0001145549-17-002100.txt : 20170307 0001145549-17-002100.hdr.sgml : 20170307 20170307165121 ACCESSION NUMBER: 0001145549-17-002100 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170228 FILED AS OF DATE: 20170307 DATE AS OF CHANGE: 20170307 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: 17672614 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Premier Shares SWAXX C000038267 Ultra Shares SNAXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2017-02-28 0000857156 S000004508 4 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 44 63 2411552918.37 2823965589.94 3312381135.99 2233710661.57 5040727096.20 5334151938.06 5479341217.74 5406970083.30 0.00 0.1820 0.2072 0.2337 0.1570 0.3803 0.3914 0.3866 0.3800 0.0000 0.31 14360646940.22 14357340247.22 13911071.48 5796722.88 14365454596.13 14363452443.6930 1.0000 0.0098 1.0003 1.0003 1.0003 1.0004 0.0000 C000012383 25000.00 8038320143.99 8037168266.9910 1.0003 1.0003 1.0003 1.0004 0.0000 181716793.08 74336419.62 197660275.47 61143176.27 222710523.70 101428497.02 180665749.60 65274958.63 0.00 0.00 818390848.46 300077701.98 0.0056 Y Investment Advisor and its affiliates Contractual 978,631 C000012384 1000000.00 2097263062.51 2096989849.8290 1.0003 1.0003 1.0003 1.0003 0.0000 123975606.50 37418076.23 99170075.95 27516554.37 95485003.30 31149875.03 101700688.29 26491630.58 0.00 0.00 423196250.83 112514485.52 0.0066 Y Investment Advisor and its affiliates Contractual 244,592 C000012385 3000000.00 1782312732.83 1782072473.4720 1.0003 1.0003 1.0003 1.0003 0.0000 142985411.50 46707379.23 93673685.81 21814839.44 83109174.07 34824934.10 45661359.72 23020185.72 0.00 0.00 332619470.45 129476582.25 0.0074 Y Investment Advisor and its affiliates Contractual 166,673 C000038267 10000000.00 2447558656.80 2447221853.4010 1.0003 1.0003 1.0003 1.0003 0.0000 43554881.76 21529467.47 2759773.29 25296164.38 323958118.79 8121929.10 82758205.21 106650097.86 0.00 0.00 447176772.78 198157826.72 0.0077 Y Investment Advisor and its affiliates Contractual 248,976 ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.161700% 00279JKN1 Certificate of Deposit Y 2017-03-10 2017-08-10 2017-08-10 N Y Santander UK Plc 1.0000 N 0.0107 134061507.34 134061507.34 0.0093 N N N N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 0.670000% 00279JKZ4 Certificate of Deposit Y 2017-03-06 2017-03-06 2017-03-06 N Y Santander UK Plc 1.0000 N 0.0072 7999937.60 7999937.60 0.0006 N N Y N ALPINE SECURITIZATION LTD ALPINE SECURITIZATION LTD 0.000000% 02089ET66 Asset Backed Commercial Paper Y 2017-06-06 2017-06-06 2017-06-06 N Y Credit Suisse AG 1.0000 N 0.0107 2991245.40 2991245.40 0.0002 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TQ99 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2017-03-09 2017-03-09 2017-03-09 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0082 12997328.50 12997328.50 0.0009 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821TSA4 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2017-05-10 2017-05-10 2017-05-10 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0105 3991716.80 3991716.80 0.0003 N N N N BPCE SA BPCE SA 0.000000% 05571BS46 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2017-05-04 2017-05-04 2017-05-04 N N N 0.0082 35946766.80 35946766.80 0.0025 N N N N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.270000% 05572NT55 Certificate of Deposit Y 2017-03-15 2017-03-15 2017-03-15 N N N 0.0066 50012730.50 50012730.50 0.0035 N N N N BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.270000% 05572NT63 Certificate of Deposit Y 2017-03-16 2017-03-16 2017-03-16 N N N 0.0066 44011889.24 44011889.24 0.0031 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.140000% 06053PSR9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-04-17 2017-04-17 2017-04-17 N N N 0.0093 110029151.10 110029151.10 0.0077 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 0.0095 97021146.97 97021146.97 0.0068 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.240000% 06053PTV9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0117 9002160.09 9002160.09 0.0006 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.230000% 06053PUA3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-07-11 2017-07-11 2017-07-11 N N N 0.0117 69013938.69 69013938.69 0.0048 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.210000% 06053PUJ4 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0119 112009857.12 112009857.12 0.0078 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.190000% 06053PUP0 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2017-08-14 2017-08-14 2017-08-14 N N N 0.0119 2999976.03 2999976.03 0.0002 N N N N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.530000% 8NAV47T0Y26Q87Y0QP81 0000065100 06399U000_0.53_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRM 2015-112 A 549300M8ZYFG0OCMTT87 2045-08-20 3.000000 82942170.00 52530000.46 Agency Collateralized Mortgage Obligation Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 51000000.00 51000000.00 0.0036 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 0.0064 4000539.64 4000539.64 0.0003 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.140000% 06417GQX9 Certificate of Deposit Y 2017-03-01 2017-06-01 2017-06-01 N N N 0.0093 29015979.29 29015979.29 0.0020 N N N N BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 1.279400% 06417GSF6 Certificate of Deposit Y 2017-03-02 2017-10-02 2017-10-02 N N N 0.0115 10008230.10 10008230.10 0.0007 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.240000% 06417GSR0 Certificate of Deposit Y 2017-07-03 2017-07-03 2017-07-03 N N N 0.0111 3001345.53 3001345.53 0.0002 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.000000% 06417JU59 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0111 1992140.20 1992140.20 0.0001 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.232200% 06417LCP0 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2017-03-21 2017-08-21 2017-08-21 N N N 0.0112 134082411.34 134082411.34 0.0093 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.220600% 06417LDX2 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2017-03-13 2018-02-13 2018-02-13 N N N 0.0120 24009096.24 24009096.24 0.0017 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.140000% 06427KHN0 Certificate of Deposit Y 2017-03-01 2017-06-01 2017-06-01 N N N 0.0093 79044714.79 79044714.79 0.0055 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 0.0071 29005982.99 29005982.99 0.0020 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.110000% 06427KN45 Certificate of Deposit Y 2017-04-17 2017-04-17 2017-04-17 N N N 0.0079 13005584.93 13005584.93 0.0009 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.240000% 06427KPG6 Certificate of Deposit Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0098 9008556.39 9008556.39 0.0006 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.650000% 06427KSE8 Certificate of Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0066 116000000.00 116000000.00 0.0081 N N Y 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 0.0078 12006366.12 12006366.12 0.0008 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.280000% 06538NGN1 Certificate of Deposit Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0084 8006040.08 8006040.08 0.0006 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.240000% 06538NJP3 Certificate of Deposit Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0084 13008916.83 13008916.83 0.0009 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.240000% 06538NLG0 Certificate of Deposit Y 2017-05-22 2017-05-22 2017-05-22 N N N 0.0097 38023225.98 38023225.98 0.0026 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 0.0104 61035856.41 61035856.41 0.0042 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.330000% 06538NQA8 Certificate of Deposit Y 2017-07-06 2017-07-06 2017-07-06 N N N 0.0114 15009741.15 15009741.15 0.0010 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.330000% 06538NQL4 Certificate of Deposit Y 2017-07-12 2017-07-12 2017-07-12 N N N 0.0117 18010780.38 18010780.38 0.0013 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.330000% 06538NRW9 Certificate of Deposit Y 2017-07-20 2017-07-20 2017-07-20 N N N 0.0120 1000517.91 1000517.91 0.0001 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.340000% 06538NSL2 Certificate of Deposit Y 2017-07-18 2017-07-18 2017-07-18 N N N 0.0119 34019767.94 34019767.94 0.0024 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.380000% 06538NSW8 Certificate of Deposit Y 2017-08-03 2017-08-03 2017-08-03 N N N 0.0125 23012999.83 23012999.83 0.0016 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000% 06538NUL9 Certificate of Deposit Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0129 6001884.06 6001884.06 0.0004 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.300000% 06538NWN3 Certificate of Deposit Y 2017-08-15 2017-08-15 2017-08-15 N N N 0.0129 16000622.56 16000622.56 0.0011 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.350000% 06538NXP7 Certificate of Deposit Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0134 78003066.18 78003066.18 0.0054 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.350000% 06538NXY8 Certificate of Deposit Y 2017-09-01 2017-09-01 2017-09-01 N N N 0.0134 5000199.00 5000199.00 0.0003 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000% 06538NYD3 Certificate of Deposit Y 2017-09-08 2017-09-08 2017-09-08 N N N 0.0136 17000265.37 17000265.37 0.0012 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 0.0069 148021905.48 148021905.48 0.0103 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LQ19 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N Y Societe Generale SA 1.0000 N 0.0077 11999743.20 11999743.20 0.0008 N Y Y N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945LQD3 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2017-03-13 2017-03-13 2017-03-13 N Y Societe Generale SA 1.0000 N 0.0078 12996337.90 12996337.90 0.0009 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644AR55 Asset Backed Commercial Paper Y 2017-04-05 2017-04-05 2017-04-05 N Y Royal Bank of Canada 1.0000 N 0.0078 20983515.00 20983515.00 0.0015 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 0.0080 18982645.40 18982645.40 0.0013 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 1.190000% 07644DDC9 Asset Backed Commercial Paper Y 2017-03-01 2017-06-01 2017-06-01 N Y Royal Bank of Canada 1.0000 N 0.0093 49633926.90 49633926.90 0.0035 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LQ17 Asset Backed Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N Y Societe Generale SA 1.0000 N 0.0069 11999769.60 11999769.60 0.0008 N Y Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LQ25 Asset Backed Commercial Paper Y 2017-03-02 2017-03-02 2017-03-02 N Y Societe Generale SA 1.0000 N 0.0070 3999845.20 3999845.20 0.0003 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224LRB4 Asset Backed Commercial Paper Y 2017-04-11 2017-04-11 2017-04-11 N Y Societe Generale SA 1.0000 N 0.0084 54946419.00 54946419.00 0.0038 N N N N CAFCO LLC CAFCO LLC 0.000000% 1247P2Q15 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N Y Citibank NA 1.0000 N 0.0060 1999963.06 1999963.06 0.0001 N Y Y N CAFCO LLC CAFCO LLC 0.000000% 1247P2Q23 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-03-02 2017-03-02 2017-03-02 N Y Citibank NA 1.0000 N 0.0066 49998165.00 49998165.00 0.0035 N N Y N CAFCO LLC CAFCO LLC 0.000000% 1247P2Q72 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-03-07 2017-03-07 2017-03-07 N Y Citibank NA 1.0000 N 0.0066 49993535.00 49993535.00 0.0035 N N Y N CAFCO LLC CAFCO LLC 0.000000% 1247P2QQ0 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2017-03-24 2017-03-24 2017-03-24 N Y Citibank NA 1.0000 N 0.0068 13993653.80 13993653.80 0.0010 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TQ15 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N Y Citibank NA 1.0000 N 0.0060 18999631.59 18999631.59 0.0013 N Y 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 0.0073 68986082.70 68986082.70 0.0048 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619TVV3 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2017-08-29 