0001145549-17-002110.txt : 20170307
0001145549-17-002110.hdr.sgml : 20170307
20170307165145
ACCESSION NUMBER: 0001145549-17-002110
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: 17672626
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
S000004504
Schwab Cash Reserves
C000012378
Sweep Shares
SWSXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-02-28
0000857156
S000004504
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
084-00896
N
N
N
Prime
Y
40
58
7079741984.54
7127633083.96
8889012435.15
7009914747.48
15457678466.46
15336997408.74
15498898158.93
15123757557.47
0.00
0.1757
0.1777
0.2210
0.1758
0.3837
0.3823
0.3854
0.3793
0.0000
0.30
39735347191.82
39723965900.17
43395248.85
17339897.00
39750021252.32
39748200686.9600
1.0000
0.0100
1.0003
1.0003
1.0003
1.0003
0.0000
C000012378
1.00
39750021252.32
39748200686.9600
1.0003
1.0003
1.0003
1.0003
0.0000
1702656077.65
1696647477.87
1355247963.12
1461641542.92
1415275743.75
1519855992.50
1261457694.12
1251353134.32
0.00
0.00
5639648746.36
5910110157.95
0.0038
Y
Investment Advisor and its affiliates Contractual 2,290,371
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
397996895.60
397996895.60
0.0100
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
53842417.20
53842417.20
0.0014
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
999794.50
999794.50
0.0000
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
1995858.40
1995858.40
0.0001
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.270000%
05572NS98
Certificate of Deposit
Y
2017-03-02
2017-03-02
2017-03-02
N
N
N
0.0061
60002178.60
60002178.60
0.0015
N
N
Y
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
51012985.11
51012985.11
0.0013
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
0.0028
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.210000%
06053PSW8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-03-03
2017-05-03
2017-05-03
N
N
N
0.0121
400003204.00
400003204.00
0.0101
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
71015478.71
71015478.71
0.0018
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
259062162.59
259062162.59
0.0065
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
9001818.09
9001818.09
0.0002
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
33002904.33
33002904.33
0.0008
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.220000%
06053PUK1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-08-08
2017-08-08
2017-08-08
N
N
N
0.0120
62005456.00
62005456.00
0.0016
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
254997962.55
254997962.55
0.0064
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 2017-19 LA
549300M8ZYFG0OCMTT87
2047-02-20
3.000000
54180263.00
54844296.30
Agency Collateralized Mortgage Obligation
FNRM RC012TA R17F012
2042-04-25
3.000000
4109025.00
4194952.93
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-12-15
3.000000
127000000.00
81917129.22
Agency Collateralized Mortgage Obligation
FNRM RC004CA R17F004
2042-06-25
3.500000
6262697.00
6333621.73
Agency Collateralized Mortgage Obligation
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0053
143000000.00
143000000.00
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
203027386.73
203027386.73
0.0051
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.140000%
06417GPV4
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0072
84033264.84
84033264.84
0.0021
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.140000%
06417GQD3
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0072
6002376.66
6002376.66
0.0002
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
166074452.66
166074452.66
0.0042
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
142438024.30
142438024.30
0.0036
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
288109154.88
288109154.88
0.0072
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
180101881.80
180101881.80
0.0045
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
193039817.83
193039817.83
0.0049
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
94089366.74
94089366.74
0.0024
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.110000%
06427KRL3
Certificate of Deposit
Y
2017-08-14
2017-08-14
2017-08-14
N
N
N
0.0108
100013161.00
100013161.00
0.0025
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
164000000.00
164000000.00
0.0041
N
N
Y
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.270000%
06538NKV8
Certificate of Deposit
Y
2017-05-26
2017-05-26
2017-05-26
N
N
N
0.0100
30019548.30
30019548.30
0.0008
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.240000%
06538NLG0
Certificate of Deposit
Y
2017-05-22
2017-05-22
2017-05-22
N
N
N
0.0097
133081290.93
133081290.93
0.0033
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
27015870.87
27015870.87
0.0007
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
4002597.64
4002597.64
0.0001
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.330000%
06538NQL4
Certificate of Deposit
Y
2017-07-12
2017-07-12
2017-07-12
N
N
N
0.0117
67040126.97
67040126.97
0.0017
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.340000%
06538NSL2
Certificate of Deposit
Y
2017-07-18
2017-07-18
2017-07-18
N
N
N
0.0119
93054071.13
93054071.13
0.0023
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
58018212.58
58018212.58
0.0015
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
82003190.62
82003190.62
0.0021
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
79003105.49
79003105.49
0.0020
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
45001791.00
45001791.00
0.0011
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NYD3
Certificate of Deposit
Y
2017-09-08
2017-09-08
2017-09-08
N
N
N
0.0136
168002622.48
168002622.48
0.0042
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.050000%
06741X5H7
Certificate of Deposit
Y
2017-03-16
2017-03-16
2017-03-16
N
N
N
0.0070
73011388.73
73011388.73
0.0018
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
27999400.80
27999400.80
0.0007
N
Y
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LQ68
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-03-06
2017-03-06
2017-03-06
N
Y
Societe Generale SA
1.0000
N
0.0077
41994582.00
41994582.00
0.0011
N
N
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
8997464.70
8997464.70
0.0002
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AQL1
Asset Backed Commercial Paper
Y
2017-03-20
2017-03-20
2017-03-20
N
Y
Royal Bank of Canada
1.0000
N
0.0073
152937774.90
152937774.90
0.0038
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AQT4
Asset Backed Commercial Paper
Y
2017-03-27
2017-03-27
2017-03-27
N
Y
Royal Bank of Canada
1.0000
N
0.0076
79954704.00
79954704.00
0.0020
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.186700%
07644DDE5
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
50034050.50
50034050.50
0.0013
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
99998080.00
99998080.00
0.0025
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
10999574.30
10999574.30
0.0003
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LQ33
Asset Backed Commercial Paper
Y
2017-03-03
2017-03-03
2017-03-03
N
Y
Societe Generale SA
1.0000
N
0.0070
22998659.10
22998659.10
0.0006
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
64936677.00
64936677.00
0.0016
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
6999870.71
6999870.71
0.0002
N
Y
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2QF4
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-03-15
2017-03-15
2017-03-15
N
Y
Citibank NA
1.0000
N
0.0067
39988800.00
39988800.00
0.0010
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2QL1
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-03-20
2017-03-20
2017-03-20
N
Y
Citibank NA
1.0000
N
0.0068
24990610.00
24990610.00
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2SN5
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-05-22
2017-05-22
2017-05-22
N
Y
Citibank NA
1.0000
N
0.0087
49899365.00
49899365.00
0.0013
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TQL1
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-03-20
2017-03-20
2017-03-20
N
Y
Citibank NA
1.0000
N
0.0076
49978835.00
49978835.00
0.0013
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TSP0
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-05-23
2017-05-23
2017-05-23
N
Y
Citibank NA
1.0000
N
0.0102
49881585.00
49881585.00
0.0013
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TV19
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
Citibank NA
1.0000
N
0.0132
49718735.00
49718735.00
0.0013
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
31320000.00
31320000.00
0.0008
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
45000000.00
45000000.00
0.0011
N
N
Y
N
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH
RB (KAISER PERMANENTE) SERIES 2002E 0.630000%
1309117L8
549300KTNI2GCJNX2U48
US1309117L80
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2036-11-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0063
43000000.00
43000000.00
0.0011
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
32755000.00
32755000.00
0.0008
N
N
Y
N
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH
RB SERIES 2003D 0.600000%
130911RZ5
549300KTNI2GCJNX2U48
US130911RZ52
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2033-05-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0060
27700000.00
27700000.00
0.0007
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.180000%
13606A3C0
0000800030
Certificate of Deposit
Y
2017-03-20
2017-03-20
2017-03-20
N
N
N
0.0064
316093823.56
316093823.56
0.0080
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.329300%
13606A4L9
0000800030
Certificate of Deposit
Y
2017-04-07
2017-07-07
2017-07-07
N
N
N
0.0103
71084703.71
71084703.71
0.0018
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.070000%
13606A5L8
0000800030
Certificate of Deposit
Y
2017-05-16
2017-05-16
2017-05-16
N
N
N
0.0081
9004870.89
9004870.89
0.0002
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608AVG8
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2017-08-16
2017-08-16
2017-08-16
N
N
N
0.0111
31832803.20
31832803.20
0.0008
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
296219042.96
296219042.96
0.0075
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
30999427.43
30999427.43
0.0008
N
Y
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQF9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-03-15
2017-03-15
2017-03-15
N
Y
Citibank NA
1.0000
N
0.0067
21993840.00
21993840.00
0.0006
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQH5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-03-17
2017-03-17
2017-03-17
N
Y
Citibank NA
1.0000
N
0.0067
63979628.80
63979628.80
0.0016
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQM4
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-03-21
2017-03-21
2017-03-21
N
Y
Citibank NA
1.0000
N
0.0068
68972751.90
68972751.90
0.0017
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VQV4
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-03-29
2017-03-29
2017-03-29
N
Y
Citibank NA
1.0000
N
0.0068
48973001.00
48973001.00
0.0012
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VSP5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-05-23
2017-05-23
2017-05-23
N
Y
Citibank NA
1.0000
N
0.0088
74846175.00
74846175.00
0.0019
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VTC3
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-06-12
2017-06-12
2017-06-12
N
Y
Citibank NA
1.0000
N
0.0098
1994360.80
1994360.80
0.0001
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
223195350.23
223195350.23
0.0056
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
6001743.66
6001743.66
0.0002
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.120000%
17305TEP3
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-04-28
2017-04-28
2017-04-28
N
N
N
0.0071
200132702.00
200132702.00
0.0050
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
156074210.76
156074210.76
0.0039
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.200000%
17305TGD8
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-05-22
2017-05-22
2017-05-22
N
N
N
0.0085
375297041.25
375297041.25
0.0094
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.180000%
17305TGH9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0096
59035465.49
59035465.49
0.0015
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.070000%
17305TGX4
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-03-22
2017-03-22
2017-03-22
N
N
N
0.0062
118032191.58
118032191.58
0.0030
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
15010845.15
15010845.15
0.0004
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
131061728.51
131061728.51
0.0033
N
N
N
N
CLARK CNTY
AIRPORT SYSTEM SUB LIEN RB SERIES 2011B1 0.660000%
18085PNG5
549300LDD8NZB2EOVG83
US18085PNG53
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2022-07-01
Y
Citibank NA
1.0000
7
N
N
N
0.0066
96765000.00
96765000.00
0.0024
N
N
Y
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CRK1
Asset Backed Commercial Paper
Y
2017-04-19
2017-04-19
2017-04-19
N
Y
JP Morgan Securities LLC
1.0000
N
0.0086
19976056.00
19976056.00
0.0005
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
8967937.50
8967937.50
0.0002
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CTU7
Asset Backed Commercial Paper
Y
2017-06-28
2017-06-28
2017-06-28
N
Y
JP Morgan Securities LLC
1.0000
N
0.0114
1992366.60
1992366.60
0.0001
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
8966025.90
8966025.90
0.0002
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
288500468.00
288500468.00
0.0073
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.309400%
19423CCM2
Asset Backed Commercial Paper
Y
2017-03-02
2017-05-02
2017-05-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0083
372315831.72
372315831.72
0.0094
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALIA 1.381700%
20272ATA4
MSFSBD3QN1GSN7Q6C537
0000008565
Financial Company Commercial Paper
Y
2017-03-10
2017-03-10
2017-03-10
N
N
N
0.0066
129025672.29
129025672.29
0.0032
N
N
N
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
2020-02-15
3.625000
123223500.00
131085380.56
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-01-31
1.750000
78245500.00
76994635.45
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0053
204000000.00
204000000.00
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2018-04-09
0.750000
196796000.00
196730237.34
Agency Debentures and Agency Strips
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0054
191000000.00
191000000.00
0.0048
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.198300%
21684BE91
DG3RU1DBUFHT4ZF9WN62
Certificate of Deposit
Y
2017-03-27
2017-04-27
2017-04-27
N
N
N
0.0082
108067285.08
108067285.08
0.0027
N
N
N
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
13003421.73
13003421.73
0.0003
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.050000%
21685VWG0
DG3RU1DBUFHT4ZF9WN62
Certificate of Deposit
Y
2017-06-14
2017-06-14
2017-06-14
N
N
N
0.0104
26000884.26
26000884.26
0.0007
N
N
N
N
COOPERATIEVE RABOBANK UA
COOPERATIEVE RABOBANK UA 0.000000%
21687AV75
DG3RU1DBUFHT4ZF9WN62
Financial Company Commercial Paper
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0110
49756665.00
49756665.00
0.0013
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.680000%
22534HXL0
Certificate of Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0063
11000016.61
11000016.61
0.0003
N
Y
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.670000%
22534HXQ9
Certificate of Deposit
Y
2017-03-06
2017-03-06
2017-03-06
N
N
N
0.0064
256001408.00
256001408.00
0.0064
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
130000000.00
130000000.00
0.0033
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
2002299.62
2002299.62
0.0001
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
168156006.48
168156006.48
0.0042
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
67069700.77
67069700.77
0.0017
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.510000%
22549VZH9
Certificate of Deposit
Y
2017-06-12
2017-06-12
2017-06-12
N
N
N
0.0108
8009805.68
8009805.68
0.0002
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
39047767.59
39047767.59
0.0010
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
2019-03-31
1.500000
64320000.00
65046982.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-08-15
2.000000
43541900.00
42452406.25
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0050
105387352.00
105387352.00
0.0027
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
119999868.00
119999868.00
0.0030
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
270999349.60
270999349.60
0.0068
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
204996494.50
204996494.50
0.0052
N
Y
Y
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
199102447.19
199102447.19
0.0050
N
N
N
N
DALLAS-FORT WORTH INT'L AIRPORT FACILITY IMPROVEMENT CORP
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999 0.650000%
235035AL6
US235035AL63
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2032-07-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0065
30480000.00
30480000.00
0.0008
N
N
Y
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
394989809.00
394989809.00
0.0099
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.950000%
34959THD1
Certificate of Deposit
Y
2017-03-08
2017-03-08
2017-03-08
N
N
N
0.0063
233016405.53
233016405.53
0.0059
N
N
N
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
65000000.00
65000000.00
0.0016
N
N
Y
N
FRANKLIN CNTY
HOSPITAL FACILITIES REFUNDING RB (OHIOHEALTH) SERIES 2009B 0.630000%
3531867M5
549300VCBUC1RZE7KL42
US3531867M54
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2041-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
Y
OhioHealth Corp
Corporate Underlier
1.0000
0.0063
43350000.00
43350000.00
0.0011
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
3080000.00
3080000.00
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
119998200.00
119998200.00
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
87997351.20
87997351.20
0.0022
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
104995233.00
104995233.00
0.0026
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LQ65
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-03-06
2017-03-06
2017-03-06
N
N
N
0.0055
206980956.00
206980956.00
0.0052
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
288968530.79
288968530.79
0.0073
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LQ33
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2017-03-03
2017-03-03
2017-03-03
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0070
49997085.00
49997085.00
0.0013
N
N
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 1.250000%
40428A4B0
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0116
90034299.90
90034299.90
0.0023
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
5991970.80
5991970.80
0.0002
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
37930927.40
37930927.40
0.0010
N
N
N
N
HSBC USA INC
HSBC USA INC 1.376700%
40434WAW1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-03-06
2017-04-05
2017-04-05
N
N
N
0.0075
55035200.55
55035200.55
0.0014
N
N
N
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
41000000.00
41000000.00
0.0010
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0R34
Financial Company Commercial Paper
Y
2017-04-03
2017-04-03
2017-04-03
N
Y
ING Bank NV
1.0000
N
0.0079
164876893.50
164876893.50
0.0041
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0R42
Financial Company Commercial Paper
Y
2017-04-04
2017-04-04
2017-04-04
N
Y
ING Bank NV
1.0000
N
0.0079
97924442.00
97924442.00
0.0025
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0TL2
Financial Company Commercial Paper
Y
2017-06-20
2017-06-20
2017-06-20
N
Y
ING Bank NV
1.0000
N
0.0108
131558116.80
131558116.80
0.0033
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.229400%
46640EDW5
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-03-27
2017-04-27
2017-04-27
N
N
N
0.0082
270179822.70
270179822.70
0.0068
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TVY8
Asset Backed Commercial Paper
Y
2017-03-14
2017-03-14
2017-03-14
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0069
124978350.00
124978350.00
0.0031
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TWD3
Asset Backed Commercial Paper
Y
2017-03-22
2017-03-22
2017-03-22
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0072
44984659.50
44984659.50
0.0011
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TWF8
Asset Backed Commercial Paper
Y
2017-03-23
2017-03-23
2017-03-23
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0073
129947129.00
129947129.00
0.0033
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WP28
Asset Backed Commercial Paper
Y
2017-03-29
2017-03-29
2017-03-29
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0074
129935429.00
129935429.00
0.0033
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 1.129400%
48803ALK9
Asset Backed Commercial Paper
Y
2017-03-28
2017-05-05
2017-05-05
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0083
34017952.34
34017952.34
0.0009
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
9995713.00
9995713.00
0.0003
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MCV9
Asset Backed Commercial Paper
Y
2017-03-30
2017-03-30
2017-03-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0076
49971690.00
49971690.00
0.0013
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MCW7
Asset Backed Commercial Paper
Y
2017-03-30
2017-03-30
2017-03-30
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0076
49971690.00
49971690.00
0.0013
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
281764248.00
281764248.00
0.0071
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
63941542.40
63941542.40
0.0016
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
9978556.00
9978556.00
0.0003
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.780000%
