0001145549-16-015925.txt : 20160708 0001145549-16-015925.hdr.sgml : 20160708 20160708151557 ACCESSION NUMBER: 0001145549-16-015925 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160708 DATE AS OF CHANGE: 20160708 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-MFP1 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 161759139 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP1 1 primary_doc.xml N-MFP1 0000857156 XXXXXXXX 2016-06-30 0000857156 S000004499 1 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Prime Y 29 43 2585457177.01 2672282032.86 3073234695.56 3021904353.93 5599616312.55 5735684337.99 5845534255.66 5902432427.67 0.00 0.1688 0.1753 0.2020 0.2044 0.3656 0.3764 0.3842 0.3992 0.0000 0.54 14466702572.93 14464401493.82 7983446.97 2182046.16 14470202895.17 14468080634.4600 1.0000 0.0062 1.0003 1.0003 1.0003 1.0003 0.0000 C000012373 1.00 14470202895.17 14468080634.4600 1.0003 1.0003 1.0003 1.0003 0.0000 532274956.17 524965491.62 538912660.74 616768032.36 595233741.83 621158440.44 547377018.27 980033390.30 0.00 0.00 2612934122.06 3450647952.15 0.0001 Y Investment Advisor and its affiliates Contractual 627,247 Investment Advisor and its affiliates Voluntary 932,762 ABAG FIN CORP CALIF ABAG FIN CORP CALIF UNIVERSITY REV SERIES 2003 B 0.550000% 00037CEK2 549300EWVCCTI6O2KU84 US00037CEK27 Variable Rate Demand Note First Tier Security N/A N/A 2016-07-07 2016-07-07 2031-11-01 Y Wells Fargo Bank NA N/A N/A 1.0000 7 N N N 0.0055 17550000.00 17550000.00 0.0012 N N Y N ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.000000% 00084BG65 0001245022 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0036 24998487.50 24998487.50 0.0017 N N Y N ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.000000% 00084BGE8 0001245022 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0038 101984842.80 101984842.80 0.0070 N N N N ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.000000% 00084BGK4 0001245022 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0039 13997103.40 13997103.40 0.0010 N N N N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.400000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.40_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury Department 2018-10-31 1.750000 36817400.00 37838744.69 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0040 37096761.00 37096761.00 0.0026 N Y Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.410000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.41_0705 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2016-10-31 0.328100 49300.00 49331.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-07-21 0.00 200.00 199.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 16154600.00 17988857.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-15 8.125000 5498100.00 7416421.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-03-30 0.00 25700.00 25620.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.750000 18400.00 19060.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-03-02 0.00 100.00 99.74 U.S. Treasuries (including strips) United States Treasury Department 2018-10-31 1.750000 400.00 411.10 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0041 24999532.50 24999532.50 0.0017 N N Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.420000% AC28XWWI3WIBK2824319 0001484219 00799J004_0.42_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-01-31 0.359100 196000.00 196167.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-29 0.00 3539000.00 3536650.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-22 0.00 2507300.00 2505820.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-08 0.00 2500000.00 2498865.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-08-25 0.00 650300.00 650073.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-07-28 0.00 1100000.00 1099840.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-02-28 1.750000 20210500.00 21007432.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-05-15 8.750000 100.00 108.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-08 0.00 373500.00 373025.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 100.00 130.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-08-04 0.00 2217000.00 2216578.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.500000 16889600.00 17295668.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 0.875000 1651500.00 1659697.63 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 52000000.00 52000000.00 0.0036 N Y Y N BPCE SA BPCE SA 0.000000% 05571BG72 9695005MSX1OYEMGDF46 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0033 27998188.40 27998188.40 0.0019 N N Y N BPCE SA BPCE SA 0.000000% 05571BJ87 9695005MSX1OYEMGDF46 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0051 47952772.80 47952772.80 0.0033 N N N N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.850000% 05572NK39 Certificate of Deposit First Tier Security N/A N/A 2016-08-09 2016-08-09 2016-08-09 N N N 0.0044 9004063.59 9004063.59 0.0006 N N N N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.690000% 05572NL87 Certificate of Deposit First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0043 144037182.24 144037182.20 0.0100 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.760000% 06053PNU7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0048 40012440.40 40012440.40 0.0028 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.796100% 06053PPD3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-07-18 2016-10-17 2016-10-17 N N N 0.0082 266996262.00 266996262.00 0.0185 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.670000% 06053PPV3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0062 18001548.18 18001548.18 0.0012 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 0.806700% 06053PPY7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note First Tier Security N/A N/A 2016-07-01 2016-11-01 2016-11-01 N N N 0.0093 23991120.00 23991120.00 0.0017 N N N N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.440000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_0.44_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRM RC002BH R16F002 2045-07-25 2.700000 26507283.00 25750000.76 Agency Collateralized Mortgage Obligation First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 25000000.00 25000000.00 0.0017 N Y Y N BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.672100% 06417GAA6 CA06417GAA63 Certificate of Deposit First Tier Security N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0043 54005508.54 54005508.54 0.0037 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.790800% 06417GEQ7 Certificate of Deposit First Tier Security N/A N/A 2016-07-25 2016-08-23 2016-08-23 N N N 0.0053 139056852.39 139056852.40 0.0096 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.676600% 06417H6Y7 Certificate of Deposit First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0042 19001843.19 19001843.19 0.0013 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.000000% 06417JJF0 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0056 19975874.00 19975874.00 0.0014 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.847100% 06417LBK2 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-08 2016-11-08 2016-11-08 N N N 0.0073 70032760.70 70032760.70 0.0048 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.857800% 06417LBN6 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-21 2016-11-21 2016-11-21 N N N 0.0078 2000714.02 2000714.02 0.0001 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.848100% 06417LBU0 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-22 2016-12-22 2016-12-22 N N N 0.0085 1000038.01 1000038.01 0.0001 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.400000% 06427E3R0 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0043 79999648.00 79999648.00 0.0055 N N Y N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.570000% 06427EJ36 Certificate of Deposit First Tier Security N/A N/A 2016-07-20 2016-07-20 2016-07-20 N N N 0.0045 33002155.23 33002155.23 0.0023 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.808900% 06427EVK4 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-09-02 2016-09-02 N N N 0.0055 232104866.32 232104866.30 0.0160 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.560000% 06427EZJ3 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0043 16000283.36 16000283.36 0.0011 N N Y N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000% 06538MQY8 Certificate of Deposit First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0049 19009032.79 19009032.79 0.0013 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.840000% 06538MRC5 Certificate of Deposit First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 15007213.65 15007213.65 0.0010 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.750000% 06538MWK1 Certificate of Deposit First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 22007852.02 22007852.02 0.0015 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.740000% 06538MXC8 Certificate of Deposit First Tier Security N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0050 158055822.98 158055823.00 0.0109 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.880000% 06538MXY0 Certificate of Deposit First Tier Security N/A N/A 2016-10-19 2016-10-19 2016-10-19 N N N 0.0070 15008343.15 15008343.15 0.0010 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.730000% 06538MYN3 Certificate of Deposit First Tier Security N/A N/A 2016-08-29 2016-08-29 2016-08-29 N N N 0.0052 1000356.91 1000356.91 0.0001 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.950000% 06741X3C0 Certificate of Deposit First Tier Security