Paper
Y
2021-09-03
2021-09-03
2021-09-03
N
N
N
0.0011
10996766.00
10996766.00
0.0038
N
N
N
N
Sheridan Redevelopment Agency
TAX INCREMENT REFUNDING RB (SOUTH SANTA FE DRIVE) SERIES 2011A1 0.070000%
82382LAJ8
5493004D6ZS0F24QIZ32
US82382LAJ89
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
2029-12-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0007
7000000.00
7000000.00
0.0024
N
N
Y
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
0.0007
20000966.20
20000966.20
0.0070
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.204300%
83050PTM1
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-07-06
2022-01-06
2022-01-06
N
N
N
0.0013
2000054.14
2000054.14
0.0007
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.170000%
83050PUK3
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2021-11-03
2021-11-03
2021-11-03
N
N
N
0.0013
1000198.58
1000198.58
0.0003
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.190000%
83050PVC0
F3JS33DEI6XQ4ZBPTN86
0000917311
Certificate of Deposit
Y
2022-02-22
2022-02-22
2022-02-22
N
N
N
0.0018
15001684.50
15001684.50
0.0052
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050TX63
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2021-10-06
2021-10-06
2021-10-06
N
N
N
0.0012
10995236.67
10995236.67
0.0038
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN AB 0.000000%
83050TZE4
F3JS33DEI6XQ4ZBPTN86
0000917311
Financial Company Commercial Paper
Y
2021-12-14
2021-12-14
2021-12-14
N
N
N
0.0014
5995466.64
5995466.64
0.0021
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
0.0007
9999693.10
9999693.10
0.0035
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LU78
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2021-07-07
2021-07-07
2021-07-07
N
Y
BNP Paribas SA
1.0000
N
0.0008
999908.89
999908.89
0.0003
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LX75
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2021-10-07
2021-10-07
2021-10-07
N
Y
BNP Paribas SA
1.0000
N
0.0015
7995629.36
7995629.36
0.0028
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
0.0006
1999919.44
1999919.44
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.180000%
86565CL80
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-10-25
2021-10-25
2021-10-25
N
N
N
0.0014
3000561.90
3000561.90
0.0010
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.149300%
86565CS83
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-08-23
2021-11-23
2021-11-23
N
N
N
0.0012
14001002.82
14001002.82
0.0049
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.140000%
86565CT25
5U0XI89JRFVHWIBS4F54
Certificate of Deposit
Y
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0015
19998961.80
19998961.80
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
0.0005
1000058.87
1000058.87
0.0003
N
N
Y
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
0.0008
3000491.73
3000491.73
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
0.0009
15003217.65
15003217.65
0.0052
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019RXS0
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2021-10-26
2021-10-26
2021-10-26
N
N
N
0.0011
9995595.80
9995595.80
0.0035
N
N
N
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
0.0006
7000472.50
7000472.50
0.0024
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.250000%
89114W7C3
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2022-04-20
2022-04-20
2022-04-20
N
N
N
0.0020
65031205.85
65031205.85
0.0227
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.180000%
89114WBC8
PT3QB789TSUIDF371261
Certificate of Deposit
Y
2021-06-01
2022-05-25
2022-05-25
N
N
N
0.0018
9000821.88
9000821.88
0.0031
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
0.0015
4000323.12
4000323.12
0.0014
N
N
N
N
TOTAL CAPITAL SA
TOTAL CAPITAL SA 0.000000%
89152ET16
529900QI55ZLJVCMPA71
Non-Financial Company Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
Y
TOTAL SE
1.0000
N
0.0004
11999943.96
11999943.96
0.0042
N
Y
Y
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
0.0012
8999566.02
8999566.02
0.0031
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
0.0015
11998839.96
11998839.96
0.0042
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.209800%
89233BBJ5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2021-07-19
2022-01-13
2022-01-13
N
N
N
0.0014
20001857.00
20001857.00
0.0070
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HAE4
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2022-01-14
2022-01-14
2022-01-14
N
N
N
0.0018
2996496.51
2996496.51
0.0010
N
N
N
N
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC 0.000000%
91058TT14
549300GHBMY8T5GXDE41
Non-Financial Company Commercial Paper
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0006
2999979.66
2999979.66
0.0010
N
Y
Y
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KT28
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2021-06-02
2021-06-02
2021-06-02
N
Y
MUFG BANK LTD
1.0000
N
0.0004
1999990.28
1999990.28
0.0007
N
N
Y
N
Yavapai Cnty IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.250000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2021-06-04
2021-06-04
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
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
0.0012
15002229.15
15002229.15
0.0052
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
0.0014
6996008.39
6996008.39
0.0024
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
0.0013
21005869.29
21005869.29
0.0073
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
0.0010
2000418.98
2000418.98
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
0.0013
22002550.68
22002550.68
0.0077
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
0.0012
15003067.95
15003067.95
0.0052
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
0.0012
5001025.45
5001025.45
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
0.0013
20003395.40
20003395.40
0.0070
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
0.0013
19004262.08
19004262.08
0.0066
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
0.0008
3999716.12
3999716.12
0.0014
N
N
N
N
MUFG BANK LTD (LONDON BRANCH)
MUFG BANK LTD (LONDON BRANCH) 0.210000%