2017-08-29 2017-08-29 N Y Citibank NA 1.0000 N 0.0120 23856826.66 23856826.66 0.0017 N N N N CALIFORNIA HEALTH FACILITIES FINANCING AUTH RB (KAISER PERMANENTE) SERIES 2006C 0.630000% 13033FK74 5493007RI8BUDOGHZ546 US13033FK749 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2041-06-01 Y Kaiser Permanente 1.0000 7 N N N 0.0063 10000000.00 10000000.00 0.0007 N N Y N CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH RB SERIES 2008B 0.630000% 130795SZ1 549300KTNI2GCJNX2U48 US130795SZ11 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2032-04-01 Y Kaiser Permanente 1.0000 7 N N N 0.0063 22500000.00 22500000.00 0.0016 N N Y N CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH RB (KAISER PERMANENTE) SERIES 2002B 0.630000% 130911LA6 549300KTNI2GCJNX2U48 US130911LA65 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2030-11-01 Y Kaiser Permanente 1.0000 7 N N N 0.0063 1000000.00 1000000.00 0.0001 N N Y N CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH RB (KAISER PERMANENTE) SERIES 2003B 0.630000% 130911RX0 549300KTNI2GCJNX2U48 US130911RX05 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2025-08-15 Y Kaiser Permanente 1.0000 7 N N N 0.0063 22650000.00 22650000.00 0.0016 N N Y 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 0.0081 89048167.69 89048167.69 0.0062 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.030000% 13606BCL8 0000800030 Certificate of Deposit Y 2017-03-14 2017-08-14 2017-08-14 N N N 0.0106 7999496.00 7999496.00 0.0006 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.160000% 13606BCY0 0000800030 Certificate of Deposit Y 2017-08-18 2017-08-18 2017-08-18 N N N 0.0112 6001213.26 6001213.26 0.0004 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 0.000000% 13608AUS3 2IGI19DL77OX0HC3ZE78 0000800030 Financial Company Commercial Paper Y 2017-07-26 2017-07-26 2017-07-26 N N N 0.0107 100556953.40 100556953.40 0.0070 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.229400% 13608CAN2 2IGI19DL77OX0HC3ZE78 0000800030 Financial Company Commercial Paper Y 2017-03-27 2017-07-27 2017-07-27 N N N 0.0105 26019240.26 26019240.26 0.0018 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738JRS1 Asset Backed Commercial Paper Y 2017-04-26 2017-04-26 2017-04-26 N Y Lloyds Bank Plc 1.0000 N 0.0088 14978982.00 14978982.00 0.0010 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115VQ10 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N Y Citibank NA 1.0000 N 0.0060 10999796.83 10999796.83 0.0008 N Y Y N CHARTA LLC CHARTA LLC 0.000000% 16115VT17 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2017-06-01 2017-06-01 2017-06-01 N Y Citibank NA 1.0000 N 0.0093 19952054.00 19952054.00 0.0014 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115VVN6 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2017-08-22 2017-08-22 2017-08-22 N Y Citibank NA 1.0000 N 0.0116 24859635.00 24859635.00 0.0017 N N N N CHASE BANK USA NA CHASE BANK USA NA 1.225100% 161453BS3 P75WI43B18E8SLP5FN93 Certificate of Deposit Y 2017-04-06 2017-10-06 2017-10-06 N N N 0.0112 93081468.93 93081468.93 0.0065 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.000000% 17305TEH1 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2017-03-28 2017-03-28 2017-03-28 N N N 0.0062 54015692.94 54015692.94 0.0038 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.110000% 17305TFG2 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2017-05-03 2017-05-03 2017-05-03 N N N 0.0084 3001427.13 3001427.13 0.0002 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.250000% 17305TGR7 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2017-06-12 2017-06-12 2017-06-12 N N N 0.0100 66046636.26 66046636.26 0.0046 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.320000% 17305THM7 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2017-06-22 2017-06-22 2017-06-22 N N N 0.0108 50037605.50 50037605.50 0.0035 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.220000% 17305THS4 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2017-06-05 2017-06-05 2017-06-05 N N N 0.0095 5003615.05 5003615.05 0.0003 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 0.0066 133062670.93 133062670.93 0.0093 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422CQD8 Asset Backed Commercial Paper Y 2017-03-13 2017-03-13 2017-03-13 N Y JP Morgan Securities LLC 1.0000 N 0.0074 50986428.90 50986428.90 0.0035 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422CTN3 Asset Backed Commercial Paper Y 2017-06-22 2017-06-22 2017-06-22 N Y JP Morgan Securities LLC 1.0000 N 0.0112 63772000.00 63772000.00 0.0044 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422FRS7 Asset Backed Commercial Paper Y 2017-04-26 2017-04-26 2017-04-26 N Y JP Morgan Securities LLC 1.0000 N 0.0088 76892107.60 76892107.60 0.0054 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422FTT3 Asset Backed Commercial Paper Y 2017-06-27 2017-06-27 2017-06-27 N Y JP Morgan Securities LLC 1.0000 N 0.0114 10958476.10 10958476.10 0.0008 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422FUQ7 Asset Backed Commercial Paper Y 2017-07-24 2017-07-24 2017-07-24 N Y JP Morgan Securities LLC 1.0000 N 0.0128 7958633.60 7958633.60 0.0006 N N N N COOK CNTY TAXABLE GO BONDS SERIES 2004D 0.720000% 213185FW6 5493004UMR7OX4YITE10 US213185FW60 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2030-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0072 25000000.00 25000000.00 0.0017 N N Y N DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.530000% 9J6MBOOO7BECTDTUZW19 0001074042 21599B009_0.53_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-11-30 1.625000 22118100.00 22162045.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2028-04-15 3.625000 25888100.00 52297954.90 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 73000000.00 73000000.00 0.0051 N Y Y N DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.540000% 9J6MBOOO7BECTDTUZW19 0001074042 21599B009_0.54_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2020-11-30 1.625000 69222500.00 69360035.22 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 68000000.00 68000000.00 0.0047 N Y Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.200000% 21685VSK6 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y 2017-03-20 2017-03-20 2017-03-20 N N N 0.0072 8502237.29 8502237.29 0.0006 N N N N COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA 0.000000% 21687AUH4 DG3RU1DBUFHT4ZF9WN62 Financial Company Commercial Paper Y 2017-07-17 2017-07-17 2017-07-17 N N N 0.0105 47806142.40 47806142.40 0.0033 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.080000% 22534HWA5 Certificate of Deposit Y 2017-05-10 2017-05-10 2017-05-10 N N N 0.0083 91044827.51 91044827.51 0.0063 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.670000% 22534HXN6 Certificate of Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0063 35000115.85 35000115.85 0.0024 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.670000% 22534HXT3 Certificate of Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0068 17000000.00 17000000.00 0.0012 N N Y N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.510000% 22549VB51 Certificate of Deposit Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0118 13014947.53 13014947.53 0.0009 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.360000% 22549VUH4 Certificate of Deposit Y 2017-05-08 2017-05-08 2017-05-08 N N N 0.0087 51047359.11 51047359.11 0.0036 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 0.0097 26027048.06 26027048.06 0.0018 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 0.0110 16019596.96 16019596.96 0.0011 N N N N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.500000% 1V8Y6QCX6YMJ2OELII46 0001230485 22799D001_0.50_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-11-15 2.250000 42840000.00 42790146.19 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0050 41948738.00 41948738.00 0.0029 N Y Y N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.660000% 23328AUF9 5493005PGG4HB3CD7345 0001074042 Certificate of Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0070 114999873.50 114999873.50 0.0080 N Y Y N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.660000% 23328AUG7 5493005PGG4HB3CD7345 0001074042 Certificate of Deposit Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0070 18999954.40 18999954.40 0.0013 N N Y N DNB BANK ASA DNB BANK ASA 0.000000% 2332K0Q13 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0062 6999880.30 6999880.30 0.0005 N Y Y N DNB BANK ASA DNB BANK ASA 0.000000% 2332K0UQ3 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y 2017-07-24 2017-07-24 2017-07-24 N N N 0.0104 11949386.40 11949386.40 0.0008 N N N N DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 1.170000% 23340QXM0 0001498632 Certificate of Deposit Y 2017-07-27 2017-07-27 2017-07-27 N N N 0.0104 52026770.12 52026770.12 0.0036 N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 0.900000% 25158BTK8 Certificate of Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0121 141996336.40 141996336.40 0.0099 N N Y N EMF LLC VARIABLE RATE DEMAND BONDS SERIES 2012 0.950000% 26868TAA0 US26868TAA07 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2042-06-01 Y Comerica Bank 1.0000 7 N N N 0.0095 3910000.00 3910000.00 0.0003 N N Y N EAST BATON ROUGE PARISH IDB RB (EXXONMOBIL) SERIES 2010A 0.560000% 270777AC9 US270777AC97 Variable Rate Demand Note Y 2017-03-01 2017-03-01 2035-08-01 Y Exxon Mobil Corp 1.0000 1 N N N 0.0056 60000000.00 60000000.00 0.0042 N Y 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 0.0063 3000211.23 3000211.23 0.0002 N N N N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.680000% 34959THW9 Certificate of Deposit Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0061 1000003.81 1000003.81 0.0001 N N Y N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.680000% 34959THX7 Certificate of Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0069 103000000.00 103000000.00 0.0072 N N Y N GFRE HOLDINGS, LLC VARIABLE RATE DEMAND NOTES SERIES 2009A 0.780000% 36169XAA6 US36169XAA63 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2049-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0078 1785000.00 1785000.00 0.0001 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LQ16 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 42999355.00 42999355.00 0.0030 N Y Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LQ24 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0054 42998705.70 42998705.70 0.0030 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LQ32 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0054 140993598.60 140993598.60 0.0098 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960LQ73 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0058 103988675.44 103988675.44 0.0072 N N Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346LQ25 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2017-03-02 2017-03-02 2017-03-02 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0070 49998065.00 49998065.00 0.0035 N N Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346LR32 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2017-04-03 2017-04-03 2017-04-03 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0081 16987027.30 16987027.30 0.0012 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434PR65 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2017-04-06 2017-04-06 2017-04-06 N N N 0.0073 19985056.00 19985056.00 0.0014 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434PRK4 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2017-04-19 2017-04-19 2017-04-19 N N N 0.0075 29968833.00 29968833.00 0.0021 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 0.0078 25965206.80 25965206.80 0.0018 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434PSF4 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2017-05-15 2017-05-15 2017-05-15 N N N 0.0086 2994546.90 2994546.90 0.0002 N N N N HARIRIS CNTY IDC - EXXONMOBIL POLLUTION CONTROL RB (EXXON MOBIL) SERIES 1984A 0.560000% 414190AA6 US414190AA68 Variable Rate Demand Note Y 2017-03-01 2017-03-01 2024-03-01 Y Exxon Mobil Corp 1.0000 1 N N N 0.0056 