0001145549-17-002679.txt : 20170407
0001145549-17-002679.hdr.sgml : 20170407
20170407150414
ACCESSION NUMBER: 0001145549-17-002679
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170407
DATE AS OF CHANGE: 20170407
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: 17749301
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004499
Schwab Money Market Fund
C000012373
Sweep Shares
SWMXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-03-31
0000857156
S000004499
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
084-00896
N
N
N
Prime
Y
34
59
1461513914.43
1616452165.77
1818532865.02
1485246555.81
1991091689.24
3505817356.01
3434756814.46
3768053636.86
3358733066.14
3545469429.27
0.1628
0.1804
0.2011
0.1663
0.2229
0.3904
0.3833
0.4167
0.3761
0.3970
0.08
8920927006.48
8919591379.09
11544363.03
5426929.22
8925708812.98
8923588775.5300
1.0000
0.0110
1.0005
1.0005
1.0004
1.0004
1.0004
C000012373
1.00
8925708812.98
8923588775.5300
1.0005
1.0005
1.0004
1.0004
1.0004
363025856.09
374577656.75
431337042.50
363295320.94
376445794.03
354937229.86
326812395.55
380905689.87
380329598.79
378871131.76
1760283706.10
1704597903.80
0.0042
Y
Investment Advisor and its affiliates Contractual 498,266
ABAG Finance Auth
RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001A 1.000000%
00037CEK2
549300EWVCCTI6O2KU84
US00037CEK27
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2031-11-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0100
17550000.00
17550000.00
0.0020
N
N
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.247800%
00279JKN1
Certificate of Deposit
Y
2017-04-10
2017-08-10
2017-08-10
N
Y
Santander UK Plc
1.0000
N
0.0116
88064416.88
88064416.88
0.0099
N
N
N
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 0.790000%
AC28XWWI3WIBK2824319
0001484219
00799J004_0.79_0403
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2023-08-15
2.500000
3994100.00
4080047.74
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0079
4000000.00
4000000.00
0.0004
N
Y
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TTF2
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-06-15
2017-06-15
2017-06-15
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0118
17955007.20
17955007.20
0.0020
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TTM7
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-06-21
2017-06-21
2017-06-21
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0121
69807710.00
69807710.00
0.0078
N
N
N
N
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0.000000%
0556C2R62
KK5MZM9DIXLXZL9DZL15
Non-Financial Company Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0084
5999161.98
5999161.98
0.0007
N
N
Y
N
BPCE SA
BPCE SA 0.000000%
05571BS46
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-05-04
2017-05-04
2017-05-04
N
N
N
0.0091
12988839.50
12988839.50
0.0015
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.008900%
05572N2B1
Certificate of Deposit
Y
2017-04-03
2017-09-05
2017-09-05
N
N
N
0.0119
43002709.43
43002709.43
0.0048
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
0.0114
25998102.00
25998102.00
0.0029
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
0.0120
23002507.23
23002507.23
0.0026
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
0.0120
34002516.34
34002516.34
0.0038
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
0.0123
93992856.00
93992856.00
0.0105
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.210600%
06053PUQ8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-04-18
2017-08-14
2017-08-14
N
N
N
0.0130
27000486.27
27000486.27
0.0030
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.010600%
06053PVC8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-04-05
2017-09-05
2017-09-05
N
N
N
0.0118
62001302.62
62001302.62
0.0069
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.830000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.83_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2015-112 A
549300M8ZYFG0OCMTT87
2045-08-20
3.000000
31689837.00
19570000.25
Agency Collateralized Mortgage Obligation
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0083
19000000.00
19000000.00
0.0021
N
Y
Y
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 1.280000%
06417GQK7
Certificate of Deposit
Y
2017-07-07
2017-07-07
2017-07-07
N
N
N
0.0110
84040396.44
84040396.44
0.0094
N
N
N
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 1.288900%
06417GSF6
Certificate of Deposit
Y
2017-04-03
2017-10-02
2017-10-02
N
N
N
0.0125
31037076.31
31037076.31
0.0035
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.331400%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2017-04-13
2018-02-13
2018-02-13
N
N
N
0.0132
17016099.17
17016099.17
0.0019
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 0.940000%
06426GNL7
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0093
8000014.48
8000014.48
0.0009
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.144400%
06427KHN0
Certificate of Deposit
Y
2017-04-03
2017-06-01
2017-06-01
N
N
N
0.0103
14007420.14
14007420.14
0.0016
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.110000%
06427KN45
Certificate of Deposit
Y
2017-04-17
2017-04-17
2017-04-17
N
N
N
0.0092
2000175.02
2000175.02
0.0002
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.168300%
06427KU88
Certificate of Deposit
Y
2017-04-20
2017-09-20
2017-09-20
N
N
N
0.0120
69991390.00
69991390.00
0.0078
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.166100%
06427KUK1
Certificate of Deposit
Y
2017-04-21
2017-09-21
2017-09-21
N
N
N
0.0120
62991810.00
62991810.00
0.0071
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.300000%
06538NFR3
Certificate of Deposit
Y
2017-04-24
2017-04-24
2017-04-24
N
N
N
0.0094
17004069.97
17004069.97
0.0019
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.280000%
06538NGN1
Certificate of Deposit
Y
2017-05-02
2017-05-02
2017-05-02
N
N
N
0.0095
13003770.13
13003770.13
0.0015
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.240000%
06538NJP3
Certificate of Deposit
Y
2017-05-02
2017-05-02
2017-05-02
N
N
N
0.0095
114029071.14
114029071.14
0.0128
N
N
N
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
0.0099
6002583.66
6002583.66
0.0007
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.260000%
06538NMJ3
Certificate of Deposit
Y
2017-06-05
2017-06-05
2017-06-05
N
N
N
0.0102
27011796.57
27011796.57
0.0030
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
0.0116
8004221.68
8004221.68
0.0009
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000%
06538NTC1
Certificate of Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0122
15008985.15
15008985.15
0.0017
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NUL9
Certificate of Deposit
Y
2017-08-15
2017-08-15
2017-08-15
N
N
N
0.0125
28011163.88
28011163.88
0.0031
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.340000%
