N-MFP2 0000857156 XXXXXXXX 2020-01-31 0000857156 549300I77JNLD629OV19 S000004509 1 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Prime Y 36 58 41718350.62 39148956.30 46346421.56 36173475.52 43180516.30 89830607.53 84699060.60 75389131.02 82833807.27 85111591.93 0.2000 0.1858 0.2239 0.1740 0.2094 0.4306 0.4020 0.3642 0.3984 0.4127 0.52 205939667.57 205904078.13 272500.07 251750.41 205924828.31 205931342.8860 1.0000 0.0181 1.0000 1.0001 1.0001 1.0001 1.0001 C000012386 0.00 205924828.31 205931342.8860 1.0000 1.0001 1.0001 1.0001 1.0001 1278417.02 1978869.05 2054036.04 1847365.45 703052.31 2360972.35 835325.57 1960728.34 2720382.94 2495246.91 6909571.14 10306146.83 0.0146 Y Investment Advisor and its affiliates Contractual 49,737 ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 0.000000% 02088WD31 Asset Backed Commercial Paper Y 2020-04-03 2020-04-03 2020-04-03 N Y Credit Suisse AG 1.0000 N 0.0177 1993822.50 1993822.50 0.0097 N N N N ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 0.000000% 02088WDN7 Asset Backed Commercial Paper Y 2020-04-22 2020-04-22 2020-04-22 N Y Credit Suisse AG 1.0000 N 0.0177 248994.93 248994.93 0.0012 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TB61 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2020-02-06 2020-02-06 2020-02-06 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0156 999740.17 999740.17 0.0049 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 1.929300% 05253MMN1 JHE42UYNWWTJB8YTTU19 Financial Company Commercial Paper Y 2020-02-14 2020-05-14 2020-05-14 N N N 0.0173 1000123.44 1000123.44 0.0049 N N N N BPCE SA BPCE SA 0.000000% 05571BC92 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2020-03-09 2020-03-09 2020-03-09 N N N 0.0160 998316.39 998316.39 0.0048 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 1.960000% 05586FHK6 R0MUWSFPU8MPRO8K5P83 Certificate of Deposit Y 2020-04-15 2020-04-15 2020-04-15 N N N 0.0168 1000560.79 1000560.79 0.0049 N N N N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 0.000000% 05971RC51 5493006QMFDDMYWIAM13 0000891478 Financial Company Commercial Paper Y 2020-03-05 2020-03-05 2020-03-05 N N N 0.0160 998493.61 998493.61 0.0048 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 2.014400% 06050TMQ2 B4TYDEB6GKMZO031MB27 US06050TMQ21 0001102113 Other Instrument Bank Note Y 2020-02-06 2020-10-06 2020-10-06 N N N 0.0183 1000767.67 1000767.67 0.0049 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.921400% 06053P3A3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2020-02-10 2020-02-10 2020-02-10 N N N 0.0174 1500006.96 1500006.96 0.0073 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.960000% 06053P5C7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2020-02-03 2020-08-04 2020-08-04 N N N 0.0179 1000968.51 1000968.51 0.0049 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.800000% 06053P5S2 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2020-09-04 2020-09-04 2020-09-04 N N N 0.0170 1000590.52 1000590.52 0.0049 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.854400% 06417MAZ8 L3I9ZG2KFGXZ61BMYR72 US06417MAZ86 Certificate of Deposit Y 2020-02-20 2020-05-20 2020-05-20 N N N 0.0176 900290.38 900290.38 0.0044 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.060500% 06417MGK5 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2020-03-30 2020-09-28 2020-09-28 N N N 0.0177 1800985.48 1800985.48 0.0087 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.989400% 06417MGN9 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2020-04-02 2020-10-02 2020-10-02 N N N 0.0178 1000358.22 1000358.22 0.0049 N N N N BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 1.978400% 06417MGQ2 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2020-04-06 2020-10-05 2020-10-05 N N N 0.0178 200059.68 200059.68 0.0010 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.820000% 06417MGR0 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2020-10-06 2020-10-06 2020-10-06 N N N 0.0177 1200391.63 1200391.63 0.0058 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LBK3 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2020-02-19 2020-02-19 2020-02-19 N Y Societe Generale SA 1.0000 N 0.0175 1898250.16 1898250.16 0.0092 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.900000% 0727MAS28 VDYMYTQGZZ6DU0912C88 Certificate of Deposit Y 2020-03-03 2020-03-03 2020-03-03 N N N 0.0165 900192.39 900192.39 0.0044 N N N N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.610000% 0727MAX63 VDYMYTQGZZ6DU0912C88 Certificate of Deposit Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0161 99999.98 99999.98 0.0005 N N Y N BAYERISCHE LANDESBANK (NEW YORK BRANCH) BAYERISCHE LANDESBANK (NEW YORK BRANCH) 1.610000% 0727MAY39 VDYMYTQGZZ6DU0912C88 Certificate of Deposit Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0161 999999.56 999999.56 0.0049 N N Y N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644AGG3 Asset Backed Commercial Paper Y 2020-07-16 2020-07-16 2020-07-16 N Y Royal Bank of Canada 1.0000 N 0.0170 1488205.62 1488205.62 0.0072 