0001145549-17-000707.txt : 20170109
0001145549-17-000707.hdr.sgml : 20170109
20170109162414
ACCESSION NUMBER: 0001145549-17-000707
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170109
DATE AS OF CHANGE: 20170109
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS
CENTRAL INDEX KEY: 0000857156
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05954
FILM NUMBER: 17517805
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
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2016-12-31
0000857156
S000004510
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
42
58
117904595.27
102313609.74
109111963.19
125589459.91
141210171.41
245773665.41
239188949.19
239386158.80
227466071.53
230131505.40
0.1892
0.1638
0.1749
0.2066
0.2328
0.3944
0.3830
0.3838
0.3742
0.3794
0.72
605983709.77
605831312.53
770121.91
606065.93
605995369.23
605908895.9760
1.0000
0.0096
1.0005
1.0005
1.0004
1.0004
1.0004
C000012387
1.00
605995369.23
605908895.9760
1.0005
1.0005
1.0004
1.0004
1.0004
3756301.31
16393914.99
15247186.12
13751115.22
5805185.38
8616099.16
6544711.92
20510725.44
6568042.30
7921546.39
35706680.45
63308217.55
0.0042
Y
Investment Advisor and its affiliates Contractual 18,326 Investment Advisor and its affiliates Voluntary 52,494
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.660000%
00279JJG8
0000931061
Certificate of Deposit
Y
2017-01-05
2017-01-05
2017-01-05
N
Y
Santander UK Plc
1.0000
N
0.0070
5999965.20
5999965.20
0.0099
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.500000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.50_0103
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-07-31
0.875000
471700.00
467635.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-31
0.750000
5031500.00
5017803.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-05-31
0.625000
6105400.00
6108056.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-15
1.000000
94681.00
94746.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
2.875000
732800.00
755013.00
U.S. Treasuries (including strips)
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
12199190.00
12199190.00
0.0201
N
Y
Y
N
BPCE SA
BPCE SA 0.000000%
05571BN58
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-01-05
2017-01-05
2017-01-05
N
N
N
0.0033
999945.00
999945.00
0.0017
N
N
Y
N
BPCE SA
BPCE SA 0.000000%
05571BP15
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-02-01
2017-02-01
2017-02-01
N
N
N
0.0056
1998982.60
1998982.60
0.0033
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BP31
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-02-03
2017-02-03
2017-02-03
N
N
N
0.0057
999443.90
999443.90
0.0016
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.150000%
06053PRM1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-02-08
2017-02-08
2017-02-08
N
N
N
0.0074
6002340.06
6002340.06
0.0099
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.070000%
06053PTB3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-05-08
2017-05-08
2017-05-08
N
N
N
0.0110
999883.00
999883.00
0.0016
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.500000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.50_0103
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2040-11-15
3.000000
30292673.00
30900000.70
Agency Collateralized Mortgage Obligation
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
30000000.00
30000000.00
0.0495
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.250000%
06417GPJ1
Certificate of Deposit
Y
2017-03-08
2017-03-08
2017-03-08
N
N
N
0.0089
1000672.31
1000672.31
0.0017
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 1.280000%
06417GQK7
Certificate of Deposit
Y
2017-07-07
2017-07-07
2017-07-07
N
N
N
0.0123
3000678.03
3000678.03
0.0050
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.962600%
06417GQX9
Certificate of Deposit
Y
2017-01-03
2017-06-01
2017-06-01
N
N
N
0.0109
4000580.04
4000580.04
0.0066
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 0.710000%
06426GMK0
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-01-05
2017-01-05
2017-01-05
N
N
N
0.0070
1000002.51
1000002.51
0.0017
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.920000%
06427KCK1
Certificate of Deposit
Y
2017-02-03
2017-02-03
2017-02-03
N
N
N
0.0079
3000367.83
3000367.83
0.0050
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 0.962600%
06427KHN0
Certificate of Deposit
Y
2017-01-03
2017-06-01
2017-06-01
N
N
N
0.0109
9001305.09
9001305.09
0.0149
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.080000%
06427KL70
Certificate of Deposit
Y
2017-03-20
2017-03-20
2017-03-20
N
N
N
0.0101
3000456.93
3000456.93
0.0050
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.220000%
06538M6A2
Certificate of Deposit
Y
2017-02-27
2017-02-27
2017-02-27
N
N
N
0.0078
1000709.51
1000709.51
0.0017
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.300000%