51489K7K8
Certificate of Deposit
Y
2017-03-15
2017-03-15
2017-03-15
N
N
N
0.0076
199001394.99
199001394.99
0.0050
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
145999970.80
145999970.80
0.0037
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.680000%
51489NVZ2
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0069
99999940.00
99999940.00
0.0025
N
N
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
198999820.90
198999820.90
0.0050
N
N
Y
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
27250000.00
27250000.00
0.0007
N
Y
Y
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
108980303.70
108980303.70
0.0027
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QRC6
Asset Backed Commercial Paper
Y
2017-04-12
2017-04-12
2017-04-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0084
9989991.00
9989991.00
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QS92
Asset Backed Commercial Paper
Y
2017-05-09
2017-05-09
2017-05-09
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0094
95823600.00
95823600.00
0.0024
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QSG6
Asset Backed Commercial Paper
Y
2017-05-16
2017-05-16
2017-05-16
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0098
137710738.20
137710738.20
0.0035
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
55964764.80
55964764.80
0.0014
N
N
N
N
MAINE STATE HOUSING AUTH
TAXABLE RB SERIES 2013G 0.720000%
56052E6Z6
549300SO05LH6D240016
US56052E6Z67
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2041-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0072
20000000.00
20000000.00
0.0005
N
N
Y
N
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY
RB (PARTNERS HEALTHCARE) SERIES 2011K2 0.630000%
57583R6F7
549300UZSVMFXJK08K70
US57583R6F74
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2046-07-01
Y
Barclays Bank PLC
1.0000
7
Y
N
Y
PARTNERS HEALTHCARE SYSTEM INC
Corporate Underlier
1.0000
0.0063
40400000.00
40400000.00
0.0010
N
N
Y
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
92050000.00
92050000.00
0.0023
N
Y
Y
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.280000%
60682A2E5
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0076
219107443.59
219107443.59
0.0055
N
N
N
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
18005454.18
18005454.18
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.395300%
60682A3Z7
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-03-08
2017-06-08
2017-06-08
N
N
N
0.0107
20018840.20
20018840.20
0.0005
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.330000%
60682A4R4
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-07-10
2017-07-10
2017-07-10
N
N
N
0.0113
91064765.61
91064765.61
0.0023
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.330000%
60682A4U7
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-07-18
2017-07-18
2017-07-18
N
N
N
0.0115
1000682.41
1000682.41
0.0000
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
35009653.35
35009653.35
0.0009
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
73996157.18
73996157.18
0.0019
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.060000%
60682A5D4
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-06-13
2017-06-13
2017-06-13
N
N
N
0.0108
113000000.00
113000000.00
0.0028
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
FREMF MTG TR 2016-KF22 B 20230725 FLT
2023-07-25
5.673700
6499435.00
6513075.92
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2016-KF17 B 20230325 FLT
2023-03-25
6.463700
9966000.00
9653682.95
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2016-KF18 B 20260525 FLT
2026-05-25
6.271100
12726000.00
12371572.85
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2016-KF14 B 20230125 FLT
549300IQT8T808FMSE84
2023-01-25
9.423700
27160000.00
25582057.62
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2015-KF12 B 20220925 FLT
2022-09-25
7.871100
4100000.00
3509636.42
Agency Collateralized Mortgage Obligation
FREMF 2016-KF16 MTG TR
2026-03-25
8.250000
14514500.00
14503984.17
Agency Collateralized Mortgage Obligation
FREMF MTG TR 2015-KF07 B 20250225 FLT
2025-02-25
5.721100
29815000.00
26745990.14
Agency Collateralized Mortgage Obligation
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0054
96000000.00
96000000.00
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
106065795.26
106065795.26
0.0027
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
43026269.13
43026269.13
0.0011
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
32005760.32
32005760.32
0.0008
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
35998013.52
35998013.52
0.0009
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.300000%
60689DJ87
Certificate of Deposit
Y
2017-03-13
2017-03-13
2017-03-13
N
N
N
0.0066
178040870.58
178040870.58
0.0045
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.280000%
60689DL27
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0072
91048094.41
91048094.41
0.0023
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.711800%
60689DMU4
Certificate of Deposit
Y
2017-05-17
2017-05-17
2017-05-17
N
N
N
0.0097
20032020.20
20032020.20
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.250000%
60689DN90
Certificate of Deposit
Y
2017-04-12
2017-04-12
2017-04-12
N
N
N
0.0074
89053792.49
89053792.49
0.0022
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.250000%
60689DQ30
Certificate of Deposit
Y
2017-04-17
2017-04-17
2017-04-17
N
N
N
0.0075
12007888.92
12007888.92
0.0003
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
3002559.03
3002559.03
0.0001
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
105089566.05
105089566.05
0.0026
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
71055380.71
71055380.71
0.0018
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
9003419.19
9003419.19
0.0002
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
5994558.60
5994558.60
0.0002
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
998772.50
998772.50
0.0000
N
N
N
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
125999672.40
125999672.40
0.0032
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
95999635.20
95999635.20
0.0024
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
175000000.00
175000000.00
0.0044
N
N
Y
N
NEW YORK CITY
GO BONDS FISCAL 2010 SERIES G4 0.640000%
64966HXT2
549300ABYZD2SFD5JB29
US64966HXT21
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2039-03-01
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0064
40500000.00
40500000.00
0.0010
N
N
Y
N
NEW YORK CITY TRANSITIONAL FINANCE AUTH
FUTURE TAX SECURED SUB RB FISCAL 2014 SERIES B3 0.570000%
64971WCT5
5493003476LG35QAKM08
US64971WCT53
Variable Rate Demand Note
Y
2017-03-01
2017-03-01
2042-11-01
Y
Barclays Bank PLC
1.0000
1
Y
N
N
0.0057
34600000.00
34600000.00
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
38000000.00
38000000.00
0.0010
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVENUE) SERIES 2015B 0.780000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0078
9000000.00
9000000.00
0.0002
N
N
Y
N
NEW YORK STATE HFA
HSG RB (555 10TH AVE) SERIES 2016A 0.720000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0072
100000000.00
100000000.00
0.0025
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
12000000.00
12000000.00
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
13595000.00
13595000.00
0.0003
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
24015000.00
24015000.00
0.0006
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
80937759.60
80937759.60
0.0020
N
N
N
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
73300000.00
73300000.00
0.0018
N
N
Y
N
NUVEEN QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 0.800000%
67066V861
549300SCLWG42TGZI008
US67066V8616
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
46000000.00
46000000.00
0.0012
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
51800000.00
51800000.00
0.0013
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
92900000.00
92900000.00
0.0023
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
17500000.00
17500000.00
0.0004
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
6000000.00
6000000.00
0.0002
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
31800000.00
31800000.00
0.0008
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
42000000.00
42000000.00
0.0011
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
49000000.00
49000000.00
0.0012
N
N
Y
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
176507944.27
176507944.27
0.0044
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
24010908.24
24010908.24
0.0006
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
137749157.40
137749157.40
0.0035
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
29350000.00
29350000.00
0.0007
N
N
Y
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LQ70
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2017-03-07
2017-03-07
2017-03-07
N
N
N
0.0061
19997394.40
19997394.40
0.0005
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
274967412.50
274967412.50
0.0069
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
13971183.80
13971183.80
0.0004
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
77983206.60
77983206.60
0.0020
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
85969349.60
85969349.60
0.0022
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LRA2
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-04-10
2017-04-10
2017-04-10
N
Y
Barclays Bank Plc
1.0000
N
0.0108
75906345.20
75906345.20
0.0019
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
52914410.30
52914410.30
0.0013
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
44908650.00
44908650.00
0.0011
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
149644995.00
149644995.00
0.0038
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
33912072.60
33912072.60
0.0009
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
48024672.48
48024672.48
0.0012
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
68008296.68
68008296.68
0.0017
N
N
N
N
SMITHSONIAN INSTITUTION
TAXABLE SERIES 2013 0.750000%
832432AA6
US832432AA69
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
1.0000
7
Y
N
N
0.0075
27500000.00
27500000.00
0.0007
N
N
Y
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 0.640000%
83369YMN3
Certificate of Deposit
Y
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0062
85000111.35
85000111.35
0.0021
N
N
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.250000%
86563YEY5
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0070
63032590.53
63032590.53
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.359400%
86563YJS3
Certificate of Deposit
Y
2017-03-02
2017-05-02
2017-05-02
N
N
N
0.0089
52043212.52
52043212.52
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.380000%
86563YJU8
Certificate of Deposit
Y
2017-03-03
2017-05-03
2017-05-03
N
N
N
0.0090
252218486.52
252218486.52
0.0063
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.379400%
86563YMK6
Certificate of Deposit
Y
2017-03-20
2017-06-19
2017-06-19
N
N
N
0.0108
132124873.32
132124873.32
0.0033
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
70057505.70
70057505.70
0.0018
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.350000%
86563YPK3
Certificate of Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0116
89070542.29
89070542.29
0.0022
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
27021081.87
27021081.87
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.300000%
86563YQF3
Certificate of Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0116
107062339.27
107062339.27
0.0027
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
20001212.20
20001212.20
0.0005
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
1000480.61
1000480.61
0.0000
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
587279065.67
587279065.67
0.0148
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.070000%
86564EPV2
Certificate of Deposit
Y
2017-05-23
2017-05-23
2017-05-23
N
N
N
0.0094
182056112.42
182056112.42
0.0046
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.230000%
86958JCC1
0001448613
Certificate of Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0068
79001209.49
79001209.49
0.0020
N
Y
Y
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
200128002.00
200128002.00
0.0050
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
32014377.92
32014377.92
0.0008
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
19007581.19
19007581.19
0.0005
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
66997353.50
66997353.50
0.0017
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
390001329.90
390001329.90
0.0098
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 0.850000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0085
3000000.00
3000000.00
0.0001
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TRJ4
Asset Backed Commercial Paper
Y
2017-04-18
2017-04-18
2017-04-18
N
Y
Royal Bank of Canada
1.0000
N
0.0086
23971972.80
23971972.80
0.0006
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88603H5E4
Asset Backed Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
Y
Royal Bank of Canada
1.0000
N
0.0082
36968894.10
36968894.10
0.0009
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.423200%
89113WKF2
Certificate of Deposit
Y
2017-04-18
2017-10-16
2017-10-16
N
N
N
0.0111
462017892.61
462017892.61
0.0116
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.950000%
89113WQE9
Certificate of Deposit
Y
2017-03-06
2017-03-06
2017-03-06
N
N
N
0.0062
100005491.00
100005491.00
0.0025
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
118013358.78
118013358.78
0.0030
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
111016961.91
111016961.91
0.0028
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
175026741.75
175026741.75
0.0044
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
19007710.39
19007710.39
0.0005
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
348149643.48
348149643.48
0.0088
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
76030757.96
76030757.96
0.0019
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
92993341.20
92993341.20
0.0023
N
N
N
N
TORONTO DOMINION HOLDINGS USA INC
TORONTO DOMINION HOLDINGS USA INC 0.000000%
89116EQM8
Financial Company Commercial Paper
Y
2017-03-21
2017-03-21
2017-03-21
N
Y
TORONTO-DOMINION BANK/THE
1.0000
N
0.0065
82968335.50
82968335.50
0.0021
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
197973820.44
197973820.44
0.0050
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.160000%
89233ATB5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-03-03
2017-10-30
2017-10-30
N
N
N
0.0110
58028478.58
58028478.58
0.0015
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GTD8
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-06-13
2017-06-13
2017-06-13
N
N
N
0.0099
99710380.00
99710380.00
0.0025
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GTF3
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-06-15
2017-06-15
2017-06-15
N
N
N
0.0100
99703370.00
99703370.00
0.0025
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GTG1
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-06-16
2017-06-16
2017-06-16
N
N
N
0.0100
199400000.00
199400000.00
0.0050
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.260000%
90275DCG3
Certificate of Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0061
44000792.44
44000792.44
0.0011
N
Y
Y
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.270000%
90275DCS7
Certificate of Deposit
Y
2017-03-13
2017-03-13
2017-03-13
N
N
N
0.0065
83018377.03
83018377.03
0.0021
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.100000%
90275DDQ0
Certificate of Deposit
Y
2017-05-17
2017-05-17
2017-05-17
N
N
N
0.0092
139054739.59
139054739.59
0.0035
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
116110282.36
116110282.36
0.0029
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
41037777.81
41037777.81
0.0010
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.160000%
90275DEY2
Certificate of Deposit
Y
2017-08-10
2017-08-10
2017-08-10
N
N
N
0.0113
80011296.80
80011296.80
0.0020
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.050600%
90275DFA3
Certificate of Deposit
Y
2017-03-13
2017-08-14
2017-08-14
N
N
N
0.0105
178010324.00
178010324.00
0.0045
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
1998692.80
1998692.80
0.0001
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PR60
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0070
34974926.00
34974926.00
0.0009
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
8993368.80
8993368.80
0.0002
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PRD5
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-04-13
2017-04-13
2017-04-13
N
N
N
0.0071
138879723.30
138879723.30
0.0035
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PV73
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0112
135320000.00
135320000.00
0.0034
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.683700%
912828M23
US912828M235
U.S. Treasury Debt
Y
2017-03-01
2017-10-31
2017-10-31
N
N
N
0.0052
200221400.00
200221400.00
0.0050
N
Y
Y
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
12000000.00
12000000.00
0.0003
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
48000000.00
48000000.00
0.0012
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
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.187900
301849.00
299422.10
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 A-6 20401025 FLT
2040-10-25
1.071800
9825353.00
9249223.01
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.237900
25000000.00
14739289.28
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
1.253400
414671.00
384482.00
Asset-Backed Securities
BCAP LLC TR 2014-RR3 5A1 20361028 FLT
2036-10-28
0.853900
1.00
0.39
Asset-Backed Securities
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.383200
2832145.00
2729032.60
Asset-Backed Securities
BENEFIT STR PARTNERS CLO VI LTD BENEFIT STR PA
2027-04-18
2.431700
4476928.00
4486158.78
Asset-Backed Securities
KEYCORP STUDENT LN TR 2000-B A-2 20290725 FLT
54930014YCW3N7EGPE85
2029-07-25
1.347900
18977548.00
1395560.25
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
11.00
0.03
Asset-Backed Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.130100
40000000.00
38034607.03
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
1.00
0.90
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 B 20401025 FLT
2040-10-25
1.181800
2.00
1.00
Asset-Backed Securities
VENTURE XV CLO LTD / VENTURE XV CLO LLC
549300UYHZCJPN3LMT03
2028-07-15
2.400000
48589661.00
48842489.21
Asset-Backed Securities
TERWIN MTG TR 2005-11 I-M-1A 20361125 FLT
2036-11-25
1.406100
8542000.00
7828259.54
Asset-Backed Securities
SLM PRIV ED LN TR 2014-A B 20441115 3.5
549300XEL6YCZ2OF2E98
2044-11-15
3.500000
3973765.00
3963734.78
Asset-Backed Securities
ALM VII LTD ALM VII LLC
2028-10-15
2.333700
20460720.00
20572383.87
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.147900
6150000.00
5944277.78
Asset-Backed Securities
SLC STUDENT LN TR 2006-2 A-6 20390915 FLT
2039-09-15
1.123400
22000000.00
20538981.91
Asset-Backed Securities
PREFER TERM SEC XXVI 2007-26 A-2 20370922 FLT
2037-09-22
1.333400
3559000.00
2202298.27
Asset-Backed Securities
OCTAGON INV PTNRS X 2006-10 D 20201018 FLT
549300XNJXD73TILHP55
2020-10-18
2.423700
2000000.00
1266269.09
Asset-Backed Securities
NELNET ED LN FDG 2005-3 A-5 20351222 FLT
2035-12-22
1.116200
45000000.00
40853223.46
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.371100
2938047.00
2916053.54
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.167900
14840833.00
13256315.34
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.177900
35723466.00
32439025.32
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-10 A-6 20440325 FLT
54930051VPU2HCJB6841
2044-03-25
1.187900
8509000.00
7677346.53
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
1.787900
7048977.00
6779827.57
Asset-Backed Securities
BANK OF AMERICA FUNDING CORPORATION
9DJT3UXIJIZJI4WXO774
2023-01-20
3.124000
439.00
442.40
Corporate Debt Securities
FRANCE TELECOM SA CR SEN GLBL 4 31
969500MCOONR8990S771
2031-03-01
9.000000
1728000.00
2664817.92
Corporate Debt Securities
AMERICAN EXPRESS BK FSB MTN VR 061207-061217
L8OE7P8XHYQYWFH4C498
2017-06-12
1.070600
1122.00
1123.12
Corporate Debt Securities
AGATE BAY MTG TR 2015-1 A-4 20450125 FLT
2045-01-25
3.500000
21614807.00
8368515.14
Private Label Collateralized Mortgage Obligations
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
4.465600
3325000.00
3333238.91
Private Label Collateralized Mortgage Obligations
BBCMS TR 2015-SLP F 20280215 FLT
2028-02-15
5.920000
819577.00
821193.02
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
3.770000
5900996.00
2843340.30
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-TIKI E 20380915 FLT
5493000INYGJD1PZIM19
2038-09-15
3.920000
10945296.00
10770111.67
Private Label Collateralized Mortgage Obligations
CGWF COML MTG 2013 RKWH
2030-11-15
3.867200
5295294.00
5283938.22
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2007-C3 A-M 20390617 FLT
2039-06-17
5.638200
1169918.00
1182536.77
Private Label Collateralized Mortgage Obligations
COMM 2007-C9 AM 20491210 FLT
2049-12-10
5.650000
1438723.00
1459479.46
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
280153356.00
280153356.00
0.0070
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
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.187900
2195814.00
2178159.43
Asset-Backed Securities
CIT EDUCATION LN TR 2007-1 B 20420625 FLT
2042-06-25
1.297100
15000000.00
8998103.01
Asset-Backed Securities
ATRIUM X 2013-10 A 20250716 FLT
2025-07-16
2.143200
7950000.00
7941666.55
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 A-6 20401025 FLT
2040-10-25
1.071800
21131346.00
19892265.61
Asset-Backed Securities
SMB PRIVATE ED LN TR 2015-A B 20451016 3.5
2045-10-16
3.500000
51119.00
50678.62
Asset-Backed Securities
GALE FORCE 3 CLO LTD.