N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0064 71055373.61 71055373.61 0.0049 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.700000% 06741X3E6 Certificate of Deposit First Tier Security N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0041 59015169.49 59015169.49 0.0041 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.980000% 06741X3M8 Certificate of Deposit First Tier Security N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0082 18010994.58 18010994.58 0.0012 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.570000% 06741X3T3 Certificate of Deposit First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0039 43005706.53 43005706.53 0.0030 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LGM4 549300KOFKIMD0C37W24 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-21 2016-07-21 2016-07-21 N Y Societe Generale SA N/A N/A 1.0000 N 0.0044 2999221.20 2999221.20 0.0002 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644AHH0 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0047 34977925.50 34977925.50 0.0024 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LG59 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N Y Societe Generale SA N/A N/A 1.0000 N 0.0042 54746786.18 54746786.18 0.0038 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LG67 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N Y Societe Generale SA N/A N/A 1.0000 N 0.0045 2999785.50 2999785.50 0.0002 N N Y N CAFCO LLC CAFCO LLC 0.000000% 12476EH51 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N Y Citibank NA N/A N/A 1.0000 N 0.0041 12994657.00 12994657.00 0.0009 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12622UHG4 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-16 2016-08-16 2016-08-16 N Y Citibank NA N/A N/A 1.0000 N 0.0044 34979896.00 34979896.00 0.0024 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.650000% 13606AE38 0000800030 Certificate of Deposit First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0061 200019482.00 200019482.00 0.0138 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.906700% 13606AVW5 0000800030 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2017-02-01 2017-02-01 N N N 0.0090 68004148.68 68004148.68 0.0047 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JG12 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N Y Lloyds Bank Plc N/A N/A 1.0000 N 0.0042 31999628.80 31999628.80 0.0022 N Y Y N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JG79 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N Y Lloyds Bank Plc N/A N/A 1.0000 N 0.0042 109990914.00 109990914.00 0.0076 N N Y N CHARTA LLC CHARTA LLC 0.000000% 16115UH87 5493000FNFK79LCM6M65 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-08 2016-08-08 2016-08-08 N Y Citibank NA N/A N/A 1.0000 N 0.0042 23989106.40 23989106.40 0.0017 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115UJS1 5493000FNFK79LCM6M65 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-09-26 2016-09-26 2016-09-26 N Y Citibank NA N/A N/A 1.0000 N 0.0059 69899557.00 69899557.00 0.0048 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115VM71 5493000FNFK79LCM6M65 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-12-07 2016-12-07 2016-12-07 N Y Citibank NA N/A N/A 1.0000 N 0.0083 31882240.00 31882240.00 0.0022 N N N N CIESCO LLC CIESCO LLC 0.000000% 17178BH40 54930035TDNZ0GF2U023 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N Y Citibank NA N/A N/A 1.0000 N 0.0041 26989289.10 26989289.10 0.0019 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.620000% 17304U7B0 E57ODZWZ7FF32TWEFA76 Certificate of Deposit First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0044 22006010.62 22006010.62 0.0015 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.700000% 17305TAZ5 E57ODZWZ7FF32TWEFA76 Certificate of Deposit First Tier Security N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0062 14003049.34 14003049.34 0.0010 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.700000% 17305TBA9 E57ODZWZ7FF32TWEFA76 Certificate of Deposit First Tier Security N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0064 14002468.34 14002468.34 0.0010 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.610000% 17305TBT8 E57ODZWZ7FF32TWEFA76 Certificate of Deposit First Tier Security N/A N/A 2016-09-26 2016-09-26 2016-09-26 N N N 0.0057 25002620.25 25002620.25 0.0017 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 0.400000% 17305TCQ3 E57ODZWZ7FF32TWEFA76 Certificate of Deposit First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0041 155000000.00 155000000.00 0.0107 N N Y N COCA-COLA CO COCA-COLA CO 0.000000% 19121AHR5 UWJKFUJFZ02DKWI3RY53 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0051 105916567.40 105916567.40 0.0073 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422CK51 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-10-05 2016-10-05 2016-10-05 N Y JP Morgan Securities LLC N/A N/A 1.0000 N 0.0066 16969631.20 16969631.20 0.0012 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422FKR6 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-10-25 2016-10-25 2016-10-25 N Y JP Morgan Securities LLC N/A N/A 1.0000 N 0.0074 49879265.00 49879265.00 0.0034 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.000000% 20272DH37 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0027 28792630.08 28792630.08 0.0020 N N N N DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.420000% 9J6MBOOO7BECTDTUZW19 0001074042 21599B009_0.42_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-01-31 1.750000 29474200.00 30600044.16 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 30000000.00 30000000.00 0.0021 N Y Y N DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.430000% 9J6MBOOO7BECTDTUZW19 0001074042 21599B009_0.43_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2043-02-15 3.125000 68269200.00 81600114.68 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 80000000.00 80000000.00 0.0055 N Y Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.640000% 21684BL77 Certificate of Deposit First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0035 55003586.55 55003586.55 0.0038 N N Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.860000% 21685VNH8 Certificate of Deposit First Tier Security N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0071 1000495.51 1000495.51 0.0001 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 0.890000% 21685VNU9 Certificate of Deposit First Tier Security N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0080 11003945.81 11003945.81 0.0008 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.420000% 22534HLR0 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0033 145001813.95 145001814.00 0.0100 N N Y N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.000000% 22549VC84 Certificate of Deposit First Tier Security N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0061 1000956.41 1000956.41 0.0001 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.950000% 22549VL43 Certificate of Deposit First Tier Security N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0066 64051047.04 64051047.04 0.0044 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.850000% 22549VSL8 Certificate of Deposit First Tier Security N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0042 80036976.80 80036976.80 0.0055 N N N N DANAHER CORPORATION DANAHER CORPORATION 0.000000% 23585LG10 S4BKK9OTCEWQ3YHPFM11 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0036 16999832.38 16999832.38 0.0012 N Y Y N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.610000% 34959TEG7 Certificate of Deposit First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0038 2000246.42 2000246.42 0.0001 N N N N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.400000% 34959TFB7 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0033 76000152.76 76000152.76 0.0053 N Y Y N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.730000% 34959TFC5 Certificate of Deposit First Tier Security N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0063 29008445.09 29008445.09 0.0020 N N N N GE CAPITAL TREASURY SERVICES (US) LLC GE CAPITAL TREASURY SERVICES (US) LLC 0.000000% 36164JG57 549300WQ8JPKVFVYEF86 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N Y General Electric Co N/A N/A 1.0000 N 0.0033 20999038.20 20999038.20 0.0015 N N Y N GE CAPITAL TREASURY SERVICES (US) LLC GE CAPITAL TREASURY SERVICES (US) LLC 0.000000% 36164JG65 549300WQ8JPKVFVYEF86 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N Y General Electric Co N/A N/A 1.0000 N 0.0033 16999059.90 16999059.90 0.0012 N N Y N GE CAPITAL TREASURY SERVICES (US) LLC GE CAPITAL TREASURY SERVICES (US) LLC 0.000000% 36164JG73 549300WQ8JPKVFVYEF86 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N Y General Electric Co N/A N/A 1.0000 N 0.0035 16998876.13 16998876.13 0.0012 N N Y N GFRE HOLDINGS LLC GFRE HOLDINGS LLC 0.460000% 36169XAA6 US36169XAA63 Variable Rate Demand Note First Tier Security N/A N/A 2016-07-07 2016-07-07 2049-12-01 Y FEDERAL HOME LOAN BANKS N/A N/A 1.0000 7 N N N 0.0046 1350000.00 1350000.00 0.0001 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LG17 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0036 32999702.01 32999702.01 0.0023 N Y Y N GOLDMAN SACHS & CO GOLDMAN SACHS & CO 0.350000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_0.35_0706 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF AT5191 C 2046-06-20 4.000000 1174517.00 1278430.30 Agency Mortgage-Backed Securities GNII SF AA6142 C 2043-03-20 3.500000 8658286.00 6881570.40 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0058 7999746.40 7999746.40 0.0006 N N Y N GOLDMAN SACHS & CO GOLDMAN SACHS & CO 0.420000% FOR8UP27PHTHYVLBNG30 0000769993 38399H002_0.42_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.000 CIBC0418 2031-01-01 3.000000 1683625.00 1732981.88 Agency Mortgage-Backed Securities FNMS 03.000 CTAB8228 2032-09-01 3.000000 2502116.00 1734245.