06538NDC8
Certificate of Deposit
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0093
7006880.37
7006880.37
0.0116
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.300000%
06538NFR3
Certificate of Deposit
Y
2017-04-24
2017-04-24
2017-04-24
N
N
N
0.0100
1000956.01
1000956.01
0.0017
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.260000%
06538NMJ3
Certificate of Deposit
Y
2017-06-05
2017-06-05
2017-06-05
N
N
N
0.0112
1000580.91
1000580.91
0.0017
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.050000%
06741X5F1
Certificate of Deposit
Y
2017-03-15
2017-03-15
2017-03-15
N
N
N
0.0058
4003932.84
4003932.84
0.0066
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.050000%
06741X5H7
Certificate of Deposit
Y
2017-03-16
2017-03-16
2017-03-16
N
N
N
0.0058
2001975.82
2001975.82
0.0033
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644ARA4
Asset Backed Commercial Paper
Y
2017-04-10
2017-04-10
2017-04-10
N
Y
Royal Bank of Canada
1.0000
N
0.0099
1994450.60
1994450.60
0.0033
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LN69
Asset Backed Commercial Paper
Y
2017-01-06
2017-01-06
2017-01-06
N
Y
Societe Generale SA
1.0000
N
0.0052
999897.90
999897.90
0.0017
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LN93
Asset Backed Commercial Paper
Y
2017-01-09
2017-01-09
2017-01-09
N
Y
Societe Generale SA
1.0000
N
0.0054
3999400.00
3999400.00
0.0066
N
N
Y
N
BLUE MOUNTAIN ENTERPRISES LLC
BLUE MOUNTAIN ENTERPRISES LLC SERIES VRDN 1.000000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0100
3450000.00
3450000.00
0.0057
N
N
Y
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TQA5
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-03-10
2017-03-10
2017-03-10
N
Y
Citibank NA
1.0000
N
0.0084
3993451.20
3993451.20
0.0066
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AP81
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2017-02-08
2017-02-08
2017-02-08
N
N
N
0.0061
999320.00
999320.00
0.0016
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
CAISSE DES DEPOTS ET CONSIGNATIONS 0.000000%
12800AQ23
969500Q2PFTTP0Y5QL44
0001056947
Non-Financial Company Commercial Paper
Y
2017-03-02
2017-03-02
2017-03-02
N
N
N
0.0076
2996088.90
2996088.90
0.0049
N
N
N
N
CALIFORNIA HEALTH FACS FING AUTH
CALIFORNIA HEALTH FACS FING AUTH HEALTHCARE REV (KAISER PERMANENTE) SERIES 2006C 0.690000%
13033FK74
5493007RI8BUDOGHZ546
US13033FK749
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2041-06-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0069
1000000.00
1000000.00
0.0017
N
N
Y
N
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK IDB & PCR REV SERIES 2016B 1.000000%
13034AMD9
549300C1OG9RDIM8ET06
US13034AMD99
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2046-08-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0100
2920000.00
2920000.00
0.0048
N
N
Y
N
CALIFORNIA MUN FIN AUTH
CALIFORNIA MUN FIN AUTH WASTE/POLLUTION REV (EXXON MOBIL CORP) SERIES 2007 0.650000%
13049EAA3
5493000UQOV6R4ZWS346
US13049EAA38
Variable Rate Demand Note
Y
2017-01-03
2017-01-03
2029-12-01
Y
Exxon Mobil Corp
1.0000
4
N
N
N
0.0065
1000000.00
1000000.00
0.0017
N
Y
Y
N
CALIFORNIA STATEWIDE CMNTYS DEV AUTH
CALIFORNIA STATEWIDE CMNTYS DEV AUTH HOSPITAL REV (KAISER PERMANENTE) SERIES 2002 B 0.690000%
130911LA6
549300KTNI2GCJNX2U48
US130911LA65
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2030-11-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0069
2000000.00
2000000.00
0.0033
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.180000%
13606A3C0
0000800030
Certificate of Deposit
Y
2017-03-20
2017-03-20
2017-03-20
N
N
N
0.0085
3002190.63
3002190.63
0.0050
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.070000%
13606A5L8
0000800030
Certificate of Deposit
Y
2017-05-16
2017-05-16
2017-05-16
N
N
N
0.0103
3000416.43
3000416.43
0.0050
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQM4
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-03-21
2017-03-21
2017-03-21
N
Y
Citibank NA
1.0000
N
0.0092
1995882.60
1995882.60
0.0033
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 0.880000%
17305TDN9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-02-17
2017-02-17
2017-02-17
N
N
N
0.0070
5001195.05
5001195.05
0.0083
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.180000%
17305TGH9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0116
7000736.47
7000736.47
0.0116
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.070000%
17305TGX4
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-03-22
2017-03-22
2017-03-22
N
N
N
0.0092
5001711.55
5001711.55
0.0083
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.060000%
17305THZ8
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-04-12
2017-04-12
2017-04-12
N
N
N
0.0108
1000000.00
1000000.00
0.0017