C3GTMMZIHMY46P4OIX74
0000852743
ACI1X7DW7
Certificate of Deposit
Y
2021-10-20
2021-10-20
2021-10-20
N
N
N
0.0016
1000213.20
1000213.20
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (LONDON BRANCH) 0.000000%
5493006GGLR4BTEL8O61
0001046017
ACI1XF0J2
Certificate of Deposit
Y
2021-08-10
2021-08-10
2021-08-10
N
N
N
0.0011
51988992.64
51988992.64
0.0181
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (LONDON BRANCH) 0.190000%
JBONEPAGQXF4QP29B387
0001462160
ACI1XR4N3
Certificate of Deposit
Y
2021-11-15
2021-11-15
2021-11-15
N
N
N
0.0017
5000569.25
5000569.25
0.0017
N
N
N
N
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH)
NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) 0.120000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ACI1Y3L63
Certificate of Deposit
Y
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0012
10000000.00
10000000.00
0.0035
N
N
N
N
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
MBRT 2019-MBR H1 20361117 FLT
2036-11-17
4.101000
17035917.00
16889577.05
Private Label Collateralized Mortgage Obligations
BX COML MTG TR 2019-ATL F 20361015 FLT
2036-10-15
2.837600
2447489.00
2379369.72
Private Label Collateralized Mortgage Obligations
COREVEST AMER FIN TR 2019-3 D 20521018 3.7
2052-10-18
3.760000
750000.00
787407.75
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2018-PHH D 20350615 FLT
2035-06-15
3.210000
3500000.00
3017655.08
Private Label Collateralized Mortgage Obligations
Y
2021-08-31
2021-08-31
2021-09-13
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0059
20002754.60
20002754.60
0.0070
N
N
N
Y
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
STRUCTURED ASSET SEC 2007-GEL1 A2 20370125 FLT
2037-01-25
0.471630
57740.00
11930.14
Asset-Backed Securities
GSAMP TRUST 2005-WMC2 M-1 20351125 FLT
2035-11-25
0.736630
69020.00
54076.30
Asset-Backed Securities
TRIANGLE RE 2019-1 LTD M-2 20291126 FLT
2029-11-26
2.991630
6952188.00
6895362.92
Private Label Collateralized Mortgage Obligations
PMT CR RISL TRANS TR 2021-1R A 20260227 FLT
2026-02-27
3.009130
25311843.00
24115023.99
Private Label Collateralized Mortgage Obligations
Y
2021-06-29
2021-06-29
2021-06-29
Y
BNP Paribas SA
1.0000
32
N
N
N
0.0048
26996645.52
26996645.52
0.0094
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.490000%
ZBUT11V806EZRVTWT807
0000782124
ARP0PWYN9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GNRA 2019-136 YF
549300M8ZYFG0OCMTT87
2049-11-20
0.769250
6300.00
5074.36
Agency Collateralized Mortgage Obligation
GNRM 2020-079 EL
549300M8ZYFG0OCMTT87
2050-06-20
2.500000
5506.00
5399.59
Agency Collateralized Mortgage Obligation
GNRM 2011-019 PY
549300M8ZYFG0OCMTT87
2041-02-20
4.000000
13300.00
5173.14
Agency Collateralized Mortgage Obligation
GNRM 2017-93 QW
549300M8ZYFG0OCMTT87
2047-06-20
6.500000
8864.00
5362.30
Agency Collateralized Mortgage Obligation
GNRA 2019-05 YF
549300M8ZYFG0OCMTT87
2049-01-20
0.799250
11200.00
5183.77
Agency Collateralized Mortgage Obligation
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
0.819250
7000.00
4363.22
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2037-06-15
6.000000
1272.00
507.93
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2021-11-15
3.050000
6000.00
6090.35
Agency Debentures and Agency Strips
GNPL PN CD1602
549300M8ZYFG0OCMTT87
2056-05-15
2.320000
4700.00
4874.37
Agency Mortgage-Backed Securities
FNMS 03.500 U4BF0240
B1V7KEBTPIMZEU4LTD58
2052-06-01
3.500000
6528.00
5310.91
Agency Mortgage-Backed Securities
FNMS 02.000 CLBP3421
B1V7KEBTPIMZEU4LTD58
2051-06-01
2.000000
4640.00
4694.24
Agency Mortgage-Backed Securities
FNMS 02.500 CIFM1155
B1V7KEBTPIMZEU4LTD58
2032-06-01
2.500000
8128.00
5028.84
Agency Mortgage-Backed Securities
FNMS 02.500 CTFM7367
B1V7KEBTPIMZEU4LTD58
2041-05-01
2.500000
5120.00
5364.00
Agency Mortgage-Backed Securities
GNPL PN BY0695
549300M8ZYFG0OCMTT87
2056-05-15
2.500000
4700.00
4947.77
Agency Mortgage-Backed Securities
GNPL PN BZ1882
549300M8ZYFG0OCMTT87
2061-05-15
2.570000
3560.00
3735.11
Agency Mortgage-Backed Securities
GNPL LM CA1777
549300M8ZYFG0OCMTT87
2059-11-15
3.000000
1000.00
1082.20
Agency Mortgage-Backed Securities
GNPL PN CA4153
549300M8ZYFG0OCMTT87
2056-05-15
2.500000
4700.00
4947.77
Agency Mortgage-Backed Securities
GNPL PN CB6034
549300M8ZYFG0OCMTT87
2056-05-15
2.250000
4768.00
4916.06
Agency Mortgage-Backed Securities
GNPL PN CC8481
549300M8ZYFG0OCMTT87
2056-04-15
1.990000
1120.00
1127.45
Agency Mortgage-Backed Securities
GNPL LM CD0918
549300M8ZYFG0OCMTT87
2057-04-15
3.050000
5364608.00
5957823.67
Agency Mortgage-Backed Securities
05.500 FGPC A34667 G
S6XOOCT0IEG5ABCC6L87
2035-02-01
5.500000
36714.00
4712.35
Agency Mortgage-Backed Securities
05.500 FGPC A36520 G
S6XOOCT0IEG5ABCC6L87
2035-08-01
5.500000
25951.00
5319.22
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK3837
S6XOOCT0IEG5ABCC6L87
2027-01-01
3.000000
50415.00
4882.09
Agency Mortgage-Backed Securities
FEPC 03.000 CIZK4054
S6XOOCT0IEG5ABCC6L87
2027-04-01
3.000000
30306.00
4978.25
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK5934
S6XOOCT0IEG5ABCC6L87
2028-08-01
3.500000
15838.00
4755.25
Agency Mortgage-Backed Securities
FEPC 04.500 CLZM5330
S6XOOCT0IEG5ABCC6L87
2048-01-01
4.500000
9780.00
4655.94
Agency Mortgage-Backed Securities
FMAR 2B6314 G
S6XOOCT0IEG5ABCC6L87
2047-07-01
3.117000
17300.00
4871.99
Agency Mortgage-Backed Securities
FKAR 03.480 WAWA4800
S6XOOCT0IEG5ABCC6L87
2049-02-01
3.480000
4900.00
4844.51
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8053
S6XOOCT0IEG5ABCC6L87
2035-07-01
2.500000
6320.00
4849.16
Agency Mortgage-Backed Securities
FMAR 841198 G
S6XOOCT0IEG5ABCC6L87
2046-02-01
2.175000
4960.00
4773.36
Agency Mortgage-Backed Securities
FMAR 1L0290 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.375000
599000.00
5285.55
Agency Mortgage-Backed Securities
FMAR 1G1962 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
2.410000
1960320.00
5314.27
Agency Mortgage-Backed Securities
FNMS 02.000 CLFM7411
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
1024.00
1038.84
Agency Mortgage-Backed Securities
FNMS 01.500 CIMA4359
B1V7KEBTPIMZEU4LTD58
2036-05-01
1.500000
4608.00
4671.20
Agency Mortgage-Backed Securities