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBC1785 2046-03-01 4.500000 1542807.00 1726287.88 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ0567 2041-07-01 4.000000 1664321.00 1729506.43 Agency Mortgage-Backed Securities 06.000 FGPC C91199 G 2028-06-01 6.000000 1443913.00 177573.73 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-02-01 6.000000 5680953.00 1727445.20 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-05-01 3.000000 1909110.00 1734196.72 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2035-02-01 3.500000 1810567.00 1731546.89 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-09-01 4.500000 1854939.00 1726907.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-05-01 4.500000 751253.00 259308.63 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0058 14000000.00 14000000.00 0.0010 N Y Y N HSBC BANK USA NA HSBC BANK USA NA 0.826700% 40428AV53 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2016-09-01 2016-09-01 N N N 0.0055 25012525.25 25012525.25 0.0017 N N N N HSBC BANK USA NA HSBC BANK USA NA 0.797100% 40428AX85 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit First Tier Security N/A N/A 2016-07-13 2016-10-13 2016-10-13 N N N 0.0066 52023608.52 52023608.52 0.0036 N N N N HSBC BANK PLC HSBC BANK PLC 0.678100% 40433FFN4 MP6I5ZYZBEU3UXPYFY54 0001050258 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0044 82010496.82 82010496.82 0.0057 N N N N HSBC BANK PLC HSBC BANK PLC 0.676700% 40433FFP9 MP6I5ZYZBEU3UXPYFY54 0001050258 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-01 2016-08-01 2016-08-01 N N N 0.0047 112021617.12 112021617.10 0.0077 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434PL12 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper First Tier Security N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0070 9975889.00 9975889.00 0.0007 N N N N HSBC USA INC HSBC USA INC 0.798100% 40434WAR2 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-19 2016-10-19 2016-10-19 N N N 0.0067 37015947.37 37015947.37 0.0026 N N N N HSBC USA INC HSBC USA INC 0.816700% 40434WAS0 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-01 2016-11-01 2016-11-01 N N N 0.0071 29011513.29 29011513.29 0.0020 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0GR3 US4497W0GR30 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N Y ING Bank NV N/A N/A 1.0000 N 0.0035 94977105.00 94977105.00 0.0066 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0HG6 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-16 2016-08-16 2016-08-16 N Y ING Bank NV N/A N/A 1.0000 N 0.0043 999442.50 999442.50 0.0001 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0J17 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N Y ING Bank NV N/A N/A 1.0000 N 0.0049 89923455.00 89923455.00 0.0062 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0J25 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N Y ING Bank NV N/A N/A 1.0000 N 0.0049 87923343.20 87923343.20 0.0061 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0J82 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N Y ING Bank NV N/A N/A 1.0000 N 0.0051 3996017.60 3996017.60 0.0003 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640PKH5 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper First Tier Security N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0060 2994586.20 2994586.20 0.0002 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640PL19 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper First Tier Security N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0063 81820928.40 81820928.40 0.0057 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640PL27 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper First Tier Security N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0064 8980093.80 8980093.80 0.0006 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.380000% ZBUT11V806EZRVTWT807 0001168163 46899T004_0.38_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-11-15 2.250000 16106800.00 17240597.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-05-15 2.500000 91200.00 99404.81 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0038 17000000.00 17000000.00 0.0012 N N Y N JPMORGAN CHASE BANK NA JPMORGAN CHASE BANK NA 0.835100% 48125LMV1 7H6GLXDRUGQFU57RNE97 US48125LMV17 Other Instrument Corporate Note First Tier Security N/A N/A 2016-07-22 2016-10-21 2016-10-21 N N N 0.0091 24995900.00 24995900.00 0.0017 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MBF5 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-10-24 2016-10-24 2016-10-24 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT N/A N/A 1.0000 N 0.0069 84819426.00 84819426.00 0.0059 N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.500000% 51489KE79 Certificate of Deposit First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0044 46000419.06 46000419.06 0.0032 N N Y N LLOYDS BANK PLC LLOYDS BANK PLC 0.000000% 53943RHG7 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-16 2016-08-16 2016-08-16 N N N 0.0044 55968197.60 55968197.60 0.0039 N N N N LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.850000% 53945GMF5 0001167831 Certificate of Deposit First Tier Security N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0048 50032910.50 50032910.50 0.0035 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KJN7 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0064 72891835.90 72891835.90 0.0050 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157TG15 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N Y METLIFE INSURANCE COMPANY USA N/A N/A 0.2500 METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 0.7500 N 0.0039 31999657.60 31999657.60 0.0022 N Y Y N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157TGC1 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-12 2016-07-12 2016-07-12 N Y METLIFE INSURANCE COMPANY USA N/A N/A 0.2500 METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 0.7500 N 0.0040 55992512.80 55992512.80 0.0039 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157TGE7 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N Y METLIFE INSURANCE COMPANY USA N/A N/A 0.2500 METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 0.7500 N 0.0040 62990102.70 62990102.70 0.0044 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157TGF4 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-15 2016-07-15 2016-07-15 N Y METLIFE INSURANCE COMPANY USA N/A N/A 0.2500 METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 0.7500 N 0.0040 7198785.36 7198785.36 0.0005 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157THW6 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-30 2016-08-30 2016-08-30 N Y METLIFE INSURANCE COMPANY USA N/A N/A 0.2500 METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 0.7500 N 0.0051 5994835.20 5994835.20 0.0004 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157TJD6 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-09-13 2016-09-13 2016-09-13 N Y METLIFE INSURANCE COMPANY USA N/A N/A 0.2200 METROPOLITAN LIFE INSURANCE COMPANY N/A N/A 0.7800 N 0.0056 40952595.80 40952595.80 0.0028 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.850000% 60682AL87 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0051 90047070.90 90047070.90 0.0062 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.730000% 60682AM52 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit First Tier Security N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0036 64007770.24 64007770.24 0.0044 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.750000% 60682AP91 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0049 5001776.05 5001776.05 0.0003 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.740000% 60682AQ33 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N N N 0.0049 67022981.67 67022981.67 0.0046 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.660000% 60682AQ58 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit First Tier Security N/A N/A 2016-07-22 2016-07-22 2016-07-22 N N N 0.0040 120019165.20 120019165.20 0.0083 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.650000% 60682AQ82 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit First Tier Security N/A N/A 2016-07-28 2016-07-28 2016-07-28 N N N 0.0042 26004677.66 26004677.66 0.0018 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.890000% 60682AR32 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit First Tier Security N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0072 4002082.04 4002082.04 0.0003 N N N N MIZUHO SECURITIES USA INC MIZUHO SECURITIES USA INC 0.540000% 7TK5RJIZDFROZCA6XF66 0000812291 60686N005_0.54_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CQMA2461 2045-10-01 4.000000 9541857.00 10196042.86 Agency Mortgage-Backed Securities FNMS 03.500 CLBA4027 2046-03-01 3.500000 3040780.00 3241004.93 Agency Mortgage-Backed Securities 03.500 FGPC G18606 G 2031-06-01 3.500000 1622330.00 1727277.63 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-04-01 4.000000 1664791.00 1776650.73 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2046-03-01 4.000000 10205289.00 10871254.38 Agency Mortgage-Backed Securities FNMS 04.000 CQMA2428 2045-10-01 4.000000 8714976.00 9267769.63 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0054 36000000.00 36000000.00 0.0025 N Y Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000% 60689DVD2 