11400000.00 11400000.00 0.0008 N Y Y N HOWARD UNIVERSITY TAXABLE BONDS SERIES 2016 0.800000% 442851AA9 US442851AA93 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2031-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0080 14600000.00 14600000.00 0.0010 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0U30 Financial Company Commercial Paper Y 2017-07-03 2017-07-03 2017-07-03 N Y ING Bank NV 1.0000 N 0.0112 5976604.20 5976604.20 0.0004 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W0V13 Financial Company Commercial Paper Y 2017-08-01 2017-08-01 2017-08-01 N Y ING Bank NV 1.0000 N 0.0123 25863419.40 25863419.40 0.0018 N N N N INDIANA FINANCE AUTH REFUNDING RB (TRINITY HEALTH) SERIES 2008D1 0.620000% 455057QM4 549300PS0PAS7NDSSI20 US455057QM46 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2034-12-01 Y TRINITY HEALTH CREDIT GROUP 1.0000 7 N N N 0.0062 42695000.00 42695000.00 0.0030 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 0.0075 106859006.10 106859006.10 0.0074 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.000000% 46640PTT0 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2017-06-27 2017-06-27 2017-06-27 N N N 0.0104 7972471.20 7972471.20 0.0006 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 0.0070 97981056.60 97981056.60 0.0068 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 0.0074 58974706.70 58974706.70 0.0041 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MDD8 Asset Backed Commercial Paper Y 2017-04-12 2017-04-12 2017-04-12 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0079 17984952.00 17984952.00 0.0013 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MDE6 Asset Backed Commercial Paper Y 2017-04-13 2017-04-13 2017-04-13 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0080 49954330.00 49954330.00 0.0035 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MDK2 Asset Backed Commercial Paper Y 2017-05-24 2017-05-24 2017-05-24 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0096 4989278.00 4989278.00 0.0003 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803TCM4 Asset Backed Commercial Paper Y 2017-04-06 2017-04-06 2017-04-06 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0078 51961790.40 51961790.40 0.0036 N N N N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.680000% 51489NVW9 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0069 50999989.80 50999989.80 0.0036 N Y Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.700000% 51500LAL5 Certificate of Deposit Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0072 73999933.40 73999933.40 0.0052 N N Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.790000% 51500LAU5 Certificate of Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0080 69000000.00 69000000.00 0.0048 N N N N LINCOLN CNTY POLLUTION CTRL REFUNDING RB (EXXONMOBIL) SERIES 2014 0.560000% 533485BB3 US533485BB34 Variable Rate Demand Note Y 2017-03-01 2017-03-01 2044-10-01 Y Exxon Mobil Corp 1.0000 1 N N N 0.0056 8000000.00 8000000.00 0.0006 N Y Y N LINCOLN CNTY POLLUTION CONTROL REFUNDING RB (EXXON MOBIL) SERIES 2014 0.570000% 533485BD9 US533485BD99 Variable Rate Demand Note Y 2017-03-01 2017-03-01 2044-10-01 Y Exxon Mobil Corp 1.0000 1 N N N 0.0057 19000000.00 19000000.00 0.0013 N Y Y N LLOYDS BANK PLC LLOYDS BANK PLC 0.000000% 53943RTC3 H7FNTJ4851HG0EXQ1Z70 0001167831 Financial Company Commercial Paper Y 2017-06-12 2017-06-12 2017-06-12 N N N 0.0101 182468165.40 182468165.40 0.0127 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QQ60 Asset Backed Commercial Paper Y 2017-03-06 2017-03-06 2017-03-06 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0071 8998933.50 8998933.50 0.0006 N N Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QQ86 Asset Backed Commercial Paper Y 2017-03-08 2017-03-08 2017-03-08 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0072 48992169.80 48992169.80 0.0034 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QQ94 Asset Backed Commercial Paper Y 2017-03-09 2017-03-09 2017-03-09 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0072 7998554.40 7998554.40 0.0006 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944QS50 Asset Backed Commercial Paper Y 2017-05-05 2017-05-05 2017-05-05 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0092 22960996.60 22960996.60 0.0016 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607KQU3 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2017-03-28 2017-03-28 2017-03-28 N N N 0.0081 57963506.40 57963506.40 0.0040 N N N N MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LLC 0.000000% 56274LQ15 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0069 79998464.00 79998464.00 0.0056 N Y Y N MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LLC 0.000000% 56274LQD9 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2017-03-13 2017-03-13 2017-03-13 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0074 11996806.80 11996806.80 0.0008 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157TQL0 Asset Backed Commercial Paper Y 2017-03-20 2017-03-20 2017-03-20 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0073 52978444.90 52978444.90 0.0037 N N N N MISSISSIPPI BUSINESS FINANCE CORP IDRB (CHEVRON) SERIES 2007A 0.570000% 60528AAS3 549300DYV074JUDKBQ77 US60528AAS33 Variable Rate Demand Note Y 2017-03-01 2017-03-01 2030-12-01 Y Chevron Corp 1.0000 1 N N N 0.0057 34000000.00 34000000.00 0.0024 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.179400% 60682A3L8 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit Y 2017-03-23 2017-03-23 2017-03-23 N N N 0.0070 17005151.17 17005151.17 0.0012 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.395300% 60682A3Z7 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit Y 2017-03-08 2017-06-08 2017-06-08 N N N 0.0107 27025434.27 27025434.27 0.0019 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.330000% 60682A4R4 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit Y 2017-07-10 2017-07-10 2017-07-10 N N N 0.0113 7004981.97 7004981.97 0.0005 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.080000% 60682A4X1 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit Y 2017-05-16 2017-05-16 2017-05-16 N N N 0.0095 58015996.98 58015996.98 0.0040 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.060000% 60682A5B8 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit Y 2017-06-12 2017-06-12 2017-06-12 N N N 0.0108 10999428.77 10999428.77 0.0008 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.060000% 60682A5D4 549300DPS5RIH7XBJV62 0001021565 Certificate of Deposit Y 2017-06-13 2017-06-13 2017-06-13 N N N 0.0108 3000000.00 3000000.00 0.0002 N N N N MIZUHO SECURITIES USA INC MIZUHO SECURITIES USA INC 0.540000% 7TK5RJIZDFROZCA6XF66 0000812291 60686N005_0.54_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 03.500 FGPC Q45100 G 2046-12-01 3.500000 35145782.00 36050000.02 Agency Mortgage-Backed Securities Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 35000000.00 35000000.00 0.0024 N Y Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.300000% 60689D2T9 Certificate of Deposit Y 2017-07-18 2017-07-18 2017-07-18 N N N 0.0114 15009310.65 15009310.65 0.0010 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.320000% 60689D3D3 Certificate of Deposit Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0118 2001221.82 2001221.82 0.0001 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.100000% 60689D4A8 Certificate of Deposit Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0101 19003999.69 19003999.69 0.0013 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.222200% 60689D4L4 US60689D4L45 Certificate of Deposit Y 2017-03-17 2017-08-17 2017-08-17 N N N 0.0119 43007740.43 43007740.43 0.0030 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.300000% 60689D4X8 Certificate of Deposit Y 2017-08-28 2017-08-28 2017-08-28 N N N 0.0131 73995916.68 73995916.68 0.0052 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.100000% 60689D5B5 Certificate of Deposit Y 2017-06-13 2017-06-13 2017-06-13 N N N 0.0112 2000000.00 2000000.00 0.0001 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.377200% 60689DV42 Certificate of Deposit Y 2017-03-22 2017-05-22 2017-05-22 N N N 0.0101 30025590.30 30025590.30 0.0021 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.377200% 60689DV67 Certificate of Deposit Y 2017-03-22 2017-05-22 2017-05-22 N N N 0.0101 70059710.70 70059710.70 0.0049 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.380000% 60689DW66 Certificate of Deposit Y 2017-03-01 2017-06-01 2017-06-01 N N N 0.0108 10007800.10 10007800.10 0.0007 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.120000% 60689DZ55 Certificate of Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0072 21007978.11 21007978.11 0.0015 N N N N NRW BANK NRW BANK 0.000000% 62939LRD3 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2017-04-13 2017-04-13 2017-04-13 N N N 0.0074 999093.10 999093.10 0.0001 N N N N NRW BANK NRW BANK 0.000000% 62939LRU5 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2017-04-28 2017-04-28 2017-04-28 N N N 0.0075 128841652.50 128841652.50 0.0090 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 0.0086 55998661.60 55998661.60 0.0039 N Y Y N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E0Q63 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0086 51992512.00 51992512.00 0.0036 N N Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 0.670000% 63873NAA9 Certificate of Deposit Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0072 999997.40 999997.40 0.0001 N N Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 0.670000% 63873NAC5 Certificate of Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0072 18999927.80 18999927.80 0.0013 N N Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 0.670000% 63873NAE1 Certificate of Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0068 89000000.00 89000000.00 0.0062 N N Y N NEW YORK CITY GO BONDS FISCAL 2014 SERIES D4 0.570000% 64966LCP4 549300ABYZD2SFD5JB29 US64966LCP40 Variable Rate Demand Note Y 2017-03-01 2017-03-01 2040-08-01 Y TD Bank NA 1.0000 1 N N N 0.0057 13000000.00 13000000.00 0.0009 N Y Y N NEW YORK STATE HFA TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 0.720000% 64986U2S5 5493000LS7KCDB02O506 US64986U2S57 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2044-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0072 2700000.00 2700000.00 0.0002 N N Y N NEW YORK STATE HFA RB (625 W 57TH ST) SERIES 2016A 0.680000% 64987BML9 5493000LS7KCDB02O506 US64987BML98 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2049-05-01 Y BANK OF NEW YORK MELLON/THE 1.0000 7 N N N 0.0068 4000000.00 4000000.00 0.0003 N N Y N NEW YORK STATE URBAN DEVELOPMENT CORP STATE PERSONAL INCOME TAX RB SERIES 2004A3C 0.630000% 650035MJ4 54930039Y2EMGXN6LM88 US650035MJ48 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2033-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0063 20000000.00 20000000.00 0.0014 N N Y N NEW YORK STATE URBAN DEVELOPMENT CORP STATE PERSONAL INCOME TAX RB SERIES 2004A3D 0.630000% 650035MK1 54930039Y2EMGXN6LM88 US650035MK11 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2033-03-15 Y JPMorgan Chase Bank NA 1.0000 7 Y N Y NEW YORK STATE PERSONAL INCOME TAX BONDS Corporate Underlier 1.0000 0.0063 6000000.00 6000000.00 0.0004 N N Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RQ78 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-03-07 2017-03-07 2017-03-07 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0070 21997027.80 21997027.80 0.0015 N N Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RR77 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-04-07 2017-04-07 2017-04-07 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0073 12990010.80 12990010.80 0.0009 N N N N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RS50 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-05-05 2017-05-05 2017-05-05 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0095 38268368.30 38268368.30 0.0027 N N N N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409RV80 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2017-08-08 2017-08-08 2017-08-08 