06741X6L7
Certificate of Deposit
Y
2017-06-29
2017-06-29
2017-06-29
N
N
N
0.0128
166026594.86
166026594.86
0.0186
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LR34
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-04-03
2017-04-03
2017-04-03
N
Y
Societe Generale SA
1.0000
N
0.0104
10999046.30
10999046.30
0.0012
N
Y
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LR67
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
Y
Societe Generale SA
1.0000
N
0.0104
5998956.00
5998956.00
0.0007
N
N
Y
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LSA7
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-05-10
2017-05-10
2017-05-10
N
Y
Societe Generale SA
1.0000
N
0.0110
15980409.60
15980409.60
0.0018
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AR55
Asset Backed Commercial Paper
Y
2017-04-05
2017-04-05
2017-04-05
N
Y
Royal Bank of Canada
1.0000
N
0.0080
47994681.60
47994681.60
0.0054
N
N
Y
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AS96
Asset Backed Commercial Paper
Y
2017-05-09
2017-05-09
2017-05-09
N
Y
Royal Bank of Canada
1.0000
N
0.0094
26972535.60
26972535.60
0.0030
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LR32
Asset Backed Commercial Paper
Y
2017-04-03
2017-04-03
2017-04-03
N
Y
Societe Generale SA
1.0000
N
0.0082
5999590.20
5999590.20
0.0007
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LR57
Asset Backed Commercial Paper
Y
2017-04-05
2017-04-05
2017-04-05
N
Y
Societe Generale SA
1.0000
N
0.0083
15998160.00
15998160.00
0.0018
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LR65
Asset Backed Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
Y
Societe Generale SA
1.0000
N
0.0101
3999442.68
3999442.68
0.0004
N
N
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LR73
Asset Backed Commercial Paper
Y
2017-04-07
2017-04-07
2017-04-07
N
Y
Societe Generale SA
1.0000
N
0.0101
7998693.36
7998693.36
0.0009
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
0.0085
5998441.80
5998441.80
0.0007
N
N
N
N
CALIFORNIA HEALTH FACILITIES FINANCING AUTH
RB (KAISER PERMANENTE) SERIES 2006C 0.880000%
13033FK74
5493007RI8BUDOGHZ546
US13033FK749
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2041-06-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0088
15000000.00
15000000.00
0.0017
N
N
Y
N
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH
RB (KAISER PERMANENTE) SERIES 2008B 0.900000%
130795SZ1
549300KTNI2GCJNX2U48
US130795SZ11
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2032-04-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0090
20000000.00
20000000.00
0.0022
N
N
Y
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
0.0111
43040936.43
43040936.43
0.0048
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 1.431700%
13608CAN2
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2017-04-27
2017-07-27
2017-07-27
N
N
N
0.0115
47043240.47
47043240.47
0.0053
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JRS1
Asset Backed Commercial Paper
Y
2017-04-26
2017-04-26
2017-04-26
N
Y
Lloyds Bank Plc
1.0000
N
0.0092
9993334.00
9993334.00
0.0011
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VTE9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-06-14
2017-06-14
2017-06-14
N
Y
Citibank NA
1.0000
N
0.0110
24942707.50
24942707.50
0.0028
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VTM1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-06-21
2017-06-21
2017-06-21
N
Y
Citibank NA
1.0000
N
0.0113
44884584.00
44884584.00
0.0050
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.250000%
17305TGR7
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-06-12
2017-06-12
2017-06-12
N
N
N
0.0095
2001195.82
2001195.82
0.0002
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.310000%
17305THC9
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-06-20
2017-06-20
2017-06-20
N
N
N
0.0099
166119405.46
166119405.46
0.0186
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
0.0092
1000541.91
1000541.91
0.0001
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
0.0083
2000152.42
2000152.42
0.0002
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.172200%
17305TKH4
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-04-28
2017-08-29
2017-08-29
N
N
N
0.0118
8999874.00
8999874.00
0.0010
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CRQ8
Asset Backed Commercial Paper
Y
2017-04-24
2017-04-24
2017-04-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0091
37976896.00
37976896.00
0.0043
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CRR6
Asset Backed Commercial Paper
Y
2017-04-25
2017-04-25
2017-04-25
N
Y
JP Morgan Securities LLC
1.0000
N
0.0092
2998089.60
2998089.60
0.0003
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
0.0113
46868583.30
46868583.30
0.0053
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FRK4
Asset Backed Commercial Paper
Y
2017-04-19
2017-04-19
2017-04-19
N
Y
JP Morgan Securities LLC
1.0000
N
0.0088
999532.90
999532.90
0.0001
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FRS7
Asset Backed Commercial Paper
Y
2017-04-26
2017-04-26
2017-04-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0092
49966670.00
49966670.00
0.0056
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
0.0113
16953125.90
16953125.90
0.0019
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.151400%
19423CDH2
Asset Backed Commercial Paper
Y
2017-04-13
2017-09-13
2017-09-13
N
Y
JP Morgan Securities LLC
1.0000
N
0.0124
1000013.01
1000013.01
0.0001
N
N
N
N
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.800000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.80_0403
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
BANC AMER CMBS 2007-1 D 144A 20490115 FLT
2049-01-15
5.592000
2690.00
79.97
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2012-C7 H 20450616 FLT
2045-06-16
4.500000
8587500.00
4081659.90
Private Label Collateralized Mortgage Obligations
MOTEL 6 TR 2015-M6MZ M 20200206 8.2
2020-02-06
8.229500
4999990.00
5032511.60
Private Label Collateralized Mortgage Obligations
ML MTG TRUST 2006-C2 C 20430812 FLT
2043-08-12
5.871000
3300000.00
839564.82
Private Label Collateralized Mortgage Obligations
GMAC COML MTG SECS 2005-C1 B 20430510 4.9
2043-05-10
4.936000
1395400.00
64906.52
Private Label Collateralized Mortgage Obligations
COMM 2005-LP5 F 144A 20430510 FLT
2043-05-10
4.746400
1674418.00
1676827.03
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2015-DC1 HIX 20480212 FLT
2048-02-12
7.801900
4365400.00
3499650.06
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2007-2 D 20490410 FLT
2049-04-10
5.707800
60.00
1.95
Private Label Collateralized Mortgage Obligations
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
13213219.00
13213219.00
0.0015
N
Y
Y
N
Trade was executed as a Treasury Repurchase Agreement, however, counterparty incorrectly delivered non-treasury securities as collateral.