Certificate of Deposit First Tier Security N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0034 220026072.20 220026072.20 0.0152 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.620000% 60689DVF7 Certificate of Deposit First Tier Security N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0034 162019198.62 162019198.60 0.0112 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.870000% 60689DVR1 Certificate of Deposit First Tier Security N/A N/A 2016-10-18 2016-10-18 2016-10-18 N N N 0.0072 3001341.93 3001341.93 0.0002 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.610000% 60689DWE9 Certificate of Deposit First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0043 3000529.53 3000529.53 0.0002 N N N N NRW BANK NRW BANK 0.000000% 62939LG86 52990002O5KK6XOGJ020 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0038 41996472.00 41996472.00 0.0029 N N Y N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E0HP1 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-23 2016-08-23 2016-08-23 N N N 0.0044 57961459.00 57961459.00 0.0040 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E0JS3 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-26 2016-09-26 2016-09-26 N N N 0.0054 75899862.40 75899862.40 0.0052 N N N N NORDEA BANK AB NORDEA BANK AB 0.000000% 65558FG58 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0034 19999058.00 19999058.00 0.0014 N N Y N NORDEA BANK AB NORDEA BANK AB 0.000000% 65558FG74 6SCPQ280AIY8EP3XFW53 0001002614 Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0034 92993778.30 92993778.30 0.0064 N N Y N NORDEA BANK FINLAND PLC (NEW YORK BRANCH) NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.530000% 65558LNZ1 0001002614 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0034 6000159.66 6000159.66 0.0004 N N Y N NORDEA BANK FINLAND PLC (NEW YORK BRANCH) NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.789600% 65558LPZ9 0001002614 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-11-03 2016-11-03 N N N 0.0072 12002856.12 12002856.12 0.0008 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983TGM2 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-21 2016-07-21 2016-07-21 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0042 29992737.00 29992737.00 0.0021 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983TGR1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0042 21993598.00 21993598.00 0.0015 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983TH25 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0043 49980155.00 49980155.00 0.0035 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983THQ2 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-24 2016-08-24 2016-08-24 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0049 999248.30 999248.30 0.0001 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67985A5E1 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0054 92902712.70 92902712.70 0.0064 N N N N OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.650000% 69033LDK2 Certificate of Deposit First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0040 50002470.50 50002470.50 0.0035 N N Y N OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.570000% 69033LEF2 Certificate of Deposit First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0040 105006616.05 105006616.10 0.0073 N N N N OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.560000% 69033LEY1 Certificate of Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0040 1000143.51 1000143.51 0.0001 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000% 69034AJ11 5493007O3QFXCPOGWK22 Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0043 33974177.00 33974177.00 0.0023 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JH31 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-03 2016-08-03 2016-08-03 N Y BNP Paribas SA N/A N/A 1.0000 N 0.0047 2998679.70 2998679.70 0.0002 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JJD7 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-09-13 2016-09-13 2016-09-13 N Y BNP Paribas SA N/A N/A 1.0000 N 0.0058 139829382.00 139829382.00 0.0097 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.746600% 78008FBK9 ES7IP3U3RHIGC71XBU11 US78008FBK93 0000352613 Other Instrument Corporate Note First Tier Security N/A N/A 2016-07-07 2016-09-06 2016-09-06 N N N 0.0083 74993250.00 74993250.00 0.0052 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.785100% 78009NVJ2 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2016-08-31 2016-08-31 N N N 0.0055 50022300.50 50022300.50 0.0035 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.788600% 78009NWF9 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-10-03 2016-10-03 N N N 0.0063 100047901.00 100047901.00 0.0069 N N N N SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.000000% 82124LHH8 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N Y Barclays Bank Plc N/A N/A 1.0000 N 0.0056 35973360.00 35973360.00 0.0025 N N N N SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.000000% 82124LHK1 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-19 2016-08-19 2016-08-19 N Y Barclays Bank Plc N/A N/A 1.0000 N 0.0056 53957847.60 53957847.60 0.0037 N N N N SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.000000% 82124LHR6 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-25 2016-08-25 2016-08-25 N Y Barclays Bank Plc N/A N/A 1.0000 N 0.0058 23978272.80 23978272.80 0.0017 N N N N SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 0.610000% 83369T2Q9 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0030 79000688.09 79000688.09 0.0055 N Y Y N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520LG17 549300A8DDPP6QJBB522 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N Y BNP Paribas SA N/A N/A 1.0000 N 0.0042 2999965.20 2999965.20 0.0002 N Y Y N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.000000% 86562KHA5 5U0XI89JRFVHWIBS4F54 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0044 1998993.20 1998993.20 0.0001 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.640000% 86563K4Y6 Certificate of Deposit First Tier Security N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0035 2000223.62 2000223.62 0.0001 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000% 86563K5Q2 Certificate of Deposit First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0039 135024503.85 135024503.90 0.0093 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.650000% 86563K5S8 Certificate of Deposit First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0039 159029559.69 159029559.70 0.0110 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.690000% 86563Q2H2 Certificate of Deposit First Tier Security N/A N/A 2016-09-21 2016-09-21 2016-09-21 N N N 0.0061 3000537.03 3000537.03 0.0002 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.630000% 86563QA83 Certificate of Deposit First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0037 124017113.24 124017113.20 0.0086 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.700000% 86563QE89 Certificate of Deposit First Tier Security N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0046 31009678.51 31009678.51 0.0021 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.650000% 86563QJ92 Certificate of Deposit First Tier Security N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0044 21004960.41 21004960.41 0.0015 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.720000% 86563QZJ2 Certificate of Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0042 4001113.24 4001113.24 0.0003 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.620000% 86563QZR4 Certificate of Deposit First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0033 2000113.42 2000113.42 0.0001 N N Y N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.870000% 86958D2E1 0001448613 Certificate of Deposit First Tier Security N/A N/A 2016-10-17 2016-10-17 2016-10-17 N N N 0.0067 86051850.26 86051850.26 0.0059 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602TGR8 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0045 49984410.00 49984410.00 0.0035 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602TH22 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0046 35984721.60 35984721.60 0.0025 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602TH97 Asset Backed Commercial Paper First Tier Security N/A N/A 2016-08-09 2016-08-09 2016-08-09 N Y Royal Bank of Canada N/A N/A 1.0000 N 0.0048 69962508.00 69962508.00 0.0048 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.540000% 89113E6E1 Certificate of Deposit First Tier Security N/A N/A 2016-07-28 2016-07-28 2016-07-28 N N N 0.0040 248026910.48 248026910.50 0.0171 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.717100% 89113EM37 Certificate of Deposit First Tier Security N/A N/A 2016-07-12 2016-08-12 2016-08-12 N N N 0.0050 100027701.00 100027701.00 0.0069 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.833100% 89113WAB2 Certificate of Deposit First Tier Security N/A N/A 2016-07-05 2016-12-05 2016-12-05 N N N 0.0082 92005612.92 92005612.92 0.0064 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.330000% 89113WDA1 Certificate of Deposit First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0034 10000000.00 10000000.00 0.0007 N N Y N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153PG55 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N Y Total SA N/A N/A 1.0000 N 0.0033 40998122.20 40998122.20 0.0028 N N Y N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GGR1 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0047 48983937.80 48983937.80 0.0034 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GGS9 