2021-04-19
4.377600
2453856.00
2173486.63
Asset-Backed Securities
GREAT LAKE CLO 2014 1 LTD GREAT LAKES CLO 2014
2025-04-15
2.873200
25000000.00
25111546.04
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
1.253400
9139260.00
8473900.83
Asset-Backed Securities
STANFIELD MCLAREN CLO 2007-1 A-1L 20210227 FLT
2021-02-27
1.177100
5000000.00
464799.46
Asset-Backed Securities
SLM PRIV ED LN TR 2014-A B 20441115 3.5
549300XEL6YCZ2OF2E98
2044-11-15
3.500000
144172.00
143808.09
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.177900
16420006.00
14910339.06
Asset-Backed Securities
CENT CDO 15 LIMITED
2021-03-11
1.673100
4599.00
4536.41
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
3546163.00
3178706.04
Asset-Backed Securities
KEYCORP STUDENT LN TR 2000-B A-2 20290725 FLT
54930014YCW3N7EGPE85
2029-07-25
1.347900
20000012.00
1470749.64
Asset-Backed Securities
KVK CLO 2014 2 LTD KVK CLO 2014 2 LLC
2026-07-15
2.430000
4255756.00
4264405.82
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
2949989.00
9312.98
Asset-Backed Securities
ONEMAIN FINL ISSUE TR 2015-2 A 20250718 2.5
2025-07-18
2.570000
865639.00
865540.22
Asset-Backed Securities
NELNET ED LN FDG 2005-3 A-5 20351222 FLT
2035-12-22
1.116200
6000000.00
5447096.46
Asset-Backed Securities
NAVIENT STUDENT LN TR 2015-1 A-2 20400425 FLT
2040-04-25
1.371100
20509489.00
20355960.28
Asset-Backed Securities
NAVIENT PRIV ED LN TR 2014-CT B 20441017 FLT
549300MHPR7EGDMPWY17
2044-10-17
2.520000
5415000.00
5171936.89
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
1.787900
9961939.00
9581564.63
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-2 A-6 20410125 FLT
5493007758ACJK074H95
2041-01-25
1.207900
2056778.00
1946241.06
Asset-Backed Securities
SLC STUDENT LN TR 2005-2 A-4 20391215 FLT
2039-12-15
1.123400
6000000.00
5613828.52
Asset-Backed Securities
VENTURE XV CLO LTD / VENTURE XV CLO LLC
549300UYHZCJPN3LMT03
2028-07-15
2.400000
13534529.00
13604953.67
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.130100
114673.00
107365.71
Asset-Backed Securities
CENT CLO 18 LTD CENT CLO 18 CORP
2025-07-23
2.001800
4922954.00
4932968.89
Asset-Backed Securities
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.383200
167855.00
161743.76
Asset-Backed Securities
CABO MINING ENTERPRISES CORP CDN 1 25 EXP 04 16
2026-07-18
2.553700
10191522.00
10208516.02
Asset-Backed Securities
BENEFIT STR PARTNERS CLO VI LTD BENEFIT STR PA
2027-04-18
2.431700
5000000.00
5010309.28
Asset-Backed Securities
ALM VII LTD ALM VII LLC
2028-10-15
2.333700
10478231.00
10535415.68
Asset-Backed Securities
CENT CLO 21 LTD CENT CLO 21 CORP
2026-07-27
2.275700
8250000.00
8244056.74
Asset-Backed Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.130100
14600000.00
13882631.57
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 B 20401025 FLT
2040-10-25
1.181800
1.00
0.50
Asset-Backed Securities
WELLS FARGO & CO.
PBLD0EJDB5FWOLXP3B76
2046-12-07
4.750000
3359093.00
3530068.97
Corporate Debt Securities
ROCHE HLDGS INC 144A NT 2.25%19
PVJRP0EQNV6OGDPZGY95
2019-09-30
2.250000
3313000.00
3377172.81
Corporate Debt Securities
POPULAR INC
2019-07-01
7.000000
5035000.00
5342554.59
Corporate Debt Securities
PFIZER INC SR NT 7.2%39
765LHXWGK1KXCLTFYQ30
2039-03-15
7.200000
49000.00
72127.51
Corporate Debt Securities
GE CAPITAL TRUST I SUB PFD TR 67
2067-11-15
6.375000
2175000.00
2258279.84
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 20
784F5XWPLTWKTBV3E584
2020-09-15
2.750000
2000000.00
2044022.78
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 2.375%012218
784F5XWPLTWKTBV3E584
2018-01-22
2.375000
18000.00
18175.23
Corporate Debt Securities
TIME WARNER INC
KNG3XRAA0RHN9H62OK76
2026-01-15
3.875000
6765000.00
6846441.20
Corporate Debt Securities
AT&T INC SR FLT NT 17
549300Z40J86GGSTL398
2017-03-30
1.418200
28000.00
28077.98
Corporate Debt Securities
QUEST DIAGNOSTICS
8MCWUBXQ0WE04KMXBX50
2026-06-01
3.450000
8750000.00
8749708.34
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION
9DJT3UXIJIZJI4WXO774
2048-01-20
4.443000
16203.00
16523.49
Corporate Debt Securities
BANK OF AMERICA FUNDING CORPORATION
9DJT3UXIJIZJI4WXO774
2023-01-20
3.124000
1704705.00
1717912.30
Corporate Debt Securities
CSFB COML MTG PTC 2005-C2 A-MFX 20370415 4.8
2037-04-15
4.877000
7625565.00
1963618.29
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2007-C3 A-M 20390617 FLT
2039-06-17
5.638200
12130922.00
12261766.44
Private Label Collateralized Mortgage Obligations
COMM 2007-C9 AM 20491210 FLT
2049-12-10
5.650000
737448.00
748087.16
Private Label Collateralized Mortgage Obligations
BBCMS TR 2015-SLP F 20280215 FLT
2028-02-15
5.920000
14180423.00
14208383.64
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
3.770000
735.00
354.15
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECURITIES TRUST 2007-GG10
2045-08-10
5.865400
3337448.00
1641512.46
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE COMM MTG TRUST
2049-01-15
5.615000
1208293.00
806495.73
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-IQ14 A-4 20490415 FLT
5493007NPTW49ZOONV52
2049-04-15
5.692000
5909819.00
1636045.92
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAP 2007-IQ14 A-5REG 20490415 FLT
5493007NPTW49ZOONV52
2049-04-15
5.696000
8780000.00
8804407.43
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1 A-4 20450125 FLT
2045-01-25
3.500000
9966048.00
3858513.45
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-1 2-A2 20440725 FLT
549300EQ60CWY6DQ4351
2044-07-25
1.500000
690024.00
374650.40
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
256207104.00
256207104.00
0.0064
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 INVT LTD 2016 1
2021-01-01
0.00
15322758.00
8889450.59
Asset-Backed Securities
LSTAR SECS INVT LTD 2016 6
2021-11-01
0.00
345780360.00
197568356.47
Asset-Backed Securities
LSTAR SECS INVEST LTD 2015-9 B 20201001 FLT
2020-10-01
0.00
209587011.00
174192193.35
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
331178144.20
331178144.20
0.0083
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
RASC 2006-KS1 M3
2036-02-25
1.198300
1154141.00
832132.03
Asset-Backed Securities
ACE 2006-ASP6 A2B
2036-12-25
0.898300
15999990.00
3389260.32
Asset-Backed Securities
FFML 2006-FF17 A6
2036-12-25
1.088300
16100000.00
4864438.61
Asset-Backed Securities
RAMP 2004-RS8 MII2
2034-08-25
2.503300
11500000.00
2497187.50
Asset-Backed Securities
CMLTI 2007-OPX1 A2
2037-01-25
0.978300
11300000.00
3523860.00
Asset-Backed Securities
ABSHE 2006-HE5 M1
2036-07-25
1.058300
10500000.00
5891024.98
Asset-Backed Securities
MLMI 2007-MLN1 A2D
2037-03-25
1.098300
8243000.00
5627112.20
Asset-Backed Securities
SABR
2035-10-25
1.418300
5000000.00
2517701.98
Asset-Backed Securities
AMRES 1999-1 M1
2029-11-25
2.028300
4000000.00
737091.78
Asset-Backed Securities
OOMLT 2005-3 M4
2035-08-25
1.708300
4000000.00
1905565.02
Asset-Backed Securities
SAST 2006-1 M3
2036-03-25
1.363300
3499000.00
1192290.02
Asset-Backed Securities
SAST 2006-1 M2
2036-03-25
1.273300
3499000.00
1826956.06
Asset-Backed Securities
RAMC 2006-3 AF3
2036-11-25
5.586000
2510000.00
1331292.58
Asset-Backed Securities
NHELI 2005-FM1 M4
2035-05-25
1.693300
2000000.00
663586.85
Asset-Backed Securities
RASC 2005-EMX2 M7
2035-07-25
2.698300
1808000.00
518547.11
Asset-Backed Securities
OOMLT 2006-2 2A3
2036-07-25
0.918300
509000.00
296258.88
Asset-Backed Securities
SURF 2005-BC3 M3
2036-06-25
1.678300
477542.00
372359.70
Asset-Backed Securities
SASC 2005-9XS M1
2035-06-25
1.228300
241786.00
190727.33
Asset-Backed Securities
NCMT 2007-1 2A2
2037-04-25
0.938300
27683000.00
26646990.64
Asset-Backed Securities
BNCMT 2007-2 A4
2037-05-25
1.068300
27280000.00
7340613.32
Asset-Backed Securities
LBMLT 2006-7 2A2
2036-08-25
0.898300
26474926.00
4646354.79
Asset-Backed Securities
MLMI 2006-HE4 A2B
2037-07-25
0.878300
23134000.00
4088429.92
Asset-Backed Securities
OOMLT
2035-12-25
1.218300
22984000.00
12408397.28
Asset-Backed Securities
NCMT 2007-1 2A4
2037-04-25
1.118300
20894600.00
13545256.64
Asset-Backed Securities
FFMER 2007-3 A2D
2037-06-25
1.028300
20000000.00
10750269.89
Asset-Backed Securities
MSM 2006-13AX A2
2036-10-25
0.948300
19516000.00
3893318.59
Asset-Backed Securities
LXS 2005-5N 3A3C
2035-11-25
1.278300
16760000.00
6156793.20
Asset-Backed Securities
CWL 2006-12 2A3
2036-12-25
1.038300
16700000.00
14099239.17
Asset-Backed Securities
JPMAC 2007-CH5 M1
2037-05-25
1.048300
16500000.00
11067300.62
Asset-Backed Securities
BNCMT 2006-2 A5
2036-11-25
1.088300
16389200.00
4731470.45
Asset-Backed Securities
FFMER 2007-2 A2C
2037-05-25
1.018300
13350000.00
5688390.25
Asset-Backed Securities
ACCR 2007-1 M2
2037-02-25
1.048300
12754000.00
8447358.74
Asset-Backed Securities
JPMAC 2007-HE1 AV2
2047-03-25
0.918300
12400000.00
8779110.62
Asset-Backed Securities
OOMLT
2036-07-25
0.878300
770000.00
84585.62
Asset-Backed Securities
Y
2017-03-07
2017-03-07
2017-03-07
N
Y
Credit Suisse AG
1.0000
N
0.0086
157005228.10
157005228.10
0.0039
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
2023-07-31
1.250000
28184500.00
26730936.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-08-15
3.125000
10932300.00
11217876.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-05-15
2.500000
3919900.00
3562449.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2030-05-15
6.250000
4314300.00
6214785.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2028-04-15
3.625000
91184200.00
184206147.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-01-15
2.375000
5209000.00
7771359.65
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0052
235000000.00
235000000.00
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-06-01
2.901000
20709012.00
9661507.67
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE1856
2031-11-01
2.500000
1932394.00
1912950.11
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC8007
2046-04-01
4.000000
1153620.00
1208751.89
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-05-01
3.000000
59888.00
39987.94
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
771049.00
560554.22
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB6513
2042-10-01
3.500000
5588404.00
3747659.34
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAA1503
2039-01-01
3.114000
22618.00
381.32
Agency Mortgage-Backed Securities
FMAR 849703 G
2045-06-01
2.603000
1618.00
1189.29
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-11-01
3.581000
4446.00
262.47
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-07-01
4.500000
1269848.00
561851.63
Agency Mortgage-Backed Securities
FNAR XX.XXX WS593940
2031-02-01
3.062000
1595.00
22.85
Agency Mortgage-Backed Securities
04.500 FGPC G60403 G
2046-01-01
4.500000
3155948.00
2813796.79
Agency Mortgage-Backed Securities
04.000 FGPC Q40092 G
2046-04-01
4.000000
339091.00
340356.74
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
100377.00
58142.38
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAQ7713
2042-12-01
1.923000
1432.00
602.63
Agency Mortgage-Backed Securities
FNMS 03.000 CLAP4782
2042-09-01
3.000000
1198376.00
785833.16
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-06-01
2.682000
2129.00
794.64
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL9458
2039-08-01
2.941000
1991024.00
1961737.01
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-01-01
2.787000
244160.00
65035.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLAY3431
2045-05-01
3.500000
7653362.00
7064472.42
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-11-01
4.000000
34162.00
29524.90
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-03-01
4.500000
3556642.00
2907979.78
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-12-01
3.500000
20237084.00
13458047.84
Agency Mortgage-Backed Securities
FNMS 03.500 CIAU8775
2028-10-01
3.500000
1289.00
882.89
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-08-01
4.000000
3126663.00
1370875.69
Agency Mortgage-Backed Securities
FNMS 04.000 CLBC2843
2046-09-01
4.000000
1810348.00
1890387.31
Agency Mortgage-Backed Securities
FNMS 03.500 CLBA2533
2045-10-01
3.500000
1000.00
823.81
Agency Mortgage-Backed Securities
FNMS 04.000 CLBA1904
2045-08-01
4.000000
12926699.00
12109779.71
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-11-01
5.500000
300000000.00
12498752.22
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-05-01
2.840000
1792.00
17.40
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2045-07-01
4.000000
118837.00
106814.49
Agency Mortgage-Backed Securities
GNMA
2045-09-20
4.000000
3613300.00
2408514.13
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE4985
2040-11-01
3.335000
7210.00
178.60
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-11-01
3.000000
461.00
272.01
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-08-01
4.000000
1538793.00
574541.60
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-04-01
4.000000
51634.00
39714.32
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-09-01
2.736000
935323.00
744775.13
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2038-05-01
2.497000
2037.00
50.85
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6147
2046-07-01
3.500000
8562928.00
8597548.12
Agency Mortgage-Backed Securities
FNMS 02.000 CIAB7241
2027-12-01
2.000000
500000.00
291849.21
Agency Mortgage-Backed Securities
FNMS 06.000 CLAB0280
2035-02-01
6.000000
1125.00
121.78
Agency Mortgage-Backed Securities
05.000 FGPC A96647 G
2041-02-01
5.000000
2257473.00
750619.29
Agency Mortgage-Backed Securities
FNMS 03.000 CIAJ6053