GNPL PN BE2766
549300M8ZYFG0OCMTT87
2060-10-15
4.320000
2572.00
2986.99
Agency Mortgage-Backed Securities
GNPL PN BW3078
549300M8ZYFG0OCMTT87
2061-03-15
2.090000
4837.00
4879.64
Agency Mortgage-Backed Securities
GNPL PN BY0694
549300M8ZYFG0OCMTT87
2056-05-15
2.400000
9400.00
9813.87
Agency Mortgage-Backed Securities
FKAR 01.820 WNWN2102
S6XOOCT0IEG5ABCC6L87
2031-01-01
1.820000
4800.00
4851.21
Agency Mortgage-Backed Securities
FEPC 03.000 CTQK0820
S6XOOCT0IEG5ABCC6L87
2041-05-01
3.000000
4612.00
4876.14
Agency Mortgage-Backed Securities
FNAR XX.XXX WC194795
B1V7KEBTPIMZEU4LTD58
2022-12-01
2.250000
29744.00
18.44
Agency Mortgage-Backed Securities
FNMS 03.500 CRAL2136
B1V7KEBTPIMZEU4LTD58
2032-08-01
3.500000
20392.00
5053.04
Agency Mortgage-Backed Securities
FNMS 03.000 CLAL5925
B1V7KEBTPIMZEU4LTD58
2044-10-01
3.000000
13312.00
4872.96
Agency Mortgage-Backed Securities
FNMS 04.500 CLBK0922
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
1024.00
326.19
Agency Mortgage-Backed Securities
03.000 FGPC J37784 G
S6XOOCT0IEG5ABCC6L87
2032-10-01
3.000000
10610.00
5015.09
Agency Mortgage-Backed Securities
FEPC 05.000 CLZI1910
S6XOOCT0IEG5ABCC6L87
2034-05-01
5.000000
54126.00
3688.23
Agency Mortgage-Backed Securities
FEPC 03.500 CIZK3482
S6XOOCT0IEG5ABCC6L87
2026-08-01
3.500000
3910.00
432.07
Agency Mortgage-Backed Securities
FEPC 04.000 CLZL9628
S6XOOCT0IEG5ABCC6L87
2044-12-01
4.000000
14280.00
4915.47
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM5332
S6XOOCT0IEG5ABCC6L87
2048-01-01
3.000000
11196.00
4989.12
Agency Mortgage-Backed Securities
FEPC 03.500 CLZT0531
S6XOOCT0IEG5ABCC6L87
2047-04-01
3.500000
9055.00
4770.54
Agency Mortgage-Backed Securities
05.000 FGPC A94013 G
S6XOOCT0IEG5ABCC6L87
2040-09-01
5.000000
21112.00
4958.53
Agency Mortgage-Backed Securities
08.000 FGPC G20025 G
S6XOOCT0IEG5ABCC6L87
2037-06-01
8.000000
44096.00
4746.98
Agency Mortgage-Backed Securities
FMAR 841097 G
S6XOOCT0IEG5ABCC6L87
2048-09-01
2.348000
7520.00
4708.89
Agency Mortgage-Backed Securities
06.000 FGPC G30458 G
S6XOOCT0IEG5ABCC6L87
2027-12-01
6.000000
133632.00
5021.98
Agency Mortgage-Backed Securities
FNMS 06.000 CT928632
B1V7KEBTPIMZEU4LTD58
2027-08-01
6.000000
800856.00
5303.84
Agency Mortgage-Backed Securities
FNMS 05.500 CI995432
B1V7KEBTPIMZEU4LTD58
2023-10-01
5.500000
10400.00
103.50
Agency Mortgage-Backed Securities
FNMS 05.500 CLMA4032
B1V7KEBTPIMZEU4LTD58
2050-04-01
5.500000
6845.00
4746.88
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
6144.00
6176.98
Agency Mortgage-Backed Securities
FMAR 1G1969 G
S6XOOCT0IEG5ABCC6L87
2037-05-01
2.672000
497780.00
4988.91
Agency Mortgage-Backed Securities
FEPC 02.500 CISB8062
S6XOOCT0IEG5ABCC6L87
2035-09-01
2.500000
5800.00
4858.29
Agency Mortgage-Backed Securities
FEPC 03.500 CLSD8001
S6XOOCT0IEG5ABCC6L87
2049-07-01
3.500000
16000.00
4441.00
Agency Mortgage-Backed Securities
04.000 FGPC Q17383 G
S6XOOCT0IEG5ABCC6L87
2043-04-01
4.000000
13452.00
4636.42
Agency Mortgage-Backed Securities
03.000 FGPC U63001 G
S6XOOCT0IEG5ABCC6L87
2043-07-01
3.000000
12370.00
5052.42
Agency Mortgage-Backed Securities
03.500 FGPC Q45183 G
S6XOOCT0IEG5ABCC6L87
2046-12-01
3.500000
7450.00
4754.81
Agency Mortgage-Backed Securities
FMAR 848820 G
S6XOOCT0IEG5ABCC6L87
2042-07-01
3.003000
26368.00
5351.15
Agency Mortgage-Backed Securities
FMAR 847473 G
S6XOOCT0IEG5ABCC6L87
2035-12-01
2.381000
8900.00
244.74
Agency Mortgage-Backed Securities
CARVANA AUTO REC TR 2020-NP1 D 20260115 3.4
2026-01-15
3.430000
1000.00
1047.48
Asset-Backed Securities
DRB PRIME ST LN TR 2016-B A-1 20400625 FLT
2040-06-25
1.906130
125000.00
5944.45
Asset-Backed Securities
ALABAMA PWR CO SR NT-C 5.2%41
0RL818ELFOHP5JHOFU19
2041-06-01
5.200000
6000.00
7808.02
Corporate Debt Securities
CSC HLDGS LLC SR GLBL 144A 31
3HG2WD2W22M120IUNG49
2031-11-15
5.000000
418000.00
415823.61
Corporate Debt Securities
CHEPLAPHARM ARZNEIMITTEL GMBH SR SEC GLBL 28
529900ONXKBELT7EW052
2028-01-15
5.500000
245000.00
256529.56
Corporate Debt Securities
COVANTA HLDG CORP SR GLBL NT 25
40XIFLS8XDQGGHGPGC04
2025-07-01
5.875000
15000.00
15806.69
Corporate Debt Securities
COVANTA HLDG CORP SR GLBL NT 6%27
40XIFLS8XDQGGHGPGC04
2027-01-01
6.000000
30000.00
32136.00
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC SR SEC GLBL NT26
54930076J6KDZL504O62
2026-05-01
6.375000
40344.00
43802.24
Corporate Debt Securities
AHP HEALTH PARTNERS INC SR GLBL 144A 26
549300QMM8MQ6SM5KX05
2026-07-15
9.750000
545000.00
605032.20
Corporate Debt Securities
MBIA INS CORP SUB GLBL 144A 33
5493004M1UUDNTDXS107
2033-01-15
11.443800
1184000.00
229304.01
Corporate Debt Securities
WOLVERINE ESCROW LLC SR SEC GLBL 26
2026-11-15
9.000000
777000.00
763985.25
Corporate Debt Securities
WYNN RESORTS FIN LLC / WYNN RE SR GLBL 144A 25
2025-04-15
7.750000
100000.00
108429.69
Corporate Debt Securities
RENT A CTR INC NEW SR GLBL 144A 29
529900QUHE15UQNCCJ63
2029-02-15
6.375000
10000.00
10878.85
Corporate Debt Securities
SPECTRUM BRANDS INC SR GLBL 144A 29
549300VU3EH2E73C1Q04
2029-10-01
5.000000
51000.00
54114.40
Corporate Debt Securities
APX GROUP INC SR SEC GLBL NT22
549300OMQVKPRU98OE64
2022-12-01
7.875000
589000.00
614750.34
Corporate Debt Securities
ALGECO SCOTSMAN GLOBAL FIN 2 SR GLBL 144A 23
549300DKNLS2PJY6WU80
2023-08-15
10.000000
800000.00
840888.89
Corporate Debt Securities
AMERICAN AXLE & MFG INC SR GLBL NT6.5%2
RY5TAKFOBLDUGX31MS24
2027-04-01
6.500000
1047000.00
1120825.71
Corporate Debt Securities
BOYD GAMING CORP SR GLBL 144A 25
254900787YGRYS2A1Z35
2025-06-01
8.625000
1364000.00
1562675.12
Corporate Debt Securities
BROOKFIELD PPTY REIT INC / BPR SR SEC GLBL 26
2026-05-15
5.750000
366000.00
385059.96
Corporate Debt Securities
CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 28
2028-02-01
5.000000
99000.00
105307.29
Corporate Debt Securities
CSC HLDGS LLC SR GLBL 144A 30
3HG2WD2W22M120IUNG49
2030-12-01
4.625000
212000.00
210414.15
Corporate Debt Securities
CABLEVISION LIGHTPATH LLC SR GLBL 144A 28
5493002ZVBLRLGES1R71
2028-09-15
5.625000
400000.00
407262.50
Corporate Debt Securities
JAGUAR HLDG CO II / PPD DEV L SR GLBL 144A 28
2028-06-15
5.000000
1459000.00
1605277.72