DEUTSCHE BANK SECURITIES INC
DEUTSCHE BANK SECURITIES INC 0.820000%
9J6MBOOO7BECTDTUZW19
0001074042
21599B009_0.82_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2045-05-15
3.000000
44704500.00
44880041.98
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0082
44000000.00
44000000.00
0.0049
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.050000%
21685VWG0
Certificate of Deposit
Y
2017-06-14
2017-06-14
2017-06-14
N
N
N
0.0106
41999004.60
41999004.60
0.0047
N
N
N
N
COOPERATIEVE RABOBANK UA
COOPERATIEVE RABOBANK UA 0.000000%
21687AUH4
DG3RU1DBUFHT4ZF9WN62
Financial Company Commercial Paper
Y
2017-07-17
2017-07-17
2017-07-17
N
N
N
0.0108
1594820.80
1594820.80
0.0002
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.870000%
22534HYW5
Certificate of Deposit
Y
2017-04-04
2017-04-04
2017-04-04
N
N
N
0.0088
8999990.10
8999990.10
0.0010
N
N
Y
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
0.0090
102125114.22
102125114.22
0.0114
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
0.0093
2002458.82
2002458.82
0.0002
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.880000%
23328AUQ5
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0093
87999252.00
87999252.00
0.0099
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0R53
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0088
111986313.60
111986313.60
0.0125
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0UQ3
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-07-24
2017-07-24
2017-07-24
N
N
N
0.0109
43847073.60
43847073.60
0.0049
N
N
N
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585LR67
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0083
19997224.00
19997224.00
0.0022
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.900000%
34959TJG2
Certificate of Deposit
Y
2017-04-04
2017-04-04
2017-04-04
N
N
N
0.0092
65999861.40
65999861.40
0.0074
N
N
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 0.980000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0098
1200000.00
1200000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LR56
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0081
26996962.50
26996962.50
0.0030
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LR64
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0081
15997835.20
15997835.20
0.0018
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LR72
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0083
10998246.16
10998246.16
0.0012
N
N
Y
N
GOLDMAN SACHS & CO
GOLDMAN SACHS & CO 0.800000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_0.80_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAL7126
2045-06-01
4.000000
3518291.00
3070739.41
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-02-01
3.500000
14403624.00
11209261.10
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
14000000.00
14000000.00
0.0016
N
Y
Y
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PR65
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0086
17997411.60
17997411.60
0.0020
N
N
Y
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
0.0092
74940780.00
74940780.00
0.0084
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.050000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0105
22000000.00
22000000.00
0.0025
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
0.0071
73058674.67
73058674.67
0.0082
N
Y
Y
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
0.0072
1999840.00
1999840.00
0.0002
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.038900%
46640EEF1
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-04-05
2017-09-05
2017-09-05
N
N
N
0.0119
20003560.20
20003560.20
0.0022
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PTT0
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-06-27
2017-06-27
2017-06-27
N
N
N
0.0100
12968222.80
12968222.80
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 1.332800%
48803ALK9
Asset Backed Commercial Paper
Y
2017-04-28
2017-05-05
2017-05-05
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0096
24007944.24
24007944.24
0.0027
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MDG1
Asset Backed Commercial Paper
Y
2017-05-18
2017-05-18
2017-05-18
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0096
125849593.80
125849593.80
0.0141
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.930000%
51489NWV0
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-05-02
2017-05-02
2017-05-02
N
N
N
0.0094
999994.60
999994.60
0.0001
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.990000%
51500LBP5
Certificate of Deposit
Y
2017-04-20
2017-04-20
2017-04-20
N
N
N
0.0103
4999882.00
4999882.00
0.0006
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.930000%
51500LCK5
Certificate of Deposit
Y
2017-04-04
2017-04-04
2017-04-04
N
N
N
0.0098
69999629.00
69999629.00
0.0078
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.900000%
51500LCN9
Certificate of Deposit
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0098
6999900.60
6999900.60
0.0008
N
N
Y
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RTC3
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2017-06-12
2017-06-12
2017-06-12
N
N
N
0.0100
38921313.60
38921313.60
0.0044
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QS27
Asset Backed Commercial Paper
Y
2017-05-02
2017-05-02
2017-05-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0095
29974668.00
29974668.00
0.0034
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QT67
Asset Backed Commercial Paper
Y
2017-06-06
2017-06-06
2017-06-06
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0105
7984352.00
7984352.00
0.0009
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QT75
Asset Backed Commercial Paper
Y
2017-06-07
2017-06-07
2017-06-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0105
49900455.00
49900455.00
0.0056
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KTF3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-06-15
2017-06-15
2017-06-15
N
N
N
0.0110
43897356.80
43897356.80
0.0049
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.466700%
60682A3Z7
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-04-10
2017-06-08
2017-06-08
N
N
N
0.0107
75073875.75
75073875.75
0.0084
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.194400%
60682A5F9
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-04-10
2017-09-11
2017-09-11
N
N
N
0.0130
1000048.01
1000048.01
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.000000%
60682WT99
549300DPS5RIH7XBJV62
0001021565
Financial Company Commercial Paper
Y
2017-06-09
2017-06-09
2017-06-09
N
N
N
0.0107
57879104.80
57879104.80
0.0065
N
N
N
N
MIZUHO SECURITIES USA INC
MIZUHO SECURITIES USA INC 0.810000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.81_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAS8786
2047-02-01
4.000000
21656628.00
22660000.21
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
22000000.00
22000000.00
0.0025
N
Y
Y
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
0.0116
71037992.81
71037992.81
0.0080
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
0.0120
16006209.76
16006209.76
0.0018
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.100000%
60689D5B5
Certificate of Deposit
Y
2017-06-13
2017-06-13
2017-06-13
N
N
N
0.0100
70014511.70
70014511.70
0.0078
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.231400%
60689D5N9
Certificate of Deposit
Y
2017-04-13
2017-09-13
2017-09-13
N
N
N
0.0133
1999952.00
1999952.00
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.384400%
60689DW66
Certificate of Deposit
Y
2017-04-03
2017-06-01
2017-06-01
N
N
N
0.0104
19017765.19
19017765.19
0.0021