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0116 35813721.60 35813721.60 0.0025 N N N N NUVEEN CALIFORNIA AMT-FREE MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 4 0.720000% 670651603 US6706516035 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2040-12-01 Y Citibank NA 1.0000 7 N N N 0.0072 8000000.00 8000000.00 0.0006 N N Y N NUVEEN AMT-FREE QUALITY MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 4 0.760000% 670657857 549300OTYQOOXS64NI63 US6706578571 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2026-09-11 Y Barclays Bank PLC 1.0000 7 N N N 0.0076 15000000.00 15000000.00 0.0010 N N Y N NUVEEN QUALITY MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 3 0.800000% 67066V853 549300SCLWG42TGZI008 US67066V8533 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2026-09-11 Y Barclays Bank PLC 1.0000 7 N N N 0.0080 9000000.00 9000000.00 0.0006 N N Y N NUVEEN QUALITY MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.800000% 67066V879 549300SCLWG42TGZI008 US67066V8798 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2041-05-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0080 3000000.00 3000000.00 0.0002 N N Y N NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 0.770000% 67066Y709 US67066Y7094 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2040-12-01 Y Citibank NA 1.0000 7 N N N 0.0077 10000000.00 10000000.00 0.0007 N N Y N NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 8 0.790000% 67066Y832 US67066Y8324 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2026-11-06 Y Barclays Bank PLC 1.0000 7 N N N 0.0079 5000000.00 5000000.00 0.0003 N N Y N NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 6 0.770000% 67066Y865 US67066Y8654 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2040-08-01 Y Citibank NA 1.0000 7 N N N 0.0077 16000000.00 16000000.00 0.0011 N N Y N NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 4 0.760000% 67066Y881 US67066Y8811 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2042-12-01 Y Royal Bank of Canada 1.0000 7 N N N 0.0076 2000000.00 2000000.00 0.0001 N N Y N NUVEEN MUNICIPAL CREDIT INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 0.790000% 67070X879 54930078DL3R0VSYW338 US67070X8790 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2040-03-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0079 8000000.00 8000000.00 0.0006 N N Y N NUVEEN MUNICIPAL CREDIT INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.790000% 67070X887 54930078DL3R0VSYW338 US67070X8873 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2040-03-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0079 11000000.00 11000000.00 0.0008 N N Y N NUVEEN AMT-FREE MUNICIPAL CREDIT INCOME FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 0.740000% 67071L809 549300LBMO1C0IG71T03 US67071L8090 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2040-12-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0074 15000000.00 15000000.00 0.0010 N N Y N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.039400% 67984RDE6 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-03-23 2017-08-23 2017-08-23 N Y Royal Bank of Canada 1.0000 N 0.0104 50000650.00 50000650.00 0.0035 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.031100% 67985BAU7 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-03-20 2017-06-19 2017-06-19 N Y Royal Bank of Canada 1.0000 N 0.0104 134002011.34 134002011.34 0.0093 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67985X2D6 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2017-05-11 2017-05-11 2017-05-11 N Y Royal Bank of Canada 1.0000 N 0.0096 14971350.00 14971350.00 0.0010 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.950000% 69033LPZ6 Certificate of Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0072 7000315.07 7000315.07 0.0005 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.250000% 69033LSB6 Certificate of Deposit Y 2017-07-24 2017-07-24 2017-07-24 N N N 0.0114 64029088.64 64029088.64 0.0045 N N N 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 0.0086 21960010.60 21960010.60 0.0015 N N N N PHILADELPHIA GO REFUNDING BONDS SERIES 2009B 0.640000% 717813LJ6 549300IVFOPB4AG7UL47 US717813LJ69 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2031-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0064 3000000.00 3000000.00 0.0002 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JQ64 Asset Backed Commercial Paper Y 2017-03-06 2017-03-06 2017-03-06 N Y BNP Paribas SA 1.0000 N 0.0071 999881.50 999881.50 0.0001 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JSF2 Asset Backed Commercial Paper Y 2017-05-15 2017-05-15 2017-05-15 N Y BNP Paribas SA 1.0000 N 0.0098 2993825.10 2993825.10 0.0002 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582JSH8 Asset Backed Commercial Paper Y 2017-05-17 2017-05-17 2017-05-17 N Y BNP Paribas SA 1.0000 N 0.0098 52886887.40 52886887.40 0.0037 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.260000% 78009NJ72 Certificate of Deposit Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0109 50028715.50 50028715.50 0.0035 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LQ88 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-03-08 2017-03-08 2017-03-08 N Y Barclays Bank Plc 1.0000 N 0.0097 3999138.80 3999138.80 0.0003 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 0.0099 2998930.80 2998930.80 0.0002 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LRM6 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-04-21 2017-04-21 2017-04-21 N Y Barclays Bank Plc 1.0000 N 0.0112 19967702.00 19967702.00 0.0014 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LS29 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-05-02 2017-05-02 2017-05-02 N Y Barclays Bank Plc 1.0000 N 0.0116 3991880.00 3991880.00 0.0003 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LSA1 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-05-10 2017-05-10 2017-05-10 N Y Barclays Bank Plc 1.0000 N 0.0120 4988166.50 4988166.50 0.0003 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LSF0 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-05-15 2017-05-15 2017-05-15 N Y Barclays Bank Plc 1.0000 N 0.0122 5984483.40 5984483.40 0.0004 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LSG8 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-05-16 2017-05-16 2017-05-16 N Y Barclays Bank Plc 1.0000 N 0.0123 63831628.80 63831628.80 0.0044 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124LSN3 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2017-05-22 2017-05-22 2017-05-22 N Y Barclays Bank Plc 1.0000 N 0.0126 95721120.00 95721120.00 0.0067 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.080000% 83050FNB3 549300O01JBQJ46JL826 0000917311 Certificate of Deposit Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0078 51026214.51 51026214.51 0.0036 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.050000% 83050FQU8 549300O01JBQJ46JL826 0000917311 Certificate of Deposit Y 2017-03-16 2017-08-16 2017-08-16 N N N 0.0104 69008418.69 69008418.69 0.0048 N N N N STARBIRD FUNDING CORP STARBIRD FUNDING CORP 0.000000% 85520LQ16 549300A8DDPP6QJBB522 Asset Backed Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N Y BNP Paribas SA 1.0000 N 0.0071 11999741.04 11999741.04 0.0008 N Y Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.544000% 86563RQ50 Certificate of Deposit Y 2017-05-08 2017-08-07 2017-08-07 N N N 0.0107 7015113.07 7015113.07 0.0005 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.330000% 86563YND1 Certificate of Deposit Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0109 100082151.00 100082151.00 0.0070 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.350000% 86563YPW7 Certificate of Deposit Y 2017-08-07 2017-08-07 2017-08-07 N N N 0.0117 51039790.71 51039790.71 0.0036 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.350000% 86563YPX5 Certificate of Deposit Y 2017-08-08 2017-08-08 2017-08-08 N N N 0.0117 8006246.48 8006246.48 0.0006 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.050000% 86563YRF2 Certificate of Deposit Y 2017-05-26 2017-05-26 2017-05-26 N N N 0.0096 2000451.22 2000451.22 0.0001 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.970000% 86564ELZ7 US86564ELZ78 Certificate of Deposit Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0060 158009576.38 158009576.38 0.0110 N N Y N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.100000% 86564EPD2 Certificate of Deposit Y 2017-05-10 2017-05-10 2017-05-10 N N N 0.0086 38018263.18 38018263.18 0.0026 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.100000% 86564EPG5 Certificate of Deposit Y 2017-05-11 2017-05-11 2017-05-11 N N N 0.0086 2000950.82 2000950.82 0.0001 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.070000% 86958JEX3 0001448613 Certificate of Deposit Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0079 112054164.32 112054164.32 0.0078 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.220000% 86958JGP8 0001448613 Certificate of Deposit Y 2017-07-05 2017-07-05 2017-07-05 N N N 0.0104 90057600.90 90057600.90 0.0063 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.210000% 86958JHR3 0001448613 Certificate of Deposit Y 2017-07-26 2017-07-26 2017-07-26 N N N 0.0110 22009884.82 22009884.82 0.0015 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.070000% 86958JJJ9 0001448613 Certificate of Deposit Y 2017-03-15 2017-09-15 2017-09-15 N N N 0.0101 1000399.01 1000399.01 0.0001 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.160000% 86958JJN0 0001448613 Certificate of Deposit Y 2017-08-16 2017-08-16 2017-08-16 N N N 0.0117 52997906.50 52997906.50 0.0037 N N N N SWEDBANK AB (NEW YORK BRANCH) SWEDBANK AB (NEW YORK BRANCH) 0.660000% 87019UXR5 Certificate of Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0062 135000460.35 135000460.35 0.0094 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 1.177000% 88603ABL6 Asset Backed Commercial Paper Y 2017-03-06 2017-06-05 2017-06-05 N Y Royal Bank of Canada 1.0000 N 0.0094 31020274.31 31020274.31 0.0022 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.930000% 89113WQA7 Certificate of Deposit Y 2017-03-06 2017-03-06 2017-03-06 N N N 0.0062 49002528.89 49002528.89 0.0034 N N Y 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 0.0064 105011887.05 105011887.05 0.0073 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 0.0064 4000611.24 4000611.24 0.0003 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 0.0064 18002750.58 18002750.58 0.0013 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 0.0069 8003246.48 8003246.48 0.0006 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.080000% 89113WTD8 Certificate of Deposit Y 2017-04-10 2017-04-10 2017-04-10 N N N 0.0070 21009030.21 21009030.21 0.0015 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.180000% 89113WVV5 Certificate of Deposit Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0108 41016593.11 41016593.11 0.0029 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.180000% 89113WVZ6 Certificate of Deposit Y 2017-08-02 2017-08-02 2017-08-02 N N N 0.0109 106041828.66 106041828.66 0.0074 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.035600% 89113WWE2 Certificate of Deposit Y 2017-03-07 2017-08-07 2017-08-07 N N N 0.0105 94998480.00 94998480.00 0.0066 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.032800% 89113WWK8 Certificate of Deposit Y 2017-03-09 2017-08-09 2017-08-09 N N N 0.0105 49999300.00 49999300.00 0.0035 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.100000% 89113WWN2 Certificate of Deposit Y 2017-08-10 2017-08-10 2017-08-10 N N N 0.0110 15999595.20 15999595.20 0.0011 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.100000% 89113WWP7 Certificate of Deposit Y 2017-08-14 2017-08-14 2017-08-14 N N N 0.0112 1999856.80 1999856.80 0.0001 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.012200% 89113WXA9 Certificate of Deposit Y 2017-03-17 2017-08-17 2017-08-17 N N N 0.0105 19998040.00 19998040.00 0.0014 N N N N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153PQ70 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2017-03-07 2017-03-07 2017-03-07 N Y Total SA 1.0000 N 0.0067 70990612.38 