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR GLBL NT 25
54930066VBP7DZEGGJ87
2025-06-15
5.750000
50000.00
56239.24
Corporate Debt Securities
MILEAGE PLUS HLDGS/ MILEAGE SR SEC GLBL 27
2027-06-20
6.500000
322.00
356.44
Corporate Debt Securities
RHP HOTEL PPTY/ RHP FINANCE SR GLBL 144A 29
2029-02-15
4.500000
99000.00
99754.88
Corporate Debt Securities
GTT COMMUNICATIONS INC SR GLBL 144A 24
549300ETSL7K1ZX05H30
2024-12-31
7.875000
49000.00
6302.62
Corporate Debt Securities
CEDAR FAIR L P / MAGNUM MGMT/ SR NT 5.375%24
2024-06-01
5.375000
25000.00
25910.68
Corporate Debt Securities
CENTURY ALUM CO SR SEC GLBL 28
549300U5ODNGEYWKSW73
2028-04-01
7.500000
435000.00
465352.85
Corporate Debt Securities
COTY INC SR SEC GLBL 26
549300BO9IWPF3S48F93
2026-04-15
5.000000
495000.00
504721.25
Corporate Debt Securities
GULFPORT ENERGY CORP SR GLBL NT 8%26
549300FJX18IDUFPHD40
2026-05-17
8.000000
2914416.00
3154693.41
Corporate Debt Securities
WFRBS COML MTG TR 2013-C15 F 20460817 FLT
5493003CHVRASC16O965
2046-08-17
4.479050
11070000.00
552163.67
Private Label Collateralized Mortgage Obligations
LB-UBS CMBS 2007-C6 C 20400715 FLT
2040-07-15
6.260470
1455530.00
959589.20
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2007-6 3-A5 20370525 FLT
2037-05-25
4.492290
1174990.00
88409.68
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG 2021-7 TR A-3 20511125 FLT
2051-11-25
2.500000
259999.00
264630.10
Private Label Collateralized Mortgage Obligations
STRUCTURED ASSET MTG 2006-AR3 I-1A-2 20360425 FLT
2036-04-25
0.631630
12199000.00
468611.88
Private Label Collateralized Mortgage Obligations
Y
2021-08-26
2021-08-26
2021-10-13
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0059
19992697.40
19992697.40
0.0070
N
N
N
Y
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.280000%
549300LCO2FLSSVFFR64
0000050916
ARP0PXB77
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AT&T INC SR GLBL NT 24
549300Z40J86GGSTL398
2024-04-01
4.450000
39000.00
43159.19
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
8000.00
13719.23
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL NT 30
5493003T8SZSHOGGAW52
2030-05-15
5.625000
33000.00
39946.21
Corporate Debt Securities
CENTRAL STORAGE SAFETY PROJ TR SR SEC GLBL 38
2038-02-01
4.823000
1742000.00
1867341.03
Corporate Debt Securities
CITIZENS FINL GROUP INC SR GLBL NT 30
2138004JDDA4ZQUPFW65
2030-04-30
3.250000
13000.00
13986.93
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
200000.00
232273.08
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL FL NT 23
784F5XWPLTWKTBV3E584
2023-03-08
0.440761
1990000.00
1993068.01
Corporate Debt Securities
Y
2021-07-02
2021-07-02
2021-07-13
Y
RBC CAPITAL MARKETS LLC
1.0000
35
N
N
N
0.0009
4000955.32
4000955.32
0.0014
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.630000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0Q0HC1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MBRT 2019-MBR H1 20361117 FLT
2036-11-17
4.101000
16964083.00
16818360.11
Private Label Collateralized Mortgage Obligations
BENCHMARK MTG TR 2020-B18 F 20530717 FLT
2053-07-17
2.500000
2112830.00
1639600.45
Private Label Collateralized Mortgage Obligations
Y
2021-08-31
2021-08-31
2021-10-20
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0065
15998984.64
15998984.64
0.0056
N
N
N
Y
BOFA SECURITIES INC
BOFA SECURITIES INC 0.260000%
549300HN4UKV1E2R3U73
0001675365
ARP0Q2365
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RAZA DEVELOPMENT CORPORATION -2019 BD3.534%34
549300QVY1AEBVISDS59
2034-07-01
3.534000
5655000.00
6301595.53
Corporate Debt Securities
Y
2021-07-02
2021-07-02
2021-07-28
Y
BOFA SECURITIES INC
1.0000
35
N
N
N
0.0009
6001737.96
6001737.96
0.0021
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.320000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0Q8OZ5
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
GLS AUTO RECV TR 2018-3 D 20250815 5.3
2025-08-15
5.340000
450000.00
472926.75
Asset-Backed Securities
FRESH MKT INC FLT REGS NT 25
529900QM5ZSBEBR6CS58
2025-03-13
10.750000
9869000.00
9885594.18
Corporate Debt Securities
Y
2021-07-02
2021-07-02
2021-08-19
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0041
8998099.20
8998099.20
0.0031
N
N
N
Y
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.120000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0Q9L86
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PT PERTAMINA PERSERO FR 2.3%020931
254900NDAKGNZ2IBBL45
2031-02-09
2.300000
2224000.00
2125908.01
Corporate Debt Securities
PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 27
2027-08-31
3.375000
17000.00
16575.53
Corporate Debt Securities
TSMC GLOBAL LTD SR GLBL REGS 28
549300N2ZLI21P85T117
2028-04-23
1.750000
1003000.00
997033.54
Corporate Debt Securities
NETWORK I2I LIMITED PERP SUB GLBL
2549003L8M1FGHLHOX45
2049-12-29
5.650000
200000.00
213149.72
Corporate Debt Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-22
0.00
2200.00
2199.96
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0010
3000005.40
3000005.40
0.0010
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.140000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0Q9LB9
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MONROE CAPITAL MML CLO 2017-1R A-R 20290423 FLT
5493006UQZL8BZLQCE22
2029-04-23
0.00
449301.00
449188.67
Asset-Backed Securities
FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT
B1V7KEBTPIMZEU4LTD58
2024-05-28
2.691630
27795294.00
15726687.92
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2014-DN1 M-3 20240226 FLT
S6XOOCT0IEG5ABCC6L87
2024-02-26
4.591630
7883632.00
6824749.77
Private Label Collateralized Mortgage Obligations
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0012
20000047.20
20000047.20
0.0070
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.200000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0Q9LX1
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ALTICE FRANCE HLDG S A SR SEC GLBL 27
5299000JVHXKJPOE6H40
2027-05-15
10.500000
2635000.00
2954603.54
Corporate Debt Securities
ARDAGH PACKAGING SR GLBL 144A 27
2027-08-15
5.250000
314000.00
317327.09
Corporate Debt Securities
BOMBARDIER INC SR 144A NT 6%22