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FRK4
Asset Backed Commercial Paper
Y
2017-04-19
2017-04-19
2017-04-19
N
Y
JP Morgan Securities LLC
1.0000
N
0.0106
3987105.60
3987105.60
0.0066
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 1.273900%
20272ATA4
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2017-01-10
2017-03-10
2017-03-10
N
N
N
0.0081
4004292.04
4004292.04
0.0066
N
N
N
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.510000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.51_0103
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2026-02-15
1.625000
10890000.00
10200005.16
U.S. Treasuries (including strips)
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0051
10000000.00
10000000.00
0.0165
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.170000%
21685VQX0
Certificate of Deposit
Y
2017-02-10
2017-02-10
2017-02-10
N
N
N
0.0076
5002351.55
5002351.55
0.0083
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.180000%
21685VRH4
Certificate of Deposit
Y
2017-02-21
2017-02-21
2017-02-21
N
N
N
0.0082
9004650.39
9004650.39
0.0149
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.920000%
22534HTB7
Certificate of Deposit
Y
2017-02-21
2017-02-21
2017-02-21
N
N
N
0.0080
3000520.23
3000520.23
0.0050
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.430000%
22549VXZ1
Certificate of Deposit
Y
2017-05-22
2017-05-22
2017-05-22
N
N
N
0.0127
4002530.84
4002530.84
0.0066
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.510000%
22549VZR7
Certificate of Deposit
Y
2017-06-16
2017-06-16
2017-06-16
N
N
N
0.0140
2001003.22
2001003.22
0.0033
N
N
N
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0NA6
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-01-10
2017-01-10
2017-01-10
N
N
N
0.0060
6998956.23
6998956.23
0.0115
N
N
N
N
EAGLE CNTY COLO
EAGLE CNTY COLO MULTI FAM HOUSING REV SERIES 1997B 0.860000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0086
1500000.00
1500000.00
0.0025
N
N
Y
N
EXXON MOBIL CORP
EXXON MOBIL CORP 0.000000%
30229AN96
J3WHBG0MTS7O8ZVMDC91
Non-Financial Company Commercial Paper
Y
2017-01-09
2017-01-09
2017-01-09
N
N
N
0.0058
9998538.90
9998538.90
0.0165
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.950000%
34959THD1
Certificate of Deposit
Y
2017-03-08
2017-03-08
2017-03-08
N
N
N
0.0089
3000336.63
3000336.63
0.0050
N
N
N
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JN34
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
Y
2017-01-03
2017-01-03
2017-01-03
N
Y
General Electric Co
1.0000
N
0.0061
1999864.80
1999864.80
0.0033
N
Y
Y
N
GE CAPITAL TREASURY SERVICES (US) LLC
GE CAPITAL TREASURY SERVICES (US) LLC 0.000000%
36164JN67
549300WQ8JPKVFVYEF86
Non-Financial Company Commercial Paper
Y
2017-01-06
2017-01-06
2017-01-06
N
Y
General Electric Co
1.0000
N
0.0061
999879.44
999879.44
0.0016
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LN43
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-01-04
2017-01-04
2017-01-04
N
N
N
0.0061
1999829.16
1999829.16
0.0033
N
N
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 1.155000%
40428A2U0
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2017-02-02
2017-02-02
2017-02-02
N
N
N
0.0048
3001919.43
3001919.43
0.0050
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PS15
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-05-01
2017-05-01
2017-05-01
N
N
N
0.0096
3987054.40
3987054.40
0.0066
N
N
N
N
HOWARD UNIVERSITY
HOWARD UNIVERSITY GO SERIES 2016 0.830000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0083
1000000.00
1000000.00
0.0017
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PS20
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-05-02
2017-05-02
2017-05-02
N
N
N
0.0115
3984324.40
3984324.40
0.0066
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TVY8
Asset Backed Commercial Paper
Y
2017-03-14
2017-03-14
2017-03-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0080
11981485.20
11981485.20
0.0198
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WN61
Asset Backed Commercial Paper
Y
2017-03-21
2017-03-21
2017-03-21
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0085
998201.30
998201.30
0.0016
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MCS6
Asset Backed Commercial Paper
Y
2017-03-15
2017-03-15
2017-03-15
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0081
1996842.20
1996842.20
0.0033
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MCT4
Asset Backed Commercial Paper
Y
2017-03-24
2017-03-24
2017-03-24
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0088
3992035.20
3992035.20
0.0066
N
N
N
N
LABCON NORTH AMERICA
LABCON NORTH AMERICA SERIES VRDN 0.950000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0095
1340000.00
1340000.00
0.0022
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.620000%
51489K5C8
Certificate of Deposit
Y
2017-01-06
2017-01-06