70990612.38 0.0049 N N Y N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.209400% 89233ARR2 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2017-03-23 2017-08-17 2017-08-17 N N N 0.0105 146116655.46 146116655.46 0.0102 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.110600% 89233ATK5 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2017-03-13 2017-11-06 2017-11-06 N N N 0.0110 135027136.35 135027136.35 0.0094 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GSF4 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2017-05-15 2017-05-15 2017-05-15 N N N 0.0094 49900990.00 49900990.00 0.0035 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 0.0105 4980713.50 4980713.50 0.0003 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GUQ7 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2017-07-24 2017-07-24 2017-07-24 N N N 0.0108 14934238.50 14934238.50 0.0010 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233GUX2 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2017-07-31 2017-07-31 2017-07-31 N N N 0.0110 21897524.00 21897524.00 0.0015 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 1.350000% 90275DDY3 Certificate of Deposit Y 2017-08-11 2017-08-11 2017-08-11 N N N 0.0113 21020555.01 21020555.01 0.0015 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 1.350000% 90275DEB2 Certificate of Deposit Y 2017-08-14 2017-08-14 2017-08-14 N N N 0.0114 88083662.48 88083662.48 0.0061 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 1.350000% 90275DEC0 Certificate of Deposit Y 2017-08-17 2017-08-17 2017-08-17 N N N 0.0115 38035013.58 38035013.58 0.0026 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 1.062800% 90275DEW6 Certificate of Deposit Y 2017-03-09 2017-08-09 2017-08-09 N N N 0.0107 54001188.54 54001188.54 0.0038 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PR37 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0069 48967973.60 48967973.60 0.0034 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PR78 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2017-04-07 2017-04-07 2017-04-07 N N N 0.0070 21983790.40 21983790.40 0.0015 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127PV40 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2017-08-04 2017-08-04 2017-08-04 N N N 0.0112 39804796.00 39804796.00 0.0028 N N N N UNIV OF TEXAS FINANCING SYSTEM RB SERIES 2016G2 0.670000% 91514AEY7 TEHUYFNKZR6XVWLGEU86 US91514AEY73 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2045-08-01 Y UNIVERSITY OF TEXAS SYSTEM 1.0000 7 N N N 0.0067 3000000.00 3000000.00 0.0002 N N Y N UNIV OF TEXAS FINANCING SYSTEM RB SERIES 2016G1 0.670000% 91514AEZ4 TEHUYFNKZR6XVWLGEU86 US91514AEZ49 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2045-08-01 Y UNIVERSITY OF TEXAS SYSTEM 1.0000 7 N N N 0.0067 15000000.00 15000000.00 0.0010 N N 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 WACHOVIA ST LN TR 2005-1 A-6 20401025 FLT 2040-10-25 1.071800 2417070.00 2275340.08 Asset-Backed Securities HYUNDAI AUTO RECV TR 2014-A A-4 20190815 1.3 2019-08-15 1.320000 345984.00 346358.47 Asset-Backed Securities ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT 2037-08-25 1.130100 124297.00 116376.44 Asset-Backed Securities ALM VII LTD ALM VII LLC 2028-10-15 2.333700 790136.00 794448.15 Asset-Backed Securities BCAP LLC TR 2014-RR3 5A1 20361028 FLT 2036-10-28 0.853900 2349997.00 917868.09 Asset-Backed Securities CABO MINING ENTERPRISES CORP CDN 1 25 EXP 04 16 2026-07-18 2.553700 11946300.00 11966220.06 Asset-Backed Securities GCO ELF TRUST 2006-1 A-11L 20360525 FLT 2036-05-25 1.160100 1816800.00 1647132.09 Asset-Backed Securities SLM PRIV ED LN TR 2014-A B 20441115 3.5 549300XEL6YCZ2OF2E98 2044-11-15 3.500000 30789.00 30711.29 Asset-Backed Securities SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT 2042-01-25 1.177900 2987093.00 2712457.56 Asset-Backed Securities SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT 2040-10-25 1.787900 142741.00 137290.75 Asset-Backed Securities SLM STUDENT LOAN TR 2005-8 A-5 20400125 FLT 2040-01-25 1.207900 5720674.00 5321126.30 Asset-Backed Securities NELNET ED LN FDG 2005-3 A-5 20351222 FLT 2035-12-22 1.116200 9832076.00 8926044.40 Asset-Backed Securities VENTURE XV CLO LTD / VENTURE XV CLO LLC 549300UYHZCJPN3LMT03 2028-07-15 2.400000 7338108.00 7376290.62 Asset-Backed Securities BENEFIT STR PARTNERS CLO VI LTD BENEFIT STR PA 2027-04-18 2.431700 88348.00 88530.16 Asset-Backed Securities KEYCORP STUDENT LN TR 2000-B A-2 20290725 FLT 54930014YCW3N7EGPE85 2029-07-25 1.347900 11022447.00 810562.51 Asset-Backed Securities KVK CLO 2014 2 LTD KVK CLO 2014 2 LLC 2026-07-15 2.430000 11004.00 11026.37 Asset-Backed Securities GOAL CAP FDG TR 2007-1 A-5 20420325 FLT 2042-03-25 1.157100 1907193.00 1551612.95 Asset-Backed Securities BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES 2022-07-01 6.125000 1267000.00 1317550.66 Corporate Debt Securities BANK OF AMERICA FUNDING CORPORATION 9DJT3UXIJIZJI4WXO774 2048-01-20 4.443000 1601269.00 1632941.83 Corporate Debt Securities COMM 2007-C9 A-4 20491210 FLT 2049-12-10 5.792500 3013000.00 1780044.59 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2007-GG10 2045-08-10 5.865400 4190361.00 2061014.82 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-1 2-A2 20440725 FLT 549300EQ60CWY6DQ4351 2044-07-25 1.500000 8245867.00 4477115.87 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C3 A-M 20390617 FLT 2039-06-17 5.638200 1830082.00 1849821.31 Private Label Collateralized Mortgage Obligations COMM 2007-C9 AM 20491210 FLT 2049-12-10 5.650000 1426118.00 1446692.60 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 2007-IQ14 A-4 20490415 FLT 5493007NPTW49ZOONV52 2049-04-15 5.692000 1498083.00 414722.10 Private Label Collateralized Mortgage Obligations Y 2017-05-30 2017-05-30 2017-05-30 Y JP MORGAN SECURITIES LLC 1.0000 91 N N N 0.0140 52028480.40 52028480.40 0.0036 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.470000% ZBUT11V806EZRVTWT807 0001168163 921ACP006_1.47_0619 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WASATCH CLO LTD 2006 A-1B 20221114 FLT 2022-11-14 1.276200 1900000.00 1091392.05 Asset-Backed Securities COLLEGE LN CORP 2005-1 1A-4 20270425 FLT 2027-04-25 1.187900 611709.00 606790.80 Asset-Backed Securities CAPITAL AUTO RECV ABN 2016-2 D 20231120 3.1 2023-11-20 3.160000 1590000.00 1587201.95 Asset-Backed Securities CWABS INC 2005-BC5 M-2 20351225 FLT 2035-12-25 1.251100 3900000.00 3864402.77 Asset-Backed Securities HYUNDAI AUTO LEASE TR 2016-B A-2A 20181115 1.2 2018-11-15 1.240000 2170000.00 1921156.99 Asset-Backed Securities WACHOVIA ST LN TR 2005-1 A-6 20401025 FLT 2040-10-25 1.071800 2898804.00 2728826.60 Asset-Backed Securities BAYVIEW FINANCIAL AQ 2004-C M-2 20440528 FLT 2044-05-28 1.881100 2519000.00 2048524.37 Asset-Backed Securities COLLEGE LN CORP 2006-1 1A-5 20280725 FLT 2028-07-25 1.177900 2663547.00 2599286.30 Asset-Backed Securities CENT CDO 14 2007-14 D 20210415 FLT 2021-04-15 2.323200 2685000.00 2530625.65 Asset-Backed Securities SLM PRIV ED LN TR 2014-A B 20441115 3.5 549300XEL6YCZ2OF2E98 2044-11-15 3.500000 40118.00 40016.74 Asset-Backed Securities SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT 2042-01-25 1.177900 493835.00 448431.46 Asset-Backed Securities ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT 2037-08-25 1.130100 397163.00 371854.65 Asset-Backed Securities CENT CLO 18 LTD CENT CLO 18 CORP 2025-07-23 2.001800 8107046.00 8123538.37 Asset-Backed Securities KVK CLO 2014 2 LTD KVK CLO 2014 2 LLC 2026-07-15 2.430000 3185094.00 3191567.70 Asset-Backed Securities GOAL CAP FDG TR 2007-1 A-5 20420325 FLT 2042-03-25 1.157100 1653475.00 1345198.53 Asset-Backed Securities ALM VII LTD ALM VII LLC 2028-10-15 2.333700 9458157.00 9509774.66 Asset-Backed Securities WACHOVIA ST LN TR 2005-1 B 20401025 FLT 2040-10-25 1.181800 1.00 0.50 Asset-Backed Securities VENTURE XV CLO LTD / VENTURE XV CLO LLC 549300UYHZCJPN3LMT03 2028-07-15 2.400000 15281941.00 15361458.04 Asset-Backed Securities CABO MINING ENTERPRISES CORP CDN 1 25 EXP 04 16 2026-07-18 2.553700 1513083.00 1515606.02 Asset-Backed Securities GE CAPITAL TRUST I SUB PFD TR 67 2067-11-15 6.375000 27000.00 28033.82 Corporate Debt Securities CITIGROUP INC SUB NT 4.6%26 6SHGI4ZSSLCXXQSBB395 2026-03-09 4.600000 4529980.00 4800575.83 Corporate Debt Securities BANK OF AMERICA FUNDING CORPORATION 9DJT3UXIJIZJI4WXO774 2048-01-20 4.443000 2571551.00 2622415.85 Corporate Debt Securities LB CMBS 2007-C3 A-4 20440715 FLT 2044-07-15 5.917900 3107000.00 2234590.66 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-1 2-A2 20440725 FLT 549300EQ60CWY6DQ4351 2044-07-25 1.500000 78790.00 42779.24 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECURITIES TRUST 2007-GG10 2045-08-10 5.865400 51404.00 25282.88 Private Label Collateralized Mortgage Obligations CREDIT SUISSE COMM MTG TRUST 2049-01-15 5.615000 11184000.00 7464951.14 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 2007-C3 A-M 20390617 FLT 2039-06-17 5.638200 1869078.00 1889237.92 Private Label Collateralized Mortgage Obligations COMM 2007-C9 AM 20491210 FLT 2049-12-10 5.650000 423885.00 430000.39 Private Label Collateralized Mortgage Obligations Y 2017-05-30 2017-05-30 2017-06-19 Y JP MORGAN SECURITIES LLC 1.0000 91 N N N 0.0147 68055012.00 68055012.00 0.0047 N N N Y MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.290000% 8NAV47T0Y26Q87Y0QP81 0000065100 921ACQ004_1.29_0508 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 76936623.00 64400000.25 Asset-Backed Securities Y 2017-04-04 2017-04-04 2017-05-08 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 N N N 0.0129 56030139.20 56030139.20 0.0039 N N N Y CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.860000% 1V8Y6QCX6YMJ2OELII46 0001230485 921AER000_0.86_0307 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COVENANT CREDIT FLT 10/26 2026-10-17 6.773100 6250000.00 5324412.88 Asset-Backed Securities Z CAPITAL FLT 07/27 2027-07-16 7.473100 4850000.00 4279873.46 Asset-Backed Securities RASC 2035-12-25 1.218300 1185611.00 949665.08 Asset-Backed Securities CXHE 2004-C M3 2034-06-25 1.783300 14450000.00 2055795.02 Asset-Backed Securities CONN'S 12% 04/20 549300Q6EGB22TI0H366 2020-04-15 12.000000 13380000.00 13828229.41 Asset-Backed Securities OCP CLO 2014-5 FLT 04/26 2026-04-26 6.133700 7000000.00 5871769.49 Asset-Backed Securities MSAC 2005-HE2 M3 2035-01-25 1.498300 6000000.00 934753.33 Asset-Backed Securities VENTURE XXI CLO FLT 07/27 5493001C8B2BF8JNTO68 2027-07-15 7.621700 5250000.00 4789420.05 Asset-Backed Securities CXHE 2005-A M3 2035-01-25 1.603300 4000000.00 541062.53 Asset-Backed Securities 144A JTWN 2014-5A F 549300J8XCULR2IX5L98 2027-01-17 6.873100 3000000.00 2410907.33 Asset-Backed Securities OCP CLO 2015-10 FLT 10/27 2027-10-26 8.383700 1000000.00 926718.53 Asset-Backed Securities MASTR FLT 07/35 2035-07-25 2.478300 465000.00 269038.49 Asset-Backed Securities CSFB 2005-5 2035-07-25 0.050000 66486866.00 10566.15 Asset-Backed Securities GSAA 2006-2 1A2 2035-12-25 1.318300 16482000.00 3810391.97 Asset-Backed Securities Y 2017-03-07 2017-03-07 2017-03-07 N Y Credit Suisse AG 1.0000 N 0.0086 40001332.00 40001332.00 0.0028 N N Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.520000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_0.52_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-11-30 2.125000 70849700.00 71094423.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 15667100.00 15581839.