W7L3VLU8EHQY34Z36697
2022-10-15
6.000000
207000.00
208742.25
Corporate Debt Securities
CARNIVAL CORP MTN BE SR GLBL 144A 26
F1OF2ZSX47CR0BCWA982
2026-03-01
7.625000
302000.00
335823.12
Corporate Debt Securities
ROYAL CARIBBEAN GROUP SR GLBL NT3.7%28
K2NEH8QNVW44JIWK7Z55
2028-03-15
3.700000
2000000.00
1934385.56
Corporate Debt Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0020
5000001.35
5000001.35
0.0017
N
Y
Y
N
RBC CAPITAL MARKETS LLC
RBC CAPITAL MARKETS LLC 0.150000%
549300LCO2FLSSVFFR64
0000050916
ARP0Q9MB8
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AT&T INC SR GLBL NT 24
549300Z40J86GGSTL398
2024-04-01
4.450000
257000.00
284407.98
Corporate Debt Securities
ALTRIA GROUP INC CR SEN SR GLBL39
XSGZFLO9YTNO9VCQV219
2039-02-06
10.200000
447000.00
766561.79
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL NT 30
5493003T8SZSHOGGAW52
2030-05-15
5.625000
74000.00
89576.35
Corporate Debt Securities
CITIZENS FINL GROUP INC SR GLBL NT 30
2138004JDDA4ZQUPFW65
2030-04-30
3.250000
42000.00
45188.55
Corporate Debt Securities
GE CAPITAL INTERNATIONAL FDG FR 4.418%111535
549300G6UZOB126GBY72
2035-11-15
4.418000
200000.00
232273.08
Corporate Debt Securities
INTERPUBLIC GROUP COS INC SR GLBL NT 41
5493008IUOJ5VWTRC333
2041-03-01
3.375000
1729000.00
1732663.32
Corporate Debt Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0013
3000007.89
3000007.89
0.0010
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.120000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0Q9YZ2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
UNITEDHEALTH GROUP INC SR GLBL NT 41
549300GHBMY8T5GXDE41
2041-05-15
3.050000
32000.00
32484.24
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 23
529900GBH9XYPD4XZZ70
2023-05-22
3.125000
2300000.00
2408768.92
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 30
6SHGI4ZSSLCXXQSBB395
2030-03-20
3.980000
2000000.00
2261135.56
Corporate Debt Securities
HSBC HLDGS PLC ALT TIER I PERP
MLU0ZO3ML4LN2LL2TL39
2049-12-29
4.700000
280000.00
287961.49
Corporate Debt Securities
MORGAN STANLEY FR 3.625%012027
IGJSJL3JD5P30I6NJZ34
2027-01-20
3.625000
19000.00
21405.95
Corporate Debt Securities
UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 25
2025-02-15
7.875000
14000.00
15280.88
Corporate Debt Securities
UBS COML MTG TR 2018-C15 B 20511215 FLT
2051-12-15
4.922900
211668.00
240169.98
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-07-08
0.00
5000.00
4999.95
U.S. Treasuries (including strips)
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0010
5000017.10
5000017.10
0.0017
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.120000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0QAJJ2
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BARCLAYS BANK PLC FR 0.4%062421
G5GSEF7VJP5I7OUK5573
2021-06-24
0.400000
250000.00
250976.94
Corporate Debt Securities
BOC AVIATION PTE LTD FR 3%091129
254900H06V5RMEB3KE72
2029-09-11
3.000000
200000.00
202153.33
Corporate Debt Securities
CAPITAL ONE FINL CORP SR GLBL FL NT 22
ZUE8T73ROZOF6FLBAR73
2022-03-09
1.135380
378000.00
381289.76
Corporate Debt Securities
CITIGROUP INC SR GLBL -N FL 24
6SHGI4ZSSLCXXQSBB395
2024-05-17
1.255880
1891000.00
1921017.24
Corporate Debt Securities
CITIGROUP INC SR GLBL FL NT 24
6SHGI4ZSSLCXXQSBB395
2024-06-01
1.157630
9000.00
9148.32
Corporate Debt Securities
ORANGE CR SEN SR GLBL31
969500MCOONR8990S771
2031-03-01
9.000000
102000.00
160870.32
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT4.3%25
5493008B6JBRUJ90QL97
2025-07-13
4.300000
2000.00
2251.65
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT FXD/FLT 2
8I5DZWZKVSZI1NUHU748
2028-02-01
3.782000
5490000.00
6177466.04
Corporate Debt Securities
MIZUHO FINANCIAL GROUP INC SR GLBL FL NT 23
353800CI5L6DDAN5XZ33
2023-03-05
0.983750
495000.00
501016.93
Corporate Debt Securities
AMERICAN EXPRESS CO 2.75%22
R4PP93JZOLY261QX3811
2022-05-20
2.750000
85000.00
86987.39
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29
549300CRGMZK3K53BF92
2029-01-23
4.750000
37000.00
44227.32
Corporate Debt Securities
MORGAN STANLEY FR 3.625%012027
IGJSJL3JD5P30I6NJZ34
2027-01-20
3.625000
120000.00
135195.47
Corporate Debt Securities
NATIONAL AUSTRALIA BK LTD144A FR 3.5%011027
F8SB4JFBSYQFRQEH3Z21
2027-01-10
3.500000
250000.00
281539.17
Corporate Debt Securities
NOMURA HLDGS INC SR GLBL NT 25
549300B3CEAHYG7K8164
2025-01-16
2.648000
200000.00
211853.87
Corporate Debt Securities
ORACLE CORP SR GLBL NT 27
1Z4GXXU7ZHVWFCD8TV52
2027-11-15
3.250000
462000.00
503595.53
Corporate Debt Securities
PRIME SEC SVCS BORROWER LLC / SR SEC GLBL 27
2027-08-31
3.375000
2000.00
1950.06
Corporate Debt Securities
WESTPAC BKG CORP SR GLBL NT 30
EN5TNI6CI43VEPAMHL14
2030-01-16
2.650000
577000.00
612927.87
Corporate Debt Securities
WINDSTREAM ESCROW LLC / WINDST SR SEC 144A NT28
2028-08-15
7.750000
2609000.00
2719604.93
Corporate Debt Securities
BNP PARIBAS ALT TIER I PERP
R0MUWSFPU8MPRO8K5P83
2049-12-29
6.625000
200000.00
222078.75
Corporate Debt Securities
BNP PARIBAS ALT TIER I PERP
R0MUWSFPU8MPRO8K5P83
2049-12-29
4.500000
350000.00
350568.75
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2018 3.75%23
549300C6OZZ8LTVR8209
2023-09-12
3.750000
2000000.00
2137553.33
Corporate Debt Securities
AT&T INC GLBL NT 3.5%61
549300Z40J86GGSTL398
2061-02-01
3.500000
215000.00
203965.12
Corporate Debt Securities
AMAZON COM INC SR GLBL NT 41
ZXTILKJKG63JELOEG630
2041-05-12
2.875000
165000.00
164278.58
Corporate Debt Securities
PACIFIC GAS & ELEC CO SR NT 3.75%42
1HNPXZSMMB7HMBMVBS46
2042-08-15
3.750000
12000.00
10706.39
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR GLBL NT 30
2S72QS2UO2OESLG6Y829
2030-10-30
1.680000
7000.00
6558.77
Corporate Debt Securities
XYLEM INC SR GLBL NT 28
549300DF5MV96DRYLQ48
2028-01-30
1.950000
20000.00
20239.03
Corporate Debt Securities
SUMITOMO LIFE INS CO LW TIER II 81
549300I5OQCDADQSPI57
2081-04-15
3.375000
286000.00
290670.74
Corporate Debt Securities
UBS COML MTG TR 2018-C15 B 20511215 FLT
2051-12-15
4.922900
10000.00
11346.54
Private Label Collateralized Mortgage Obligations
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-02-15
7.625000
400000.00