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-26 2016-07-26 2016-07-26 N N N 0.0048 104963974.50 104963974.50 0.0073 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GGT7 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-27 2016-07-27 2016-07-27 N N N 0.0048 49982115.00 49982115.00 0.0035 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GGU4 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-28 2016-07-28 2016-07-28 N N N 0.0048 61976898.80 61976898.80 0.0043 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GH41 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0050 37981676.40 37981676.40 0.0026 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GJ80 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0058 42951590.60 42951590.60 0.0030 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.833300% 90267R5Y1 Certificate of Deposit First Tier Security N/A N/A 2016-07-26 2016-09-08 2016-09-08 N N N 0.0057 135072226.35 135072226.40 0.0093 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.900000% 90275DAN0 Certificate of Deposit First Tier Security N/A N/A 2016-12-13 2016-12-13 2016-12-13 N N N 0.0083 130039209.30 130039209.30 0.0090 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PH53 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper First Tier Security N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0038 34986595.00 34986595.00 0.0024 N N N N UNITED STATES TREASURY UNITED STATES TREASURY 0.344200% 912828H60 US912828H607 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-01 2017-01-31 2017-01-31 N N N 0.0029 48014640.00 48014640.00 0.0033 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.428200% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-01 2017-10-31 2017-10-31 N N N 0.0036 100086600.00 100086600.00 0.0069 N Y Y N UNITED STATES TREASURY UNITED STATES TREASURY 0.330200% 912828WV8 US912828WV86 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-01 2016-07-31 2016-07-31 N N N 0.0028 63002583.00 63002583.00 0.0044 N Y Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.100000% ZBUT11V806EZRVTWT807 0001168163 921ACP006_1.10_1219 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR REGS 21 2021-06-15 4.420000 4568496.00 4695644.86 Corporate Debt Securities WESTPAC BKG CORP SR GLBL NT 18 EN5TNI6CI43VEPAMHL14 2018-05-25 1.550000 6338000.00 6383804.37 Corporate Debt Securities GCO ELF TRUST 2006-2 A-3L 20280825 FLT BMMMD49PLG3NGJVYVM66 2028-08-25 0.782300 1.00 0.66 Asset-Backed Securities JOHNSON & JOHNSON SR GLBL NT 21 549300G0CFPGEF6X2043 2021-12-05 2.450000 1135000.00 1201047.23 Corporate Debt Securities JOHNSON & JOHNSON SR NT 1.125%19 549300G0CFPGEF6X2043 2019-03-01 1.125000 95940.00 96819.65 Corporate Debt Securities BANK AMER CORP FR 3.875%032217 9DJT3UXIJIZJI4WXO774 2017-03-22 3.875000 2104000.00 2164550.20 Corporate Debt Securities APPLIED MATLS INC SR GLBL NT3.9%25 41BNNE1AFPNAZELZ6K07 2025-10-01 3.900000 894000.00 1000986.47 Corporate Debt Securities MILL CITY MTG LN TR 2015-1 A3 20560625 FLT 2056-06-25 3.000000 9230930.00 9418499.42 Private Label Collateralized Mortgage Obligations LLOYDS BANK PLC SR NT 3.5%25 H7FNTJ4851HG0EXQ1Z70 2025-05-14 3.500000 1995000.00 2061078.83 Corporate Debt Securities EDF S A NT 144A 6.5%19 549300X3UK4GG3FNMO06 2019-01-26 6.500000 790000.00 909081.09 Corporate Debt Securities COOPERATIEVE CENTRALE RAIFFEIS FR 5.75%120143 DG3RU1DBUFHT4ZF9WN62 2043-12-01 5.750000 1390000.00 1630917.50 Corporate Debt Securities AMERISOURCEBERGEN CORP SR GLBL NT 17 AI8GXW8LG5WK7E9UD086 2017-05-15 1.150000 1903000.00 1905088.54 Corporate Debt Securities AMERICAN EXPRESS CENTURION MTN FR 6%091317 2MTSQ5CCMGGQ8GQ49R43 2017-09-13 6.000000 1927000.00 2064478.60 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 24 549300CRVT18MXX0AG93 2024-11-04 3.535000 1418000.00 1503560.55 Corporate Debt Securities OAKS MTG TR SER 2015-2 A-3 20451025 FLT 2045-10-25 3.500000 3545425.00 3202349.36 Private Label Collateralized Mortgage Obligations WACHOVIA CMBS 2007-C32 A-2 20490615 FLT 549300R5UTVRJY3HSJ42 2049-06-15 5.698200 4.00 0.33 Private Label Collateralized Mortgage Obligations CITIGROUP INC SR GLBL NT8.5%19 6SHGI4ZSSLCXXQSBB395 2019-05-22 8.500000 96000.00 113955.09 Corporate Debt Securities CISCO SYS INC SR NT 3.625%24 8E6NF1YAL0WT6CWXXV93 2024-03-04 3.625000 424000.00 481621.84 Corporate Debt Securities CATHOLIC HEALTH INITIATIVES TAX BD 4.2%23 4SXHN5XW08IBO0UG2V58 2023-08-01 4.200000 8277000.00 9166060.16 Corporate Debt Securities CSMC TRUST 2014-SAF1 A-11 20440325 FLT 2044-03-25 3.500000 1181396.00 402196.98 Private Label Collateralized Mortgage Obligations BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES 2022-07-01 6.125000 1010000.00 985209.41 Corporate Debt Securities BMO BANK OF MONTREAL FR 1.45%040918 NQQ6HPCNCCU6TUTQYE16 2018-04-09 1.450000 89000.00 89669.50 Corporate Debt Securities EXPORKLORE SA 2031-12-05 4.036200 345.00 347.54 Private Label Collateralized Mortgage Obligations DEVON ENERGY CORP NEW SR NT 4.75%42 54930042348RKR3ZPN35 2042-05-15 4.750000 2978000.00 2679120.47 Corporate Debt Securities DEUTSCHE BK AG FR 4.1%011326 7LTWFZYICNSX8D621K86 2026-01-13 4.100000 2078000.00 2111309.18 Corporate Debt Securities LB UBS COMMERCIAO 2039-03-15 5.720000 5088291.00 1829236.87 Private Label Collateralized Mortgage Obligations KELLOGG CO SR GLBL NT 26 LONOZNOJYIBXOHXWDB86 2026-04-01 3.250000 4020200.00 4179166.53 Corporate Debt Securities WFRBS COML MTG TR 2011-C5 2044-11-18 5.634400 4291963.00 4715382.29 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2011 C4 2044-06-17 5.262800 8739416.00 9393455.11 Private Label Collateralized Mortgage Obligations VERIZON COMMUNICATIONS INC SR GLBL NT 46 2S72QS2UO2OESLG6Y829 2046-08-21 4.862000 2971000.00 3322743.12 Corporate Debt Securities AEP TEX CENT CO SR -E NT 6.65%33 O5I1W4NHLL5HR1XYY456 2033-02-15 6.650000 1275000.00 1678712.81 Corporate Debt Securities AMERICAN INTL GROUP INC SR NT 6.82%37 ODVCVCQG2BP6VHV36M30 2037-11-15 6.820000 840000.00 1080823.80 Corporate Debt Securities AGATE BAY MTG TR 2014-2 2044-09-25 3.750000 10.00 5.34 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-1 1-A6 20440725 FLT 549300EQ60CWY6DQ4351 2044-07-25 3.500000 14893180.00 5864984.45 Private Label Collateralized Mortgage Obligations BHP BILLITON FIN USA LTD SR NT 5%43 5493003NUVITP3TMY274 2043-09-30 5.000000 3206000.00 3742492.04 Corporate Debt Securities APACHE CORP SR NT 4.75%43 72ZZ1XRHOOU9P9X16K08 2043-04-15 4.750000 20000.00 20826.12 Corporate Debt Securities AMGEN INC SR GLBL NT 17 62QBXGPJ34PQ72Z12S66 2017-05-15 2.125000 249000.00 252724.11 Corporate Debt Securities GLAXOSMITHKLINE CAP PLC SR GLBL NT1.5%17 549300U0LV41VX7LEP38 2017-05-08 1.500000 3659000.00 3685881.45 Corporate Debt Securities GS MTG SECS TR 2014 GC18 2047-01-11 4.074000 1001300.00 1121356.20 Private Label Collateralized Mortgage Obligations NEWELL RUBBERMAID INC SR GLBL NT 4%24 549300LWGYFM1TVO1Z12 2024-12-01 4.000000 2000.00 2098.56 Corporate Debt Securities NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT 2040-04-25 1.035800 2339.00 2218.29 Asset-Backed Securities MONSANTO CO NEW SR GLBL NT 19 NONUZEX43GHIPSVDD938 2019-07-15 2.125000 1384000.00 1411568.70 Corporate Debt Securities METRO EDISON CO 2025-04-15 4.000000 2146000.00 2264638.03 Corporate Debt Securities TRANS ALLEGHENY INTERSTATE LINE CO 2025-06-01 3.850000 3150000.00 3356990.88 Corporate Debt Securities SHERWIN WILLIAMS CO SR NT 1.35%17 Z15BMIOX8DDH0X2OBP21 2017-12-15 1.350000 6530000.00 6544970.03 Corporate Debt Securities SEQUOIA MTG TR 2013-5 A-2 20430525 FLT 549300671OK77JNRLK28 2043-05-25 3.000000 114930.00 86643.24 Private Label Collateralized Mortgage Obligations SANTANDER UK PLC SR GLBL NT 21 549300F5XIFGNNW4CF72 2021-01-08 3.125000 9515000.00 9685038.34 Corporate Debt Securities PFIZER INC SR GLBL NT6.2%19 765LHXWGK1KXCLTFYQ30 2019-03-15 6.200000 1879000.00 2155181.68 Corporate Debt Securities AETNA INC 549300QKBENKLBXQ8968 2019-06-07 1.900000 3524929.00 3569619.22 Corporate Debt Securities First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-12-19 Y JP MORGAN SECURITIES LLC N/A N/A 1.0000 90 N N N 0.0110 108004244.40 108004244.40 0.0075 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.130000% ZBUT11V806EZRVTWT807 0001168163 921ACP006_1.13_1129 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NUMERICABLE GROUP SA SR SEC 144A NT26 5493001ZMCICV4N02J21 2026-05-01 7.375000 220000.00 216150.00 Corporate Debt Securities LLOYDS BANK PLC SR NT 3.5%25 H7FNTJ4851HG0EXQ1Z70 2025-05-14 3.500000 12934000.00 13362402.82 Corporate Debt Securities WESTPAC BKG CORP SR GLBL NT 18 EN5TNI6CI43VEPAMHL14 2018-05-25 1.550000 614000.00 618437.34 Corporate Debt Securities BANK AMER CHRLT NC MTN FR 1.25%021417 B4TYDEB6GKMZO031MB27 2017-02-14 1.250000 1600000.00 1609363.56 Corporate Debt Securities REAL ALLOY HLDG INC SR SEC 144A NT19 549300QXHE3BJ2SHOX96 2019-01-15 10.000000 7860000.00 8190775.01 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 3.75%25 784F5XWPLTWKTBV3E584 2025-05-22 3.750000 1644000.00 1725030.02 Corporate Debt Securities EDF S A NT 144A 6.5%19 549300X3UK4GG3FNMO06 2019-01-26 6.500000 498000.00 573066.31 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE FR 1.2%101017 E0KSF7PFQ210NWI8Z391 2017-10-10 1.200000 5000.00 5032.23 Corporate Debt Securities HOME DEPOT INC SR NT 2.25%18 QEKMOTMBBKA8I816DO57 2018-09-10 2.250000 557000.00 576152.44 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 20 549300GHBMY8T5GXDE41 2020-10-15 3.875000 1153000.00 1276316.71 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 17 HL3H1H2BGXWVG3BSWR90 2017-08-21 1.125000 988000.00 993869.95 Corporate Debt Securities PHILLIPS 66 SR GLBL NT 17 2017-05-01 2.950000 