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