2026-12-01
3.000000
354604.00
169028.96
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS8690
2047-01-01
3.500000
336106.00
345854.21
Agency Mortgage-Backed Securities
FNAR XX.XXX S1902730
2036-11-01
3.147000
1444.00
40.22
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2020-10-31
1.375000
18987000.00
18883672.96
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0053
105000000.00
105000000.00
0.0026
N
Y
Y
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
1994738.40
1994738.40
0.0001
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LT27
Asset Backed Commercial Paper
Y
2017-06-02
2017-06-02
2017-06-02
N
Y
Natixis SA
1.0000
N
0.0131
99658470.00
99658470.00
0.0025
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
89679172.50
89679172.50
0.0023
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KQ39
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-03-03
2017-03-03
2017-03-03
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0090
47996400.00
47996400.00
0.0012
N
N
Y
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
45975417.60
45975417.60
0.0012
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
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
3.786200
14555000.00
14541011.20
Asset-Backed Securities
VOLT L LLC 2016-NPL10 A-2 20460925 FLT
2046-09-25
5.875000
12500000.00
12489857.29
Asset-Backed Securities
VOLT XIX LLC 2014-NPL11 A-2 20550426 FLT
2055-04-26
5.000000
6000000.00
5933812.00
Asset-Backed Securities
TRICON AMER HOMES TR 2015-SFR1 E 20320519 FLT
2032-05-19
3.772200
8472000.00
8443386.86
Asset-Backed Securities
PROGRESS RESI TR 2015-SFR2 F 20320614 5.0
2032-06-14
5.069000
9889895.00
9778543.57
Asset-Backed Securities
INVITATION HOMES 2014 SFR1 TR
2031-06-19
4.018300
2856000.00
2859492.38
Asset-Backed Securities
INVITATION HOMES TR 2014-SFR1 F 20310619 FLT
2031-06-19
4.518300
8422000.00
8433576.89
Asset-Backed Securities
BCC FDG X LLC 2015-1 F 20230821 6.9
2023-08-21
6.985000
4936000.00
4938824.49
Asset-Backed Securities
AXIS EQUIP FIN RECV 2015-1 D 20200520 4.0
2020-05-20
4.050000
2000000.00
1992172.61
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 E 20310619 FLT
2031-06-19
3.268300
2003000.00
1998322.31
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 F 20310619 FLT
2031-06-19
4.018300
8050000.00
8050972.63
Asset-Backed Securities
AXIS EQUIP FIN RECV 2016-1 B 20220320 2.7
2022-03-20
2.700000
2000000.00
1980246.00
Asset-Backed Securities
INVITATION HOMES 2014 SFRS TR
2031-09-18
4.182200
29438341.00
29483113.79
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2021-01-15
4.390000
5000000.00
4993371.39
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 E 20320719 FLT
2032-07-19
3.736200
10470000.00
10482423.94
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 F 20310717 FLT
2031-07-17
4.122000
14224000.00
14242555.21
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.970000
21595000.00
21622167.71
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
140057526.00
140057526.00
0.0035
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
FORD MOTOR CREDIT CO LLC SR GLBL NT 25
UDSQCVRUX5BONN0VY111
2025-08-04
4.134000
1708000.00
1729513.97
Corporate Debt Securities
HSBC HLDGS PLC SB GLBL NT6.5%37
MLU0ZO3ML4LN2LL2TL39
2037-09-15
6.500000
144000.00
182962.16
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 3%17
UDSQCVRUX5BONN0VY111
2017-06-12
3.000000
708000.00
715790.36
Corporate Debt Securities
PRAXAIR INC SR NT 3.55%42
ZU69GUVJQGZ6Z1UOOO79
2042-11-07
3.550000
240000.00
228601.40
Corporate Debt Securities
BARCLAYS PLC
213800LBQA1Y9L22JB70
2028-01-10
4.337000
1009000.00
1019594.50
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 42
549300UVMBCBCIPSUI70
2042-07-17
4.250000
260000.00
248042.67
Corporate Debt Securities
COLBUN SA SR NT REGS 20
2020-01-21
6.000000
338000.00
370484.05
Corporate Debt Securities
TARGET CORP SR NT 7%38
8WDDFXB5T1Z6J0XC1L66
2038-01-15
7.000000
9000000.00
12629980.00
Corporate Debt Securities
MIZUHO CORPORATE BK LTD SR 144A NT 17
RB0PEZSDGCO3JS6CEU02
2017-03-17
2.550000
4000000.00
4048096.66
Corporate Debt Securities
PTT PUB CO LTD REGS NT 4.5%42
549300QOGMPTKB6W7G56
2042-10-25
4.500000
490000.00
478972.55
Corporate Debt Securities
PETROLIAM NASIONAL BERHAD REGS BD 2.707%20
2020-03-18
2.707000
4050000.00
4095441.00
Corporate Debt Securities
LOTTE SHOPPING CO LTD SR NT REGS 17
2017-05-09
3.375000
520000.00
526426.55
Corporate Debt Securities
ENEL FIN INTL S A GTD NT 144A 37
0YQH6LCEF474UTUV4B96
2037-09-15
6.800000
150000.00
191893.33
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT2.5%19
5493001NTNQJDH60PM02
2019-11-28
2.500000
1833000.00
1858643.67
Corporate Debt Securities
TACK CAP CO TAXDEM-10A VR 40
54930058SMQKSTS3I138
2040-08-01
0.830000
2870000.00
2871720.41
Corporate Debt Securities
PHILLIPS 66 PARTNERS LP SR NT 4.68%45
549300TL5L4IG0H4FX64
2045-02-15
4.680000
640000.00
607955.20
Corporate Debt Securities
METLIFE INC SR NT 5.875%41
C4BXATY60WC6XEOZDX54
2041-02-06
5.875000
810000.00
996616.12
Corporate Debt Securities
MITSUBISHI TR & BKG CORP N Y SR REGS NT 19
JBONEPAGQXF4QP29B387
2019-10-16
2.450000
200000.00
202412.67
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR REGS NT2.3%19
C3GTMMZIHMY46P4OIX74
2019-03-10
2.300000
390000.00
394849.00
Corporate Debt Securities
SINOPEC GRP OVSEAS DEV 2015 SR REGS NT4.1%45
2045-04-28
4.100000
373000.00
363681.22
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 43
2043-04-24
4.250000
400000.00
389795.56
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -A REGS NT 20
2020-05-13
2.875000
340000.00
344523.84
Corporate Debt Securities
TENCENT HLDGS LTD SR REGS NT 20
2020-02-11
2.875000
274000.00
277114.73
Corporate Debt Securities
Y
2017-06-05
2017-06-05
2017-08-15
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0158
30012453.00
30012453.00
0.0008
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
2025-11-15
2.250000
28292400.00
28256022.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-01-31
1.875000
29841600.00
29884878.56
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0052
57000000.00
57000000.00
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
2018-03-15
1.000000
200.00
201.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
0.680700
86595600.00
86651189.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-01-15
1.125000
180619400.00
211192875.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-15
8.750000
100.00
124.31
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0052
292000000.00
292000000.00
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 2008-013 FC
549300M8ZYFG0OCMTT87
2038-02-16
1.287200
1549.00
288.36
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2018-10-19
1.125000
408000.00
409355.07
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-05-01
3.500000
30577.00
19017.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL0538
2041-07-01
4.500000
23714946.00
12038418.65
Agency Mortgage-Backed Securities
GNII SF MA3735 M
2046-06-20
3.000000
11186998.00
10572294.76
Agency Mortgage-Backed Securities
FMAR 849592 G
2045-02-01
2.766000
5534584.00
2848821.55
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-03-01
3.097000
5218879.00
2178153.61
Agency Mortgage-Backed Securities
04.500 FGPC D98375 G
2030-07-01
4.500000
734336.00
205853.79
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2044-11-01
4.000000
3938630.00
2931076.33
Agency Mortgage-Backed Securities
04.000 FGPC Q24708 G
2044-02-01
4.000000
14188234.00
11414207.24
Agency Mortgage-Backed Securities
04.000 FGPC V81286 G
2044-07-01
4.000000
15742000.00
11845772.63
Agency Mortgage-Backed Securities
FMAR 2B3453 G
2044-11-01
2.585000
1000.00
424.14
Agency Mortgage-Backed Securities
FNMS 03.500 CIAJ7721
2026-12-01
3.500000
15949218.00
6413229.90
Agency Mortgage-Backed Securities
FNMS 03.500 CIAI9804
2026-08-01
3.500000
46105756.00
15873909.23
Agency Mortgage-Backed Securities
FNMS 04.500 CIAH3624
2026-01-01
4.500000
4176920.00
1240364.37
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-02-01
3.500000
8895307.00
3288869.32
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-03-01
4.000000
14097691.00
10851827.30
Agency Mortgage-Backed Securities
FNMS 04.000 CLAW6230
2044-06-01
4.000000
4779344.00
2127292.55
Agency Mortgage-Backed Securities
FNMS 03.500 CIAS3128
2029-08-01
3.500000
8534664.00
5236793.88
Agency Mortgage-Backed Securities
FNMS 03.500 CRAR0240
2043-01-01
3.500000
53490940.00
43609394.29
Agency Mortgage-Backed Securities
FNMS 05.000 CLAL7521
2039-06-01
5.000000
595998.00
465067.33
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD0654
2047-01-01
4.000000
12899275.00
13693612.58
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC2850
2046-09-01
3.500000
9088280.00
9254698.09
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2035-11-01
5.500000
10998144.00
4220045.80
Agency Mortgage-Backed Securities
FNMS 04.000 CI773541
2019-04-01
4.000000
3086245.00
40365.54
Agency Mortgage-Backed Securities
FNMS 03.500 CLAZ2638
2045-09-01
3.500000
7100744.00
6643674.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLAX6137
2044-11-01
4.000000
22747165.00
19348658.96
Agency Mortgage-Backed Securities
GNII SF MA3736 M
2046-06-20
3.500000
14960454.00
14352483.97
Agency Mortgage-Backed Securities
GNMA
2045-09-20
3.500000
14312843.00
10959283.04
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-07-01
4.000000
17846414.00
3653673.97
Agency Mortgage-Backed Securities
FNMS 03.500 CVMA2008
2029-07-01
3.500000
4294356.00
3443313.08
Agency Mortgage-Backed Securities
FNMS 07.000 CLAL4406
2032-10-01
7.000000
1148439.00
639909.92
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.500000
7170000.00
3161446.21
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAE8256
2040-11-01
3.260000
4653173.00
911977.49
Agency Mortgage-Backed Securities
03.500 FGPC Q11721 G
2042-10-01
3.500000
4205530.00
3144977.38
Agency Mortgage-Backed Securities
02.500 FGPC J21307 G
2027-11-01
2.500000
1967075.00
770066.49
Agency Mortgage-Backed Securities
FNMS 03.500 CLAK7789
2042-03-01
3.500000
33494350.00
17318900.73
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL8857
2046-07-01
4.000000
1000.00
1017.57
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL4188
2027-11-01
3.500000
15494702.00
7776761.40
Agency Mortgage-Backed Securities
FNMS 04.000 CIAB3136
2026-06-01
4.000000
21443744.00
8474777.00
Agency Mortgage-Backed Securities
03.000 FGPC Q44664 G
2046-11-01
3.000000
3560288.00
3520166.02
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2022-09-30
1.750000
70993400.00
70526946.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-31
1.500000
17105200.00
17211423.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-05-15
1.750000
200.00
199.06
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
2.625000
89000.00
91457.08
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0053
353000000.00
353000000.00
0.0089
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
EXETER AUTOMOBILE RECEIVABLES TR 2016 3
2022-06-15
4.220000
1715646.00
1757229.64
Asset-Backed Securities
OZLM FDG V LTD 2013-5 D 20260120 FLT
2026-01-20
5.773200
1085091.00
1052597.16
Asset-Backed Securities
NAVISTAR FIN DEALER TR 2016-1 A 20210927 FLT
549300S28N49H5RT4J50
2021-09-27
2.121100
1030901.00
1033902.74
Asset-Backed Securities
STRUCTURED ASSET SEC 2007-GEL1 A2 20370125 FLT
2037-01-25
0.961100
1100000.00
812644.26
Asset-Backed Securities
NATIONSTAR HEQ LN TR 2007-B 2-AV-4 20370425 FLT
2037-04-25
1.091100
110726.00
96570.75
Asset-Backed Securities
PROGRESS RESIDENTIAL 2016 SFR 1 TR
2033-09-17
4.618300
9000000.00
9179479.41
Asset-Backed Securities
COVENANT CR PARTNERS CLO I LTD
2026-07-20
0.00
5000000.00
3376444.15
Asset-Backed Securities
CATAMARAN CLO LTD 2014-2 SUB 20261018 FLT
2026-10-18
0.00
5850000.00
3099499.65
Asset-Backed Securities
CARLYLE GLBL MKT STRTGS 2014-3 SUB 20260727 FLT
2026-07-27
0.00
5000000.00
3572595.00
Asset-Backed Securities
HILDENE CLO II LTD HILDENE CLO II LLC
2026-07-19
5.977600
3962276.00
3694884.75
Asset-Backed Securities
GSAMP TRUST 2004-AR1 M-4 20340625 FLT
2034-06-25
2.646100
4840000.00
499889.70
Asset-Backed Securities
MSAC 2007-NC2 A2D
2037-02-25
1.101100
712000.00
364394.75
Asset-Backed Securities
MASTR ABS TRUST 2006-FRE2 A-4 20360325 FLT
2036-03-25
0.921100
16245998.00
4004967.06
Asset-Backed Securities
MAGNETITE VIII LTD 2014-8 SUB 20260415 FLT
2026-04-15
0.00
1000.00
405.64
Asset-Backed Securities
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
5.437000
24269510.00
22834042.60
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-2 A-3 20271125 FLT
2027-11-25
0.981100
15000000.00
8986454.75
Asset-Backed Securities
PREFERRED TERM SECS 2003 B1 144 20331224 FLT
2033-12-24
2.613200
3814570.00
2384966.95
Asset-Backed Securities
PARK PLACE SECS 2004-MHQ1 M-3 20341125 FLT
2034-11-25
2.046100
8751201.00
8107232.26
Asset-Backed Securities
STRUCTURED ASSET INV 2004-3 M2 20340425 FLT
2034-04-25
3.456100
23199999.00
370170.68
Asset-Backed Securities
RASC SERIES TRUST 2006-KS5 A-4 20360725 FLT
2036-07-25
1.031100
5720686.00
4789529.52
Asset-Backed Securities
APIDOS CLO XVIII
2026-07-22
0.00
871357.00
491462.78
Asset-Backed Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
2.622890
28983039.00
27284806.81
Asset-Backed Securities
SOUND PT CLO IV LTD
2026-01-21
0.00
5000000.00
3475935.00
Asset-Backed Securities
ALLEGRO CLO I LTD 2014-1 SUB A 20260130 FLT
2026-01-30
0.00
10000000.00
6773480.00
Asset-Backed Securities
BNCMT 2007-1 A3