514027.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2048-02-15
1.000000
15000.00
20676.44
U.S. Treasuries (including strips)
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0009
17000082.62
17000082.62
0.0059
N
N
Y
N
FICC - BANK OF NEW YORK
FICC - BANK OF NEW YORK 0.005000%
549300H47WTHXPU08X20
ARP0QASO1
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2028-11-15
3.125000
89513900.00
100980088.16
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
99000000.00
99000000.00
0.0345
N
Y
Y
N
BOFA SECURITIES INC
BOFA SECURITIES INC 0.010000%
549300HN4UKV1E2R3U73
0001675365
ARP0QAU67
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLMA4097
B1V7KEBTPIMZEU4LTD58
2050-08-01
3.000000
15501533.00
11959306.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLCA4798
B1V7KEBTPIMZEU4LTD58
2049-12-01
3.500000
61161000.00
53960694.16
Agency Mortgage-Backed Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
64000000.00
64000000.00
0.0223
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 0.010000%
G5GSEF7VJP5I7OUK5573
0001484212
ARP0QAU75
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-11-15
2.875000
17020800.00
18993844.75
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
18621288.00
18621288.00
0.0065
N
Y
Y
N
BANK OF MONTREAL
BANK OF MONTREAL 0.010000%
NQQ6HPCNCCU6TUTQYE16
0000009622
ARP0QAUC4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FEPC 02.500 CLSD8151
S6XOOCT0IEG5ABCC6L87
2051-05-01
2.500000
1000.00
1038.39
Agency Mortgage-Backed Securities
GNII RG CC8855 C
549300M8ZYFG0OCMTT87
2047-07-20
3.500000
5924618.00
6173904.13
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
2.500000
1200.00
1256.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-05-15
2.500000
1100.00
1145.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2047-02-15
0.875000
1900.00
2582.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2040-05-15
1.125000
100.00
83.38
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
6000000.00
6000000.00
0.0021
N
Y
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 0.010000%
FOR8UP27PHTHYVLBNG30
0000769993
ARP0QAUJ9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII RG BX7970 C
549300M8ZYFG0OCMTT87
2041-11-20
4.500000
350000.00
384301.15
Agency Mortgage-Backed Securities
FEPC 03.000 CLZM1263
S6XOOCT0IEG5ABCC6L87
2046-06-01
3.000000
4100000.00
2184714.94
Agency Mortgage-Backed Securities
FEPC 04.000 CLZM7235
S6XOOCT0IEG5ABCC6L87
2048-07-01
4.000000
3800000.00
993157.22
Agency Mortgage-Backed Securities
GNII SF MA1839 M
549300M8ZYFG0OCMTT87
2044-04-20
4.000000
4135000.00
617421.27
Agency Mortgage-Backed Securities
GNII SF AU0800 C
549300M8ZYFG0OCMTT87
2046-07-20
3.500000
1904194.00
1219436.90
Agency Mortgage-Backed Securities
GNMI SF 737437 X
549300M8ZYFG0OCMTT87
2040-09-15
4.000000
135000.00
36230.91
Agency Mortgage-Backed Securities
FEPC 06.000 CLZI9847
S6XOOCT0IEG5ABCC6L87
2040-03-01
6.000000
901044.00
108558.83
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2029-01-15
0.875000
2141700.00
2616178.83
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
8000000.00
8000000.00
0.0028
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.005000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0QAUK6
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2041-02-15
1.875000
93153400.00
88740085.26
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
87000000.00
87000000.00
0.0303
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 0.010000%
1VUV7VQFKUOQSJ21A208
0001330437
ARP0QAUL4
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
2043-02-15
0.625000
9155400.00
12240141.56
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
12000000.00
12000000.00
0.0042
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.005000%
R0MUWSFPU8MPRO8K5P83
0000872786
ARP0QAUM2
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
2021-08-15
8.125000
900.00
936.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
100.00
85.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-05-31
2.875000
3466400.00
3833485.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-02-28
1.750000
100.00
101.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-30
1.125000
100.00
100.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-09-30
1.125000
2950000.00
2966233.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-11-30
1.750000
1999900.00
2034289.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2023-07-15
0.375000
27521600.00
33568975.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-03-31
0.750000
1456200.00
1455893.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2022-05-19
0.00
19387700.00
19379944.92
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
62000000.00
62000000.00
0.0216
N
Y
Y
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.010000%
7TK5RJIZDFROZCA6XF66
0000812291
ARP0QAUS9
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
2042-08-15
2.750000
3713000.00
4080017.50
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
4000000.00
4000000.00
0.0014
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.010000%
ZBUT11V806EZRVTWT807
0000782124
ARP0QAUT7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SF AD8789 X
549300M8ZYFG0OCMTT87
2043-03-15
3.500000
949880.00
352347.81
Agency Mortgage-Backed Securities
GNMI SF AE3296 X
549300M8ZYFG0OCMTT87
2046-10-15
2.500000
742785.00
583463.33
Agency Mortgage-Backed Securities
GNMI SF AY5203 X
549300M8ZYFG0OCMTT87
2047-01-15
4.500000
753655.00
285844.03
Agency Mortgage-Backed Securities
GNMI SF AZ1046 X
549300M8ZYFG0OCMTT87
2047-01-15
4.000000
2112216.00
1874655.69
Agency Mortgage-Backed Securities
GNII SF 002838 M
549300M8ZYFG0OCMTT87
2029-11-20
7.000000
8469520.00
21468.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC0327
B1V7KEBTPIMZEU4LTD58
2045-12-01
3.500000
236500.00
101522.00
Agency Mortgage-Backed Securities
GNII SF MA4195 M
549300M8ZYFG0OCMTT87
2047-01-20
3.000000
30000.00
11161.51
Agency Mortgage-Backed Securities
GNII SF MA6822 M
549300M8ZYFG0OCMTT87
2050-07-20
4.000000
285815.00
232991.00
Agency Mortgage-Backed Securities
GNMI SF BC2040 X
549300M8ZYFG0OCMTT87
2047-08-15
4.500000
2532428.00
499179.80