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
0.0086
999690.20
999690.20
0.0001
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LTT6
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-06-27
2017-06-27
2017-06-27
N
N
N
0.0100
61848143.40
61848143.40
0.0069
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0R39
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0103
10999059.50
10999059.50
0.0012
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.890000%
63873NBZ3
Certificate of Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0088
42000042.42
42000042.42
0.0047
N
Y
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 0.910000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0091
30000000.00
30000000.00
0.0034
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 0.900000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0090
5000000.00
5000000.00
0.0006
N
N
Y
N
NEW YORK STATE URBAN DEVELOPMENT CORP
STATE PERSONAL INCOME TAX RB SERIES 2004A3C 0.930000%
650035MJ4
54930039Y2EMGXN6LM88
US650035MJ48
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
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
0.0093
20000000.00
20000000.00
0.0022
N
N
Y
N
NEW YORK STATE URBAN DEVELOPMENT CORP
STATE PERSONAL INCOME TAX RB SERIES 2004A3D 0.930000%
650035MK1
54930039Y2EMGXN6LM88
US650035MK11
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
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
0.0093
8000000.00
8000000.00
0.0009
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RV80
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-08-08
2017-08-08
2017-08-08
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0129
12939347.20
12939347.20
0.0014
N
N
N
N
NUVEEN CALIFORNIA AMT-FREE MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 4 0.990000%
670651603
5493005SR7RRUAG9VK19
US6706516035
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2040-12-01
Y
Citibank NA
1.0000
7
N
N
N
0.0099
8000000.00
8000000.00
0.0009
N
N
Y
N
NUVEEN AMT-FREE QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 4 1.030000%
670657857
549300OTYQOOXS64NI63
US6706578571
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2026-09-11
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0103
22000000.00
22000000.00
0.0025
N
N
Y
N
NUVEEN QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 1.070000%
67066V861
549300SCLWG42TGZI008
US67066V8616
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2026-09-11
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0107
17000000.00
17000000.00
0.0019
N
N
Y
N
NUVEEN QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 1.070000%
67066V879
549300SCLWG42TGZI008
US67066V8798
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2041-05-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0107
16000000.00
16000000.00
0.0018
N
N
Y
N
NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 8 1.060000%
67066Y832
549300ZT6V9X5U9BHR46
US67066Y8324
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2026-11-06
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0106
25000000.00
25000000.00
0.0028
N
N
Y
N
NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 6 1.040000%
67066Y865
549300ZT6V9X5U9BHR46
US67066Y8654
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2040-08-01
Y
Citibank NA
1.0000
7
N
N
N
0.0104
18000000.00
18000000.00
0.0020
N
N
Y
N
NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 4 1.030000%
67066Y881
549300ZT6V9X5U9BHR46
US67066Y8811
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2042-12-01
Y
Royal Bank of Canada
1.0000
7
N
N
N
0.0103
2000000.00
2000000.00
0.0002
N
N
Y
N
NUVEEN MUNICIPAL CREDIT INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 1.060000%
67070X879
54930078DL3R0VSYW338
US67070X8790
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2040-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0106
10000000.00
10000000.00
0.0011
N
N
Y
N
NUVEEN MUNICIPAL CREDIT INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 1.060000%
67070X887
54930078DL3R0VSYW338
US67070X8873
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2040-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0106
13000000.00
13000000.00
0.0015
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.037800%
67984RDP1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-04-12
2017-09-12
2017-09-12
N
Y
Royal Bank of Canada
1.0000
N
0.0115
27999832.00
27999832.00
0.0031
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.238300%
67984VCS7
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-04-19
2017-06-19
2017-06-19
N
Y
Royal Bank of Canada
1.0000
N
0.0107
18006966.18
18006966.18
0.0020
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67985X2F1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-06-28
2017-06-28
2017-06-28
N
Y
Royal Bank of Canada
1.0000
N
0.0113
19944078.00
19944078.00
0.0022
N
N
N
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
0.0120
2000268.62
2000268.62
0.0002
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.040000%
69034CAU2
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-04-06
2017-09-06
2017-09-06
N
N
N
0.0120
44997615.00
44997615.00
0.0050
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.034400%
69034CAX6
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-04-10
2017-09-08
2017-09-08
N
N
N
0.0120
63992000.00
63992000.00
0.0072
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JTE4
Asset Backed Commercial Paper
Y
2017-06-14
2017-06-14
2017-06-14
N
Y
BNP Paribas SA
1.0000
N
0.0108
997750.00
997750.00
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JTK0
Asset Backed Commercial Paper
Y
2017-06-19
2017-06-19
2017-06-19
N
Y
BNP Paribas SA
1.0000
N
0.0110
62846280.00
62846280.00
0.0070
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JU69
Asset Backed Commercial Paper
Y
2017-07-06
2017-07-06
2017-07-06
N
Y
BNP Paribas SA
1.0000
N
0.0116
996885.20
996885.20
0.0001
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.184400%
78009NR65
Certificate of Deposit
Y
2017-04-07
2018-03-07
2018-03-07
N
N
N
0.0136
74977200.00
74977200.00
0.0084
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.238300%
78009NS56
Certificate of Deposit
Y
2017-04-20
2017-12-20
2017-12-20
N
N
N
0.0127
15996656.00
15996656.00
0.0018
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.020000%
83050FRQ6
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2017-04-06
2017-09-06
2017-09-06
N
N
N
0.0116
43001118.43
43001118.43
0.0048
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.578300%
86563YMK6
Certificate of Deposit
Y
2017-04-19
2017-06-19
2017-06-19
N
N
N
0.0118
46041308.46
46041308.46
0.0052
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.100000%
86563YPF4
Certificate of Deposit
Y
2017-04-18
2017-04-18
2017-04-18
N
N
N
0.0089
5000512.55
5000512.55
0.0006
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
0.0121
1000465.31
1000465.31
0.0001
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
0.0122
65029218.15
65029218.15
0.0073
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.050000%
86563YRF2
Certificate of Deposit
Y
2017-05-26
2017-05-26
2017-05-26
N
N
N
0.0099
32002717.12
32002717.12
0.0036
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.030600%
86564ERH1
Certificate of Deposit
Y
2017-04-03
2017-07-03
2017-07-03
N
N
N
0.0123
119990400.00
119990400.00
0.0134
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.054400%
86564ERN8
Certificate of Deposit
Y
2017-04-07
2017-07-07
2017-07-07
N
N
N
0.0123
1999806.00
1999806.00
0.0002
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
0.0107
123055252.83
123055252.83
0.0138
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 0.860000%