2037-03-25
0.871100
10525000.00
4322540.48
Asset-Backed Securities
ACCESS BANK PLC SUB ZERO 26
2026-07-16
0.00
5000000.00
2900645.00
Asset-Backed Securities
CWABS INC 2006-8 2-A-4 20460125 FLT
2046-01-25
1.021100
14373145.00
10650069.97
Asset-Backed Securities
ACCR 2006-2 A4
2036-09-25
1.016100
450000.00
413475.60
Asset-Backed Securities
CWL
549300XF11BHS5IOB463
2036-03-25
1.196100
3768329.00
3361452.91
Asset-Backed Securities
CWL 2005-14 M4
2036-02-25
1.501100
575000.00
433433.90
Asset-Backed Securities
CWL 2006-17 2A3
2034-12-25
1.011100
960000.00
606135.15
Asset-Backed Securities
BELLEMEADE RE LTD 2015-1 M-2 20250725 FLT
2025-07-25
5.071100
9300000.00
9222231.77
Asset-Backed Securities
BEAR STEARNS ASSET 2004-HE11 M-3 20341225 FLT
2034-12-25
2.646100
23170000.00
13316884.56
Asset-Backed Securities
CWABS INC 2005-10 AF-6 20351225 FLT
2035-12-25
4.536800
800000.00
76523.60
Asset-Backed Securities
CWABS INC 2006-1 AF-4 20340925 FLT
2034-09-25
4.819700
8025287.00
7993520.07
Asset-Backed Securities
CWABS INC 2006-4 M-1 20360625 FLT
2036-06-25
1.106100
11231724.00
9211397.16
Asset-Backed Securities
CWABS INC 2006-2 M-2 20360525 FLT
2036-05-25
1.191100
240000.00
163682.44
Asset-Backed Securities
CWL 2005-16 MV1
2036-04-25
1.216100
492000.00
470584.50
Asset-Backed Securities
CWABS INC 2005-17 MV-2 20360425 FLT
2036-04-25
1.236100
1400000.00
1120509.61
Asset-Backed Securities
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
2049-04-15
5.012000
487870.00
482972.06
Corporate Debt Securities
DAKOTA MERGER SUB INC
5493008MIJR7VMQP7U77
2024-09-01
10.750000
1875524.00
1978677.82
Corporate Debt Securities
BUMBLE BEE ACQUISITION CORP
2017-12-15
9.000000
859000.00
870381.75
Corporate Debt Securities
PRIME SEC ONE MS INC
5493009JEEDYLVRA0J13
2032-07-15
4.875000
2000000.00
1610000.00
Corporate Debt Securities
PRIDE INTL INC DEL SR NT 7.875%40
2040-08-15
7.875000
2000000.00
1865687.50
Corporate Debt Securities
UNIT CORP SR SBNT 6.625%21
549300XGK22FZCTN8B67
2021-05-15
6.625000
275000.00
279525.09
Corporate Debt Securities
CREDIT AGRICOLE SA PERP COCO
969500TJ5KRTCJQWXH05
2099-12-29
7.875000
1900000.00
1939919.00
Corporate Debt Securities
WYNN MACAU LIMITED
2021-10-15
5.250000
1534000.00
1594433.21
Corporate Debt Securities
STENA INTL SA SR GLBL 144A 24
213800A4LTGG4W55QP46
2024-03-01
5.750000
2500000.00
2308177.08
Corporate Debt Securities
PROVIDENT FIN TR I
2038-03-15
7.405000
1154000.00
1299436.54
Corporate Debt Securities
LIMITED BRANDS INC SR NT 7.6%37
GR3KVMWVCR54YWQNXU90
2037-07-15
7.600000
1915000.00
1927596.45
Corporate Debt Securities
KFC HLDG CO/PIZZA HUT HLDGS LL SR 144A NT 5%24
2024-06-01
5.000000
266178.00
276048.77
Corporate Debt Securities
HARLAND CLARKE HLDGS CORP SR 144A NT 21
549300J73P7FL8TVF308
2021-03-01
9.250000
427000.00
429339.60
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.25%051319
2019-05-13
4.250000
3341000.00
3445559.38
Corporate Debt Securities
CAESARS ENTMT RESORT PPTYS LLC 1PRI SR SEC 8%20
2020-10-01
8.000000
1265000.00
1366410.84
Corporate Debt Securities
UNITED CONTINENTAL HOLDINGS, INC. 5.00% SENIOR N
2024-02-01
5.000000
1700000.00
1690446.00
Corporate Debt Securities
SS&C TECHNOLOGIES HLDGS INC SR GLBL NT 23
2023-07-15
5.875000
2000000.00
2129034.72
Corporate Debt Securities
ROWAN COS INC SR NT 5.85%44
5493006IFM30PWSM2474
2044-01-15
5.850000
2602000.00
2151821.48
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 22
2022-09-01
3.875000
387451.00
406004.25
Corporate Debt Securities
MICRON TECHNOLOGY INC SR 144A NT 26
B3DXGBC8GAIYWI2Z0172
2026-01-15
5.625000
624000.00
639892.50
Corporate Debt Securities
INDYMAC INDX 2006-AR14 1-A3A 20461125 FLT
2046-11-25
0.971100
6528208.00
3725912.61
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
6.592000
6981639.00
7908167.66
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
7.521100
658027.00
774587.11
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-07-25
4.323300
22781238.00
22857418.46
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
5.771100
146778.00
159656.00
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-10-25
5.421100
3500000.00
3773491.94
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
5.271100
298000.00
330215.67
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR9 1A
2046-08-25
1.596400
12447773.00
2716347.33
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-07-25
6.528300
15989734.00
17003259.28
Private Label Collateralized Mortgage Obligations
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0082
235000000.00
235000000.00
0.0059
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
143009383.66
143009383.66
0.0036
N
N
N
N
DNB NOR BANK ASA (LONDON BRANCH)
DNB NOR BANK ASA (LONDON BRANCH) 1.160000%
0001498632
930HYR002
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0070
195084232.20
195084232.20
0.0049
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
17008089.28
17008089.28
0.0004
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 1.230000%
MP6I5ZYZBEU3UXPYFY54
0001050258
930NNT007
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0065
198109282.14
198109282.14
0.0050
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
57002457.27
57002457.27
0.0014
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.220000%
0000008565
930TZQ007
Certificate of Deposit
Y
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0102
67047135.17
67047135.17
0.0017
N
N
N
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
99998370.00
99998370.00
0.0025
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
86056599.18
86056599.18
0.0022
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.330000%
0000008565
931AKV002
Certificate of Deposit
Y
2017-06-20
2017-06-20
2017-06-20
N
N
N
0.0100
200207450.00
200207450.00
0.0050
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
150075468.00
150075468.00
0.0038
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
57027202.68
57027202.68
0.0014
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.220000%
0000319432
931EGP002
Certificate of Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0075
202094525.90
202094525.90
0.0051
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 1.160000%
MP6I5ZYZBEU3UXPYFY54
0001050258
931EWE009
Certificate of Deposit
Y
2017-04-04
2017-04-04
2017-04-04
N
N
N
0.0075
49019587.75
49019587.75
0.0012
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
108068638.32
108068638.32
0.0027
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
116105260.72
116105260.72
0.0029
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
46023656.88
46023656.88
0.0012
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
73000640.21
73000640.21
0.0018
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
46020202.28
46020202.28
0.0012
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
66020896.92
66020896.92
0.0017
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
148060793.96
148060793.96
0.0037
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 1.190000%
MP6I5ZYZBEU3UXPYFY54
0001050258
931RLA000
Certificate of Deposit
Y
2017-08-09
2017-08-09
2017-08-09
N
N
N
0.0119
100001457.00
100001457.00
0.0025
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
113026507.54
113026507.54
0.0028
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
931THJ002
Certificate of Deposit
Y
2017-08-14
2017-08-14
2017-08-14
N
N
N
0.0110
286060065.72
286060065.72
0.0072
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
204076936.56
204076936.56
0.0051
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
26011189.88
26011189.88
0.0007
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.375600%
94988EZF8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-03-07
2017-07-07
2017-07-07
N
N
N
0.0103
500631505.00
500631505.00
0.0126
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
200109042.00
200109042.00
0.0050
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.090000%
94989RAH1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-04-24
2017-04-24
2017-04-24
N
N
N
0.0070
417246492.87
417246492.87
0.0105
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
10003924.10
10003924.10
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.192800%
94989RBR8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-03-09
2017-05-09
2017-05-09
N
N
N
0.0086
178121219.78
178121219.78
0.0045
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
5002887.05
5002887.05
0.0001
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
58000000.00
58000000.00
0.0015
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
12000000.00
12000000.00
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
12000000.00
12000000.00
0.0003
N
N
Y
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
353916102.00
353916102.00
0.0089
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.041700%
96121TY69
Certificate of Deposit
Y
2017-03-06
2017-06-05
2017-06-05
N
N
N
0.0094
348202539.48
348202539.48
0.0088
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 0.000000%
9612C0RU5
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2017-04-28
2017-04-28
2017-04-28
N
N
N
0.0075
223723561.60
223723561.60
0.0056
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
62712171.90
62712171.90
0.0016
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
WELLS FARGO COML TR 2016-C34 E 20490617 3.0
549300FWFHJGIW2B2U59
2049-06-17
3.000000
7576500.00
5193359.91
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-20CB 3-A-6 20350725 5.5
2035-07-25
5.500000
2200000.00
1680899.72
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C32 D 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
3.788000
15022177.00
11653707.52
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
12935000.00
8901758.13
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT
2058-07-17
4.250500
17220000.00
13243779.82
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 D 20480515 FLT
549300S7ENI2U7O0XH56
2048-05-15
4.135500
3500000.00
2667781.78
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-LC20 D 20500415 FLT
549300W6NRTMFPYUPG47
2050-04-15
4.365000
2700000.00
2048169.33
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR14 I-A2 20370526 FLT
2037-05-26
6.000000
18749529.00
9758219.47
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 1-A-2 20350926 FLT
2035-09-26
3.431300
12778183.00
5451300.93
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-14R 2-A-2 20370626 6.0
2037-06-26
6.000000
46367091.00
21332729.10
Private Label Collateralized Mortgage Obligations
BEAR STEARNS MTG FDG 2007-AR1 I-A-1 20370125 FLT
2037-01-25
0.931100
40656772.00
15321475.16
Private Label Collateralized Mortgage Obligations
BEAR STEARNS
2041-10-12
5.598000
10200000.00
6632805.78
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR2 2A4 20361229 FLT
2036-12-29
2.689200
23361000.00
2386241.18
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-IVR3 B-5 20440925 FLT
2044-09-25
3.100700
4178781.00
2594970.32
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-1 10-A10 20360326 FLT
549300L90VVKXEKB0M74
2036-03-26
2.968900
8739199.00
5741471.84
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-5 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.518000
2003095.00
1325622.56
Private Label Collateralized Mortgage Obligations
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.431300
9680130.00
6689454.14
Private Label Collateralized Mortgage Obligations
WELLS FARGO MTG 2011 RR2
2035-10-25
3.081900
33609120.00
322005.85
Private Label Collateralized Mortgage Obligations
WASHINGTON MUTUAL 2002-AR1 I-A-1 20310225 FLT
2031-02-25
2.777000
49000000.00
538304.37
Private Label Collateralized Mortgage Obligations
RBSSP RESEC TR 2010-4 11-A2 20371027 6.5
2037-10-27
6.500000
13034775.00
5546777.23
Private Label Collateralized Mortgage Obligations
OPTEUM MTG ACCEP 2006-1 I-A1C1 20360425 FLT
2036-04-25
1.071100
5850000.00
4310996.44
Private Label Collateralized Mortgage Obligations
NATIONSTAR MTG LN TR 2013-A B 20521225 FLT
2052-12-25
5.637600
13606081.00
10311537.86
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2015-3 D 20480422 FLT
549300MAI3U5Y4VL8H37
2048-04-22
3.241800
4000000.00
2830409.64
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2011-RR1 3A4 20370302 FLT
2037-03-02
5.751400
10560000.00
7510577.09
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-20CB 3-A-7 20350725 5.5
2035-07-25
5.500000
3760000.00
2851484.15
Private Label Collateralized Mortgage Obligations
CSMC 2013-6 B5
2043-08-25
3.296600
8064330.00
4093758.46
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-9R 18-A-A 20370629 FLT
2037-06-29
24.045400
11456726.00
6090715.04
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-7R 1-A-17 20370127 FLT
2037-01-27
8.206700
18738714.00
8460126.34
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-2R 7-A-5 20370326 6.0
2037-03-26
6.000000
75452772.00
42680220.25
Private Label Collateralized Mortgage Obligations
GS MTG BCKD SECS TR 2014-EB1 B-5 20440725 FLT
2044-07-25
3.146400
2200000.00
1495168.84
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-2R 3-A-2 20351226 5.7
2035-12-26
5.750000
7871911.00
4589384.22
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 2-A-2 20370827 6.0
2037-08-27
6.000000
10670159.00
5555188.29
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 27-A-2 20370128 6.0
2037-01-28
6.000000
4199999.00
2830294.60
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2009-5 4A2 20370325 6.0
2037-03-25
6.000000
14319668.00
7247673.17