2017-01-06
N
N
N
0.0063
3000000.00
3000000.00
0.0050
N
N
Y
N
LINCOLN CNTY WYO
LINCOLN CNTY WYO IDB & PCR REV (EXXON MOBIL CORP) SERIES 2014 0.670000%
533485BB3
US533485BB34
Variable Rate Demand Note
Y
2017-01-03
2017-01-03
2044-10-01
Y
Exxon Mobil Corp
1.0000
4
N
N
N
0.0067
2000000.00
2000000.00
0.0033
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QPH7
Asset Backed Commercial Paper
Y
2017-02-17
2017-02-17
2017-02-17
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0078
5993646.60
5993646.60
0.0099
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KQH2
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-03-17
2017-03-17
2017-03-17
N
N
N
0.0105
1995504.00
1995504.00
0.0033
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TN33
Asset Backed Commercial Paper
Y
2017-01-03
2017-01-03
2017-01-03
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0048
999946.70
999946.70
0.0017
N
Y
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TNQ2
Asset Backed Commercial Paper
Y
2017-01-24
2017-01-24
2017-01-24
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0061
6997054.40
6997054.40
0.0115
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TPF4
Asset Backed Commercial Paper
Y
2017-02-15
2017-02-15
2017-02-15
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0070
999083.50
999083.50
0.0016
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.930000%
60682A2P0
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-01-30
2017-01-30
2017-01-30
N
N
N
0.0066
6001398.06
6001398.06
0.0099
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.268900%
60682A3Z7
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-01-09
2017-06-08
2017-06-08
N
N
N
0.0131
2000662.02
2000662.02
0.0033
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.230000%
60682AX50
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-02-15
2017-02-15
2017-02-15
N
N
N
0.0071
1000671.01
1000671.01
0.0017
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.500000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.50_0103
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC G08742 G
2046-12-01
3.500000
1005334.00
1030000.32
Agency Mortgage-Backed Securities
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
1000000.00
1000000.00
0.0017
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.576200%
60689DMU4
Certificate of Deposit
Y
2017-02-17
2017-05-17
2017-05-17
N
N
N
0.0126
4005696.04
4005696.04
0.0066
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.250000%
60689DQ30
Certificate of Deposit
Y
2017-04-17
2017-04-17
2017-04-17
N
N
N
0.0108
2000970.42
2000970.42
0.0033
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 0.900000%
60689DU35
Certificate of Deposit
Y
2017-02-22
2017-02-22
2017-02-22
N
N
N
0.0077
6001168.86
6001168.86
0.0099
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0Q14
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0090
2995399.50
2995399.50
0.0049
N
N
N
N
NEW YORK ST HSG FIN AGY
NEW YORK ST HSG FIN AGY SINGLE FAM HOUSING REV SERIES 2016 A 0.740000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0074
1000000.00
1000000.00
0.0017
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RP12
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-02-01
2017-02-01
2017-02-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0068
999372.10
999372.10
0.0016
N
N
N
N
NUVEEN AMT-FREE MUNICIPAL INCOME FUND
NUVEEN AMT-FREE MUNICIPAL INCOME FUND SERIES 4 0.840000%
670657857
549300OTYQOOXS64NI63
US6706578571
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2026-09-11
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0084
1000000.00
1000000.00
0.0017
N
N
Y
N
NUVEEN QUALITY INCOME MUNICIPAL FUND
NUVEEN QUALITY INCOME MUNICIPAL FUND SERIES 3 0.880000%
67066V853
549300SCLWG42TGZI008
US67066V8533
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2026-09-11
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0088
1000000.00
1000000.00
0.0017
N
N
Y
N
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND SERIES 8 0.870000%
67066Y832
US67066Y8324
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2026-11-06
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0087
1000000.00
1000000.00
0.0017
N
N
Y
N
NUVEEN DIVIDEND ADVANTAGE MUNICIPAL FUND
NUVEEN DIVIDEND ADVANTAGE MUNICIPAL FUND SERIES 2 0.870000%
67070X879
549300RDIO25ZNWCOA97
US67070X8790
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2040-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0087
1000000.00
1000000.00
0.0017
N
N
Y
N
NUVEEN DIVIDEND ADVANTAGE MUNICIPAL FUND
NUVEEN DIVIDEND ADVANTAGE MUNICIPAL FUND SERIES 1 0.870000%
67070X887
549300RDIO25ZNWCOA97
US67070X8873
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2040-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0087
1000000.00
1000000.00
0.0017