3299000.00 3362488.34 Corporate Debt Securities AMERICAN EXPRESS BK FSB MTN FR 6%091317 L8OE7P8XHYQYWFH4C498 2017-09-13 6.000000 860000.00 921355.27 Corporate Debt Securities SANTANDER UK PLC SR GLBL NT 21 549300F5XIFGNNW4CF72 2021-01-08 3.125000 896000.00 912012.02 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT 4%22 MLU0ZO3ML4LN2LL2TL39 2022-03-30 4.000000 1800000.00 1909944.00 Corporate Debt Securities EXPORKLORE SA 2031-12-05 4.036200 33011515.00 33254113.87 Private Label Collateralized Mortgage Obligations CONTINENTAL AIRLINES 2005-ERJ1 A 20210401 9.7 2021-04-01 9.798000 8634000.00 4134512.28 Asset-Backed Securities NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT 2040-04-25 1.035800 4174334.00 3958900.22 Asset-Backed Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2025-12-10 4.582000 13042000.00 13095602.62 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS NT 2.9%21 VGRQXHF3J8VDLUA7XE92 2021-11-01 2.900000 790000.00 847838.09 Corporate Debt Securities VODAFONE GROUP PLC NEW SR GLBL NT 17 213800TB53ELEUKM7Q61 2017-03-20 1.625000 635000.00 639980.87 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 46 2S72QS2UO2OESLG6Y829 2046-08-21 4.862000 950000.00 1062472.56 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 6%18 549300GHBMY8T5GXDE41 2018-02-15 6.000000 561000.00 617380.50 Corporate Debt Securities SHELLPOINT CO-ORG TR 2015-1 A-3 20450825 FLT 549300720M0IRUIX3Q60 2045-08-25 3.500000 1154351.00 987292.77 Private Label Collateralized Mortgage Obligations AERCAP AVIATION SOLUTIONS B V 2017-05-30 6.375000 2715000.00 2817660.94 Corporate Debt Securities WELLS FARGO CAP X EXT SB NT5.95%86 2086-12-01 5.950000 4767000.00 5041003.19 Corporate Debt Securities BANK TOKYO-MITSUBISHI LTD N Y SR 144A NT 24 C3GTMMZIHMY46P4OIX74 2024-09-08 3.250000 1000000.00 1059421.11 Corporate Debt Securities BANK AMER CORP SR GLBL NT 6%17 9DJT3UXIJIZJI4WXO774 2017-09-01 6.000000 780000.00 835445.00 Corporate Debt Securities CITIGROUP INC SR GLBL NT 39 6SHGI4ZSSLCXXQSBB395 2039-07-15 8.125000 1531000.00 2437366.67 Corporate Debt Securities CITIGROUP, INC 6SHGI4ZSSLCXXQSBB395 2021-03-30 2.700000 1000000.00 1023770.00 Corporate Debt Securities RIO TINTO FIN USA PLC SR NT 3.5%22 2138006TSNBEUA761G16 2022-03-22 3.500000 1707000.00 1803305.15 Corporate Debt Securities RIO TINTO FIN USA LTD SR GLBL NT 28 213800RX94ZKEZXPKH58 2028-07-15 7.125000 886000.00 1150272.76 Corporate Debt Securities BNP PARIBAS / BNP PARIBAS US FR 2.375%091417 R0MUWSFPU8MPRO8K5P83 2017-09-14 2.375000 10848000.00 11064667.70 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 19 2019-05-15 3.750000 13538000.00 13736839.38 Corporate Debt Securities First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-11-29 Y JP MORGAN SECURITIES LLC N/A N/A 1.0000 90 N N N 0.0113 118031234.60 118031234.60 0.0082 N N N Y MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.960000% 8NAV47T0Y26Q87Y0QP81 0000065100 921ACQ004_0.96_0926 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CIT MTG LN TR 2007-1 1-M1 20371025 FLT 2037-10-25 1.946000 162957526.00 133400000.23 Asset-Backed Securities First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-09-26 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. N/A N/A 1.0000 35 N N N 0.0096 115953170.80 115953170.80 0.0080 N N N Y BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.400000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_0.40_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-01-15 0.625000 2797200.00 2972827.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 35700.00 37342.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-15 2.625000 823400.00 884382.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.500000 396300.00 406281.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-08-15 2.375000 24509000.00 26618284.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-06-15 0.875000 100.00 100.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-05-31 0.625000 21185400.00 21215320.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.125000 17014400.00 17225499.89 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0040 68000000.00 68000000.00 0.0047 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.420000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_0.42_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBD2675 2046-07-01 4.000000 2676571.00 2886749.33 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6759 2046-03-01 3.500000 12557307.00 13132602.75 Agency Mortgage-Backed Securities GNII SF MA3663 M 2046-05-20 3.500000 11096491.00 11790648.68 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 27000000.00 27000000.00 0.0019 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.110000% VYVVCKR63DVZZN70PB21 0000072971 927CYE007_1.11_1104 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CALLIDUS DEBT PARTNERS CLO FUND I V 2020-04-17 0.00 294000.00 9075.78 Asset-Backed Securities SUNSET MTG LN CO LLC 2014-NPL2 A 20441116 FLT 549300JVUES5EUOGTM09 2044-11-16 3.721000 15954000.00 5135617.00 Asset-Backed Securities SELENE NON PERFORM LNS 2014-1 A 20540525 FLT 5493005FXMO8SOXJ8C62 2054-05-25 2.981400 16714000.00 5969983.36 Asset-Backed Securities TABERNA PREFERRED FUNDING I 2035-07-25 3.779100 2000000.00 166504.56 Asset-Backed Securities SANDS POINT FUNDING LTD 2020-07-18 0.00 5000000.00 1597600.00 Asset-Backed Securities PRIMUS CLO II LTD 2021-07-21 0.00 11625000.00 4833698.25 Asset-Backed Securities PPM GRAYHAWK CLO LTD 2021-04-18 0.00 5000000.00 1265060.00 Asset-Backed Securities OCTOGON INVESTMENTS PARTNERS 2020-10-18 0.00 5900000.00 2411660.40 Asset-Backed Securities MMCAPS FDG XIX LTD 2038-01-12 0.00 1000000.00 91043.00 Asset-Backed Securities VENTURE VII CDO LTD 2022-01-20 0.00 2250000.00 466832.25 Asset-Backed Securities CARBON CAPIAL 2038-09-21 2.673400 2000000.00 596179.95 Asset-Backed Securities CIFC FDG 2012 III LTD 2025-01-29 0.00 2740000.00 1067964.32 Asset-Backed Securities CAM MTG LLC 2015-1 A 20640715 FLT 2064-07-15 3.500000 7227000.00 2153944.89 Asset-Backed Securities BYVW OPP MST FD TR 2014-16RPL A 20291128 FLT 2029-11-28 3.844100 13005316.00 5656384.04 Asset-Backed Securities BYVW OPP MST FD TR 2014-15RPL A 20191028 FLT 549300M1FNF8M6QMBZ04 2019-10-28 3.721000 5000000.00 1626726.15 Asset-Backed Securities BAYVIEW OPPORTUNITY MASER FD IIA R 2014 20 NPL 549300IWU3M9OJYA3E66 2034-09-28 3.721000 3750000.00 1396975.91 Asset-Backed Securities RREF 2014 LT6 LLC SUBSIDIARIES 2024-09-16 2.750000 10000000.00 1006984.84 Asset-Backed Securities RBSHD 2013 1 TR 2047-10-25 4.685300 14358200.00 4985483.14 Asset-Backed Securities PEGASUS AVIATION LEASE SEC I 2030-03-25 8.420000 7000000.00 88371.78 Asset-Backed Securities PEGASUS AVIATION LEASE SEC 2029-03-25 5.878000 5000000.00 59231.94 Asset-Backed Securities GULF STREAM COMPASS CLO 2005 II 2020-01-24 0.00 10000000.00 1808011.27 Asset-Backed Securities GMAT 2013-1 TR 2043-11-25 3.966900 11390600.00 4574591.99 Asset-Backed Securities GSC 2007-8X 2021-04-17 0.00 1810000.00 129728.13 Asset-Backed Securities ARES XI CLO LTD CORP 2021-10-11 0.00 5000000.00 1797430.00 Asset-Backed Securities ARES IIR IV CLO LTD 2021-04-16 0.00 3050000.00 827840.15 Asset-Backed Securities First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-11-04 Y WELLS FARGO SECURITIES LLC N/A N/A 1.0000 95 N N N 0.0111 43009756.70 43009756.70 0.0030 N N N Y BANK OF MONTREAL BANK OF MONTREAL 0.380000% NQQ6HPCNCCU6TUTQYE16 0000009622 927RLB004_0.38_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-02-15 4.625000 10532400.00 10984663.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 10854700.00 11455623.35 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0038 22000000.00 22000000.00 0.0015 N Y Y N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 0.630000% 0001142175 928CGR007 Certificate of Deposit First Tier Security N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0046 50012745.50 50012745.50 0.0035 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.700000% 0000008565 928CYG001 Certificate of Deposit First Tier Security N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0028 100041231.00 100041231.00 0.0069 N N N N BNP PARIBAS SA BNP PARIBAS SA 0.400000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_0.40_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNHF RF 721654 H 2061-05-20 4.810000 3099999.00 2634553.64 Agency Mortgage-Backed Securities GNHF RF AU1278 H 2066-06-20 4.523000 2654493.00 2866291.09 Agency Mortgage-Backed Securities GNII SF AT7128 C 2046-05-20 4.000000 5025285.00 5507105.42 Agency Mortgage-Backed Securities GNII SP 784064 M 2039-03-20 7.000000 1518320.00 1635016.42 Agency Mortgage-Backed Securities GNII SF AS4323 C 2046-06-20 4.000000 7224150.00 7775729.91 Agency Mortgage-Backed Securities 03.000 FGPC T62024 G 2046-05-01 3.000000 6853616.00 7017983.19 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW9044 2044-07-01 3.096000 8519944.00 5379169.20 Agency Mortgage-Backed Securities FNAR XX.XXX LBAV4766 2043-11-01 3.232000 668543.00 364327.97 Agency Mortgage-Backed Securities FNMS 03.000 CIAS4193 2029-12-01 3.000000 36112128.00 31767020.44 Agency Mortgage-Backed Securities GNPL PN AR9480 2050-02-15 2.970000 4656500.00 5035804.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0298 2046-03-01 4.000000 11520292.00 12054881.