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-64CB 1-A-11 20351225 5.5
2035-12-25
5.500000
4000000.00
2243048.56
Private Label Collateralized Mortgage Obligations
JEFF RESEC TR 2010-R1 1-A2 20370326 FLT
2037-03-26
6.000000
18200000.00
8962573.54
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.058100
6046626.00
4246715.80
Private Label Collateralized Mortgage Obligations
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0082
222000000.00
222000000.00
0.0056
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
HUTCHISON WHAMPOA REGS NT 3.625%24
2024-10-31
3.625000
314000.00
327009.41
Corporate Debt Securities
CORPORACION FINANCIERA DE DESARROLLO SA
2022-02-08
4.750000
340000.00
361722.22
Corporate Debt Securities
TRANSPORTADORA DE GAS INTL S A E
2022-03-20
5.700000
297000.00
311854.95
Corporate Debt Securities
HSBC HLDGS PLC SUB NT 4.25%24
MLU0ZO3ML4LN2LL2TL39
2024-03-14
4.250000
1700000.00
1762629.89
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 21
549300UVMBCBCIPSUI70
2021-11-03
3.875000
286000.00
304469.44
Corporate Debt Securities
CORPBANCA SR GLBL REGS 19
549300DDPTTIZ06NIV06
2019-09-22
3.875000
268000.00
280663.45
Corporate Debt Securities
UBS GROUP AG SR GLBL 144A 25
2025-09-24
4.125000
1935000.00
2000859.34
Corporate Debt Securities
ROCHE HLDGS INC 144A NT 2.875%21
PVJRP0EQNV6OGDPZGY95
2021-09-29
2.875000
1983000.00
2048239.32
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR REGS NT 24
2024-05-07
4.125000
300000.00
321359.63
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR REGS NT 19
2019-05-07
2.750000
200000.00
204495.83
Corporate Debt Securities
SINOPEC GROUP OVRSEAS DEV 2014 SR GLBL REGS 19
549300ZIMV82UUECOQ45
2019-04-10
2.750000
4200000.00
4285015.00
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT 19
2019-05-14
2.750000
247000.00
251387.82
Corporate Debt Securities
HYUNDAI CAP AMER INC SR NT REG S 17
549300RIPPWJB5Z0FK07
2017-06-08
4.000000
463000.00
469976.90
Corporate Debt Securities
INVERSIONES CMPC SR GLBL REGS 24
549300G475ACIABB4385
2024-09-15
4.750000
356000.00
373660.07
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SR GLBL REGS 19
2019-07-15
3.250000
1573000.00
1610566.30
Corporate Debt Securities
BAIDU INC SR GLBL NT 19
2019-06-09
2.750000
372000.00
378403.88
Corporate Debt Securities
BRITISH SKY BROADCASTING GROUP SR 144A NT 19
2138003TS48MQKF4BZ29
2019-09-16
2.625000
200000.00
203510.50
Corporate Debt Securities
KOREA DEV BK GLBL NT 3%22
549300ML2LNRZUCS7149
2022-09-14
3.000000
2820000.00
2891928.80
Corporate Debt Securities
HYUNDAI CAP SVCS INC SR GLBL 144A 17
549300MALMDAGL2ZJJ27
2017-09-13
3.500000
600000.00
614983.00
Corporate Debt Securities
EXPORT IMPORT BK KOREA GLBL NT 2.875%18
549300APVP4R32PI3Y06
2018-09-17
2.875000
13450000.00
13832217.26
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT3.4%23
2023-04-16
3.400000
200000.00
205045.33
Corporate Debt Securities
WEA FIN LLC/ WESTFIELD UK & EU SR 144A NT 24
2024-09-17
3.750000
4459000.00
4602851.06
Corporate Debt Securities
BHARTI AIRTEL INTERNATIONAL SR GLBL REGS 23
724500ULW6PWKDAI7I46
2023-03-11
5.125000
15776000.00
16985456.05
Corporate Debt Securities
E CL S A SR GLBL REGS 25
2025-01-29
4.500000
265000.00
272262.33
Corporate Debt Securities
BANCO DE CREDITO E ENVERSIONES SR GLBL REGS 17
549300E9E5Y3PKW24142
2017-09-13
3.000000
397000.00
404360.38
Corporate Debt Securities
BANCO DE CREDITO E ENVERSIONES SR GLBL REGS 23
549300E9E5Y3PKW24142
2023-02-11
4.000000
749000.00
766181.23
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE SR GLBL REGS 44
549300UVMBCBCIPSUI70
2044-11-04
4.875000
320000.00
334018.40
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S SR GLBL REGS 18
2018-07-29
2.875000
445000.00
452042.56
Corporate Debt Securities
KOREA DEV BK SR GLBL NT 25
549300ML2LNRZUCS7149
2025-09-16
3.375000
548000.00
566959.43
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -B REGS NT 25
2025-05-13
3.750000
557000.00
566361.78
Corporate Debt Securities
COLBUN SA SR GLBL REGS 24
2024-07-10
4.500000
360000.00
370508.40
Corporate Debt Securities
CENCOSUD S A SR REGS NT 25
549300NLTGCFV7482429
2025-02-12
5.150000
449000.00
471929.93
Corporate Debt Securities
MALAYSIA SOVEREIGN SUKUK BHD REGS 4.236%45
2045-04-22
4.236000
498000.00
524237.63
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SR GLBL REGS 25
2025-07-15
4.750000
330000.00
352332.29
Corporate Debt Securities
BPCE GBL NT 144A SUB GLBL REGS 24
9695005MSX1OYEMGDF46
2024-07-21
5.150000
1374000.00
1409288.52
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT 21
5493001NTNQJDH60PM02
2021-11-28
3.125000
200000.00
204778.50
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT2.5%19
5493001NTNQJDH60PM02
2019-11-28
2.500000
13822000.00
14015369.78
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO GLBL 144A NT 24
549300YP3P0JZBLIV197
2024-10-30
4.375000
220000.00
229211.46
Corporate Debt Securities
CORPBANCA SR GLBL 144A 19
549300DDPTTIZ06NIV06
2019-09-22
3.875000
900000.00
942526.50
Corporate Debt Securities
CENCOSUD S A SR 144A NT 25
549300NLTGCFV7482429
2025-02-12
5.150000
1450000.00
1524049.89
Corporate Debt Securities
CENCOSUD S A SR GLBL 144A 23
549300NLTGCFV7482429
2023-01-20
4.875000
650000.00
682568.79
Corporate Debt Securities
BCO CREDITO INVERS SR GLBL 144A 17
549300E9E5Y3PKW24142
2017-09-13
3.000000
300000.00
305562.00
Corporate Debt Securities
KOREA DEV BK SR NT 2.5%20
549300ML2LNRZUCS7149
2020-03-11
2.500000
370000.00
376455.47
Corporate Debt Securities
FIFTH THIRD BK CIN OHIO MTN BE SR GLBL NT 21
QFROUN1UWUYU0DVIWD51
2021-10-01
2.875000
778000.00
798686.70
Corporate Debt Securities
BHARTI AIRTEL INTERNATIONAL SR REGS NT 24
724500ULW6PWKDAI7I46
2024-05-20
5.350000
2242000.00
2411010.68
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR NT REG S 18
C3GTMMZIHMY46P4OIX74
2018-09-09
2.700000
200000.00
204573.00
Corporate Debt Securities
Y
2017-03-02
2017-03-02
2017-03-02
N
N
N
0.0082
72000000.00
72000000.00
0.0018
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
EXETER AUTO RECV TR 2017-1 C 20221215 3.9
2022-12-15
3.950000
4500000.00
4534752.25
Asset-Backed Securities
EXETER AUTO RECV TR 2017-1 D 20231115 6.2
2023-11-15
6.200000
2000000.00
2022656.44
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR2 E 20521018 6.0
2052-10-18
6.070000
1410000.00
1512771.69
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
3732934.00
3756306.63
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2022-01-18
9.130000
8020000.00
8406154.54
Asset-Backed Securities
WAVE SPC FOR THE ACCT OF 2007 3
2028-07-19
3.124830
18000000.00
19124208.00
Asset-Backed Securities
PEAKS CLO I LTD PEAKS CLO I LLC
2026-07-15
4.380000
1750000.00
1776410.42
Asset-Backed Securities
NAVITAS EQ REC 2015-1 C 20190617 4.5
549300E6VQ8QJ801VH21
2019-06-17
4.500000
1750000.00
1784002.50
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 E 20320819 FLT
2032-08-19
4.518300
4660000.00
4726608.18
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 F 20320819 FLT
2032-08-19
5.518300
9080000.00
9254155.82
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 F 20320318 FLT
2032-03-18
5.036200
6500000.00
6546850.99
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 F 20320617 FLT
2032-06-17
4.472200
6550000.00
6599279.00
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2021-10-15
6.900000
5200000.00
5367500.67
Asset-Backed Securities
AK STL CORP SR NT 8.375%22
O05HJM8THRTZG4688Q91
2022-04-01
8.375000
10881000.00
11661145.02
Corporate Debt Securities
LEHMAN BRTH HLD RICI
2017-12-28
6.750000
165000.00
3284.98
Corporate Debt Securities
LEHMAN BRTH HLD RICI
2017-07-19
6.500000
930000.00
23332.46
Corporate Debt Securities
B & D ASSOCS / EYE ASSOCS BOCA TAX DEM FLT 30
2030-04-01
0.870000
492000.00
492321.03
Corporate Debt Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2018-11-15
0.00
2000000.00
1994524.00
Corporate Debt Securities
LEHMAN BRTH HLD RICI
2038-05-11
7.500000
4750000.00
90986.25
Corporate Debt Securities
CLIFFS NAT RES INC SR SEC 144A NT20
549300TM2WLI2BJMDD86
2020-03-31
7.750000
37925000.00
40650332.65
Corporate Debt Securities
BCAP LLC TR 2012-RR12 2A3 20350626 FLT
2035-06-26
6.162900
5395762.00
6820480.91
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2010-RR4 3-2A12 20370126 FLT
2037-01-26
5.809700
13359451.00
14677009.80
Private Label Collateralized Mortgage Obligations
Y
2017-03-07
2017-03-07
2017-03-07
N
N
N
0.0082
132003854.40
132003854.40
0.0033
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
41896100.00
41820687.02
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0052
41000000.00
41000000.00
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
FNMS 03.500 CLBE3901
2047-01-01
3.500000
6202309.00
6371542.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE3881
2047-01-01
3.500000
17578626.00
18046361.05
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2020-01-01
4.000000
16632318.00
947164.86
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-12-01
3.356000
20024290.00
3014782.10
Agency Mortgage-Backed Securities
FNMS 04.500 CIAB0674
2020-12-01
4.500000
18534138.00
1045075.62
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-01-01
5.500000
19227378.00
848739.34
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2033-10-01
4.500000
17777387.00
1168260.54
Agency Mortgage-Backed Securities
FNMS 04.500 CI703449
2018-05-01
4.500000
20107929.00
275998.11
Agency Mortgage-Backed Securities
05.000 FGPC G01945 G
2035-11-01
5.000000
20000000.00
1043178.81
Agency Mortgage-Backed Securities
04.500 FGPC E94440 G
2018-02-01
4.500000
16342621.00
75978.68
Agency Mortgage-Backed Securities
04.500 FGPC E94437 G
2018-02-01
4.500000
18349936.00
105181.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA2879
2047-01-01
4.000000
19291251.00
20226696.72
Agency Mortgage-Backed Securities
03.000 FGPC G30943 G
2036-09-01
3.000000
16711350.00
16523939.13
Agency Mortgage-Backed Securities
FMAR 849179 G
2042-06-01
2.277000
18370000.00
4912159.32
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-01-01
3.500000
20000000.00
14597843.60
Agency Mortgage-Backed Securities
03.500 FGPC G16011 G
2030-07-01
3.500000
18512755.00
18669622.21
Agency Mortgage-Backed Securities
03.000 FGPC G16009 G
2029-04-01
3.000000
18471626.00
18531683.37
Agency Mortgage-Backed Securities
FMAR 840398 G
2042-06-01
3.151000
16724527.00
13246711.62
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2022-09-01
6.000000
16305296.00
184995.11
Agency Mortgage-Backed Securities
04.000 FGPC Q43889 G
2046-10-01
4.000000
16232581.00
16505215.92
Agency Mortgage-Backed Securities
03.500 FGPC Q40199 G
2046-04-01
3.500000
16836079.00
14041353.37
Agency Mortgage-Backed Securities
FNMS 04.500 CI555724
2018-07-01
4.500000
18500373.00
262663.09
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2019-01-01
6.000000
17009388.00
26879.67
Agency Mortgage-Backed Securities
FNAR XX.XXX WE421363
2022-11-01
2.310000
18208440.00
124428.90
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2022-06-01
6.500000
20000000.00
225535.21
Agency Mortgage-Backed Securities
FNAR XX.XXX PA070945
2018-10-01
3.109000
18750000.00
41947.10
Agency Mortgage-Backed Securities
FMAR 840240 G
2041-12-01
3.058000
18899601.00
14718504.26
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-12-01
2.500000
20000000.00
11271587.58
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL6608
2044-06-01
4.500000
19343015.00
14616677.27
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5925
2047-01-01
4.000000
19382501.00
20422472.01
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5262
2047-01-01
3.500000
16873215.00
17334629.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5254
2047-01-01
3.500000
17227326.00
17695975.65
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE4902
2047-01-01
4.000000
17346246.00
18279080.57
Agency Mortgage-Backed Securities
FNMS 03.000 CNMA2939
2027-02-01
3.000000
18006095.00
18644843.21
Agency Mortgage-Backed Securities
04.000 FGPC G08749 G
2047-02-01
4.000000
18912799.00
19902606.36
Agency Mortgage-Backed Securities
04.000 FGPC G60511 G
2046-03-01
4.000000
20000000.00
20148108.06
Agency Mortgage-Backed Securities
04.000 FGPC Q46251 G
2047-02-01
4.000000
18796606.00
19850362.53
Agency Mortgage-Backed Securities
FNMS 02.500 CIAY1891
2030-01-01
2.500000
18622388.00
13023566.23
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8449
2031-12-01
2.500000
11589849.00
11446990.25
Agency Mortgage-Backed Securities
FNMS 03.500 CLAO7152
2042-08-01
3.500000
19149732.00
9623652.11
Agency Mortgage-Backed Securities
FNMS 03.500 CIAL8272
2031-03-01
3.500000
17356178.00
15312370.20
Agency Mortgage-Backed Securities
FNMS 02.000 CIBE0927
2031-11-01
2.000000
18363248.00
17566397.28
Agency Mortgage-Backed Securities
FNMS 02.500 CIBC7141
2031-07-01
2.500000
16304465.00
15140557.94
Agency Mortgage-Backed Securities
FNMS 03.000 CIBC0321
2031-03-01
3.000000
16707257.00
15608930.61
Agency Mortgage-Backed Securities
FNMS 05.000 CL836390
2035-10-01
5.000000
16251784.00
1135693.11
Agency Mortgage-Backed Securities
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0054
445000000.00
445000000.00
0.0112
N
Y
Y
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 0.850000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2017-03-07
2017-03-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0085
22375000.00
22375000.00
0.0006
N
N
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
2019-07-31
0.875000
2008237000.00
1988027700.55
U.S. Treasuries (including strips)