87019UZN2
Certificate of Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0087
65000000.00
65000000.00
0.0073
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88602TRR6
Asset Backed Commercial Paper
Y
2017-04-25
2017-04-25
2017-04-25
N
Y
Royal Bank of Canada
1.0000
N
0.0092
5996179.20
5996179.20
0.0007
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 1.162200%
88603ACA9
Asset Backed Commercial Paper
Y
2017-05-02
2017-10-02
2017-10-02
N
Y
Royal Bank of Canada
1.0000
N
0.0122
49985850.00
49985850.00
0.0056
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 1.061400%
88605AAC5
Asset Backed Commercial Paper
Y
2017-04-13
2017-07-13
2017-07-13
N
Y
Royal Bank of Canada
1.0000
N
0.0116
25000325.25
25000325.25
0.0028
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.060000%
89113WRT5
Certificate of Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0081
1000034.61
1000034.61
0.0001
N
N
Y
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
0.0081
3000153.93
3000153.93
0.0003
N
N
Y
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
0.0082
88006257.68
88006257.68
0.0099
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
0.0116
18001152.18
18001152.18
0.0020
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.100000%
89113WWN2
Certificate of Deposit
Y
2017-08-10
2017-08-10
2017-08-10
N
N
N
0.0117
66982204.80
66982204.80
0.0075
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
0.0118
28991529.10
28991529.10
0.0032
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.132200%
89113WYY6
Certificate of Deposit
Y
2017-04-18
2017-10-17
2017-10-17
N
N
N
0.0121
88994304.00
88994304.00
0.0100
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PR46
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2017-04-04
2017-04-04
2017-04-04
N
Y
Total SA
1.0000
N
0.0084
33996824.40
33996824.40
0.0038
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.221400%
89233ATK5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-04-13
2017-11-06
2017-11-06
N
N
N
0.0121
89058918.89
89058918.89
0.0100
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.350000%
90275DDY3
Certificate of Deposit
Y
2017-08-11
2017-08-11
2017-08-11
N
N
N
0.0112
109090907.09
109090907.09
0.0122
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
0.0083
12998195.60
12998195.60
0.0015
N
N
Y
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
0.0084
14997564.00
14997564.00
0.0017
N
N
Y
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
0.0085
38988058.20
38988058.20
0.0044
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 0.949500%
912828M23
US912828M235
U.S. Treasury Debt
Y
2017-04-03
2017-10-31
2017-10-31
N
N
N
0.0076
100110200.00
100110200.00
0.0112
N
Y
Y
N
UNIV OF TEXAS
REVENUE FINANCING SYSTEM BONDS SERIES 2016G2 0.860000%
91514AEY7
TEHUYFNKZR6XVWLGEU86
US91514AEY73
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2045-08-01
Y
UNIVERSITY OF TEXAS SYSTEM
1.0000
7
N
N
N
0.0086
5000000.00
5000000.00
0.0006
N
N
Y
N
UNIV OF TEXAS
REVENUE FINANCING SYSTEM BONDS SERIES 2016G1 0.860000%
91514AEZ4
TEHUYFNKZR6XVWLGEU86
US91514AEZ49
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2045-08-01
Y
UNIVERSITY OF TEXAS SYSTEM
1.0000
7
N
N
N
0.0086
16000000.00
16000000.00
0.0018
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.570000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.57_0828
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.130100
3024570.00
2840183.47
Asset-Backed Securities
ALM VII LTD ALM VII LLC
2028-10-15
2.503200
7179054.00
7235233.00
Asset-Backed Securities
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.187900
586445.00
582925.63
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.177900
2616584.00
2385930.72
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-1 A-4 20220125 FLT
2022-01-25
1.687900
951019.00
920163.23
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
1.787900
18311.00
17681.13
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-8 A-5 20400125 FLT
2040-01-25
1.207900
2362996.00
2196238.11
Asset-Backed Securities
SLC STUDENT LN TR 2005-2 A-4 20391215 FLT
2039-12-15
1.291200
2278534.00
2130464.17
Asset-Backed Securities
BABSON CLO LTD 2014-IIIR A-R 20260115 FLT
2026-01-15
2.298700
1445939.00
1453768.97
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 A-6 20401025 FLT
2040-10-25
1.227900
2068945.00
1956704.59
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 B 20401025 FLT
2040-10-25
1.181800
29999995.00
15118729.82
Asset-Backed Securities
VENTURE XV CLO LTD / VENTURE XV CLO LLC
549300UYHZCJPN3LMT03
2028-07-15
2.400000
16659302.00
16782969.55
Asset-Backed Securities
SMB PRIVATE ED LN TR 2014-A B 20420915 4.0
549300XC4C7GRVLU6076
2042-09-15
4.000000
692.00
696.96
Asset-Backed Securities
ING IM CLO LTD 2013-3 A-1 20260118 FLT
2026-01-18
2.331700
253872.00
254947.94
Asset-Backed Securities
CREDIT SUISSE GROUP AG 4.282% SENIOR NOT 2028
2028-01-09
4.282000
2128000.00
2136519.33
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 25
L2Z2MO2EQURH3BREWI15
2025-03-15
3.450000
8925000.00
8429603.00
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 18
PY6ZZQWO2IZFZC3IOL08
2018-11-16
1.750000
29000.00
29186.54
Corporate Debt Securities
METLIFE CAPITAL TRUST IV SDEB 7.
2067-12-15
7.875000
5995000.00
7512859.06
Corporate Debt Securities
GE CAPITAL TRUST I SUB PFD TR 67
2067-11-15
6.375000
115000.00
119494.58
Corporate Debt Securities
CLEVELAND ELEC ILLUM CO SR GLBL NT 36
2036-12-15
5.950000
2005000.00
2321087.14
Corporate Debt Securities
CSMC TRUST 2014-TIKI E 20380915 FLT
5493000INYGJD1PZIM19
2038-09-15
3.920000
6.00
5.96
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2007-C3 A-M 20390617 FLT
2039-06-17
5.715300
9539412.00
9635272.39
Private Label Collateralized Mortgage Obligations
Y
2017-06-29
2017-06-29
2017-08-28
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0157
73026878.60
73026878.60
0.0082
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.640000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.64_0918
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ATRIUM IX LLC 2013-9 A 20240228 FLT
549300UTF8S11AHH4P70
2024-02-28
2.354000
6355492.00
6360499.07
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.177900
3303.00
3011.84
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
1.787900
4503103.00
4348204.35
Asset-Backed Securities
OCP CLO 2015 9 LTD OCP CLO 2015 9 CORP
2027-07-15
2.380000
595201.00
598929.60
Asset-Backed Securities
CENT CDO 15 LIMITED
2021-03-11
1.673100
1280364.00
1260141.33
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 B 20401025 FLT
2040-10-25
1.181800
1.00
0.50
Asset-Backed Securities
VENTURE XV CLO LTD / VENTURE XV CLO LLC
549300UYHZCJPN3LMT03
2028-07-15
2.400000
1877939.00
1891879.57
Asset-Backed Securities
TERWIN MTG TR 2005-11 I-M-1A 20361125 FLT
2036-11-25
1.428300
4205.00
3564.81
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.130100
100464.00
94339.42
Asset-Backed Securities
ALM VII LTD ALM VII LLC
2028-10-15
2.503200
27544785.00
27760334.10
Asset-Backed Securities
BABSON CLO LTD 2014-IIIR A-R 20260115 FLT
2026-01-15
2.298700
3919669.00
3940894.58
Asset-Backed Securities
ING IM CLO LTD 2013-3 A-1 20260118 FLT
2026-01-18
2.331700
401697.00
403399.44
Asset-Backed Securities
SLC STUDENT LN TRUST 2006-1 A-6 20381215 FLT
2038-12-15
1.123400
2727806.00
2487348.01
Asset-Backed Securities
KIMBERLY CLARK CORP SR GLBL NT 20
MP3J6QPYPGN75NVW2S34
2020-03-01
1.850000
6571000.00
6568119.71
Corporate Debt Securities
SANTANDER UK GROUP HOLDINGS PLC 3.571% NOTES DUE
549300F5XIFGNNW4CF72
2023-01-10
3.571000
4465000.00
4493463.26
Corporate Debt Securities
METLIFE CAPITAL TRUST IV SDEB 7.