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 2.500000 27600.00 25083.19 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0052 85000000.00 85000000.00 0.0059 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.530000% L3I9ZG2KFGXZ61BMYR72 0001041839 924HZZ001_0.53_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-09-20 4.000000 46361207.00 30902948.05 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2019-08-15 8.125000 6992300.00 8157691.38 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 38000000.00 38000000.00 0.0026 N Y Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LRQ6 Asset Backed Commercial Paper Y 2017-04-24 2017-04-24 2017-04-24 N Y Natixis SA 1.0000 N 0.0113 49913835.00 49913835.00 0.0035 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LSG7 Asset Backed Commercial Paper Y 2017-05-16 2017-05-16 2017-05-16 N Y Natixis SA 1.0000 N 0.0123 10971061.20 10971061.20 0.0008 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512LT50 Asset Backed Commercial Paper Y 2017-06-05 2017-06-05 2017-06-05 N Y Natixis SA 1.0000 N 0.0106 8967917.25 8967917.25 0.0006 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 0.0096 38979158.40 38979158.40 0.0027 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.570000% VYVVCKR63DVZZN70PB21 0000072971 927CYE007_1.57_0726 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VOLT XLVIII LLC 2016-NPL8 A-2 20460725 FLT 2046-07-25 6.125000 17804251.00 17537319.28 Asset-Backed Securities PROGRESS RESI TR 2015-SFR2 F 20320614 5.0 2032-06-14 5.069000 18601975.00 18392533.30 Asset-Backed Securities Y 2017-06-05 2017-06-05 2017-07-26 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0157 31012737.90 31012737.90 0.0022 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.580000% VYVVCKR63DVZZN70PB21 0000072971 927CYE007_1.58_0815 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CGG VERITAS SR NT 6.5%21 969500FCVQ5SLAAUJV59 2021-06-01 6.500000 4963000.00 2447792.96 Corporate Debt Securities ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20 ES7IP3U3RHIGC71XBU11 2020-02-04 0.00 437000.00 558835.60 Corporate Debt Securities MORGAN STANLEY SR IDX ZRO LKD17 IGJSJL3JD5P30I6NJZ34 2017-08-04 0.00 92000.00 92726.80 Corporate Debt Securities CORPORATE FIN MANAGERS INC VAR NT 43 2043-02-02 0.770000 18230000.00 18240527.82 Corporate Debt Securities ROYAL BK CDA SR IDX ZRO LKD17 ES7IP3U3RHIGC71XBU11 2017-03-06 0.00 212000.00 268879.60 Corporate Debt Securities ROYAL BK CDA SR IDX ZRO LKD18 ES7IP3U3RHIGC71XBU11 2018-02-05 0.00 22000.00 27231.60 Corporate Debt Securities ROYAL BK CDA SR IDX ZRO LKD18 ES7IP3U3RHIGC71XBU11 2018-01-03 0.00 129000.00 117622.20 Corporate Debt Securities ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19 2019-11-04 0.00 132000.00 157132.80 Corporate Debt Securities ROYAL BK OF CDA BD CDS SR IDX ZRO LKD17 ES7IP3U3RHIGC71XBU11 2017-03-06 0.00 581000.00 811657.00 Corporate Debt Securities TORONTO DOMINION BANK SR IDX ZRO LKD18 PT3QB789TSUIDF371261 2018-05-04 0.00 1815000.00 2026266.00 Corporate Debt Securities ROYAL BK CDA SR IDX ZRO LKD17 ES7IP3U3RHIGC71XBU11 2017-12-04 0.00 25000.00 23632.50 Corporate Debt Securities ROYAL BK CDA SR IDX ZRO LKD17 ES7IP3U3RHIGC71XBU11 2017-12-04 0.00 262000.00 239415.60 Corporate Debt Securities ROYAL BK CDA SR IDX ZRO LKD17 ES7IP3U3RHIGC71XBU11 2017-10-03 0.00 412000.00 523569.60 Corporate Debt Securities ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20 ES7IP3U3RHIGC71XBU11 2020-03-04 0.00 223000.00 279753.50 Corporate Debt Securities EDUCATIONAL MGMT COR TAXDEM-03 VAR23 2023-04-01 1.053400 755000.00 755596.51 Corporate Debt Securities CENTRAL MICHIGANINNS CAPITAL LLC 2030-04-01 0.870000 135000.00 135088.09 Corporate Debt Securities CGG SA SR NT 6.875%22 969500FCVQ5SLAAUJV59 2022-01-15 6.875000 2284000.00 1117930.76 Corporate Debt Securities MINING GROUP LLC TAXDEM-06 VAR 29 2029-06-01 1.053400 855000.00 855675.52 Corporate Debt Securities EMDEON INC SR 144A NT 6%21 549300DZRL05HH2XD936 2021-02-15 6.000000 3485000.00 3793132.09 Corporate Debt Securities SEADRILL LTD SR 144A NT 20 213800LZ4WWG15NAC829 2020-09-15 6.625000 1364000.00 579695.27 Corporate Debt Securities COMM MTG TR 2016-DC2 D 20490212 FLT 2049-02-12 3.892600 5957815.00 4180338.55 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2016-C37 D 20491217 FLT 549300TRQQDPEF728F16 2049-12-17 3.194900 11411281.00 7971814.92 Private Label Collateralized Mortgage Obligations Y 2017-06-05 2017-06-05 2017-08-15 Y WELLS FARGO SECURITIES LLC 1.0000 97 N N N 0.0158 39016188.90 39016188.90 0.0027 N N N Y BANK OF MONTREAL BANK OF MONTREAL 0.520000% NQQ6HPCNCCU6TUTQYE16 0000009622 927RLB004_0.52_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-11-30 1.750000 6218000.00 6215761.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 1.375000 14234600.00 14184565.15 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0052 20000000.00 20000000.00 0.0014 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.520000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_0.52_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2019-11-30 1.000000 1025500.00 1016819.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-31 0.625000 18329500.00 18320903.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-02-15 2.750000 84574900.00 87760630.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-03 0.00 3300.00 3291.08 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0052 105000000.00 105000000.00 0.0073 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.530000% R0MUWSFPU8MPRO8K5P83 0001197610 928DZM005_0.53_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2016-66 AB 549300M8ZYFG0OCMTT87 2034-08-20 6.578000 6200000.00 6499243.45 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-05-15 5.546000 2616216.00 955465.93 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-08-15 7.000000 15.00 1.16 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-02-15 6.000000 165.00 14.33 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-18 A1 20421225 6.5 2042-12-25 6.500000 4.00 0.34 Agency Collateralized Mortgage Obligation Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-06-25 6.500000 9.00 0.88 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-14 A1 20420125 7.0 2042-01-25 7.000000 483.00 31.80 Agency Collateralized Mortgage Obligation GNRA 2008-27 FC 549300M8ZYFG0OCMTT87 2038-03-20 1.460500 61377599.00 3540132.35 Agency Collateralized Mortgage Obligation GNRA 2016-61 TW 549300M8ZYFG0OCMTT87 2040-04-20 6.330000 2996486.00 3047738.60 Agency Collateralized Mortgage Obligation GNRA 2015-113 WA 549300M8ZYFG0OCMTT87 2039-04-20 6.969000 3000000.00 2515874.89 Agency Collateralized Mortgage Obligation GNRA 2015-10 W 549300M8ZYFG0OCMTT87 2039-07-20 6.403000 7695173.00 6166330.28 Agency Collateralized Mortgage Obligation GNRA 2014-102 AW 549300M8ZYFG0OCMTT87 2039-08-20 6.260000 8000000.00 5181277.23 Agency Collateralized Mortgage Obligation GNRA 2013-133 KQ 549300M8ZYFG0OCMTT87 2038-08-20 7.304000 5000000.00 3019649.51 Agency Collateralized Mortgage Obligation GNRA 2008-27 FA 549300M8ZYFG0OCMTT87 2038-03-20 1.310500 1145.00 60.52 Agency Collateralized Mortgage Obligation GNMA 2042-03-20 3.000000 1006.00 232.79 Agency Mortgage-Backed Securities GNMA 2018-02-15 10.000000 86914.00 81.76 Agency Mortgage-Backed Securities GNMA 2018-01-15 10.000000 109320.00 0.63 Agency Mortgage-Backed Securities GNMA 2025-06-20 2.125000 3.00 0.01 Agency Mortgage-Backed Securities 04.000 FGPC Q25542 G 2044-04-01 4.000000 1289.00 905.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-04-01 4.000000 18708976.00 11624968.01 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-02-01 2.170000 3528.00 1755.19 Agency Mortgage-Backed Securities FNMS 04.500 CLAL4340 2043-11-01 4.500000 21259974.00 11431751.98 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 327365.00 202717.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6835 2046-03-01 4.000000 1014497.00 1014414.12 Agency Mortgage-Backed Securities FNMS 03.000 CIAO7624 2027-06-01 3.000000 21284184.00 11563378.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4505 2045-12-01 4.000000 1062969.00 1034223.97 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-05-01 4.000000 36809.00 904.88 Agency Mortgage-Backed Securities FMAR 2B0176 G 2042-02-01 2.956000 5710.00 950.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-02-01 2.831000 210244.00 33612.42 Agency Mortgage-Backed Securities FMAR 849685 G 2044-11-01 2.856000 149132.00 84174.06 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-04-01 2.985000 2190.00 51.50 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-01-01 2.662000 4093.00 58.67 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-06-01 4.500000 2764339.00 474153.35 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-10-01 4.000000 187973.00 106105.95 Agency Mortgage-Backed Securities FMAR 2B0643 G 2042-07-01 2.266000 35284.00 14251.17 Agency Mortgage-Backed Securities 04.000 FGPC Q34962 G 2045-07-01 4.000000 1078.00 961.55 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-11-01 4.000000 2942373.00 2189675.06 Agency Mortgage-Backed Securities 04.000 FGPC Q25981 G 2044-05-01 4.000000 1150705.00 797012.04 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-02-01 6.500000 60817450.00 4247903.08 Agency Mortgage-Backed Securities FNMS 06.000 NQ889810 2037-11-01 6.000000 8351999.00 353969.43 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 2182.00 57.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBD0654 2047-01-01 4.000000 4918510.00 5221391.93 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2880 2037-01-01 4.000000 38576.00 40603.82 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-01-01 4.000000 6758520.00 887078.93 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 7200000.00 3715419.29 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-11-01 3.333000 1778.00 28.39 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-10-01 7.000000 22329206.00 455769.92 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 2036-08-01 6.000000 9408037.00 366726.06 Agency Mortgage-Backed Securities FNMS 04.500 CLAU6749 2043-10-01 4.500000 7369003.00 4555495.41 Agency Mortgage-Backed Securities GNII JM MA4183 M 2047-01-20 2.500000 4787873.00 4610389.96 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9532 2042-11-01 2.688000 5753983.00 5525099.03 Agency Mortgage-Backed Securities FNMS 03.500 CLBC2689 2046-03-01 3.500000 1608384.00 1490358.03 Agency Mortgage-Backed Securities FNMS 04.000 CLBE7595 2047-02-01 4.000000 17013.00 18159.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBE7833 2047-01-01 3.500000 503052.00 519645.17 Agency Mortgage-Backed Securities 04.000 FGPC Q45634 G 2047-01-01 4.000000 3921728.00 4129078.42 Agency Mortgage-Backed Securities FNMS 04.500 CLAV5046 2044-02-01 4.500000 10254092.00 6461658.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8136 2046-10-01 4.000000 1010.00 1055.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2022-01-31 1.875000 5881000.00 5889529.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-08-15 2.750000 100.00 95.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 100.00 98.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-06-22 0.00 100.00 99.