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0050
1988000000.00
1988000000.00
0.0500
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
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
10000000.00
8113602.40
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.142000
5055000.00
4010229.29
Private Label Collateralized Mortgage Obligations
144A COMM 2013-CR10 D
549300YJIXJB9DCDOI21
2046-08-10
4.788700
750000.00
652195.04
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C2 AS
549300D5DIOOMKWXVZ20
2057-06-15
3.849000
300000.00
311514.04
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C3 VAR 08/48
549300ZAGI6FKGY8O078
2048-08-15
4.507600
5000000.00
4906049.97
Private Label Collateralized Mortgage Obligations
CWALT
2036-05-25
1.038300
6.00
0.08
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA3 2A2
2036-05-25
1.048300
3.00
0.05
Private Label Collateralized Mortgage Obligations
COMM 2014-CR18 B
2047-07-15
4.456000
535000.00
558973.89
Private Label Collateralized Mortgage Obligations
144A COMM 2012-CR4 B
2045-10-15
3.703000
40000.00
40843.85
Private Label Collateralized Mortgage Obligations
CSMLT 2015-3 FLT 11/45
2045-11-25
3.686200
2049000.00
1504369.45
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 E
54930025J96YEH8FQE77
2048-11-15
3.585900
5000000.00
3445740.04
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE FLT 12/33
2033-12-25
3.361000
2075000.00
2326.62
Private Label Collateralized Mortgage Obligations
CWALT 2005-14 2A2
2035-05-25
1.278300
19747500.00
1263752.52
Private Label Collateralized Mortgage Obligations
144A CMLTI 2014-A B3
2035-01-25
5.463800
4357000.00
3401208.77
Private Label Collateralized Mortgage Obligations
144A CMLTI 2014-A B4
2035-01-25
5.463800
3220500.00
2498709.57
Private Label Collateralized Mortgage Obligations
CMSI 2007-5 1A11
2037-06-25
6.000000
3225000.00
993533.74
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2013 GC17
2046-11-10
5.103700
331000.00
316183.42
Private Label Collateralized Mortgage Obligations
CMLTI 2014-J2 B4
2044-11-25
3.920600
4566000.00
3955013.00
Private Label Collateralized Mortgage Obligations
CMLTI 2004-HYB1 B1
549300R1KUK063S4I339
2034-02-25
3.226900
7356000.00
1814742.98
Private Label Collateralized Mortgage Obligations
CMLTI 2005-11 A2B
2035-10-25
2.930000
4854524.00
597832.16
Private Label Collateralized Mortgage Obligations
144A COMM 2000-C1 G
2033-08-15
6.850000
5000000.00
413166.06
Private Label Collateralized Mortgage Obligations
CSMC 2007-C4 A1AJ
2039-09-15
5.940800
60000.00
60371.05
Private Label Collateralized Mortgage Obligations
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
9740000.00
9133384.68
Private Label Collateralized Mortgage Obligations
CSMC 2007-C1 AM
549300FW5RBJHRQ6VP04
2040-02-15
5.416000
6500000.00
4818106.26
Private Label Collateralized Mortgage Obligations
144A CSMC 2008-C1 B
2041-02-15
6.061400
7372000.00
6075883.57
Private Label Collateralized Mortgage Obligations
144A BSCMS 2006-PW13 D
2041-09-11
5.750000
3182255.00
2813384.48
Private Label Collateralized Mortgage Obligations
CSFB 2004-AR4 5A2
2034-05-25
1.518300
20200000.00
89091.70
Private Label Collateralized Mortgage Obligations
CWHL 2004-HYB8 9A1
2035-01-20
3.120500
11250000.00
652755.00
Private Label Collateralized Mortgage Obligations
COMM 2014-LC15 AM
2047-04-10
4.198000
260000.00
275557.03
Private Label Collateralized Mortgage Obligations
JPMCC 2012-C6 D
2045-05-15
5.149900
2200000.00
2316332.17
Private Label Collateralized Mortgage Obligations
FREDDIE MAC FLT 08/29
2029-08-25
1.970000
5000000.00
5009052.75
Private Label Collateralized Mortgage Obligations
DEUTSCHE VAR 06/34
2034-06-25
3.125000
28795700.00
553049.10
Private Label Collateralized Mortgage Obligations
SG COMMERCIAL VAR 10/48
549300SZQW4U3UN4A157
2048-10-10
4.846200
5000000.00
4950986.80
Private Label Collateralized Mortgage Obligations
CSFB 2005-C5 G
2038-08-15
5.100000
2250000.00
1844964.31
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE COMM MTG TRUST SER 200
2040-09-15
5.870000
268865.00
256540.56
Private Label Collateralized Mortgage Obligations
144A CSFB 1998-C1 F
2040-05-17
6.000000
77000.00
18003.37
Private Label Collateralized Mortgage Obligations
CMO CREDIT SUISSE FIRST
2032-03-25
7.000000
3400000.00
301220.07
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA6 1A3
2046-07-25
1.048300
7860520.00
820399.88
Private Label Collateralized Mortgage Obligations
CWALT 2006-OC1 2A3B
2036-03-25
1.158300
6978000.00
813043.82
Private Label Collateralized Mortgage Obligations
CWALT 2004-16CB M
2034-08-25
5.707000
11454000.00
5390308.14
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 2A2
2046-04-25
1.078300
11000000.00
587463.21
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 3A2
2046-04-25
1.078300
4710162.00
222298.35
Private Label Collateralized Mortgage Obligations
CWALT 05-27
2035-08-25
1.568300
22664000.00
71324.48
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
1.528300
8413000.00
1921593.69
Private Label Collateralized Mortgage Obligations
CWALT 2005-24 4A3
2035-07-20
1.147200
4712960.00
6116.70
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 11/35
2035-11-20
1.327200
29273000.00
2264039.23
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-43
2035-12-25
1.078300
47000000.00
11388664.66
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 12/35
2035-12-25
1.198300
15000000.00
1795253.57
Private Label Collateralized Mortgage Obligations
CHASE MORTGAGE VAR 02/34
2034-02-25
5.477700
5400061.00
800817.42
Private Label Collateralized Mortgage Obligations
144A CCMFC 2005-2A A2
549300QD5ZVFK417DY24
2036-05-25
1.008300
2694000.00
116248.22
Private Label Collateralized Mortgage Obligations
144A CCMFC 2006-1A B1
549300Z98E6LMOBBGK17
2046-12-25
1.118300
2014000.00
360.08
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 04/48
2048-04-10
4.154300
4845000.00
2853300.64
Private Label Collateralized Mortgage Obligations
144A CAUTO 2012-1A A
2042-07-15
4.700000
155000.00
156024.67
Private Label Collateralized Mortgage Obligations
144A CBAC 2005-1A A
2035-07-25
1.098300
37200000.00
3029153.98
Private Label Collateralized Mortgage Obligations
CWALT 2004-5CB M
2034-03-25
5.726500
3674300.00
1082099.06
Private Label Collateralized Mortgage Obligations
MLCFC 2006-4 C
2049-12-12
5.324000
10599000.00
9437972.43
Private Label Collateralized Mortgage Obligations
MARM 2007-2 M1
2047-03-25
1.038300
17390000.00
194379.62
Private Label Collateralized Mortgage Obligations
144A MESC 11PA B3
2032-09-28
3.026100
14840000.00
9361461.32
Private Label Collateralized Mortgage Obligations
MLMI 2005-A5 A8
2035-06-25
2.842800
1250000.00
176415.59
Private Label Collateralized Mortgage Obligations
MLMI 2005-A6 M2
2035-08-25
1.428300
5000000.00
148754.21
Private Label Collateralized Mortgage Obligations
ML-CFC 2007
2049-08-12
5.887200
300000.00
302853.37
Private Label Collateralized Mortgage Obligations
MLCFC 2007-9 AMA
2049-09-12
5.853000
500.00
369.35
Private Label Collateralized Mortgage Obligations
ML CFC COML MTGE TR 2007-8
2049-08-12
5.887200
6180938.00
6174964.56
Private Label Collateralized Mortgage Obligations
MSAC 2007-NC1 A2D
2036-11-25
0.998300
2800000.00
1301520.61
Private Label Collateralized Mortgage Obligations
MSC 2007-IQ14 AM
5493007NPTW49ZOONV52
2049-04-15
5.714900
10060067.00
10117091.50
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY FLT 11/26
2026-11-15
2.504600
10000000.00
9044595.36
Private Label Collateralized Mortgage Obligations
MSBAM 2013-C11 C
2046-08-15
4.567000
3000.00
3001.80
Private Label Collateralized Mortgage Obligations
MSC 2007-HQ11 C
5493004BO35O1811XR94
2044-02-12
5.558000
317000.00
194951.47
Private Label Collateralized Mortgage Obligations
MSM
2036-06-25
2.961800
381000.00
57196.52
Private Label Collateralized Mortgage Obligations
144A MSC 2007-HQ11 K
5493004BO35O1811XR94
2044-02-12
5.847200
2000000.00
8774.05
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ11 B
2042-10-15
6.273300
20000.00
19937.57
Private Label Collateralized Mortgage Obligations
INDX 2006-AR6 2A1B
2046-06-25
1.028300
10000000.00
8205.39
Private Label Collateralized Mortgage Obligations
J P MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-15
3.986000
105000.00
77174.29
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE FLT 06/45
2045-06-15
2.072200
510000.00
225732.45
Private Label Collateralized Mortgage Obligations
144A JPMCC 2007-LDPX B
2049-01-15
5.582000
1950000.00
43286.57
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C6 G
2045-05-15
2.972000
325000.00
239720.67
Private Label Collateralized Mortgage Obligations
JPMCC 2013-LC11 B
2046-04-15
3.498600
1000000.00
1006556.15
Private Label Collateralized Mortgage Obligations
JPMBB 2014-C25 B
2047-11-15
4.347200
300000.00
313940.58
Private Label Collateralized Mortgage Obligations
LBUBS 2006-C6 D
2039-09-15
5.502000
400000.00
10973.09
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C7 C
2045-09-15
6.248500
5194000.00
4569620.01
Private Label Collateralized Mortgage Obligations
LBUBS 2004-C1 B
2036-01-15
4.810000
1600000.00
1509501.74
Private Label Collateralized Mortgage Obligations
LXS 2006-12N A32B
2046-08-25
1.048300
37244800.00
391797.47
Private Label Collateralized Mortgage Obligations
LXS 2007-10H 2A1
2037-07-25
0.938300
10847224.00
1340408.23
Private Label Collateralized Mortgage Obligations
LUM 2005-1 A2
2035-11-25
1.118300
15000000.00
1655494.50
Private Label Collateralized Mortgage Obligations
LUM 2005-1 M1
2035-11-25
1.268300
4815000.00
137948.85
Private Label Collateralized Mortgage Obligations
LUM 2006-7 2A2
2036-12-25
0.998300
28000000.00
503568.72
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
750000.00
483577.52
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY DEAN WITTER
2052-10-12
5.242000
295000.00
297786.47
Private Label Collateralized Mortgage Obligations
MORTGAGE FLT 11/18
2018-11-10
1.771670
5280000.00
5280000.00
Private Label Collateralized Mortgage Obligations
MHL
2036-04-25
1.058300
10000000.00
200647.60
Private Label Collateralized Mortgage Obligations
NATIONSTAR 6.657% 11/25
2025-11-25
6.657000
3000000.00
2968393.74
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.695000
339000.00
331036.06
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.695000
173150.00
167693.78
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ACCEPT CORP
2037-04-25
1.058300
20599474.00
3953582.99
Private Label Collateralized Mortgage Obligations
RALI 2007-QH2 A2
2037-03-25
0.948300
17500000.00
32691.68
Private Label Collateralized Mortgage Obligations
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
444128.67
Private Label Collateralized Mortgage Obligations
GSR 2004-12 3A6
2034-12-25
3.099400
2600000.00
689574.91
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 5.713% 05/32
2032-05-03
5.713000
3000000.00
3468146.32
Private Label Collateralized Mortgage Obligations
GPMF 2006-OH1 A2
2037-01-25
1.008300
20000000.00
163309.35
Private Label Collateralized Mortgage Obligations
GPMF 2006-AR6 2A2
2046-10-25
1.003300
32071728.00
2756127.33
Private Label Collateralized Mortgage Obligations
GPMF 2005-AR4 4A2
2045-10-25
1.498300
36053750.00
582898.17
Private Label Collateralized Mortgage Obligations
HASC 2007-WF1 M1
2037-05-25
1.028300
22333000.00
16108271.22
Private Label Collateralized Mortgage Obligations
HVMLT 2007-2 2A1B
2038-05-25
0.978300
20520000.00
115972.00
Private Label Collateralized Mortgage Obligations
HVMLT
2037-08-19
1.010500
19800000.00
4048196.08
Private Label Collateralized Mortgage Obligations
HVMLT 2006-9 2AB2
2036-11-19
1.060500
66950000.00
308115.26
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
1.360500
1.00
0.07
Private Label Collateralized Mortgage Obligations
HUDSONS BAY VAR 08/34
2034-08-05
5.447000
600000.00
543671.64
Private Label Collateralized Mortgage Obligations
IMM 2005-2 1M1
2035-04-25
1.423300
5000000.00
404187.93
Private Label Collateralized Mortgage Obligations
IMPAC CMB TRUST SERIES 200
2035-05-25
1.423300
272881.00
18410.96
Private Label Collateralized Mortgage Obligations
IMM
2035-05-25
1.468300
341102.00
21795.29
Private Label Collateralized Mortgage Obligations
INDX 2004-AR11 2A
2034-12-25
3.031100
100000.00
10126.42
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
5.270000
30649129.00
30564258.11
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.778300
5000000.00
5133243.80
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-10-25
5.328300
3000000.00
3234587.07
Private Label Collateralized Mortgage Obligations
STACR 2015-DNA1 M3
2027-10-25
4.078300
8641869.00
9167254.08
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-2 20280327 FLT
2028-03-25
3.428300
270000.00
232841.90
Private Label Collateralized Mortgage Obligations
FHMS K033 X1
2023-07-25
0.311000
198320000.00
3420308.82
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 2A4
2035-02-25
2.944400
4307000.00
341020.05
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 4A1
2035-02-25
2.949400
500000.00
36444.74
Private Label Collateralized Mortgage Obligations
FHAMS 2005-FA8 1A14
2035-11-25
5.500000
750000.00
43207.48
Private Label Collateralized Mortgage Obligations
GMACM 2003-AR2 M3
2033-12-19
3.665300
2699000.00
105739.70
Private Label Collateralized Mortgage Obligations
GMACC 2005-C1 AJ
2043-05-10
4.806000
500000.00
252436.13
Private Label Collateralized Mortgage Obligations
GSMS 2013-GC16 B
2046-11-10
5.161000
300000.00
330746.09
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECURITIES CORP.