2067-12-15
7.875000
1401000.00
1755715.69
Corporate Debt Securities
HCA INC SR SEC NT3.75%19
L3CJ6J7LJ2DX62FTXD46
2019-03-15
3.750000
8609000.00
8806289.58
Corporate Debt Securities
AMERICAN TRANSMISSION SYS INC SR GLBL 144A 44
2044-09-01
5.000000
738000.00
799509.84
Corporate Debt Securities
CLEVELAND ELEC ILLUM CO SR GLBL NT 36
2036-12-15
5.950000
613000.00
709639.11
Corporate Debt Securities
TRANS ALLEGHENY INTERSTATE LINE CO
2025-06-01
3.850000
2634000.00
2736655.76
Corporate Debt Securities
TIME WARNER INC
KNG3XRAA0RHN9H62OK76
2026-01-15
3.875000
643000.00
646253.94
Corporate Debt Securities
COMM 2007-C9 AM 20491210 FLT
2049-12-10
5.650000
861264.00
871260.55
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-1 2-A2 20440725 FLT
549300EQ60CWY6DQ4351
2044-07-25
1.500000
1641577.00
887142.97
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-TIKI E 20380915 FLT
5493000INYGJD1PZIM19
2038-09-15
3.920000
1.00
0.99
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C6 A4
2040-07-15
5.858000
4277159.00
1804690.90
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
3.770000
2098208.00
1011457.96
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECURITIES TRUST 2007-GG10
2045-08-10
5.949300
886447.00
293925.87
Private Label Collateralized Mortgage Obligations
Y
2017-06-29
2017-06-29
2017-09-18
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0164
70044639.00
70044639.00
0.0078
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
BANCO POP PUERTO RICO HATO REY PR
2045-08-10
1.107900
80586014.00
78200000.62
Private Label Collateralized Mortgage Obligations
Y
2017-05-05
2017-05-05
2017-05-08
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0129
68008309.60
68008309.60
0.0076
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.110000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.11_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ACE 2006-SL4 A1
2036-09-25
1.221600
143852500.00
6562295.70
Asset-Backed Securities
AIRPT 2001-1A A9
2019-03-15
1.462200
80085000.00
16581526.11
Asset-Backed Securities
OPTION ONE STEP 01/37
2037-01-25
5.866000
70601500.00
24264638.73
Asset-Backed Securities
144A SASC 2006-GEL3 M1
2036-07-25
1.331600
10950500.00
8479122.70
Asset-Backed Securities
CBASS
2037-07-25
1.171600
700000.00
303195.21
Asset-Backed Securities
144A CBASS 2007-CB6 A3
2037-07-25
1.201600
24179000.00
10509885.96
Asset-Backed Securities
Y
2017-04-04
2017-04-04
2017-04-04
N
Y
Credit Suisse AG
1.0000
N
0.0111
58000696.00
58000696.00
0.0065
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.790000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.79_0403
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-10-31
0.750000
4095200.00
4102892.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-15
1.250000
42100.00
49663.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
3.125000
43741100.00
45901749.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-08-15
2.875000
7276000.00
7069503.30
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0079
56000000.00
56000000.00
0.0063
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.810000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.81_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNAR AF MA3388 M
2046-01-20
3.000000
7022406.00
5148545.31
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5597
2045-02-01
2.755000
6258512.00
4150080.30
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS8483
2046-12-01
3.000000
1049817.00
1031858.78
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-01-01
2.787000
19296437.00
5120558.63
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
15000000.00
15000000.00
0.0017
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LR37
Asset Backed Commercial Paper
Y
2017-04-03
2017-04-03
2017-04-03
N
Y
Natixis SA
1.0000
N
0.0107
41996253.60
41996253.60
0.0047
N
Y
Y
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
0.0130
997622.20
997622.20
0.0001
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KRA2
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-04-10
2017-04-10
2017-04-10
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0105
999709.40
999709.40
0.0001
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KTL6
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-06-20
2017-06-20
2017-06-20
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0130
83753922.00
83753922.00
0.0094
N
N
N
N
BANK OF MONTREAL
BANK OF MONTREAL 0.780000%
NQQ6HPCNCCU6TUTQYE16
0000009622
927RLB004_0.78_0403
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2024-05-15
2.500000
8583700.00
8799427.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-15
0.125000
1097100.00
1153918.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-15
0.125000
1172200.00
1241712.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-02-15
3.625000
4227700.00
4720624.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-02-15
4.750000
308800.00
405442.51
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0078
16000000.00
16000000.00
0.0018
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.800000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.800_0403
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-11-30
2.250000
5706800.00
5795851.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-01-15
2.375000
10588100.00
15089960.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2039-08-15
4.500000
5257800.00
6656052.04
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