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.218900%
67984RBX6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-01-09
2017-02-08
2017-02-08
N
Y
Royal Bank of Canada
1.0000
N
0.0071
7004718.07
7004718.07
0.0116
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.700000%
69033LNY1
Certificate of Deposit
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0070
2000001.02
2000001.02
0.0033
N
Y
Y
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034ASF0
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-05-15
2017-05-15
2017-05-15
N
N
N
0.0119
5973072.00
5973072.00
0.0099
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JPG3
Asset Backed Commercial Paper
Y
2017-02-16
2017-02-16
2017-02-16
N
Y
BNP Paribas SA
1.0000
N
0.0074
1998040.00
1998040.00
0.0033
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LQD7
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-03-13
2017-03-13
2017-03-13
N
Y
Barclays Bank Plc
1.0000
N
0.0111
1995490.20
1995490.20
0.0033
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.080000%
83050FNB3
0000917311
Certificate of Deposit
Y
2017-05-02
2017-05-02
2017-05-02
N
N
N
0.0081
1000928.41
1000928.41
0.0017
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.044500%
83050FNJ6
0000917311
Certificate of Deposit
Y
2017-01-04
2017-05-04
2017-05-04
N
N
N
0.0100
2001242.02
2001242.02
0.0033
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LPE9
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2017-02-14
2017-02-14
2017-02-14
N
Y
BNP Paribas SA
1.0000
N
0.0081
3995870.40
3995870.40
0.0066
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
STATE STREET BANK AND TRUST COMPANY 1.306100%
8574P1KP0
571474TGEMMWANRLN572
Certificate of Deposit
Y
2017-01-25
2017-01-25
2017-01-25
N
N
N
0.0066
6002802.06
6002802.06
0.0099
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.000000%
86563Q5C0
Certificate of Deposit
Y
2017-01-09
2017-01-09
2017-01-09
N
N
N
0.0057
2000238.42
2000238.42
0.0033
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.250000%
86563YAX1
Certificate of Deposit
Y
2017-02-03
2017-02-03
2017-02-03
N
N
N
0.0065
7004043.97
7004043.97
0.0116
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.234500%
86563YJU8
Certificate of Deposit
Y
2017-01-03
2017-05-03
2017-05-03
N
N
N
0.0114
2001534.02
2001534.02
0.0033
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.336200%
86563YMK6
Certificate of Deposit
Y
2017-01-19
2017-06-19
2017-06-19
N
N
N
0.0127
2000932.02
2000932.02
0.0033
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.950000%
86564EHX7
Certificate of Deposit
Y
2017-01-12
2017-01-12
2017-01-12
N
N
N
0.0058
5000669.05
5000669.05
0.0083
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.950000%
86564EHY5
Certificate of Deposit
Y
2017-01-13
2017-01-13
2017-01-13
N
N
N
0.0058
7000997.57
7000997.57
0.0116
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.150000%
86958JAR0
0001448613
Certificate of Deposit
Y
2017-02-15
2017-02-15
2017-02-15
N
N
N
0.0068
4002451.24
4002451.24
0.0066
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 0.550000%
87019UVG1
Certificate of Deposit
Y
2017-01-06
2017-01-06
2017-01-06
N
N
N
0.0056
9000000.00
9000000.00
0.0149
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.010000%
89113WAP1
Certificate of Deposit
Y
2017-02-13
2017-02-13
2017-02-13
N
N
N
0.0075
4001274.44
4001274.44
0.0066
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.166700%
89113WFM3
Certificate of Deposit
Y
2017-01-03
2017-02-01
2017-02-01
N
N
N
0.0068
2001152.02
2001152.02
0.0033
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.950000%
89113WQU3
Certificate of Deposit
Y
2017-03-13
2017-03-13
2017-03-13
N
N
N
0.0092
5000308.05
5000308.05
0.0083
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.970000%
89113WQZ2
Certificate of Deposit
Y
2017-03-17
2017-03-17
2017-03-17
N
N
N
0.0094
3000182.43
3000182.43
0.0050
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.970000%
89113WRM0
Certificate of Deposit
Y
2017-03-17
2017-03-17
2017-03-17
N
N
N
0.0094
2000121.82
2000121.82
0.0033
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.080000%
89113WTC0
Certificate of Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0110
4000000.00
4000000.00
0.0066
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GS98
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-05-09
2017-05-09
2017-05-09
N
N
N
0.0097
4982540.50
4982540.50
0.0082
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GUA2
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-07-10
2017-07-10
2017-07-10
N
N
N
0.0116
2981456.10
2981456.10
0.0049
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.190000%
90275DBZ2
Certificate of Deposit
Y
2017-02-02
2017-02-02
2017-02-02
N
N
N
0.0050
3001952.73
3001952.73
0.0050
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.270000%
90275DCP3
Certificate of Deposit