2026-12-19
7.500000
13400000.00
405919.95
Private Label Collateralized Mortgage Obligations
GSMS 2014-GC20 C
2047-04-10
4.867100
9475000.00
9243201.23
Private Label Collateralized Mortgage Obligations
GSAA 2004-NC1 B2
2033-11-25
4.738000
2896000.00
45961.93
Private Label Collateralized Mortgage Obligations
CSFB 2002-26 3M3
2032-10-25
6.388300
3000000.00
2032259.88
Private Label Collateralized Mortgage Obligations
CSFB 2002-AR31 CB1
2032-11-25
3.069000
6231000.00
193823.61
Private Label Collateralized Mortgage Obligations
CSFB 2003-AR28 6M3
2033-12-25
3.292400
2000000.00
626616.95
Private Label Collateralized Mortgage Obligations
CSFB 2004-4 1B1
2034-08-25
6.000000
7671443.00
2575936.07
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB1
2033-04-25
5.628800
4810000.00
1039589.76
Private Label Collateralized Mortgage Obligations
CSMC TR 2016-MFF
2033-11-15
7.788100
1510000.00
1518701.85
Private Label Collateralized Mortgage Obligations
PNCMT 2000-1 DB1
2030-03-25
0.079600
3000000.00
384062.96
Private Label Collateralized Mortgage Obligations
DEUTSCHE MORTGAGE SEC
2036-04-15
1.040000
78404000.00
4260463.23
Private Label Collateralized Mortgage Obligations
DEUTSCHE VAR 06/35
2035-06-26
0.320900
39395504.00
14007.12
Private Label Collateralized Mortgage Obligations
DEUTSCHE ALT-A VAR 02/35
2035-02-25
5.575500
10000000.00
3282541.93
Private Label Collateralized Mortgage Obligations
DBALT 2005-2 M
2035-04-25
5.477900
6855590.00
267663.37
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5300352.93
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
4.920000
988000.00
990963.90
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 F
54930025J96YEH8FQE77
2048-11-15
3.500000
5000000.00
3113797.31
Private Label Collateralized Mortgage Obligations
RFMSI 2004-SA1 M3
2034-07-25
3.260700
1125300.00
133493.81
Private Label Collateralized Mortgage Obligations
RAAC 2005-SP1 M1
2034-09-25
5.274900
1150000.00
263016.32
Private Label Collateralized Mortgage Obligations
RALI SERIES VAR 02/35
2035-02-25
3.824600
4100000.00
109029.58
Private Label Collateralized Mortgage Obligations
SEMT 2003-5 B2
2033-09-20
2.276300
6447000.00
414466.21
Private Label Collateralized Mortgage Obligations
SHELLPOINT ASSET FDG TR CMO SE
2043-07-25
4.075000
2175035.00
1656385.61
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 08/46
2046-08-25
1.028300
230161262.00
23451226.49
Private Label Collateralized Mortgage Obligations
SASC 2006-S4 A
2037-01-25
1.118300
29586000.00
3680371.57
Private Label Collateralized Mortgage Obligations
SAMI 2006-AR8 A1BG
2036-10-25
0.898300
32150000.00
9474951.74
Private Label Collateralized Mortgage Obligations
SARM 2007-7 1A2
2037-08-25
1.178300
28430400.00
1044017.78
Private Label Collateralized Mortgage Obligations
SASC 2006-S2 A2
2036-06-25
6.000000
96432000.00
34110778.61
Private Label Collateralized Mortgage Obligations
SAMI 2004-AR4 M
2034-12-19
1.455500
6000000.00
605449.90
Private Label Collateralized Mortgage Obligations
SARM 2004-20 1A3
2035-01-25
3.225800
8275000.00
408087.65
Private Label Collateralized Mortgage Obligations
SASC 2005-14 4A2
2035-07-25
5.750000
385000.00
57.25
Private Label Collateralized Mortgage Obligations
SARM 2004-3AC B1
2034-03-25
3.104700
8659200.00
1489860.00
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR5 B2
2035-07-19
1.480500
8225000.00
2167864.32
Private Label Collateralized Mortgage Obligations
RALI 2007-QH3 A2
2037-04-25
0.988300
20000000.00
253405.76
Private Label Collateralized Mortgage Obligations
RBSGC MORTGAGE FLT 03/34
2034-03-25
3.499600
116000.00
17572.21
Private Label Collateralized Mortgage Obligations
RBSGC MORTGAGE FLT 03/34
2034-03-25
3.499600
103000.00
10880.29
Private Label Collateralized Mortgage Obligations
RBSGC MORTGAGE FLT 03/34
2034-03-25
3.499600
91000.00
4607.14
Private Label Collateralized Mortgage Obligations
RALI 2006-QO6 A2
2046-06-25
1.008300
95195000.00
14621966.88
Private Label Collateralized Mortgage Obligations
RALI 2006-QH1 A2
2036-12-25
1.008300
12500000.00
667728.62
Private Label Collateralized Mortgage Obligations
144A RESIX 2003-CB1 B7
2035-06-10
6.763300
2150000.00
79495.97
Private Label Collateralized Mortgage Obligations
SASC 2003-26A B1II
2033-09-25
3.128200
17000000.00
1797868.84
Private Label Collateralized Mortgage Obligations
ARMT 2004-3 CM
2035-02-25
1.603300
3415000.00
720072.14
Private Label Collateralized Mortgage Obligations
ARMT 2005-2 6M3
2035-06-25
2.128300
3660000.00
962403.01
Private Label Collateralized Mortgage Obligations
AGATE BAY VAR 07/45
549300RM62GNIVQ1WJ04
2045-07-25
3.624800
1792000.00
1173861.74
Private Label Collateralized Mortgage Obligations
144A ABMT 2014-3 B4
2044-11-25
3.830900
6592000.00
5517924.11
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1
2045-01-25
3.823900
3214000.00
2916786.89
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1
2045-01-25
3.823900
2795000.00
2173603.22
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.893700
3744000.00
3463589.24
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.893700
4679000.00
4266038.46
Private Label Collateralized Mortgage Obligations
CWALT 2007-OA9 A2
2047-06-25
1.128300
84939000.00
3063638.70
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.562600
5000000.00
4186908.60
Private Label Collateralized Mortgage Obligations
144A BACM 2006-4 G
2046-07-10
5.892000
10300000.00
34662.46
Private Label Collateralized Mortgage Obligations
BSCMS 2007-PW15 AM
549300NWR444PC83ZD42
2044-02-11
5.363000
1512535.00
758780.82
Private Label Collateralized Mortgage Obligations
144A BAYC 2004-3 A2
2035-01-25
1.198300
2000000.00
222609.04
Private Label Collateralized Mortgage Obligations
BALTA 2006-1 11A2
2036-02-25
1.418300
7876000.00
128237.32
Private Label Collateralized Mortgage Obligations
BALTA
2036-02-25
3.173800
28641000.00
5402188.20
Private Label Collateralized Mortgage Obligations
BALTA 2004-6 M1
2034-07-25
1.603300
3490000.00
1829026.64
Private Label Collateralized Mortgage Obligations
BSARM 2003-3 2A4
2033-05-25
3.526000
55117300.00
439094.68
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL6 1A
2037-01-25
1.118300
96900000.00
11377500.12
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL1 A1
2036-08-25
1.058300
100250000.00
10290094.26
Private Label Collateralized Mortgage Obligations
BSMF 2007-AR2 A2
2037-03-25
0.978300
10948029.00
931306.16
Private Label Collateralized Mortgage Obligations
BEAR STEARNS FLT 09/46
2046-09-25
1.018300
34329000.00
316768.56
Private Label Collateralized Mortgage Obligations
BSMF 2006-AR1 2A2
2036-08-25
1.038300
40447000.00
2212736.06
Private Label Collateralized Mortgage Obligations
144A BLX 2005-1A A
2033-06-27
1.078300
15076807.00
1082139.01
Private Label Collateralized Mortgage Obligations
144A CGCC 2014-FL1 D
2017-03-15
3.520000
12000000.00
11962388.28
Private Label Collateralized Mortgage Obligations
CWHL 2003-46 5A1
2034-01-19
3.990900
36563000.00
124524.17
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 09/47
2047-09-25
1.028300
75097000.00
5556464.13
Private Label Collateralized Mortgage Obligations
CWALT 2007-OA8 1A2
2047-06-25
1.008300
28663650.00
1022998.68
Private Label Collateralized Mortgage Obligations
CWALT 2007-OA8 2A2
2047-06-25
1.008300
1.00
0.03
Private Label Collateralized Mortgage Obligations
CWALT 2006-HY12 A5
2036-08-25
2.996400
586695.00
392219.53
Private Label Collateralized Mortgage Obligations
AHM 2007-1 GA1A
2047-05-25
0.931100
6900000.00
2219658.28
Private Label Collateralized Mortgage Obligations
144A AHM 2007-A 4A
2046-07-25
1.678300
10326000.00
1171845.74
Private Label Collateralized Mortgage Obligations
AHM 2006-3 11A2
2046-12-25
1.008300
10000000.00
598846.86
Private Label Collateralized Mortgage Obligations
AHM 2004-1 4A
2044-04-25
3.362300
62160000.00
4258786.05
Private Label Collateralized Mortgage Obligations
CWALT INC
2035-04-25
1.228300
5000000.00
493954.20
Private Label Collateralized Mortgage Obligations
ALTERNATIVE 5.5% 04/35
2035-04-25
5.500000
4460000.00
13584.63
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE 6% 10/34
2034-10-25
6.000000
2900000.00
1111679.00
Private Label Collateralized Mortgage Obligations
COLT 2016-3 VAR 12/46
2046-12-26
5.923342
7224000.00
6831158.02
Private Label Collateralized Mortgage Obligations
COMM 2012-CR1 B
2045-05-15
4.612000
3000000.00
3225249.77
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
6.321500
736690.00
1330345.69
Private Label Collateralized Mortgage Obligations
CSAIL 3.005% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.005000
23410000.00
13903214.93
Private Label Collateralized Mortgage Obligations
144A CSAIL 2015-C1 D
549300UFJ8EKD81Y8R30
2050-04-15
3.799602
10000000.00
8190650.34
Private Label Collateralized Mortgage Obligations
COMM 2013-CCRE8 VAR 06/46
549300NGGFIEJ2ER3D22
2046-06-10
3.963200
400000.00
412004.57
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL F
549300FBVMRSN384BA29
2029-04-15
5.520000
48000000.00
48113925.93
Private Label Collateralized Mortgage Obligations
CSMC TRUST FLT 08/30
2030-08-15
4.897600
7000000.00
7058513.52
Private Label Collateralized Mortgage Obligations
SARM 2005-19XS M1II
2035-10-25
1.428300
12000000.00
2051767.05
Private Label Collateralized Mortgage Obligations
144A SCAS 2007-CB1A A
2035-08-26
1.003300
53500000.00
9762481.89
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
1.418300
1.00
0.04
Private Label Collateralized Mortgage Obligations
TMST
2037-09-25
2.872300
27185000.00
3539919.19
Private Label Collateralized Mortgage Obligations
WFRBS 2012-C10 B
2045-12-15
3.744000
1405000.00
1439414.81
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C14 D
549300GADFYEKC4OLM57
2046-06-15
3.996600
1800000.00
1614401.01
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.32
Private Label Collateralized Mortgage Obligations
WBCMT 2005-C21 B
2044-10-15
5.289100
1000000.00
1003467.44
Private Label Collateralized Mortgage Obligations
WAMU 2007-OA6 1A1B
2047-07-25
1.405800
84000000.00
5290215.79
Private Label Collateralized Mortgage Obligations
144A WFRBS 2014-C19 E
549300FCX3YXSYSLU895
2047-03-15
4.969800
101000.00
72685.89
Private Label Collateralized Mortgage Obligations
WP GLIMCHER VAR 06/35
2035-06-05
3.516000
10200000.00
9378166.12
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
3042.28
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C28 C
2048-10-15
5.691000
11111000.00
10161947.25
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C15 D
5493003CHVRASC16O965
2046-08-15
4.479600
97000.00
86336.80
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C32 K
549300R5UTVRJY3HSJ42
2049-06-15
5.727200
3000000.00
41578.03
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C31 K
2047-04-15
5.796100
5000000.00
30345.48
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C16 E
2046-09-15
3.850000
15389000.00
10785215.70
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C32 AMFL
549300R5UTVRJY3HSJ42
2049-06-15
0.992200
70000.00
68659.33
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 01/34
2034-01-25
3.444900
416000.00
51011.39
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 01/34
2034-01-25
3.444900
370000.00
36968.44
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 01/34
2034-01-25
3.444900
324000.00
25250.95
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR5 A1B3
2046-06-25
1.128300
12279000.00
408003.81
Private Label Collateralized Mortgage Obligations
WAMMS 2003-AR1 4A
2033-02-25
3.100000
61372900.00
335891.97
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR4 1AC3
2046-05-25
1.138300
22400000.00
3774894.81
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 03/35
2035-03-25
2.927900
4000000.00
2112763.40
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.719% 04/50
549300W6NRTMFPYUPG47
2050-04-15
3.719000
600000.00
600405.41
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-15
3.356000
11188000.00
6505914.62
Private Label Collateralized Mortgage Obligations
WELLS FARGO VAR 06/48
549300NYO16WLNMVJJ46
2048-06-15
4.224900
5691000.00
4579879.88
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.367% 10/49
5493007OD9MH69ES1S63
2049-10-15
3.367000
1000000.00
988116.44
Private Label Collateralized Mortgage Obligations
AHM 2005-2 1A3
2045-09-25
1.158300
47000000.00
160612.52
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B1
549300R6YCKOB8RJNO42
2037-12-10
1.201600
12810000.00
7151457.50
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B2
549300R6YCKOB8RJNO42
2037-12-10
1.221600
5693000.00
959583.91
Private Label Collateralized Mortgage Obligations
BBCMS TR 2015 MSQ
2032-09-15
3.593000
1340000.00
1403765.99
Private Label Collateralized Mortgage Obligations
BEAR STEARNS VAR 10/34
2034-10-25
3.170600
41038000.00
1728413.48
Private Label Collateralized Mortgage Obligations
CWL
549300XF11BHS5IOB463
2035-11-25
1.278300
3459000.00
353532.66
Private Label Collateralized Mortgage Obligations
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
579300501.00
579300501.00
0.0146
N
N
N
Y
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.640000%
0000926171
ATD0JWR52
Non-Negotiable Time Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0064
172000000.00
172000000.00
0.0043
N
Y
Y
N
FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH)
FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) 0.650000%
0000035528
ATD0JXFV6
Non-Negotiable Time Deposit
Y
2017-03-02
2017-03-02
2017-03-02
N
N
N
0.0065
196000000.00
196000000.00
0.0049
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.650000%
0000926171
ATD0JY529
Non-Negotiable Time Deposit
Y
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0061
225000663.75
225000663.75
0.0057
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.660000%
0001498632
ATD0JY560
Non-Negotiable Time Deposit
Y
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0062
198000643.50
198000643.50
0.0050
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
ATD0JY5M5
Non-Negotiable Time Deposit
Y
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0066
145000710.50
145000710.50
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
ATD0JY5T0
Non-Negotiable Time Deposit
Y
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0063
103000391.40
103000391.40
0.0026
N
N
Y
N
SUNTRUST BANK (CAYMAN ISLANDS BRANCH)
SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.520000%
IYDOJBGJWY9T8XKCSX06
0001335407
ATD0JZGS7
Non-Negotiable Time Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0053
197000000.00
197000000.00
0.0050
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 0.560000%
0001002614
ATD0JZGX6
Non-Negotiable Time Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0057
265000000.00
265000000.00
0.0067
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.650000%
0000917311
ATD0JZGZ1
Non-Negotiable Time Deposit
Y
2017-03-07
2017-03-07
2017-03-07
N
N
N
0.0066
421003494.30
421003494.30
0.0106
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.550000%
0000833029
ATD0JZH23
Non-Negotiable Time Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0056
354000000.00
354000000.00
0.0089
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.550000%
0001448613
ATD0JZH31
Non-Negotiable Time Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0056
397000000.00
397000000.00
0.0100
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 0.580000%
0000800030
ATD0JZH72
Non-Negotiable Time Deposit
Y
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0059
71000000.00
71000000.00
0.0018
N
Y
Y
N
The Charles Schwab Family of Funds
2017-03-07
Mark Fischer
Mark Fischer
Chief Financial Officer