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 1.874400% 07644DJW9 Asset Backed Commercial Paper Y 2020-02-18 2020-05-18 2020-05-18 N Y Royal Bank of Canada 1.0000 N 0.0172 900185.16 900185.16 0.0044 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P2BL7 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2020-02-20 2020-02-20 2020-02-20 N Y Citibank NA 1.0000 N 0.0158 899212.50 899212.50 0.0044 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TC36 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2020-03-03 2020-03-03 2020-03-03 N Y Citibank NA 1.0000 N 0.0167 998519.11 998519.11 0.0048 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.740000% 13606B2D7 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2020-02-03 2020-03-13 2020-03-13 N N N 0.0164 1000119.26 1000119.26 0.0049 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.844300% 13606BY34 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2020-02-07 2020-02-07 2020-02-07 N N N 0.0155 1100063.58 1100063.58 0.0053 N N Y N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963TBC2 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y 2020-02-12 2020-02-12 2020-02-12 N Y JPMorgan Chase Bank NA 1.0000 N 0.0159 1998939.34 1998939.34 0.0097 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963TCR8 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y 2020-03-25 2020-03-25 2020-03-25 N Y JPMorgan Chase Bank NA 1.0000 N 0.0164 997544.50 997544.50 0.0048 N N N N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963TD14 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y 2020-04-01 2020-04-01 2020-04-01 N Y JPMorgan Chase Bank NA 1.0000 N 0.0165 1994418.50 1994418.50 0.0097 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115VB32 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2020-02-03 2020-02-03 2020-02-03 N Y Citibank NA 1.0000 N 0.0158 999868.33 999868.33 0.0049 N Y Y N CHARTA LLC CHARTA LLC 0.000000% 16115VC31 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2020-03-03 2020-03-03 2020-03-03 N Y Citibank NA 1.0000 N 0.0161 898715.20 898715.20 0.0044 N N N N CITIBANK NA CITIBANK NA 1.840000% 17305TL67 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2020-06-03 2020-06-03 2020-06-03 N N N 0.0165 1000626.83 1000626.83 0.0049 N N N N CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC 0.000000% 17327AE45 MBNUM2BPBDO7JBLYG310 0000315030 Financial Company Commercial Paper Y 2020-05-04 2020-05-04 2020-05-04 N N N 0.0161 896228.25 896228.25 0.0044 N N N N COLLATERALIZED COMMERCIAL PAPER V CO LLC COLLATERALIZED COMMERCIAL PAPER V CO LLC 1.913600% 19424G2B7 Asset Backed Commercial Paper Y 2020-02-12 2020-03-12 2020-03-12 N Y JP Morgan Securities LLC 1.0000 N 0.0172 900186.00 900186.00 0.0044 N N N N Colorado Housing & Finance Auth S/F MORTGAGE CLASS I BONDS SERIES 2019L2 1.580000% 196480CY1 5493005GIROYQAWBMC18 US196480CY11 Variable Rate Demand Note Y 2020-02-07 2020-02-07 2044-05-01 Y Bank of America NA 1.0000 7 Y N N 0.0158 500000.00 500000.00 0.0024 N N Y N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.947100% 20272AP26 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y 2020-03-09 2020-06-09 2020-06-09 N N N 0.0174 1000254.37 1000254.37 0.0049 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.899600% 21684L4Z2 DG3RU1DBUFHT4ZF9WN62 0001098062 Certificate of Deposit Y 2020-02-18 2020-06-16 2020-06-16 N N N 0.0172 1100703.11 1100703.11 0.0053 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.922100% 21684L5P3 DG3RU1DBUFHT4ZF9WN62 0001098062 Certificate of Deposit Y 2020-02-10 2020-09-08 2020-09-08 N N N 0.0175 900784.76 900784.76 0.0044 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.978500% 22549LM77 ANGGYXNX0JLX3X63JN86 0001053092 Certificate of Deposit Y 2020-02-20 2020-05-26 2020-05-26 N N N 0.0174 1000293.21 1000293.21 0.0049 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 1.960000% 22845ANT3 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2020-03-06 2020-03-06 2020-03-06 N Y Credit Suisse AG 1.0000 N 0.0167 500138.76 500138.76 0.0024 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 1.840000% 22845AQC7 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2020-04-23 2020-04-23 2020-04-23 N Y Credit Suisse AG 1.0000 N 0.0173 1000257.54 1000257.54 0.0049 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 1.830000% 22845AQD5 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2020-04-28 2020-04-28 2020-04-28 N Y Credit Suisse AG 1.0000 N 0.0173 1000234.90 1000234.90 0.0049 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305DBT1 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0164 998771.50 998771.50 0.0049 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305DC37 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2020-03-03 2020-03-03 2020-03-03 N N N 0.0165 998537.78 998537.78 0.0048 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 1.860000% 23328AK60 529900HNOAA1KXQJUQ27 0001694217 Certificate of Deposit Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0165 1900217.55 1900217.55 0.0092 N N N N DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 1.970000% 23341VXN6 549300GKFG0RYRRQ1414 0001498632 Certificate of Deposit Y 2020-03-04 2020-03-04 2020-03-04 N N N 0.0159 1900642.22 1900642.22 0.0092 N N N N Edward-Elmhurst Healthcare TAXABLE BONDS SERIES 2018 1.580000% 28167RAA8 549300HQM2YWM7SVJY37 US28167RAA86 Variable Rate Demand Note Y 2020-02-07 2020-02-07 2048-01-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0158 1000000.00 1000000.00 0.0049 N N Y N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604CBC5 7TG4VWERK338227TR435 0001560283 Financial Company Commercial Paper Y 2020-02-12 2020-02-12 2020-02-12 N N N 0.0157 2898485.24 2898485.24 0.0141 N N N N EUROPEAN INVESTMENT BANK EUROPEAN INVESTMENT BANK 0.000000% 29878RB49 5493006YXS1U5GIHE750 0000033745 Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0153 999830.33 999830.33 0.0049 N N Y N HSBC USA INC HSBC USA INC 0.000000% 40434PGF7 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2020-07-15 2020-07-15 2020-07-15 N N N 0.0172 496045.97 496045.97 0.0024 N N N N HSBC USA INC HSBC USA INC 1.951500% 40434WDZ1 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2020-03-05 2020-06-05 2020-06-05 N N N 0.0175 1000213.30 1000213.30 0.0049 N N N N HSBC BANK USA NA (NEW YORK BRANCH) HSBC BANK USA NA (NEW YORK BRANCH) 1.954400% 40435REM9 1IE8VN30JCEQV1H4R804 0001388002 Certificate of Deposit Y 2020-02-04 2020-03-04 2020-03-04 N N N 0.0171 400066.78 400066.78 0.0019 N N N N HSBC BANK USA NA (NEW YORK BRANCH) HSBC BANK USA NA (NEW YORK BRANCH) 1.850000% 40435RGG0 1IE8VN30JCEQV1H4R804 0001388002 Certificate of Deposit Y 2020-07-06 2020-07-06 2020-07-06 N N N 0.0176 1000388.39 1000388.39 0.0049 N N N N Howard Univ TAXABLE BONDS SERIES 2016 1.580000% 442851AA9 US442851AA93 Variable Rate Demand Note Y 2020-02-07 2020-02-07 2031-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0158 1785000.00 1785000.00 0.0087 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0E61 Financial Company Commercial Paper Y 2020-05-06 2020-05-06 2020-05-06 N Y ING Bank NV 1.0000 N 0.0165 995602.67 995602.67 0.0048 N N N N ING US FUNDING LLC ING US FUNDING LLC 1.876300% 44988GAM0 Financial Company Commercial Paper Y 2020-02-18 2020-05-15 2020-05-15 N Y ING Bank NV 1.0000 N 0.0175 1900655.84 1900655.84 0.0092 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640PGT4 ZBUT11V806EZRVTWT807 0000782124 Financial Company Commercial Paper Y 2020-07-27 2020-07-27 2020-07-27 N N N 0.0169 1983337.22 1983337.22 0.0096 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803TLP7 Asset Backed Commercial Paper Y 2020-02-18 2020-02-18 2020-02-18 N Y FMS WERTMANAGEMENT AOER 1.0000 N 0.0157 699603.90 699603.90 0.0034 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803TMA9 Asset Backed Commercial Paper Y 2020-03-27 2020-03-27 2020-03-27 N Y FMS WERTMANAGEMENT AOER 1.0000 N 0.0159 1097425.09 1097425.09 0.0053 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803TMK7 Asset Backed Commercial Paper Y 2020-02-12 2020-02-12 2020-02-12 N Y FMS WERTMANAGEMENT AOER 1.0000 N 0.0155 1099669.54 1099669.54 0.0053 N N N N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000% 5148X0B38 B81CK4ESI35472RHJ606 Financial Company Commercial Paper Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 999867.08 999867.08 0.0049 N Y Y N LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH) 0.000000% 5148X0B53 B81CK4ESI35472RHJ606 Financial Company Commercial Paper Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0160 999777.78 999777.78 0.0049 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.600000% 51500VLG2 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0157 1000005.15 1000005.15 0.0049 N N Y N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000% 52952LB68 5493005MSQJBO8BDMA02 Asset Backed Commercial Paper Y 2020-02-06 2020-02-06 2020-02-06 N Y Natixis SA 1.0000 N 0.0162 399891.93 399891.93 0.0019 N N Y N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000% 52952LB76 5493005MSQJBO8BDMA02 Asset Backed Commercial Paper Y 2020-02-07 2020-02-07 2020-02-07 N Y Natixis SA 1.0000 N 0.0163 1999368.06 1999368.06 0.0097 N N Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QCT5 969500DWS97CYSHCPT49 Asset Backed Commercial Paper Y 2020-03-27 2020-03-27 2020-03-27 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0161 972555.13 972555.13 0.0047 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 1.940000% 55379W4F0 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0170 100058.60 100058.60 0.0005 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 1.915000% 55379W5P7 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2020-05-20 2020-05-20 2020-05-20 N N N 0.0170 1000645.46 1000645.46 0.0049 N N N N MUFG BANK LTD (NEW YORK BRANCH) MUFG BANK LTD (NEW YORK BRANCH) 1.942100% 55379WV78 C3GTMMZIHMY46P4OIX74 0000852743 Certificate of Deposit Y 2020-02-10 2020-05-11 2020-05-11 N N N 0.0175 350162.60 350162.60 0.0017 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274LB37 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2020-02-03 2020-02-03 2020-02-03 