27000000.00
27000000.00
0.0030
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 0.800000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.80_0403
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
1.448300
1549.00
284.28
Agency Collateralized Mortgage Obligation
GNRA 2008-27 FA
549300M8ZYFG0OCMTT87
2038-03-20
1.508300
1208.00
62.29
Agency Collateralized Mortgage Obligation
GNRA 2008-27 FC
549300M8ZYFG0OCMTT87
2038-03-20
1.658300
1827.00
103.22
Agency Collateralized Mortgage Obligation
04.000 FGPC Q40269 G
2046-05-01
4.000000
2277924.00
2163295.98
Agency Mortgage-Backed Securities
04.000 FGPC Q37098 G
2045-11-01
4.000000
183710.00
191091.15
Agency Mortgage-Backed Securities
02.500 FGPC J20761 G
2027-10-01
2.500000
1781.00
979.63
Agency Mortgage-Backed Securities
06.000 FGPC G07137 G
2039-10-01
6.000000
1072.00
362.41
Agency Mortgage-Backed Securities
FNMS 03.500 CLAB5790
2042-08-01
3.500000
1055463.00
693244.20
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK5425
2027-03-01
3.500000
10745228.00
4110500.50
Agency Mortgage-Backed Securities
GNII SF MA3375 M
2046-01-20
3.000000
20974656.00
18013446.89
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2032-05-01
3.500000
14248271.00
7213019.89
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-04-01
3.500000
14754051.00
9253212.37
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-11-01
5.500000
1246427.00
68176.90
Agency Mortgage-Backed Securities
03.000 FGPC Q44664 G
2046-11-01
3.000000
9446618.00
9276139.91
Agency Mortgage-Backed Securities
GNMA
2026-10-15
3.000000
5994780.00
2295614.01
Agency Mortgage-Backed Securities
GNII SP 784064 M
2039-03-20
7.000000
30720.00
25451.91
Agency Mortgage-Backed Securities
GNMA
2039-01-20
2.500000
2417.00
50.90
Agency Mortgage-Backed Securities
GNMA
2023-08-20
7.000000
2695.00
635.82
Agency Mortgage-Backed Securities
GNII SF MA3803 M
2046-07-20
3.500000
2140160.00
2058067.05
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK0947
2027-01-01
3.500000
6360189.00
2548416.51
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2017-12-15
1.000000
12022400.00
12056929.39
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2029-04-15
3.875000
100.00
206.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-03-31
2.125000
11269000.00
11178735.31
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
79000000.00
79000000.00
0.0089
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.070000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.07_0405
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VENTURE XVIII CLO LTD
2026-10-15
5.880000
1615000.00
1533883.93
Asset-Backed Securities
BEAR STEARNS ASSET 2004-HE11 M-3 20341225 FLT
2034-12-25
2.856700
2558670.00
1472083.96
Asset-Backed Securities
KVK CLO 2013 2 LTD
2026-01-15
5.630000
624936.00
582425.08
Asset-Backed Securities
WASHINGTON ML CLO
2026-04-20
5.731200
31780.00
27288.64
Asset-Backed Securities
AMER AIRLINES PT TR 2013-2B B 20220115 5.6
2022-01-15
5.600000
331065.00
258178.27
Asset-Backed Securities
BANK WEST AUTO TR 2014-1 A-4 20200316 1.6
549300LZIFRZ7751X118
2020-03-16
1.650000
1591845.00
1595228.20
Asset-Backed Securities
KKR CLO 11 LTD 2015-11 E 20270415 FLT
549300PJRIGYUE3V5M12
2027-04-15
6.223200
1324152.00
1250955.62
Asset-Backed Securities
GALAXY XVIII CLO LTD
2026-10-15
5.773200
1315243.00
1227447.64
Asset-Backed Securities
ARES XLI CLO LTD
2029-01-15
7.938700
35163.00
33790.48
Asset-Backed Securities
ANCHORAGE CAP CLO 7 LTD
2027-10-15
5.622000
1760000.00
1478885.18
Asset-Backed Securities
MISSISSIPPI POWER CO SR 2012-A NT 42
LNZ0J6YZ5SC6ILIRU850
2042-03-15
4.250000
160000.00
137611.02
Corporate Debt Securities
DEVON ENERGY CORP NEW SR NT 3.25%22
54930042348RKR3ZPN35
2022-05-15
3.250000
20000.00
20028.76
Corporate Debt Securities
ALLEGHENY TECHNOLOGIES INC SR NT 5.95%21
ZW1LRE7C3H17O2ZN9B45
2021-01-15
5.950000
355000.00
356938.69
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 6.875%25
2025-01-15
6.875000
100000.00
83951.39
Corporate Debt Securities
HEXION INC 1PRI SRSEC144A22
54930030FZF8HYAEHM46
2022-02-01
10.375000
348898.00
351409.34
Corporate Debt Securities
LEVEL 3 FING INC SR GLBL FL NT 18
2018-01-15
4.762100
289000.00
294560.42
Corporate Debt Securities
MICRON TECHNOLOGY INC SR 144A NT 24
B3DXGBC8GAIYWI2Z0172
2024-01-15
5.250000
796000.00
828702.33
Corporate Debt Securities
MATADOR RES CO SR GLBL NT 23
2023-04-15
6.875000
2464000.00
2646832.22
Corporate Debt Securities
ONEMAIN FINL HLDGS INC SR 144A NT 21
2021-12-15
7.250000
2500000.00
2653368.06
Corporate Debt Securities
NOBLE HOLD INT LTD SR NT 6.05%41
549300GNEZBJHMST9U32
2041-03-01
6.050000
264000.00
188771.00
Corporate Debt Securities
NAVIENT CORPORATION SR GLBL NT6.5%22
54930067J0ZNOEBRW338
2022-06-15
6.500000
660000.00
664950.00
Corporate Debt Securities
PIONEER ENERGY SVCS CORP SR NT 6.125%22
2022-03-15
6.125000
1777000.00
1613022.39
Corporate Debt Securities
PARSLEY ENERGY LLC / PARSLEY FIN CORP
2025-08-15
5.250000
2000000.00
2038416.67
Corporate Debt Securities
OPEN TEXT CORP SR 144A NT 23
549300UQROQS42RKHM85
2023-01-15
5.625000
1390000.00
1460368.75
Corporate Debt Securities
ROYAL BK CDA FR 2.125%030220
ES7IP3U3RHIGC71XBU11
2020-03-02
2.125000
448261.00
449814.54
Corporate Debt Securities
ROSE ROCK MIDSTREAM LP/ ROSE R SR NT 5.625%22
2022-07-15
5.625000
38000.00
37976.25
Corporate Debt Securities
CHESAPEAKE ENERGY CORP SR SEC 144A NT22
X2MT1W32SPAZ9WSKLE78
2022-12-15
8.000000