Y
2017-03-09
2017-03-09
2017-03-09
N
N
N
0.0066
1001156.91
1001156.91
0.0017
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PPH8
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-02-17
2017-02-17
2017-02-17
N
N
N
0.0066
999104.40
999104.40
0.0016
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PR60
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0103
1994449.40
1994449.40
0.0033
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.723800%
912828M23
US912828M235
U.S. Treasury Debt
Y
2017-01-03
2017-10-31
2017-10-31
N
N
N
0.0055
3004401.00
3004401.00
0.0050
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.400000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.40_0530
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
DRIVE AUTO RECV TR 2016-A D 20230515 4.8
2023-05-15
4.850000
1634862.00
1660977.01
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.021800
17166.00
15037.31
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-8 A-5 20400125 FLT
2040-01-25
1.051800
240752.00
221077.76
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.356100
11952.00
11573.10
Asset-Backed Securities
MORGAN STANLEY FR 3.7%102324
IGJSJL3JD5P30I6NJZ34
2024-10-23
3.700000
67000.00
68063.03
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT4.3%26
MLU0ZO3ML4LN2LL2TL39
2026-03-08
4.300000
6022.00
6304.30
Corporate Debt Securities
PFIZER INC SR GLBL NT2.2%21
765LHXWGK1KXCLTFYQ30
2021-12-15
2.200000
772.00
770.97
Corporate Debt Securities
BANK OF MONTREAL FR 1.9%082721
NQQ6HPCNCCU6TUTQYE16
2021-08-27
1.900000
344000.00
335084.09
Corporate Debt Securities
GOLDMAN SACHS GROUP, INC. (THE)
784F5XWPLTWKTBV3E584
2027-10-28
2.640400
113356.00
116078.89
Corporate Debt Securities
AMERICAN INTL GROUP INC JR SB DB 6.25%87
ODVCVCQG2BP6VHV36M30
2087-03-15
6.250000
100000.00
102322.92
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP SR NT 5.6%44
88CPW63VL7KHJWS0NY83
2044-04-01
5.600000
84000.00
81738.25
Corporate Debt Securities
AI REG S KING GEORGE ROYALTY TRUST 20
2029-08-15
0.00
906312.00
989769.74
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 5%42
549300PDHUGWPWGOT525
2042-08-15
5.000000
33000.00
32026.17
Corporate Debt Securities
EXELON CORP SR GLBL NT 25
3SOUA6IRML7435B56G12
2025-06-15
3.950000
922237.00
945132.30
Corporate Debt Securities
TIME WARNER INC
KNG3XRAA0RHN9H62OK76
2026-01-15
3.875000
16000.00
16031.61
Corporate Debt Securities
COOPERATIEVE CENTRALE RAIFFEIS SUB NT 4.375%25
DG3RU1DBUFHT4ZF9WN62
2025-08-04
4.375000
747000.00
777427.59
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 25
PY6ZZQWO2IZFZC3IOL08
2025-11-16
3.375000
2000.00
1987.95
Corporate Debt Securities
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-4
2046-07-10
5.695000
123025.00
85041.41
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-IQ14 A-4 20490415 FLT
5493007NPTW49ZOONV52
2049-04-15
5.692000
376603.00
280607.16
Private Label Collateralized Mortgage Obligations
CORE INDL TR 2015-WEST B 20370212 3.5
549300JSG3BPDMG8DT46
2037-02-12
3.574000
7850.00
7897.79
Private Label Collateralized Mortgage Obligations
BBCMS TR 2015 MSQ
2032-09-15
3.593000
1730.00
1759.95
Private Label Collateralized Mortgage Obligations
Y
2017-03-30
2017-03-30
2017-05-30
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0140
5003795.50
5003795.50
0.0083
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.190000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_1.19_0203
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LSTAR SECS INVEST LTD 2015-8 B 20200803 FLT
549300VKUKS9UZ8LWR32
2020-08-03
0.00
5387077.00
4600000.74
Asset-Backed Securities
Y
2017-02-03
2017-02-03
2017-03-09
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
1.0000
35
N
N
N
0.0119
4002137.20
4002137.20
0.0066
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.860000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_0.86_0104
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BCM 2001-A M1
2030-12-15
7.935000
1095000.00
1151174.99
Asset-Backed Securities
Y
2017-01-04
2017-01-04
2017-01-04
N
Y
Credit Suisse AG
1.0000
N
0.0086
1000008.90
1000008.90
0.0017
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.500000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.50_0103
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-05-01
3.000000
592796.00
489428.17
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-04-01
4.000000
8391955.00
5603782.81
Agency Mortgage-Backed Securities
FNMS 04.500 CIAE0706
2026-01-01
4.500000
30767049.00
7297533.39
Agency Mortgage-Backed Securities
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
13000000.00
13000000.00
0.0215
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LN31
Asset Backed Commercial Paper
Y
2017-01-03
2017-01-03
2017-01-03
N
Y
Natixis SA
1.0000
N
0.0076
1999831.20
1999831.20
0.0033