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0162 999865.42 999865.42 0.0049 N Y Y N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274LBE3 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2020-02-14 2020-02-14 2020-02-14 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0162 999371.94 999371.94 0.0049 N N N N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 0.000000% 57666AB43 635400YCKMVA7GIA6Q33 Asset Backed Commercial Paper Y 2020-02-04 2020-02-04 2020-02-04 N Y BNP Paribas SA 1.0000 N 0.0155 999827.33 999827.33 0.0049 N N Y N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 1.844000% 57666DAA4 635400YCKMVA7GIA6Q33 Asset Backed Commercial Paper Y 2020-02-18 2020-02-18 2020-02-18 N Y BNP Paribas SA 1.0000 N 0.0164 1000103.24 1000103.24 0.0049 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000% 60682YBL7 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0164 299727.33 299727.33 0.0015 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (SINGAPORE BRANCH) 0.000000% 60682YCT9 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y 2020-03-27 2020-03-27 2020-03-27 N N N 0.0171 997346.22 997346.22 0.0048 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.860900% 60683BUA9 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0168 1000128.00 1000128.00 0.0049 N N N N MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 1.890000% 60683BXP3 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y 2020-05-04 2020-05-04 2020-05-04 N N N 0.0169 200104.59 200104.59 0.0010 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.940000% 60710AFV9 51KMXRLB0RIEGI0WJN58 0001512734 Certificate of Deposit Y 2020-02-07 2020-02-07 2020-02-07 N N N 0.0160 900058.01 900058.01 0.0044 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.740000% 60710AJA1 51KMXRLB0RIEGI0WJN58 0001512734 Certificate of Deposit Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0169 1000133.05 1000133.05 0.0049 N N N N MUFG UNION BANK NA MUFG UNION BANK NA 1.850000% 62478T7C7 OX3PU53ZLPQKJ4700D47 0000016287 Certificate of Deposit Y 2020-06-03 2020-06-03 2020-06-03 N N N 0.0166 100064.72 100064.72 0.0005 N N N N MUFG UNION BANK NA MUFG UNION BANK NA 1.880000% 62478U2C9 OX3PU53ZLPQKJ4700D47 0000016287 Certificate of Deposit Y 2020-06-30 2020-06-30 2020-06-30 N N N 0.0167 1901680.21 1901680.21 0.0092 N N N N NRW BANK NRW BANK 0.000000% 62939LBM0 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2020-02-21 2020-02-21 2020-02-21 N N N 0.0158 999080.08 999080.08 0.0049 N N N N NRW BANK NRW BANK 0.000000% 62939LCH0 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2020-03-17 2020-03-17 2020-03-17 N N N 0.0160 948057.78 948057.78 0.0046 N N N N Nassau Health Care Corp TAXABLE HEALTH CARE RB SERIES 2009A 1.590000% 63167NAV8 549300L7UKCJQEMTLX26 US63167NAV82 Variable Rate Demand Note Y 2020-02-07 2020-02-07 2022-08-01 Y Bank of America NA 1.0000 7 N N N 0.0159 220000.00 220000.00 0.0011 N N Y N NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 1.853600% 63254GMZ5 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y 2020-02-13 2020-10-13 2020-10-13 N N N 0.0178 300107.84 300107.84 0.0015 N N N N NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.000000% 63975UBK7 JLP5FSPH9WPSHY3NIM24 Financial Company Commercial Paper Y 2020-02-19 2020-02-19 2020-02-19 N N N 0.0155 899261.85 899261.85 0.0044 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 1.970000% 65558TLG8 529900ODI3047E2LIV03 0001002614 Certificate of Deposit Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0157 1000278.77 1000278.77 0.0049 N N N N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 1.934400% 65558TQV0 529900ODI3047E2LIV03 0001002614 Certificate of Deposit Y 2020-02-04 2020-06-04 2020-06-04 N N N 0.0174 1500654.47 1500654.47 0.0073 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 1.995500% 69034CKF4 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y 2020-03-02 2020-09-01 2020-09-01 N N N 0.0187 899868.86 899868.86 0.0044 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JC44 Asset Backed Commercial Paper Y 2020-03-04 2020-03-04 2020-03-04 N Y BNP Paribas SA 1.0000 N 0.0167 998471.92 998471.92 0.0048 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.896100% 78012UNQ4 ES7IP3U3RHIGC71XBU11 US78012UNQ49 Certificate of Deposit Y 2020-04-17 2020-04-17 2020-04-17 N N N 0.0169 300070.38 300070.38 0.0015 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.764400% 78012UPN9 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0165 1500097.29 1500097.29 0.0073 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.882500% 78012UPS8 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2020-02-03 2020-03-03 2020-03-03 N N N 0.0171 1000068.54 1000068.54 0.0049 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.015500% 78012URS6 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2020-03-03 2020-12-03 2020-12-03 N N N 0.0179 900551.35 900551.35 0.0044 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.850900% 78012USW6 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2020-04-27 2021-01-25 