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.812700 11207900.00 11241167.20 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 127000000.00 127000000.00 0.0088 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 0.820000% R0MUWSFPU8MPRO8K5P83 0001197610 928EDV007_0.82_0301 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OZLM FDG V LTD 2013-5 D 20260120 FLT 2026-01-20 5.773200 5668.00 5498.27 Asset-Backed Securities CATAMARAN CLO LTD 2015-1 SUB 20270422 FLT 2027-04-22 0.00 87075.00 67346.50 Asset-Backed Securities PMT CR RISK TRANSFER TR 2015-2 2025-12-25 5.437000 610176.00 574085.95 Asset-Backed Securities RASC SERIES TRUST 2006-KS5 A-4 20360725 FLT 2036-07-25 1.031100 121531.00 101749.39 Asset-Backed Securities HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT 2037-01-25 0.961100 1076.00 782.69 Asset-Backed Securities DIAMOND OFFSHORE DRILLING INC SR NT 5.875%19 F14FQJ2EEHW5VPYUHL14 2019-05-01 5.875000 132000.00 141120.38 Corporate Debt Securities DAKOTA MERGER SUB INC 5493008MIJR7VMQP7U77 2024-09-01 10.750000 49520.00 52243.60 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES 2022-07-01 6.125000 4839000.00 5032066.02 Corporate Debt Securities BARCLAYS BK PLC SUB NT 7.625%22 G5GSEF7VJP5I7OUK5573 2022-11-21 7.625000 441000.00 488925.74 Corporate Debt Securities EMERA INC NQZVQT2P5IUF2PGA1Q48 2049-01-01 6.750000 1552253.00 1720672.45 Corporate Debt Securities HUGHES SATELLITE SYS CORP SR 144A NT 26 2026-08-01 6.625000 1.00 1.03 Corporate Debt Securities HOWARD HUGHES CORP SR NT 144A 21 549300BVHY25JZC1KI49 2021-10-01 6.875000 1255000.00 1352981.51 Corporate Debt Securities HEALTHSOUTH CORP SR NT 5.125%23 549300FVRPM9DRQZRG64 2023-03-15 5.125000 6320000.00 6458754.72 Corporate Debt Securities WIND ACQUISITION FIN SA SR GLBL 144A 20 549300FCMWLDW5KPQH17 2020-04-30 6.500000 2205000.00 2329153.75 Corporate Debt Securities WHITE MTNS RE GROUP PERP GLBL 144A 549300PB35NLMKG2ND86 2049-01-01 7.506000 6951000.00 7139323.46 Corporate Debt Securities TECK RESOURCES LTD GLBL NT 3.75%23 T8KI5SQ2JRWHL7XY0E11 2023-02-01 3.750000 256000.00 249040.00 Corporate Debt Securities FELCOR LODGING LIMITED PARTNERSHIP UNITS 2023-03-01 5.625000 7212000.00 7717966.87 Corporate Debt Securities MICHAEL BAKER INTL LLC SR SEC NT 144A18 2018-10-15 8.250000 6805000.00 7063448.23 Corporate Debt Securities LIBERTY MUT GROUP INC JR SB-A 144A 87 QUR0DG15Z6FFGYCHH861 2087-03-07 7.800000 5898000.00 7020487.71 Corporate Debt Securities INCEPTION MERGER SUB INC 549300QTYCKLMFSE8I97 2024-11-15 8.625000 1101.00 1189.14 Corporate Debt Securities PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 2023-05-15 9.250000 1.00 1.12 Corporate Debt Securities QCP SNF WEST REIT LLC/QCP SNF 2LIEN SR 144A 23 2023-11-01 8.125000 4394480.00 4659216.90 Corporate Debt Securities PULTE CORPORATION 2032-06-15 7.875000 117000.00 134078.34 Corporate Debt Securities PROVIDENT FIN TR I 2038-03-15 7.405000 1965000.00 2212645.41 Corporate Debt Securities NOBLE HOLD INT LTD SR GLBL NT 45 549300GNEZBJHMST9U32 2045-04-01 8.200000 6449000.00 6406974.00 Corporate Debt Securities NEPTUNE FINCO CORP SR 144A NT 23 3HG2WD2W22M120IUNG49 2023-01-15 10.125000 3964000.00 4616449.62 Corporate Debt Securities STENA INTL SA SR GLBL 144A 24 213800A4LTGG4W55QP46 2024-03-01 5.750000 5823000.00 5376206.06 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 7%20 549300JKU50UT08ZWD77 2020-08-15 7.000000 144000.00 155884.00 Corporate Debt Securities VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 2049-04-15 5.012000 255841.00 253272.50 Corporate Debt Securities WEATHERFORD INTL LTD SR NT 9.625%19 549300A2JKMG5PGOGF82 2019-03-01 9.625000 219000.00 249621.22 Corporate Debt Securities INGRAM MICRO INC SR GLBL NT 24 549300KJMEWPKRQZHX63 2024-12-15 5.450000 8348000.00 8413459.90 Corporate Debt Securities NETFLIX INC SR NT 5.5%22 2022-02-15 5.500000 1423000.00 1547967.07 Corporate Debt Securities CONOCOPHILLIPS CO SR GLBL NT4.3%44 6VJJ5GQWIRDQ06DUXG89 2044-11-15 4.300000 2615000.00 2611738.52 Corporate Debt Securities ZACHRY HOLDINGS INC SR NT 144A 20 2020-02-01 7.500000 5800000.00 6021125.00 Corporate Debt Securities NXP B V / NXP FDG LLC SR 144A NT 22 2022-09-01 3.875000 115977.00 121530.61 Corporate Debt Securities KISSNER MLG CO LTD SR SEC GLBL 22 2022-12-01 8.375000 5000000.00 5287395.83 Corporate Debt Securities FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2029-07-25 5.729400 5440000.00 5471728.55 Private Label Collateralized Mortgage Obligations Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-07-25 6.528300 1105999.00 1176103.85 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT 2025-05-27 4.771100 298897.00 310734.63 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2028-10-25 5.421100 1060.00 1142.83 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-HQA1 M-3 20280327 FLT 2028-03-27 5.284200 1689347.00 1849708.86 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT 2025-07-25 5.771100 5.00 5.44 Private Label Collateralized Mortgage Obligations Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0082 91000000.00 91000000.00 0.0063 N Y Y N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.125300% 0000008565 930GVE006 Certificate of Deposit Y 2017-03-08 2017-06-08 2017-06-08 N N N 0.0110 50003281.00 50003281.00 0.0035 N N N N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.250000% 0000319432 930HYX009 Certificate of Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0075 122058052.48 122058052.48 0.0085 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 0.0069 1000688.21 1000688.21 0.0001 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 0.0072 12000517.32 12000517.32 0.0008 N N Y N WAL-MART STORES INC WAL-MART STORES INC 0.000000% 93114EQ18 Y87794H0US1R65VBXU25 Non-Financial Company Commercial Paper Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0059 44999266.50 44999266.50 0.0031 N Y Y N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.270000% 0000319432 931AAX009 Certificate of Deposit Y 2017-06-14 2017-06-14 2017-06-14 N N N 0.0105 51033564.63 51033564.63 0.0036 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.160000% 0000008565 931EGD009 Certificate of Deposit Y 2017-04-03 2017-04-03 2017-04-03 N N N 0.0063 20010062.40 20010062.40 0.0014 N N N N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.240000% 0000319432 931EGL001 Certificate of Deposit Y 2017-04-04 2017-04-04 2017-04-04 N N N 0.0075 43020521.32 43020521.32 0.0030 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 0.0074 60038132.40 60038132.40 0.0042 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.275000% 0000008565 931FKK005 Certificate of Deposit Y 2017-07-24 2017-07-24 2017-07-24 N N N 0.0105 56050815.52 56050815.52 0.0039 N N N N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.210000% 0000319432 931FNQ009 Certificate of Deposit Y 2017-05-30 2017-05-30 2017-05-30 N N N 0.0101 8004114.24 8004114.24 0.0006 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.130000% 0000008565 931FVV009 Certificate of Deposit Y 2017-03-01 2017-06-01 2017-06-01 N N N 0.0113 56000491.12 56000491.12 0.0039 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.110000% 0001142175 931GCK002 Certificate of Deposit Y 2017-05-10 2017-05-10 2017-05-10 N N N 0.0089 52022837.36 52022837.36 0.0036 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.105000% 0001142175 931GDF002 Certificate of Deposit Y 2017-05-24 2017-05-24 2017-05-24 N N N 0.0097 49015514.38 49015514.38 0.0034 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.175000% 0000008565 931QKR006 Certificate of Deposit Y 2017-08-08 2017-08-08 2017-08-08 N N N 0.0108 78032040.06 78032040.06 0.0054 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.072800% 0000008565 931RLB008 Certificate of Deposit Y 2017-03-09 2017-09-11 2017-09-11 N N N 0.0108 53998380.00 53998380.00 0.0038 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.155000% 0000008565 931THH006 Certificate of Deposit Y 2017-08-18 2017-08-18 2017-08-18 N N N 0.0111 76017828.08 76017828.08 0.0053 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.085000% 0001142175 931VJQ009 Certificate of Deposit Y 2017-05-12 2017-05-12 2017-05-12 N N N 0.0090 17006411.38 17006411.38 0.0012 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.085000% 0001142175 931YZR003 Certificate of Deposit Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0084 3001291.14 3001291.14 0.0002 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.140000% 94988EZM3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-04-10 2017-04-10 2017-04-10 N N N 0.0066 10005452.10 10005452.10 0.0007 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.443200% 94989RAA6 KB1H1DSPRFMYMCUFXT09 US94989RAA68 0000827124 Certificate of Deposit Y 2017-04-18 2017-10-16 2017-10-16 N N N 0.0116 60119460.00 60119460.00 0.0042 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.100000% 94989RAN8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-05-01 2017-05-01 2017-05-01 N N N 0.0073 49031203.69 49031203.69 0.0034 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.100000% 94989RAR9 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0073 128081473.28 128081473.28 0.0089 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.100000% 94989RAV0 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-05-02 2017-05-02 2017-05-02 N N N 0.0073 42026737.62 42026737.62 0.0029 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.090000% 94989RBH0 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-05-12 2017-05-12 2017-05-12 N N N 0.0089 4001569.64 4001569.64 0.0003 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.090000% 94989RCP1 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2017-05-16 2017-05-16 2017-05-16 N N N 0.0082 7004041.87 7004041.87 0.0005 N N N N WESTERN ASSET MANAGED MUNICIPALS FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.770000% 95766M709 549300HVO8EY2T8K4F73 US95766M7092 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2045-03-04 Y Citibank NA 1.0000 7 N N N 0.0077 16000000.00 16000000.00 0.0011 N N Y N WESTERN ASSET MUNICIPAL PARTNERS FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.770000% 95766P306 5493001Z97VQ69W5OH84 US95766P3064 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2045-03-11 Y Citibank NA 1.0000 7 N N N 0.0077 4100000.00 4100000.00 0.0003 N N Y N WESTERN ASSET INTERMEDIATE MUNI FUND VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.770000% 958435307 5493000MG5MROBD48K57 US9584353075 Variable Rate Demand Note Y 2017-03-07 2017-03-07 2045-02-25 Y Citibank NA 1.0000 7 N N N 0.0077 4000000.00 4000000.00 0.0003 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 0.0073 71031602.81 71031602.81 0.0049 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 1.009400% 96121T2V9 Certificate of Deposit Y 2017-03-21 2017-08-21 2017-08-21 N N N 0.0107 134968005.00 134968005.00 0.0094 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 0.000000% 9612C0V14 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2017-08-01 2017-08-01 2017-08-01 N N N 0.0107 26876645.10 26876645.10 0.0019 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.820000% VYVVCKR63DVZZN70PB21 0000072971 976PTX002_0.82_0301 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FRESB MTG TR 2016-SB23 A-5H 20360925 FLT 2036-09-25 1.980000 450000.00 443446.21 Private Label Collateralized Mortgage Obligations BANCORP COML MTG TR 2016-CRE1 D 20331118 FLT 2033-11-18 6.806600 4500000.00 4483844.81 Private Label Collateralized Mortgage Obligations BCAP LLC TRUST 2013-RR7 1A2 20360128 FLT 2036-01-28 7.204400 6315595.00 6294774.04 Private Label Collateralized Mortgage Obligations WELLS FARGO COML MTG TR 2016 C32 549300VOKB4Z9J8DIM89 2059-01-15 4.721000 44000.00 42885.52 Private Label Collateralized Mortgage Obligations RBSSP RESEC TR 2009-12 16-A2 20351026 FLT 2035-10-26 3.103800 3109075.00 3131610.25 Private Label Collateralized Mortgage Obligations PFP LTD 2015-2 E 20340714 FLT 549300G4BOQWBQYXF618 2034-07-14 5.307300 5194069.00 5050904.58 Private Label Collateralized Mortgage Obligations PFP LTD 2015-2 C 20340714 FLT 549300G4BOQWBQYXF618 2034-07-14 4.020000 10000000.00 9873333.33 Private Label Collateralized Mortgage Obligations PFP LTD 2015-2 D 20340714 FLT 549300G4BOQWBQYXF618 2034-07-14 4.707300 10000000.00 9785436.09 Private Label Collateralized Mortgage Obligations Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0082 34000000.00 34000000.00 0.0024 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.820000% VYVVCKR63DVZZN70PB21 0000072971 976PTX002_0.82_0302 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LYONDELLBASELL INDUSTRIES NV SR NT 6%21 BN6WCCZ8OVP3ITUUVN49 2021-11-15 6.000000 923000.00 1063754.42 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 2.4%20 2WHM8VNJH63UN14OL754 2020-04-01 2.400000 310000.00 312873.70 Corporate Debt Securities STATE GRID OVERSEAS INVT 2013 SR REGS NT 44 2044-05-07 4.850000 458000.00 528066.75 Corporate Debt Securities STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 43 2043-05-22 4.375000 8070000.00 8734295.51 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 2.2%19 2WHM8VNJH63UN14OL754 2019-04-01 2.200000 503000.00 508454.20 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43 2043-10-17 5.375000 2700000.00 3186564.37 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 23 2023-10-17 4.375000 1075000.00 1163838.15 Corporate Debt Securities HUTCHISON WHAMPOA INTL LTD GTD SR REG S 22 2022-01-13 4.625000 425000.00 463854.03 Corporate Debt Securities CNOOC FIN 2001 LTD 2041-01-26 5.750000 4091000.00 4892963.28 Corporate Debt Securities DRAWBRIDGE SPL OPPORTUNITIES SR 144A NT 5%21 2021-08-01 5.000000 4850000.00 4747907.50 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA SR NT 1.625%18 2018-03-12 1.625000 1080000.00 1088567.70 