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ7903 2041-06-01 4.000000 105000.00 96594.45 Agency Mortgage-Backed Securities GNII SF AT5932 C 2034-12-20 6.000000 1065369.00 1254543.73 Agency Mortgage-Backed Securities GNII SF AT5933 C 2037-04-20 6.000000 1047913.00 1208190.59 Agency Mortgage-Backed Securities GNII SF AS6825 C 2041-09-20 5.000000 1375825.00 1513417.08 Agency Mortgage-Backed Securities GNII SF AS5199 C 2046-06-20 4.500000 2577798.00 2803195.50 Agency Mortgage-Backed Securities GNII SF AS4291 C 2046-06-20 3.500000 3584556.00 3832494.16 Agency Mortgage-Backed Securities 03.500 FGPC G08623 G 2045-01-01 3.500000 36344.00 31460.64 Agency Mortgage-Backed Securities 02.000 FGPC G14660 G 2028-01-01 2.000000 197989.00 136837.29 Agency Mortgage-Backed Securities 04.500 FGPC Q29216 G 2044-10-01 4.500000 2591984.00 2568866.95 Agency Mortgage-Backed Securities 04.000 FGPC Q20760 G 2043-08-01 4.000000 2613564.00 2544835.54 Agency Mortgage-Backed Securities 03.500 FGPC Q20176 G 2043-07-01 3.500000 3130848.00 2858475.45 Agency Mortgage-Backed Securities 05.000 FGPC A92308 G 2040-05-01 5.000000 2393960.00 969227.89 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8330 2030-03-01 3.172000 5654000.00 6043601.43 Agency Mortgage-Backed Securities FNMS 03.500 CIAX8736 2030-01-01 3.500000 2581996.00 2443658.93 Agency Mortgage-Backed Securities GNMA 2040-09-20 2.500000 1204462.00 890885.40 Agency Mortgage-Backed Securities GNMA 2041-11-20 2.500000 1000.00 288.88 Agency Mortgage-Backed Securities GNMA 2038-12-20 2.000000 1025.00 69.43 Agency Mortgage-Backed Securities GNMA 2038-10-20 2.000000 1544.00 77.87 Agency Mortgage-Backed Securities GNMA 2036-01-20 2.000000 3002642.00 753651.29 Agency Mortgage-Backed Securities GNMA 2031-09-20 1.875000 38422.00 475.71 Agency Mortgage-Backed Securities GNMA 2033-12-15 6.500000 567483.00 243968.02 Agency Mortgage-Backed Securities GNMA 2032-06-20 1.750000 48608877.00 1073815.06 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-04-01 2.500000 4398008.00 3064330.45 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-02-01 2.779000 5271135.00 1880334.44 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2021-11-01 5.000000 1602.00 136.12 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2039-10-01 5.000000 6712900.00 2928532.22 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2028-11-01 3.000000 50447914.00 39054082.55 Agency Mortgage-Backed Securities 03.500 FGPC Q19129 G 2043-06-01 3.500000 4087616.00 3736994.42 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-01-01 2.068000 1067049.00 569647.48 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-02-01 2.893000 21860784.00 13305970.77 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-08-01 3.601000 8500000.00 2225386.59 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-06-01 2.689000 5.00 0.39 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2045-04-01 4.000000 3406328.00 3341390.21 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-11-01 4.500000 1015582.00 977365.82 Agency Mortgage-Backed Securities GNHF RF AI2388 H 2064-12-20 4.558000 1249369.00 1387563.46 Agency Mortgage-Backed Securities GNAR AF 082795 M 2041-04-20 4.000000 2230.00 421.26 Agency Mortgage-Backed Securities GNHF RF 697129 H 2060-02-20 5.543000 3037153.00 2261552.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX7210 2044-11-01 3.043000 8340796.00 6597882.57 Agency Mortgage-Backed Securities FNMS 04.500 CLAX9205 2044-12-01 4.500000 2102659.00 1437270.28 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0040 195000000.00 195000000.00 0.0135 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.400000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_0.40_701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-08-15 2.375000 49776800.00 54060672.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-30 0.875000 100.00 100.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-31 3.125000 4599600.00 4730378.58 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0040 53000000.00 53000000.00 0.0037 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.500000% R0MUWSFPU8MPRO8K5P83 0001197610 928EDV007_0.50_0701 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2028-04-25 5.146000 2313156.00 2300127.92 Private Label Collateralized Mortgage Obligations First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0050 2000000.00 2000000.00 0.0001 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.550000% R0MUWSFPU8MPRO8K5P83 0001197610 928EDV007_0.55_0706 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WIDEOPENWEST FIN LLC/WIDEOP SR NT 10.25%19 2019-07-15 10.250000 20142000.00 21692514.45 Corporate Debt Securities RITE AID CORP GLBL DEB 7.7%27 2027-02-15 7.700000 8606000.00 10511153.24 Corporate Debt Securities First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0055 27999661.20 27999661.20 0.0019 N N Y N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.630000% 0001330437 928WRK006 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0032 40000344.40 40000344.40 0.0028 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.700000% 0000859994 929HPG009 Certificate of Deposit First Tier Security N/A N/A 2016-10-11 2016-10-11 2016-10-11 N N N 0.0065 2000262.62 2000262.62 0.0001 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.620000% 0001330437 929NGA009 Certificate of Deposit First Tier Security N/A N/A 2016-09-13 2016-09-13 2016-09-13 N N N 0.0056 25003067.75 25003067.75 0.0017 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.822500% 94985H3V4 KB1H1DSPRFMYMCUFXT09 0000827124 Other Instrument Corporate Note First Tier Security N/A N/A 2016-09-15 2016-10-14 2016-10-14 N N N 0.0075 135026460.00 135026460.00 0.0093 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.830000% 94988EQ76 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0056 1000243.81 1000243.81 0.0001 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.810000% 94988EQP6 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-08-16 2016-08-16 2016-08-16 N N N 0.0060 39010842.39 39010842.39 0.0027 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.830000% 94988EQV3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-08-18 2016-08-18 2016-08-18 N N N 0.0060 17005295.67 17005295.67 0.0012 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.850000% 94988ERQ3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0063 21508161.62 21508161.62 0.0015 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.803300% 94988ERR1 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-07-26 2016-08-26 2016-08-26 N N N 0.0053 35015435.35 35015435.35 0.0024 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.850000% 94988ERV2 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0063 30011391.30 30011391.30 0.0021 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.860000% 94988ESU3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-09-28 2016-09-28 2016-09-28 N N N 0.0068 10004329.10 10004329.10 0.0007 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.810300% 94988ET57 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-07-29 2016-10-03 2016-10-03 N N N 0.0063 101048582.01 101048582.00 0.0070 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.870000% 94988EUD8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-10-25 2016-10-25 2016-10-25 N N N 0.0074 12005050.92 12005050.92 0.0008 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.860000% 94988EVH8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-11-17 2016-11-17 2016-11-17 N N N 0.0078 45012942.45 45012942.45 0.0031 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.910000% 94988EWM6 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit First Tier Security N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0082 9003426.39 9003426.39 0.0006 N N N N CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.650000% 0001330437 962NNF008 Certificate of Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0032 9000082.89 9000082.89 0.0006 N Y Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.430000% KB1H1DSPRFMYMCUFXT09 0000827124 976PDT008_0.43_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-02-29 1.375000 46877300.00 47940637.67 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 47000000.00 47000000.00 0.0032 N Y Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.440000% KB1H1DSPRFMYMCUFXT09 0000827124 976PDT008_0.44_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-11-01 3.000000 188409648.00 145023857.71 Agency Mortgage-Backed Securities FNMS 03.000 CLAT0335 2043-04-01 3.000000 997000.00 808685.79 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 131783051.00 105850533.31 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 242000000.00 242000000.00 0.0167 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.430000% VYVVCKR63DVZZN70PB21 0000072971 976PTX002_0.43_0701 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO MTG LN 2012-RR1 TR 2037-08-27 3.123400 47334558.00 33332225.67 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2014 OAK4 2044-09-25 4.080500 4970299.00 3468214.25 Private Label Collateralized Mortgage Obligations First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 32000000.00 32000000.00 0.0022 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.530000% VYVVCKR63DVZZN70PB21 0000072971 976PTX002_0.53_0707 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT 2032-05-19 3.427000 5591841.00 5309254.68 Asset-Backed Securities COLONY AMERICAN HOMES 2014-2 E 20310717 FLT 2031-07-17 3.630000 38060461.00 36095012.45 Asset-Backed Securities First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0053 35999348.40 35999348.40 0.0025 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.560000% VYVVCKR63DVZZN70PB21 0000072971 976PTX002_0.56_0706 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PFP LTD 2015-2 C 20340714 FLT 549300G4BOQWBQYXF618 2034-07-14 3.684400 10000000.00 9825880.00 Private Label Collateralized Mortgage Obligations PFP LTD 2015-2 D 20340714 FLT 549300G4BOQWBQYXF618 2034-07-14 4.441300 