2021-01-25 N N N 0.0179 1000143.94 1000143.94 0.0049 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.967300% 78014XBQ9 ES7IP3U3RHIGC71XBU11 0000352613 Financial Company Commercial Paper Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0162 1000104.97 1000104.97 0.0049 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.970000% 83050PDH9 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2020-02-26 2020-02-26 2020-02-26 N N N 0.0156 1000283.14 1000283.14 0.0049 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.830000% 83050PHP7 F3JS33DEI6XQ4ZBPTN86 0000917311 Certificate of Deposit Y 2020-06-08 2020-06-08 2020-06-08 N N N 0.0169 2101068.56 2101068.56 0.0102 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 1.939400% 85520PBQ8 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2020-02-24 2020-04-24 2020-04-24 N Y BNP Paribas SA 1.0000 N 0.0175 500221.55 500221.55 0.0024 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.940000% 86564F2H5 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2020-02-10 2020-02-10 2020-02-10 N N N 0.0159 300028.65 300028.65 0.0015 N N N N SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 1.730000% 86564F4U4 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0169 2000218.00 2000218.00 0.0097 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.800000% 86565B4M0 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2020-05-11 2020-05-11 2020-05-11 N N N 0.0167 1200422.20 1200422.20 0.0058 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.850900% 86565BN31 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0172 2000192.54 2000192.54 0.0097 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.939000% 86565BS44 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2020-02-10 2020-04-09 2020-04-09 N N N 0.0174 900279.85 900279.85 0.0044 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.924400% 86959RBF6 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2020-02-05 2020-05-05 2020-05-05 N N N 0.0182 1500148.89 1500148.89 0.0073 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.870000% 86959REJ5 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2020-07-02 2020-07-02 2020-07-02 N N N 0.0168 600486.68 600486.68 0.0029 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.978400% 86959REN6 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2020-04-02 2020-10-02 2020-10-02 N N N 0.0177 600215.05 600215.05 0.0029 N N N N Tenderfoot Seasonal Housing, LLC TAXABLE NOTES SERIES 2000B 1.750000% 88033VAB3 US88033VAB36 Variable Rate Demand Note Y 2020-02-07 2020-02-07 2035-07-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0175 1000000.00 1000000.00 0.0049 N N Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.170000% 89114MS32 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-06-19 2020-06-19 2020-06-19 N N N 0.0163 1002020.59 1002020.59 0.0049 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.964800% 89114MU39 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-03-24 2020-03-24 2020-03-24 N N N 0.0164 900164.04 900164.04 0.0044 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.954400% 89114N4F9 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-02-18 2020-09-18 2020-09-18 N N N 0.0177 2002492.44 2002492.44 0.0097 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.020000% 89114NEB7 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-04-24 2020-04-24 2020-04-24 N N N 0.0161 2001885.54 2001885.54 0.0097 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.800000% 89114NFC4 PT3QB789TSUIDF371261 Certificate of Deposit Y 2020-07-09 2020-07-09 2020-07-09 N N N 0.0164 300212.06 300212.06 0.0015 N N N N TOTAL CAPITAL SA TOTAL CAPITAL SA 0.000000% 89152EB49 529900QI55ZLJVCMPA71 Non-Financial Company Commercial Paper Y 2020-02-04 2020-02-04 2020-02-04 N Y Total SA 1.0000 N 0.0154 2599555.97 2599555.97 0.0126 N N Y N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 2.029900% 89232BCC0 HJZQGXYTVV2NWJZLPW74 Non-Financial Company Commercial Paper Y 2020-02-18 2020-08-04 2020-08-04 N N N 0.0179 500213.24 500213.24 0.0024 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.804400% 89233AZ44 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0162 500036.65 500036.65 0.0024 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 1.857100% 89233LCJ2 724500OPA8GZSQUNSR96 Non-Financial Company Commercial Paper Y 2020-04-30 2020-10-27 2020-10-27 N N N 0.0182 1000108.81 1000108.81 0.0049 N N N N Triborough Bridge & Tunnel Auth GENERAL REFUNDING RB SERIES 2018E 1.560000% 89602RFE0 54930020ZN4LQF7K3456 US89602RFE09 Variable Rate Demand Note Y 2020-02-07 2020-02-07 2032-11-15 Y Bank of America NA 1.0000 7 N N N 0.0156 200000.00 200000.00 0.0010 N N Y N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 2.013600% 90276JJM9 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2020-03-16 2020-06-16 2020-06-16 N N N 0.0175 2000273.84 2000273.84 0.0097 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 0.000000% 90351WB79 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2020-02-07 2020-02-07 2020-02-07 N N