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LP70
Asset Backed Commercial Paper
Y
2017-02-07
2017-02-07
2017-02-07
N
Y
Natixis SA
1.0000
N
0.0096
998965.40
998965.40
0.0016
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KQL9
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-03-20
2017-03-20
2017-03-20
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0091
4989911.00
4989911.00
0.0082
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.410000%
VYVVCKR63DVZZN70PB21
0000072971
927CYE007_1.41_0501
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT XLIX LLC 2016-NPL9 A-1 20460925 FLT
2046-09-25
3.500000
1094237.00
1060978.20
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
2496418.00
2413479.85
Asset-Backed Securities
Y
2017-04-04
2017-04-04
2017-05-01
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0141
3001708.50
3001708.50
0.0050
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.500000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.50_0103
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA REMIC TRUST 2002-14 A1 20420125 7.0
2042-01-25
7.000000
6190.00
405.27
Agency Collateralized Mortgage Obligation
UNITED STATES TREASURY
2017-11-30
2.250000
10059200.00
10200073.02
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-01-05
0.00
100.00
99.99
U.S. Treasuries (including strips)
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
10000000.00
10000000.00
0.0165
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.820000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_0.82_0104
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RASC SERIES TRUST 2006-KS5 A-4 20360725 FLT
2036-07-25
1.016100
32066.00
26441.60
Asset-Backed Securities
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
6.134200
6165656.00
6870402.81
Private Label Collateralized Mortgage Obligations
FANNIE MAE CONNECTICUT AVENUE SECURITIES,SERIES
2029-01-25
4.842000
4107.00
4256.54
Private Label Collateralized Mortgage Obligations
Y
2017-01-04
2017-01-04
2017-01-04
N
N
N
0.0082
6000038.40
6000038.40
0.0099
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.998900%
0000008565
930GVE006
Certificate of Deposit
Y
2017-01-09
2017-06-08
2017-06-08
N
N
N
0.0107
1999356.36
1999356.36
0.0033
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.960000%
0000008565
930HCJ004
Certificate of Deposit
Y
2017-01-09
2017-01-09
2017-01-09
N
N
N
0.0049
8001048.08
8001048.08
0.0132
N
N
Y
N
DNB NOR BANK ASA (LONDON BRANCH)
DNB NOR BANK ASA (LONDON BRANCH) 1.160000%
0001498632
930HYR002
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0094
1000573.94
1000573.94
0.0017
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.190000%
0000008565
930MGL004
Certificate of Deposit
Y
2017-04-19
2017-04-19
2017-04-19
N
N
N
0.0099
4002396.12
4002396.12
0.0066
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 1.230000%
MP6I5ZYZBEU3UXPYFY54
0001050258
930NNT007
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0099
2001265.96
2001265.96
0.0033
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 0.940000%
0001142175
930QRW009
Certificate of Deposit
Y
2017-03-07
2017-03-07
2017-03-07
N
N
N
0.0091
3000141.63
3000141.63
0.0050
N
N
N
N
TORONTO DOMINION BANK (LONDON BRANCH)
TORONTO DOMINION BANK (LONDON BRANCH) 1.190000%
0000947263
931AFG001
Certificate of Deposit
Y
2017-02-23
2017-02-23
2017-02-23
N
N
N
0.0082
4002249.20
4002249.20
0.0066
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.250000%
0000859994
931ATL005
Certificate of Deposit
Y
2017-02-27
2017-02-27
2017-02-27
N
N
N
0.0092
5002704.80
5002704.80
0.0083
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.220000%
0000319432
931EGP002
Certificate of Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0109
6002087.34
6002087.34
0.0099
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.020000%
0001142175
931EXM000
Certificate of Deposit
Y
2017-02-01
2017-02-01
2017-02-01
N
N
N
0.0072
2000552.16
2000552.16
0.0033
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.150000%
0000859994
931FGT001
Certificate of Deposit
Y
2017-04-25
2017-04-25
2017-04-25
N
N
N
0.0106
4001217.48
4001217.48
0.0066
N
N
N
N
SOCIETE GENERALE (LONDON BRANCH)
SOCIETE GENERALE (LONDON BRANCH) 0.900000%
0000865845
931FLG003
Certificate of Deposit
Y
2017-02-02
2017-02-02
2017-02-02
N
N
N
0.0053
1000347.41
1000347.41
0.0017
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.301100%
94989RAA6
KB1H1DSPRFMYMCUFXT09
US94989RAA68
0000827124
Certificate of Deposit
Y
2017-01-17
2017-10-16
2017-10-16
N
N
N
0.0127
17018836.00
17018836.00
0.0281
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.090000%
94989RAH1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-04-24
2017-04-24
2017-04-24
N
N
N
0.0100
1000280.11
1000280.11
0.0017
N
N
N
N
WESTERN ASSET MANAGED MUNICIPALS FUND INC