Agency Mortgage-Backed Securities
GNMI SF BC8602 X
549300M8ZYFG0OCMTT87
2047-09-15
3.000000
677731.00
562247.39
Agency Mortgage-Backed Securities
GNMI SF BD3645 X
549300M8ZYFG0OCMTT87
2047-10-15
5.000000
2469920.00
1777377.74
Agency Mortgage-Backed Securities
GNII SF BM7538 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
195000.00
160285.50
Agency Mortgage-Backed Securities
GNII SF 003040 M
549300M8ZYFG0OCMTT87
2031-02-20
7.000000
31215744.00
86501.68
Agency Mortgage-Backed Securities
GNMI SF 493883 X
549300M8ZYFG0OCMTT87
2029-04-15
6.000000
5999950.00
33636.19
Agency Mortgage-Backed Securities
GNMI SF 757388 X
549300M8ZYFG0OCMTT87
2046-09-15
2.500000
5919680.00
4742478.43
Agency Mortgage-Backed Securities
GNII SF 002796 M
549300M8ZYFG0OCMTT87
2029-08-20
7.000000
11856016.00
39412.44
Agency Mortgage-Backed Securities
GNII RG CD4715 C
549300M8ZYFG0OCMTT87
2048-08-20
4.500000
2387916.00
2629163.99
Agency Mortgage-Backed Securities
GNII RG CD4742 C
549300M8ZYFG0OCMTT87
2050-02-20
4.500000
1155852.00
1272771.48
Agency Mortgage-Backed Securities
GNII RG CD4772 C
549300M8ZYFG0OCMTT87
2049-05-20
5.000000
1967126.00
2202361.94
Agency Mortgage-Backed Securities
GNII SF CD5971 C
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
2364668.00
2477467.39
Agency Mortgage-Backed Securities
GNII SF CD6699 C
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
2408092.00
2521922.51
Agency Mortgage-Backed Securities
GNII RG CD6819 C
549300M8ZYFG0OCMTT87
2039-01-20
6.500000
1049166.00
1175490.83
Agency Mortgage-Backed Securities
GNII RG CD8885 C
549300M8ZYFG0OCMTT87
2045-05-20
4.000000
2403696.00
2625918.95
Agency Mortgage-Backed Securities
GNII RG CD8913 C
549300M8ZYFG0OCMTT87
2042-11-20
3.500000
1832146.00
1960343.09
Agency Mortgage-Backed Securities
GNII SF CC8239 C
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
3001788.00
3166048.84
Agency Mortgage-Backed Securities
GNII SF CC8242 C
549300M8ZYFG0OCMTT87
2051-05-20
2.500000
3049856.00
3195349.38
Agency Mortgage-Backed Securities
GNII SF CD3097 C
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
1375622.00
1458588.51
Agency Mortgage-Backed Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
35000000.00
35000000.00
0.0122
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.005000%
549300QJJX6CVVUXLE15
0001317808
ARP0QAV25
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2043-11-15
3.750000
2100.00
2672.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-11-15
1.625000
327100.00
279421.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2025-09-30
0.250000
1788200.00
1757829.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-01
0.00
100.00
100.00
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
2000000.00
2000000.00
0.0007
N
Y
Y
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 0.010000%
549300QJJX6CVVUXLE15
0001317808
ARP0QAV41
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRA 2019-57 FL
549300M8ZYFG0OCMTT87
2049-05-20
0.819250
1000.00
623.32
Agency Collateralized Mortgage Obligation
FEPC 02.000 CLSD8079
S6XOOCT0IEG5ABCC6L87
2050-07-01
2.000000
1008.00
829.02
Agency Mortgage-Backed Securities
FNMS 04.500 CI890218
B1V7KEBTPIMZEU4LTD58
2025-06-01
4.500000
47959.00
232.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA3686
B1V7KEBTPIMZEU4LTD58
2049-06-01
3.500000
1215.00
337.17
Agency Mortgage-Backed Securities
FNMS 02.000 CLMA4305
B1V7KEBTPIMZEU4LTD58
2051-04-01
2.000000
12292986.00
12358967.26
Agency Mortgage-Backed Securities
GNII SF MA6818 M
549300M8ZYFG0OCMTT87
2050-08-20
2.000000
2077.00
1981.49
Agency Mortgage-Backed Securities
GNII SF MA6996 M
549300M8ZYFG0OCMTT87
2050-11-20
3.000000
829082.00
828800.33
Agency Mortgage-Backed Securities
GNII SF MA7255 M
549300M8ZYFG0OCMTT87
2051-03-20
2.500000
1657.00
1705.67
Agency Mortgage-Backed Securities
FNMS 05.500 CL889982
B1V7KEBTPIMZEU4LTD58
2038-11-01
5.500000
1068.00
18.81
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2046-02-15
1.000000
13059700.00
18435881.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2050-02-15
0.250000
106400.00
118450.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-10-31
1.500000
100.00
100.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2021-06-01
0.00
200.00
200.00
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
31000000.00
31000000.00
0.0108
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.010000%
ES7IP3U3RHIGC71XBU11
0000352613
ARP0QAV82
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SP 784948 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
18437022.00
16785661.73
Agency Mortgage-Backed Securities
GNII SF BU3282 C
549300M8ZYFG0OCMTT87
2050-04-20
4.000000
1086900.00
1162057.93
Agency Mortgage-Backed Securities
GNII SF BY5042 C
549300M8ZYFG0OCMTT87
2050-10-20
3.500000
4421512.00
4818380.29
Agency Mortgage-Backed Securities
GNII SF BZ3548 C
549300M8ZYFG0OCMTT87
2050-11-20
3.500000
4411918.00
4739314.65
Agency Mortgage-Backed Securities
GNII SF CA5273 C
549300M8ZYFG0OCMTT87
2051-04-20
3.000000
992106.00
1057452.67
Agency Mortgage-Backed Securities
GNII SF CB8636 C
549300M8ZYFG0OCMTT87
2051-04-20
2.500000
44702.00
46940.98
Agency Mortgage-Backed Securities
GNII SF CC0942 C
549300M8ZYFG0OCMTT87
2051-02-20
2.500000
10379386.00
10830564.15
Agency Mortgage-Backed Securities
GNII RG CC2177 C
549300M8ZYFG0OCMTT87
2047-05-20
3.500000
2429435.00
2257280.59
Agency Mortgage-Backed Securities
GNII RG CC3587 C
549300M8ZYFG0OCMTT87
2049-09-20
4.000000
9017127.00
9007688.11
Agency Mortgage-Backed Securities
GNII RG CC3589 C
549300M8ZYFG0OCMTT87
2047-06-20
3.500000
4592606.00
4552516.12
Agency Mortgage-Backed Securities
GNII RG CC7999 C
549300M8ZYFG0OCMTT87
2050-04-20
3.500000
172560.00
171671.29
Agency Mortgage-Backed Securities
GNII RG CD4740 C
549300M8ZYFG0OCMTT87
2050-03-20
3.500000
27181.00
29037.10
Agency Mortgage-Backed Securities
FNMS 04.500 CLBM4176
B1V7KEBTPIMZEU4LTD58
2048-07-01
4.500000
2179149.00
1029340.38
Agency Mortgage-Backed Securities
FNMS 02.000 CLBR1008
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
172597.00
174614.49
Agency Mortgage-Backed Securities
FNMS 02.000 CLBT2641
B1V7KEBTPIMZEU4LTD58
2051-05-01
2.000000
32264901.00
32642045.43