N 0.0160 999689.86 999689.86 0.0049 N N Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LD73 Asset Backed Commercial Paper Y 2020-04-07 2020-04-07 2020-04-07 N Y Natixis SA 1.0000 N 0.0170 598101.67 598101.67 0.0029 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.976600% 95001KBU7 KB1H1DSPRFMYMCUFXT09 0000740906 Certificate of Deposit Y 2020-03-25 2020-03-25 2020-03-25 N N N 0.0164 2000372.42 2000372.42 0.0097 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.880000% 95001KCR3 KB1H1DSPRFMYMCUFXT09 0000740906 Certificate of Deposit Y 2020-05-18 2020-05-18 2020-05-18 N N N 0.0158 1501277.03 1501277.03 0.0073 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.900000% 95001KDC5 KB1H1DSPRFMYMCUFXT09 0000740906 Certificate of Deposit Y 2020-05-20 2020-05-20 2020-05-20 N N N 0.0158 400370.14 400370.14 0.0019 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.834100% 95001KGP3 KB1H1DSPRFMYMCUFXT09 0000740906 Certificate of Deposit Y 2020-04-27 2020-10-27 2020-10-27 N N N 0.0178 1000107.72 1000107.72 0.0049 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 1.951500% 9612C4J69 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2020-03-05 2020-06-05 2020-06-05 N N N 0.0173 1000279.67 1000279.67 0.0049 N N N N WESTPAC BANKING CORPORATION (NEW YORK BRANCH) WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.955500% 96130ACN6 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2020-03-03 2020-06-03 2020-06-03 N N N 0.0173 900218.22 900218.22 0.0044 N N N N WESTPAC BANKING CORPORATION (NEW YORK BRANCH) WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.870000% 96130ADQ8 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2020-04-22 2020-04-22 2020-04-22 N N N 0.0172 2000621.46 2000621.46 0.0097 N N N N WESTPAC BANKING CORPORATION (NEW YORK BRANCH) WESTPAC BANKING CORPORATION (NEW YORK BRANCH) 1.870000% 96130ADU9 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2020-04-27 2020-04-27 2020-04-27 N N N 0.0174 900268.91 900268.91 0.0044 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.833600% MSFSBD3QN1GSN7Q6C537 0000008565 965BRQII5 Certificate of Deposit Y 2020-02-12 2020-02-12 2020-02-12 N N N 0.0110 1000243.84 1000243.84 0.0049 N N N N KBC BANK NV KBC BANK NV 1.800000% 6B2PBRV1FCJDMR45RZ53 BE6318506233 0001411306 ACI1J1LM9 Certificate of Deposit Y 2020-04-14 2020-04-14 2020-04-14 N N N 0.0170 1000214.18 1000214.18 0.0049 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (LONDON BRANCH) 1.790000% 1VUV7VQFKUOQSJ21A208 0001330437 ACI1J3ZW8 Certificate of Deposit Y 2020-05-04 2020-05-04 2020-05-04 N N N 0.0171 2000399.32 2000399.32 0.0097 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 1.780000% 969500TJ5KRTCJQWXH05 0001330437 ACI1J7QQ2 Certificate of Deposit Y 2020-05-05 2020-05-05 2020-05-05 N N N 0.0171 1000174.23 1000174.23 0.0049 N N N N BANK OF MONTREAL (LONDON BRANCH) BANK OF MONTREAL (LONDON BRANCH) 1.720000% NQQ6HPCNCCU6TUTQYE16 0000009622 ACI1JDF16 Certificate of Deposit Y 2020-07-29 2020-07-29 2020-07-29 N N N 0.0168 1000222.34 1000222.34 0.0049 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.640000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0LNRR2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 04.000 FGPC G08842 G 2048-10-01 4.000000 8967.00 6209.25 Agency Mortgage-Backed Securities 04.500 FGPC V84789 G 2048-10-01 4.500000 1000.00 941.64 Agency Mortgage-Backed Securities 04.500 FGPC V85196 G 2049-03-01 4.500000 1000.00 902.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2148 B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1306.00 530.91 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9656 B1V7KEBTPIMZEU4LTD58 2047-05-01 4.500000 37092.00 27227.10 Agency Mortgage-Backed Securities FNMS 03.500 CRBM5588 B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 1000.00 908.91 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2198 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 1000.00 1007.93 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2730 B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 2006526.00 1961614.78 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 57954.00 40954.54 Agency Mortgage-Backed Securities GNII SP 784445 C 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 28255.00 26184.82 Agency Mortgage-Backed Securities FEPC 03.000 CISB0248 2035-01-01 3.000000 2081.00 2151.83 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-02-21 Y Royal Bank of Canada 1.0000 7 N N N 0.0164 2000000.00 2000000.00 0.0097 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.640000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0LSLW6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CICA4466 B1V7KEBTPIMZEU4LTD58 2034-11-01 3.500000 3942240.00 4081035.89 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 37932.00 26805.53 Agency Mortgage-Backed Securities GNII SP 784445 C 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 1630.00 1510.57 Agency Mortgage-Backed Securities 04.000 FGPC G08842 G 2048-10-01 4.000000 1000.00 692.46 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY0094 