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR NT 1.5%18 207ALC1P1YM0OVDV0K75 2018-03-22 1.500000 690000.00 693236.10 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR NT 1.65%18 207ALC1P1YM0OVDV0K75 2018-02-05 1.650000 350000.00 350585.96 Corporate Debt Securities DISCOVER BK SR NT 2%18 X05BVSK68TQ7YTOSNR22 2018-02-21 2.000000 3810000.00 3822606.87 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20 549300PXR5FKNXF0OH19 2020-03-26 2.750000 416000.00 420035.66 Corporate Debt Securities COOPERATIEVE CENTRALE RAIFFEIS SUB NT 4.375%25 DG3RU1DBUFHT4ZF9WN62 2025-08-04 4.375000 683000.00 698365.22 Corporate Debt Securities HSBC HLDGS PLC SUB NT 5.25%44 MLU0ZO3ML4LN2LL2TL39 2044-03-14 5.250000 585000.00 646996.35 Corporate Debt Securities FORD MOTOR CREDIT CO LLC GLBL NT 5.875%21 UDSQCVRUX5BONN0VY111 2021-08-02 5.875000 257000.00 288645.20 Corporate Debt Securities EXPORT IMPORT BK KOREA NT 4.375%21 549300APVP4R32PI3Y06 2021-09-15 4.375000 500000.00 546829.51 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 1.7%18 2WHM8VNJH63UN14OL754 2018-02-26 1.700000 500000.00 500757.22 Corporate Debt Securities DISCOVER BK ACRD NT 4.25%26 X05BVSK68TQ7YTOSNR22 2026-03-13 4.250000 558000.00 587071.34 Corporate Debt Securities JP MORGAN CHASE BANK NA SUB NT 6%17 7H6GLXDRUGQFU57RNE97 2017-07-05 6.000000 559000.00 572848.29 Corporate Debt Securities STATE BANK OF INDIA LONDON SR REGS NT 24 2024-04-17 4.875000 1430000.00 1564891.30 Corporate Debt Securities BHARTI AIRTEL INTERNATIONAL SR GLBL REGS 23 724500ULW6PWKDAI7I46 2023-03-11 5.125000 1374000.00 1479336.75 Corporate Debt Securities BB&T BRH BKG & TR CO GLOBAL BK SR NT 2.3%18 JJKC32MCHWDI71265Z06 2018-10-15 2.300000 1050000.00 1069317.08 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR NT 1.5%18 AD6GFRVSDT01YPT1CS68 2018-02-23 1.500000 257000.00 257536.70 Corporate Debt Securities MANUFACTURER AND TRADERS SR NT 1.45%18 WWB2V0FCW3A0EE3ZJN75 2018-03-07 1.450000 775000.00 779927.06 Corporate Debt Securities MEGA ADVANCE INVESTMENTS LTD SR GLBL REGS 21 2021-05-12 5.000000 6444000.00 6981637.24 Corporate Debt Securities CAPITAL ONE NATL ASSN VA SR NT 2.95%21 207ALC1P1YM0OVDV0K75 2021-07-23 2.950000 1237000.00 1255948.43 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE GLBL 144A NT 23 549300UVMBCBCIPSUI70 2023-08-13 4.500000 406000.00 439058.55 Corporate Debt Securities HUNTINGTON NATL BANK SR NT 2%18 2WHM8VNJH63UN14OL754 2018-06-30 2.000000 824000.00 828443.19 Corporate Debt Securities HUNTINGTON NATL BANK SR FLT NT 17 2WHM8VNJH63UN14OL754 2017-04-24 1.306800 3515000.00 3520453.81 Corporate Debt Securities RELIANCE INDS LTD GLBL REGS NT 45 5493003UOETFYRONLG31 2045-02-10 4.875000 425000.00 426031.69 Corporate Debt Securities SIEMENS FIN NV REGS NT 2.9%22 TAFO772JB70PDRN5VS48 2022-05-27 2.900000 250000.00 255480.14 Corporate Debt Securities BANK AMER CHRLT NC MTN SR FLT NT 17 B4TYDEB6GKMZO031MB27 2017-06-05 1.391700 3570000.00 3585176.99 Corporate Debt Securities CHINA CINDA FIN 2014 LTD SR REGS NT 24 2024-05-14 5.625000 221000.00 246079.08 Corporate Debt Securities UBS AG STAMFORD BRH SR NT 1.8%18 2018-03-26 1.800000 257000.00 259354.12 Corporate Debt Securities SUMITOMO MITSUI BANKING CORP SR GLBL NT 20 5U0XI89JRFVHWIBS4F54 2020-07-23 2.650000 300000.00 301210.92 Corporate Debt Securities PNC BK N A PITTSBURGH PA SR NT 1.8%18 AD6GFRVSDT01YPT1CS68 2018-11-05 1.800000 1572000.00 1585220.52 Corporate Debt Securities CNOOC FINANCE (2012) LIMITED SR NT REGS 5%42 2042-05-02 5.000000 360000.00 395752.00 Corporate Debt Securities COMERICA BANK BD 2.5%20 70WY0ID1N53Q4254VH70 2020-06-02 2.500000 320000.00 323351.11 Corporate Debt Securities CRH AMER INC SR 144A NT 45 549300RN11MJ182CNF63 2045-05-18 5.125000 350000.00 393895.64 Corporate Debt Securities CREDIT SUISSE GROUP AG 3.574% SENIOR NOTES DUE 20 2023-01-09 3.574000 2000000.00 1996420.00 Corporate Debt Securities CORPORACION NACIONAL DEL COBRE SR 144A NT4.5%25 549300UVMBCBCIPSUI70 2025-09-16 4.500000 600000.00 647220.00 Corporate Debt Securities Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0082 56000000.00 56000000.00 0.0039 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.820000% VYVVCKR63DVZZN70PB21 0000072971 976PTX002_0.82_0307 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAESARS ENTMT RESORT PPTYS LLC 1PRI SR SEC 8%20 2020-10-01 8.000000 21724000.00 23465540.70 Corporate Debt Securities EMDEON INC SR 144A NT 6%21 549300DZRL05HH2XD936 2021-02-15 6.000000 30182000.00 32850591.86 Corporate Debt Securities CLIFFS NAT RES INC SR SEC 144A NT20 549300TM2WLI2BJMDD86 2020-03-31 7.750000 6479000.00 6944588.14 Corporate Debt Securities Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0082 55001606.00 55001606.00 0.0038 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.520000% VYVVCKR63DVZZN70PB21 0000072971 976PTZ007_0.52_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-02-28 0.750000 15327900.00 15300309.78 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0052 15000000.00 15000000.00 0.0010 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.540000% VYVVCKR63DVZZN70PB21 0000072971 976PTZ007_0.54_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNAR XX.XXX LBBC9059 2046-12-01 2.683000 15002552.00 15161888.10 Agency Mortgage-Backed Securities FNMS 05.000 CI761485 2019-10-01 5.000000 15539412.00 601532.41 Agency Mortgage-Backed Securities 05.500 FGPC G12531 G 2022-01-01 5.500000 15000000.00 363883.29 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2021-11-01 5.500000 15000000.00 376725.27 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2039-11-01 3.066000 14940000.00 4791794.24 Agency Mortgage-Backed Securities 03.500 FGPC C91810 G 2035-02-01 3.500000 15384247.00 11627995.75 Agency Mortgage-Backed Securities 03.500 FGPC G18593 G 2031-03-01 3.500000 15106191.00 12874808.94 Agency Mortgage-Backed Securities 03.000 FGPC G16006 G 2031-12-01 3.000000 8854000.00 8964236.57 Agency Mortgage-Backed Securities 05.000 FGPC G13156 G 2023-05-01 5.000000 15564963.00 812793.50 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-03-01 5.000000 15000000.00 401318.93 Agency Mortgage-Backed Securities FNAR XX.XXX LBAP8317 2043-09-01 2.190000 15121746.00 6320505.26 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-12-01 7.000000 15400000.00 44299.16 Agency Mortgage-Backed Securities Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-08-01 6.500000 15000000.00 2032523.85 Agency Mortgage-Backed Securities FNMS 03.500 CLBE5921 2047-01-01 3.500000 14918763.00 15320727.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5909 2047-01-01 4.000000 14910648.00 15711825.55 Agency Mortgage-Backed Securities FNMS 03.000 CTAS8844 2037-02-01 3.000000 14935777.00 15103674.84 Agency Mortgage-Backed Securities FMAR 840283 G 2046-04-01 2.564000 15000000.00 11774529.01 Agency Mortgage-Backed Securities 03.500 FGPC Q46004 G 2047-02-01 3.500000 15074460.00 15504067.04 Agency Mortgage-Backed Securities 03.500 FGPC J36435 G 2032-02-01 3.500000 10826622.00 11367736.57 Agency Mortgage-Backed Securities FNMS 04.500 CLBE5910 2047-01-01 4.500000 15310961.00 16205615.53 Agency Mortgage-Backed Securities Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0054 159000000.00 159000000.00 0.0111 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 0.500000% 0001457970 98599G006_0.50_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-05-15 3.000000 778466200.00 789011036.49 U.S. Treasuries (including strips) Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0050 789000000.00 789000000.00 0.0549 N Y Y N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.270000% 1V8Y6QCX6YMJ2OELII46 0001230485 988WZK004_1.27_0511 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONSECO 7.36% 06/30 2030-06-01 7.360000 288000000.00 37579546.45 Asset-Backed Securities LXS 2005-7N 1A1B 2035-12-25 1.078300 196416405.00 13516582.30 Asset-Backed Securities AIRPT 2001-1A A9 2019-03-15 1.320000 164611000.00 34077467.45 Asset-Backed Securities ACE 2006-SL4 A1 2036-09-25 1.018300 143852500.00 6616111.07 Asset-Backed Securities OPTION ONE STEP 01/37 2037-01-25 5.866000 127291500.00 43928404.83 Asset-Backed Securities RFMS2 2005-HS1 AII 2035-10-25 0.988300 48663537.00 2516385.26 Asset-Backed Securities ABS CONSECO FIN (00-4) 2032-05-01 8.310000 37501000.00 13935820.96 Asset-Backed Securities CNF 2000-2 A5 SERIES 00 A5 2030-12-01 8.850000 27106000.00 9366578.49 Asset-Backed Securities NHELI 2007-3 2A3 2037-03-25 1.098300 18067910.00 7345283.02 Asset-Backed Securities BCM 2001-A M1 2030-12-15 7.935000 13812000.00 14510283.64 Asset-Backed Securities GT 98-8 M1 ASSETBK HOME EQUITY 2030-09-01 6.980000 12250000.00 8392284.66 Asset-Backed Securities PPSI 2004-WHQ1 M6 2034-09-25 2.878300 12000000.00 5293035.15 Asset-Backed Securities NHELI 2007-3 2A2 2037-03-25 1.018300 11194000.00 4496902.91 Asset-Backed Securities 144A SASC 2006-GEL3 M1 2036-07-25 1.128300 10950500.00 8500596.55 Asset-Backed Securities MLMI 2006-AR1 A2D 2037-03-25 1.038300 5569000.00 2285845.07 Asset-Backed Securities STRUCTURED FLT 02/35 2035-02-25 1.978300 4995000.00 1583933.65 Asset-Backed Securities 144A TRUMN 2006-1 M1 2036-03-25 1.258300 2500000.00 1897471.40 Asset-Backed Securities RASC SERIES FLT 08/35 2035-08-25 1.928300 2000000.00 1354824.19 Asset-Backed Securities 144A CBASS 2006-MH1 B1 2036-10-25 5.166600 1200000.00 1094403.93 Asset-Backed Securities CIT MTG LN TR 2007-1 1-M1 20371025 FLT 2037-10-25 2.278300 880000.00 779831.67 Asset-Backed Securities CBASS 2037-07-25 0.961100 700000.00 312292.92 Asset-Backed Securities CARR 2006-OPT1 M3 2036-02-25 1.148300 300000.00 123635.58 Asset-Backed Securities SASC 2005-9XS M1 2035-06-25 1.228300 185000.00 145933.00 Asset-Backed Securities Y 2017-04-04 2017-04-04 2017-05-11 Y Credit Suisse Securities (USA) LLC 1.0000 35 N Y Credit Suisse AG 1.0000 N 0.0127 191099129.00 191099129.00 0.0133 N N N Y NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.640000% 0000926171 ATD0JWPY1 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0064 2000000.00 2000000.00 0.0001 N Y Y N FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) 0.650000% 0000035528 ATD0JXEU9 Non-Negotiable Time Deposit Y 2017-03-02 2017-03-02 2017-03-02 N N N 0.0065 70000000.00 70000000.00 0.0049 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.650000% 0000926171 ATD0JY4C8 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0061 77000227.15 77000227.15 0.0054 N N Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.660000% 0001498632 ATD0JY4F1 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0062 213000692.25 213000692.25 0.0148 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.720000% 0000859994 ATD0JY4H7 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0066 52000254.80 52000254.80 0.0036 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.680000% 0000859994 ATD0JY4J3 Non-Negotiable Time Deposit Y 2017-03-03 2017-03-03 2017-03-03 N N N 0.0063 204000775.20 204000775.20 0.0142 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.650000% 0000917311 ATD0JZG57 Non-Negotiable Time Deposit Y 2017-03-07 2017-03-07 2017-03-07 N N N 0.0066 77000639.10 77000639.10 0.0054 N N Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.550000% 0000833029 ATD0JZG65 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0056 150000000.00 150000000.00 0.0104 N Y Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 0.560000% 0001002614 ATD0JZGD0 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0057 99000000.00 99000000.00 0.0069 N Y Y N SUNTRUST BANK (CAYMAN ISLANDS BRANCH) SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.520000% IYDOJBGJWY9T8XKCSX06 0001335407 ATD0JZGE8 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 70000000.00 70000000.00 0.0049 N Y Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.550000% 0001448613 ATD0JZGF5 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0056 8000000.00 8000000.00 0.0006 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 0.580000% 0000800030 ATD0JZGH1 Non-Negotiable Time Deposit Y 2017-03-01 2017-03-01 2017-03-01 N N N 0.0059 56000000.00 56000000.00 0.0039 N Y Y N The Charles Schwab Family of Funds 2017-03-07 Mark Fischer Mark Fischer Chief Financial Officer