10000000.00 9856390.00 Private Label Collateralized Mortgage Obligations COLONY AMERICAN HOMES 2014-1 E 20310519 FLT 2031-05-19 3.241200 18978876.00 17844213.49 Asset-Backed Securities B2R MTG TRUST 2015-2 E 20481118 FLT 549300JNS8TBD8XLZ117 2048-11-18 5.489600 7150000.00 6705651.38 Asset-Backed Securities TRICON AMER HOMES TR 2015-SFR1 F 20320519 FLT 2032-05-19 3.941200 1368168.00 1276677.55 Asset-Backed Securities COLONY AMERICAN HOMES 2014-2 F 20310717 FLT 2031-07-17 3.782000 14224000.00 13277716.00 Asset-Backed Securities WELLS FARGO MTG LN 2012-RR1 TR 2037-08-27 3.123400 6659633.00 6630405.75 Private Label Collateralized Mortgage Obligations WACHOVIA CMBS 2007-C32 A-J 20490615 FLT 549300R5UTVRJY3HSJ42 2049-06-15 5.706300 5000000.00 4890933.13 Private Label Collateralized Mortgage Obligations RBSSP RESEC TR 2009-12 16-A2 20351026 FLT 2035-10-26 2.495600 2357128.00 2285907.29 Private Label Collateralized Mortgage Obligations PFP LTD 2015-2 E 20340714 FLT 549300G4BOQWBQYXF618 2034-07-14 5.041300 10500000.00 10341061.50 Private Label Collateralized Mortgage Obligations JP MORGAN MADISON AVE SECS TRSER 2015 1 2025-10-25 5.933000 3000000.00 2912470.33 Private Label Collateralized Mortgage Obligations BCAP LLC TRUST 2013-RR7 1A2 20360128 FLT 2036-01-28 8.171000 6315595.00 6162712.68 Private Label Collateralized Mortgage Obligations First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0056 79999120.00 79999120.00 0.0055 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.440000% VYVVCKR63DVZZN70PB21 0000072971 976PTZ007_0.44_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLBC6026 2046-05-01 3.500000 23076502.00 24353452.63 Agency Mortgage-Backed Securities 03.500 FGPC Q40485 G 2046-05-01 3.500000 4519207.00 4769039.00 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0044 28000000.00 28000000.00 0.0019 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.450000% VYVVCKR63DVZZN70PB21 0000072971 976PTZ007_0.45_0705 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 CLBC6037 2046-06-01 3.500000 24650699.00 26002275.66 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0045 24999642.50 24999642.50 0.0017 N N Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 0.250000% 0001457970 98599G006_0.25_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-05-15 3.125000 1611110600.00 1778012394.27 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0025 1778000000.00 1778000000.00 0.1229 N Y Y N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.280000% 1V8Y6QCX6YMJ2OELII46 0001230485 988WZK004_1.28_1205 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CFLAT 2004-AQ1 B3 2034-05-25 5.703300 2000000.00 143571.91 Asset-Backed Securities FBRSI 2005-3 M1 2035-10-25 1.128300 13002920.00 6227050.15 Asset-Backed Securities ABSHE 2005-HE1 M4 2035-03-25 1.728300 9377000.00 2091802.80 Asset-Backed Securities RAMP 2005-RZ1 M9 2034-04-25 5.328300 2050000.00 1305342.60 Asset-Backed Securities NHELI 2005-FM1 M4 2035-05-25 1.368300 2000000.00 673104.64 Asset-Backed Securities MSAC 2004-NC6 M3 2034-07-25 2.628300 6000.00 619.04 Asset-Backed Securities MSHEL 2006-3 A4 2036-04-25 0.713300 7250000.00 4533346.71 Asset-Backed Securities CWL 2007-10 2A3 2047-06-25 0.633300 7000000.00 4000617.68 Asset-Backed Securities KEYCORP STUDENT LOAN 2042-07-28 1.883800 6500000.00 3252490.79 Asset-Backed Securities CWL 2005-13 MV2 2036-04-25 0.913300 6475000.00 4248531.78 Asset-Backed Securities FREMONT HOME FLT 11/35 2035-11-25 0.893300 6000000.00 810849.31 Asset-Backed Securities GT 97-4 M1 ASSETBK HOME EQUITY 2029-02-15 7.220000 5300000.00 5010296.51 Asset-Backed Securities CWL 549300XF11BHS5IOB463 2047-08-25 1.803300 5000000.00 3477689.33 Asset-Backed Securities CWL 2005-1 MV7 2035-07-25 1.703300 4896000.00 3637951.10 Asset-Backed Securities AMRES 1999-1 M1 2029-11-25 1.703300 4000000.00 783041.83 Asset-Backed Securities OOMLT 2005-3 M4 2035-08-25 1.073300 4000000.00 1706581.59 Asset-Backed Securities FFML 2006-FF4 M1 2036-03-25 0.813300 3500000.00 1830416.14 Asset-Backed Securities JPMAC 2005-OPT2 M6 2035-12-25 1.163300 3500000.00 618298.74 Asset-Backed Securities SAST 2006-1 M3 2036-03-25 1.038300 3499000.00 513251.87 Asset-Backed Securities SAST 2006-1 M2 2036-03-25 0.948300 3499000.00 1321844.57 Asset-Backed Securities CARR 2006-OPT1 M3 2036-02-25 0.823300 3000000.00 847019.52 Asset-Backed Securities GSAA 2005-6 M3 2035-06-25 1.103300 8673000.00 6150888.19 Asset-Backed Securities FFML 2004-FF1 B1 2034-11-25 2.853300 8250000.00 871423.31 Asset-Backed Securities NHELI 2007-3 2A2 2037-03-25 0.693300 7836000.00 3708773.27 Asset-Backed Securities RENAISSANCE STEP 08/35 2035-08-25 5.199000 7500000.00 410218.36 Asset-Backed Securities NSTR 2006-B M2 2036-09-25 0.813300 2000000.00 1097014.55 Asset-Backed Securities CWL 2006-1 AF5 2036-07-25 4.918900 1873000.00 1508750.23 Asset-Backed Securities 144A CBASS 2006-MH1 B1 2036-10-25 5.211300 1200000.00 1075415.97 Asset-Backed Securities INABS 2005-C M3 2035-10-25 0.973300 1000000.00 600919.01 Asset-Backed Securities ABFC 2005-HE1 M5 2035-03-25 1.503300 682203.00 66998.07 Asset-Backed Securities CWL 2005-3 MV6 2035-08-25 1.193300 600000.00 449990.31 Asset-Backed Securities CONSECO 7.36% 06/30 2030-06-01 7.360000 271320000.00 36577385.20 Asset-Backed Securities RFMS2 2005-HS1 AII 2035-10-25 0.663300 48663537.00 2653149.62 Asset-Backed Securities ABS CONSECO FIN (00-4) 2032-05-01 8.310000 37501000.00 14465345.61 Asset-Backed Securities CNF 2000-2 A5 SERIES 00 A5 2030-12-01 8.850000 27106000.00 9500216.44 Asset-Backed Securities SURF 2005-BC3 M3 2036-06-25 1.353300 477542.00 340257.09 Asset-Backed Securities ARSI 2004-W9 M6 2034-06-26 3.868100 375000.00 73272.51 Asset-Backed Securities SABR 2006-OP1 M6 2035-10-25 1.123300 272881.00 139963.53 Asset-Backed Securities RAMC 2006-3 AF3 2036-11-25 5.586000 2510000.00 1303158.41 Asset-Backed Securities CWL 549300XF11BHS5IOB463 2036-04-25 0.893300 2500000.00 2081344.28 Asset-Backed Securities NHELI 2007-3 2A3 2037-03-25 0.773300 18067910.00 8682524.30 Asset-Backed Securities GT 98-8 M1 ASSETBK HOME EQUITY 2030-09-01 6.980000 17250000.00 13554572.58 Asset-Backed Securities LIFT 2001-1(LEASE INVESTFLIGHT 549300A6HEWFX0KTLW72 2031-07-15 0.872000 16910799.00 2370952.04 Asset-Backed Securities JPMAC 2007-CH5 M1 2037-05-25 0.723300 16500000.00 10225991.43 Asset-Backed Securities CARRINGTON MORTGAGE LOAN T 2037-06-25 0.743300 16430000.00 5644812.89 Asset-Backed Securities BNCMT 2006-2 A5 2036-11-25 0.763300 16389200.00 4935841.93 Asset-Backed Securities LIFT 1 A1 ASSETBK LOAN 549300A6HEWFX0KTLW72 2031-07-15 0.832000 15462500.00 2312054.76 Asset-Backed Securities RAMC 2006-1 AF6 2036-05-25 5.746000 15085000.00 6130782.65 Asset-Backed Securities MLMI 2006-AR1 A2D 2037-03-25 0.713300 14595000.00 5783077.94 Asset-Backed Securities MSM 2006-13AX A2 2036-10-25 0.623300 13661000.00 2960823.42 Asset-Backed Securities LBMLT 2036-09-25 0.693300 13000000.00 3168797.54 Asset-Backed Securities RAMP 2006-RZ4 M1 2036-10-25 0.803300 12500000.00 7920352.37 Asset-Backed Securities RAMP 2004-RS8 MII2 2034-08-25 2.178300 11500000.00 2365202.93 Asset-Backed Securities ABSHE 2006-HE5 M1 2036-07-25 0.733300 10500000.00 4990605.40 Asset-Backed Securities HEAT' 2036-01-25 0.923300 10000000.00 6585475.21 Asset-Backed Securities SABR 2035-10-25 1.093300 5000000.00 1909980.77 Asset-Backed Securities First Tier Security N/A N/A 2016-10-03 2016-10-03 2016-12-05 Y Credit Suisse Securities (USA) LLC N/A N/A 1.0000 95 N Y Credit Suisse AG N/A N/A 1.0000 N 0.0128 191164393.70 191164393.70 0.0132 N N N Y AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.420000% 0000859994 ATD0GZGV3 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0040 203000000.00 203000000.00 0.0140 N Y Y N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTS BANK (NEW YORK BRANCH) 0.380000% 5493005PGG4HB3CD7345 0001074042 ATD0H05G4 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0040 146000313.90 146000313.90 0.0101 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.410000% 0000859994 ATD0H05L3 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0041 161000748.65 161000748.70 0.0111 N N Y N FIFTH THIRD BANK (CAYMAN ISLANDS) FIFTH THIRD BANK (CAYMAN ISLANDS) 0.420000% 0000035528 ATD0H05N9 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0030 72000399.60 72000399.60 0.0050 N N Y N SWEDBANK AB (NEW YORK BRANCH) SWEDBANK AB (NEW YORK BRANCH) 0.400000% 0001367624 ATD0H05R0 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0037 108000415.80 108000415.80 0.0075 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.390000% 0000917311 ATD0H0UL5 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0028 67000261.30 67000261.30 0.0046 N N Y N DBS BANK LTD (SINGAPORE BRANCH) DBS BANK LTD (SINGAPORE BRANCH) 0.430000% 0000882617 ATD0H0UU5 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0033 25000207.50 25000207.50 0.0017 N N Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.300000% 0001448613 ATD0H1LK5 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0030 203000000.00 203000000.00 0.0140 N Y Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.300000% 0000833029 ATD0H1LN9 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0030 288000000.00 288000000.00 0.0199 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.280000% 0000800030 ATD0H1LR0 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0028 20000000.00 20000000.00 0.0014 N Y Y N SWEDBANK AB (NEW YORK BRANCH) SWEDBANK AB (NEW YORK BRANCH) 0.370000% 0001367624 ATD0H1M32 Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0037 43000000.00 43000000.00 0.0030 N N Y N The Charles Schwab Family of Funds 2016-07-08 Mark Fischer Mark Fischer Chief Financial Officer