Agency Mortgage-Backed Securities
GNII SF BS7123 C
549300M8ZYFG0OCMTT87
2050-02-20
3.000000
4651152.00
4733291.16
Agency Mortgage-Backed Securities
GNII SF BT4519 C
549300M8ZYFG0OCMTT87
2050-08-20
3.000000
4182549.00
4199042.28
Agency Mortgage-Backed Securities
GNII SF CB3004 C
549300M8ZYFG0OCMTT87
2051-05-20
3.000000
5770026.00
6125142.25
Agency Mortgage-Backed Securities
GNII SF CB3010 C
549300M8ZYFG0OCMTT87
2051-05-20
3.500000
3137348.00
3386870.70
Agency Mortgage-Backed Securities
GNII RG CC2204 C
549300M8ZYFG0OCMTT87
2050-01-20
3.500000
3602999.00
3529349.19
Agency Mortgage-Backed Securities
GNII RG CD4734 C
549300M8ZYFG0OCMTT87
2048-06-20
3.500000
55382.00
59161.09
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
254900HROIFWPRGM1V77
2026-11-15
2.000000
2802700.00
2963649.31
U.S. Treasuries (including strips)
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
111000000.00
111000000.00
0.0387
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.140000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0QAVF6
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AGREE LTD PARTNERSHIP SR GLBL NT2.6%33
549300DXY3G299V1BO77
2033-06-15
2.600000
2118000.00
2082165.79
Corporate Debt Securities
BOEING CO CR SEN SR GLBL24
RVHJWBXLJ1RFUBSY1F30
2024-02-04
1.433000
1060000.00
1068276.30
Corporate Debt Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0014
3000000.00
3000000.00
0.0010
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.010000%
VYVVCKR63DVZZN70PB21
0001224385
ARP0QAVJ8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CLBK2620
B1V7KEBTPIMZEU4LTD58
2050-06-01
2.500000
5833378.00
5200006.66
Agency Mortgage-Backed Securities
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
5000000.00
5000000.00
0.0017
N
Y
Y
N
CREDIT INDUSTRIEL ET COMMERCIAL
CREDIT INDUSTRIEL ET COMMERCIAL 0.090000%
N4JDFKKH2FTD8RKFXO39
0001274419
ATD146M66
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0009
28000000.00
28000000.00
0.0098
N
Y
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.070000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD146MY5
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0007
21000000.00
21000000.00
0.0073
N
Y
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD146N16
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0005
1000000.00
1000000.00
0.0003
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.060000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD147D15
Non-Negotiable Time Deposit
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0006
47000000.00
47000000.00
0.0164
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD147DF4
Non-Negotiable Time Deposit
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0005
1000000.00
1000000.00
0.0003
N
N
Y
N
NRW BANK
NRW BANK 0.040000%
52990002O5KK6XOGJ020
ATD147DL1
Non-Negotiable Time Deposit
Y
2021-06-02
2021-06-02
2021-06-02
N
N
N
0.0004
4000000.00
4000000.00
0.0014
N
N
Y
N
ABN AMRO BANK NV
ABN AMRO BANK NV 0.070000%
BFXS5XCH7N0Y05NIXW11
0001245022
ATD1486D5
Non-Negotiable Time Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0007
21000000.00
21000000.00
0.0073
N
N
Y
N
BANCO SANTANDER SA (NEW YORK BRANCH)
BANCO SANTANDER SA (NEW YORK BRANCH) 0.070000%
5493006QMFDDMYWIAM13
0000891478
ATD1486G8
Non-Negotiable Time Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0007
14000000.00
14000000.00
0.0049
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.060000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD1486K9
Non-Negotiable Time Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0006
21000000.00
21000000.00
0.0073
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.050000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD1486T0
Non-Negotiable Time Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0005
21000000.00
21000000.00
0.0073
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.050000%
RB0PEZSDGCO3JS6CEU02
0001512734
ATD1486U7
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0005
28000000.00
28000000.00
0.0098
N
Y
Y
N
DBS BANK LTD (SINGAPORE BRANCH)
DBS BANK LTD (SINGAPORE BRANCH) 0.050000%
ATUEL7OJR5057F2PV266
0000882617
ATD148728
Non-Negotiable Time Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0005
18000000.00
18000000.00
0.0063
N
N
Y
N
DNB BANK ASA (CAYMAN ISLANDS BRANCH)
DNB BANK ASA (CAYMAN ISLANDS BRANCH) 0.010000%
0001498632
ATD148WY0
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
23000000.00
23000000.00
0.0080
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.010000%
F8SB4JFBSYQFRQEH3Z21
0000833029
ATD148XB9
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0001
25000000.00
25000000.00
0.0087
N
Y
Y
N
NRW BANK
NRW BANK 0.040000%
52990002O5KK6XOGJ020
ATD148XC7
Non-Negotiable Time Deposit
Y
2021-06-04
2021-06-04
2021-06-04
N
N
N
0.0004
1000015.30
1000015.30
0.0003
N
N
Y
N
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 0.040000%
ES7IP3U3RHIGC71XBU11
0000352613
ATD148XD5
Non-Negotiable Time Deposit
Y
2021-06-03
2021-06-03
2021-06-03
N
N
N
0.0004
1000000.00
1000000.00
0.0003
N
N
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.020000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD148XF0
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0002
52000655.20
52000655.20
0.0181
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.020000%
JHE42UYNWWTJB8YTTU19
0000859994
ATD148XG8
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0002
1000000.00
1000000.00
0.0003
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.030000%
NHBDILHZTYCNBV5UYZ31
0001448613
ATD148XK9
Non-Negotiable Time Deposit
Y
2021-06-04
2021-06-04
2021-06-04
N
N
N
0.0003
5000071.00
5000071.00
0.0017
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.030000%
DG3RU1DBUFHT4ZF9WN62
0001098062
ATD148XL7
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0003
1000012.90
1000012.90
0.0003
N
Y
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.020000%
5493005PGG4HB3CD7345
0001694217
ATD148XM5
Non-Negotiable Time Deposit
Y
2021-06-01
2021-06-01
2021-06-01
N
N
N
0.0002
28000000.00
28000000.00
0.0098
N
Y
Y
N
The Charles Schwab Family of Funds
2021-06-07
Mark Fischer
Mark Fischer
Chief Financial Officer