B1V7KEBTPIMZEU4LTD58 2044-12-01 3.704000 95174.00 20278.61 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 Y Royal Bank of Canada 1.0000 3 N N N 0.0164 4000000.00 4000000.00 0.0194 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 1.640000% 549300QJJX6CVVUXLE15 0001317808 ARP0LTRH1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA4125 M 549300M8ZYFG0OCMTT87 2046-12-20 2.500000 1389326.00 1019861.30 Agency Mortgage-Backed Securities GNMI SF 681568 X 549300M8ZYFG0OCMTT87 2038-09-15 5.500000 17778.00 12954.60 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-02-11 Y RBC DOMINION SECURITIES INC 1.0000 7 N N N 0.0164 1000000.00 1000000.00 0.0049 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.550000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0M5ML8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLBO1846 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 980818.00 1030310.63 Agency Mortgage-Backed Securities Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 1000000.00 1000000.00 0.0049 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.670000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0M5NU7 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOAL CAP FDG TR 2005-2 A-4 20440825 FLT 2044-08-25 2.109500 3461.00 3224.35 Asset-Backed Securities Z CAP CR PARTNERS CLO 2018-1 LTD 2031-01-16 3.402630 1094466.00 1089505.62 Asset-Backed Securities FNMA CONN AVE SECS 2018-C04 2M-2 20301226 FLT 2030-12-26 4.210880 56330.00 57643.83 Private Label Collateralized Mortgage Obligations Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0169 999997.62 999997.62 0.0049 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.550000% ZBUT11V806EZRVTWT807 0000782124 ARP0M5O44 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF BR3667 C 549300M8ZYFG0OCMTT87 2050-01-20 3.500000 968200.00 1030133.28 Agency Mortgage-Backed Securities Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0155 1000000.00 1000000.00 0.0049 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.560000% VYVVCKR63DVZZN70PB21 0001224385 ARP0M5OS1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLFM2192 B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 2934011.00 3120946.95 Agency Mortgage-Backed Securities Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0156 3000000.00 3000000.00 0.0146 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.550000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0M61W5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLBO1846 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 980818.00 1030310.63 Agency Mortgage-Backed Securities Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0155 1000000.00 1000000.00 0.0049 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.570000% R0MUWSFPU8MPRO8K5P83 0000872786 ARP0M6261 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2019-35 EF 549300M8ZYFG0OCMTT87 2049-03-20 2.367750 1080.00 966.30 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYBL1952 B1V7KEBTPIMZEU4LTD58 2031-03-01 3.960000 1000.00 1130.22 Agency Mortgage-Backed Securities GNII SF MA5984 M 549300M8ZYFG0OCMTT87 2049-06-20 3.000000 7681.00 7597.80 Agency Mortgage-Backed Securities GNII SP 783829 M 549300M8ZYFG0OCMTT87 2042-09-20 3.000000 1000.00 381.02 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 551600.00 627784.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-09-15 1.500000 379200.00 382630.55 U.S. Treasuries (including strips) Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0157 1000000.00 1000000.00 0.0049 N N Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 1.580000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0M6JE6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 04.500 CLZS9590 2044-08-01 4.500000 176207.00 73659.90 Agency Mortgage-Backed Securities 02.500 FGPC U41464 G 2030-04-01 2.500000 1264596.00 937534.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ1450 B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 18792.00 8805.70 Agency Mortgage-Backed Securities Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0158 1000000.00 1000000.00 0.0049 N N Y N FICC BNY FICC BNY 1.580000% 549300H47WTHXPU08X20 ARP0M6Q73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2023-03-31 2.500000 15640100.00 16320094.63 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0161 16000000.00 16000000.00 0.0777 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.590000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0M6XW0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2025-05-31 2.875000 944500.00 1020240.61 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 1000000.00 1000000.00 0.0049 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 1.590000% 549300HN4UKV1E2R3U73 0001675365 ARP0M6XX8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLBM5807 B1V7KEBTPIMZEU4LTD58 2048-04-01 3.500000 2283760.00 2060000.33 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 2000000.00 2000000.00 0.0097 