WESTERN ASSET MANAGED MUNICIPALS FUND INC SERIES 1 0.860000%
95766M709
549300HVO8EY2T8K4F73
US95766M7092
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2045-03-04
Y
Citibank NA
1.0000
7
N
N
N
0.0086
1000000.00
1000000.00
0.0017
N
N
Y
N
WESTERN ASSET INTERMEDIATE MUNI FUND INC
WESTERN ASSET INTERMEDIATE MUNI FUND INC SERIES 1 0.860000%
958435307
5493000MG5MROBD48K57
US9584353075
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2045-02-25
Y
Citibank NA
1.0000
7
N
N
N
0.0086
1000000.00
1000000.00
0.0017
N
N
Y
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.050000%
96121T2A5
Certificate of Deposit
Y
2017-04-20
2017-04-20
2017-04-20
N
N
N
0.0105
4999995.50
4999995.50
0.0083
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.820000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.82_0103
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
INVITATION HOMES 2014 SFR1 TR
2031-06-19
3.986200
226334.00
226643.68
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 E 20520418 5.6
2052-04-18
5.639000
922397.00
923452.50
Asset-Backed Securities
WELLS FARGO COML TR 2016-C32 B 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
4.721000
86.00
87.27
Private Label Collateralized Mortgage Obligations
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0082
1000004.20
1000004.20
0.0017
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.820000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_0.82_0105
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
INVITATION HOMES 2014 SFR1 TR
2031-06-19
3.986200
3445836.00
3450550.81
Asset-Backed Securities
Y
2017-01-05
2017-01-05
2017-01-05
N
N
N
0.0082
3000026.10
3000026.10
0.0050
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.500000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.50_0103
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBE1431
2046-12-01
3.000000
12287936.00
12188437.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC5885
2046-05-01
3.500000
16414204.00
16099554.18
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-06-01
4.000000
16418423.00
697807.52
Agency Mortgage-Backed Securities
FNMS 04.500 CI357378
2018-05-01
4.500000
16577335.00
159177.77
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-10-01
5.500000
16593483.00
630470.55
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-07-01
4.500000
16511693.00
790280.98
Agency Mortgage-Backed Securities
05.500 FGPC G08179 G
2037-02-01
5.500000
12484918.00
636005.08
Agency Mortgage-Backed Securities
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
30000000.00
30000000.00
0.0495
N
Y
Y
N
YMCA OF THE NORTHWOODS
YMCA OF THE NORTHWOODS SERIES VRDN 0.810000%
98752VAA3
US98752VAA35
Variable Rate Demand Note
Y
2017-01-06
2017-01-06
2054-05-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0081
3645000.00
3645000.00
0.0060
N
N
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.460000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.46_0307
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ABS CHASE FUNDING TRUST 2003-3
2033-01-25
1.656100
12500000.00
3242238.61
Asset-Backed Securities
BCM 2001-A M1
2030-12-15
7.935000
8095000.00
8510284.51
Asset-Backed Securities
MSAC 2005-HE2 M3
2035-01-25
1.476100
6000000.00
917464.61
Asset-Backed Securities
144A OCT21 2014-1A E
2026-11-14
6.917000
1280000.00
1135094.15
Asset-Backed Securities
Y
2017-03-07
2017-03-07
2017-03-07
Y
Credit Suisse Securities (USA) LLC
1.0000
67
N
Y
Credit Suisse AG
1.0000
N
0.0146
12012380.40
12012380.40
0.0198
N
N
N
Y
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.670000%
0000926171
ATD0J8DH4
Non-Negotiable Time Deposit
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0067
5999998.50
5999998.50
0.0099
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
ATD0J8XS8
Non-Negotiable Time Deposit
Y
2017-01-04
2017-01-04
2017-01-04
N
N
N
0.0069
3000004.95
3000004.95
0.0050
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.510000%
0000833029
ATD0JA3Z0
Non-Negotiable Time Deposit
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0052
7999927.20
7999927.20
0.0132
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.610000%
0000859994
ATD0JA422
Non-Negotiable Time Deposit
Y
2017-01-06
2017-01-06
2017-01-06
N
N
N
0.0062
2999966.70
2999966.70
0.0050
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.510000%
0000917311
ATD0JA430
Non-Negotiable Time Deposit
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0052
3999963.60
3999963.60
0.0066
N
Y
Y
N
SUNTRUST BANK (CAYMAN ISLANDS BRANCH)
SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.530000%
IYDOJBGJWY9T8XKCSX06
0001335407
ATD0JA497
Non-Negotiable Time Deposit
Y
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0054
2999976.00
2999976.00
0.0050
N
Y
Y
N
The Charles Schwab Family of Funds
2017-01-09
Mark Fischer
Mark Fischer
Chief Financial Officer