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.580000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0M6XY6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 8319600.00 9181302.80 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0161 9000000.00 9000000.00 0.0437 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 1.590000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0M6YB5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2020-04-23 0.00 1023700.00 1020068.94 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 1000000.00 1000000.00 0.0049 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.590000% ZBUT11V806EZRVTWT807 0000782124 ARP0M6YC3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMI SF 769090 X 549300M8ZYFG0OCMTT87 2041-07-15 4.000000 1097249.00 265964.41 Agency Mortgage-Backed Securities GNII SF MA2677 M 549300M8ZYFG0OCMTT87 2045-03-20 3.000000 1503232.00 666299.40 Agency Mortgage-Backed Securities GNII SF MA4490 M 549300M8ZYFG0OCMTT87 2032-12-20 6.000000 87987.00 52063.44 Agency Mortgage-Backed Securities GNMI SF BB3365 X 549300M8ZYFG0OCMTT87 2047-07-15 4.000000 48636.00 45672.78 Agency Mortgage-Backed Securities Y 2020-02-07 2020-02-07 2020-02-07 N N N 0.0162 1000000.00 1000000.00 0.0049 N N Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 1.590000% 549300QJJX6CVVUXLE15 0001317808 ARP0M6YD1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEPC 03.000 CLSD8010 2049-09-01 3.000000 1354.00 1350.47 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 1420866.00 1006295.21 Agency Mortgage-Backed Securities GNMI SP 783127 X 549300M8ZYFG0OCMTT87 2040-10-15 5.000000 1432.00 103.04 Agency Mortgage-Backed Securities GNMI SF 681568 X 549300M8ZYFG0OCMTT87 2038-09-15 5.500000 47510.00 34619.94 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 100.00 114.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-02-28 2.500000 200.00 204.16 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 100.00 109.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 136500.00 141601.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-07-15 0.125000 787600.00 865925.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-03-03 0.00 100.00 99.86 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 2000000.00 2000000.00 0.0097 N Y Y N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.570000% ANGGYXNX0JLX3X63JN86 0001053092 ARP0M6YQ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2024-10-15 0.125000 500.00 510.11 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-12-15 1.625000 1985000.00 2005244.52 U.S. Treasuries (including strips) Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 1966123.00 1966123.00 0.0095 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.590000% VYVVCKR63DVZZN70PB21 0001224385 ARP0M6YR0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CICA5081 B1V7KEBTPIMZEU4LTD58 2035-01-01 3.500000 983090.00 1040138.17 Agency Mortgage-Backed Securities Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0162 1000000.00 1000000.00 0.0049 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.600000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0XFDP4 Non-Negotiable Time Deposit Y 2020-02-04 2020-02-04 2020-02-04 N N N 0.0160 5000000.00 5000000.00 0.0243 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.570000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD0XG381 Non-Negotiable Time Deposit Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0157 1000000.00 1000000.00 0.0049 N N Y N DBS BANK LTD (SINGAPORE BRANCH) DBS BANK LTD (SINGAPORE BRANCH) 1.600000% ATUEL7OJR5057F2PV266 0000882617 ATD0XG3F5 Non-Negotiable Time Deposit Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0160 1000000.00 1000000.00 0.0049 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.600000% BSGEFEIOM18Y80CKCV46 0000926171 ATD0XGTS9 Non-Negotiable Time Deposit Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0160 1000000.00 1000000.00 0.0049 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.610000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0XGTT7 Non-Negotiable Time Deposit Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0161 100000.00 100000.00 0.0005 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.600000% BFXS5XCH7N0Y05NIXW11 0001245022 ATD0XGTV2 Non-Negotiable Time Deposit Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0160 1000000.00 1000000.00 0.0049 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.600000% BSGEFEIOM18Y80CKCV46 0000926171 ATD0XGU57 Non-Negotiable Time Deposit Y 2020-02-05 2020-02-05 2020-02-05 N N N 0.0160 200000.00 200000.00 0.0010 N N Y N NRW BANK (DUSSELDORF BRANCH) NRW BANK (DUSSELDORF BRANCH) 1.595000% 52990002O5KK6XOGJ020 ATD0XGUA6 Non-Negotiable Time Deposit Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0160 799992.64 799992.64 0.0039 N N Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.600000% 51KMXRLB0RIEGI0WJN58 0001512734 ATD0XHL14 Non-Negotiable Time Deposit Y 2020-02-03 2020-02-03 2020-02-03 N N N 0.0160 2200000.00 2200000.00 0.0107 N Y Y N The Charles Schwab Family of Funds 2020-02-07 Mark Fischer Mark Fischer Chief Financial Officer