479000.00
511838.11
Corporate Debt Securities
CAPSUGEL HOLDINGS US INC SR TOGGLE 144A19
2019-05-15
7.000000
1158000.00
1185727.67
Corporate Debt Securities
CAESARS GROWTH PROP HLDGS SR SEC GLBL NT22
2022-05-01
9.375000
3499000.00
3906852.19
Corporate Debt Securities
CITIGROUP INC PERP FR 5.875%
6SHGI4ZSSLCXXQSBB395
2049-01-01
5.875000
1115000.00
1158934.10
Corporate Debt Securities
EXTERRAN PARTNERS LP/ EXLP FIN SR NT 6%21
2021-04-01
6.000000
1400000.00
1424500.00
Corporate Debt Securities
ALLY FINL INC SR NT 3.25%18
549300JBN1OSM8YNAI90
2018-02-13
3.250000
301000.00
304561.83
Corporate Debt Securities
AMAG PHARMACEUTICALS INC SR 144A NT 23
549300HCK1560YVVY867
2023-09-01
7.875000
1232000.00
1175405.00
Corporate Debt Securities
ATRIUM WINDOWS AND DOORS INC SR SEC 144A NT19
2019-05-01
7.750000
920000.00
915208.33
Corporate Debt Securities
VRX ESCROW CORP REGS NT 6.125%25
B3BS7ACMDUWISF18KY76
2025-04-15
6.125000
250000.00
199560.76
Corporate Debt Securities
ZEKELMAN INDS INC SR SEC 144A NT23
549300S5LMRAKDWWI425
2023-06-15
9.875000
1999590.00
2297681.65
Corporate Debt Securities
WESTERN DIGITAL CORP SR SEC GLBL NT24
549300QQXOOYEF89IC56
2024-04-01
10.500000
1296000.00
1595700.00
Corporate Debt Securities
WALTER INVT MGMT CORP SR NT 7.875%21
Z4TM9IUZR644E7BFXU45
2021-12-15
7.875000
720000.00
446895.00
Corporate Debt Securities
AMERICAN MIDSTREAM PARTNERS LP/ AMERN MIDSTREAM FI
2021-12-15
8.500000
487000.00
506216.21
Corporate Debt Securities
CIT GROUP INC SR 144A NT 5%18
N8O96ZZJQRFYQUJY7K79
2018-05-15
5.000000
300000.00
308060.67
Corporate Debt Securities
ARDAGH PACKAGING SR SEC 144A NT24
2024-05-15
7.250000
2620000.00
2868608.89
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC 144A 28
549300KJYBG7C6WJYZ11
2028-03-15
4.200000
990000.00
978433.50
Corporate Debt Securities
UNITED RENTALS NORTH AMER INC SR SEC NT 23
NGIZXNT70J2LYT3FBI09
2023-07-15
4.625000
100000.00
103691.39
Corporate Debt Securities
TRANSOCEAN INC SR GLBL NT7.5%31
DOL4HJ22ADYSIWES4H94
2031-04-15
7.500000
51000.00
47663.75
Corporate Debt Securities
TRU TAJ LLC SR SEC 144A NT21
2021-08-15
12.000000
1500000.00
1343000.00
Corporate Debt Securities
CB144A3C7 SYNIVERSE FG D01/11/17 09.125%
2022-01-15
9.125000
851850.00
836315.57
Corporate Debt Securities
WCI CMNTYS INC SR GLBL NT 21
2021-08-15
6.875000
559000.00
589764.41
Corporate Debt Securities
VEREIT OPER PARTNERSHIP L P
5493005TQOUJE1LCS698
2026-06-01
4.875000
926970.00
981429.49
Corporate Debt Securities
AMKOR TECHNOLOGY INC
2022-10-01
6.375000
1291000.00
1374108.12
Corporate Debt Securities
BUMBLE BEE ACQUISITION CORP
2017-12-15
9.000000
516000.00
515484.00
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR NT 144A 20
549300C2SXDXVIUV3Q14
2020-12-15
6.500000
100000.00
105163.89
Corporate Debt Securities
SYNIVERSE TECH INC
2019-01-15
9.125000
148000.00
140861.06
Corporate Debt Securities
SPRINT NEXTEL CORP SR NT 144A 18
549300JKU50UT08ZWD77
2018-11-15
9.000000
61000.00
68545.70
Corporate Debt Securities
SPRINGLEAF FINANCE CORPORATION SR GLBL NT 19
5493008I795YYBFWFU90
2019-12-15
5.250000
425000.00
435288.54
Corporate Debt Securities
SCIENTIFIC GAMES INTL INC. SR NT 10%22
RLTHESQ0RNFQJWPBJN60
2022-12-01
10.000000
3747000.00
4106087.51
Corporate Debt Securities
SAFEWAY INC SR GLBL DEB 31
549300NKZ6VCN5P3K723
2031-02-01
7.250000
12000.00
11770.00
Corporate Debt Securities
U S G CORP CR SEN SR GLBL18
FP4Y9QGZ4D2KY6M7GL79
2018-01-15
8.250000
1154000.00
1226028.83
Corporate Debt Securities
TERRAFORM PWR OPER LLC SR 144A NT 23
5493000S2OLR3UT5BE13
2023-02-01
6.375000
1000000.00
1049375.00
Corporate Debt Securities
WEATHERFORD INTL LTD SR NT 9.875%39
549300A2JKMG5PGOGF82
2039-03-01
9.875000
1160000.00
1349345.83
Corporate Debt Securities
FIDELITY & GTY LIFE HLDGS INC SR 144A NT 21
549300WCR5QBFH98VZ75
2021-04-01
6.375000
3760000.00
3889250.00
Corporate Debt Securities
FAIRPOINT COMMUNICATIONS INC SR GLBL 144A 19
549300INHWR4EW4EAU11
2019-08-15
8.750000
802000.00
835347.61
Corporate Debt Securities
IRON MTN INC DEL SR SB NT 5.75%24
SQL3F6CKNNBM3SQGHX24
2024-08-15
5.750000
750000.00
770510.42
Corporate Debt Securities
ING U S INC FIX/FLT JR SB 53
549300T065Z4KJ686G75
2053-05-15
5.650000
360000.00
374434.00
Corporate Debt Securities
ISTAR INC SR -B NT 9%17
QFFLKWYYS3UPWD86E794
2017-06-01
9.000000
152000.00
158292.80
Corporate Debt Securities
IAC INTERACTIVECORP SR NT 4.875%18
15OMOPB0A8K0EFUVD031
2018-11-30
4.875000
1674000.00
1724446.69
Corporate Debt Securities
HOVNANIAN K ENTERPRISES INC SR SEC 144A NT20
549300JJCQ0KAI7CJG32
2020-11-15
9.500000
2308513.00
2042200.38
Corporate Debt Securities
GCB LUCENT TECHNOLOGY
2029-03-15
6.450000
59000.00
65069.13
Corporate Debt Securities
LIMITED BRANDS INC SR NT 7.6%37
GR3KVMWVCR54YWQNXU90
2037-07-15
7.600000
999000.00
995048.40
Corporate Debt Securities
LAMAR MEDIA CORP
2022-02-01
5.875000
200000.00
208458.33
Corporate Debt Securities
NATIONSTAR MORTGAGE LLC
2019-05-01
9.625000
318000.00
339498.12
Corporate Debt Securities
NXP BV NXP FUNDING LLC
2018-06-01
3.750000
339000.00
350017.50
Corporate Debt Securities
NRG ENERGY INC SR NT 7.625%18
5E2UPK5SW04M13XY7I38
2018-01-15
7.625000
383000.00
401612.74
Corporate Debt Securities
NEPTUNE FINCO CORP SR 144A NT 23
3HG2WD2W22M120IUNG49
2023-01-15
10.125000
526000.00
622718.25
Corporate Debt Securities
NAVIOS MARITIME ACQUISITION CORPORATION
2021-11-15
8.125000
250000.00
227048.61
Corporate Debt Securities
NATIONSTAR MORTGAGE LLC
2018-08-01
6.500000
428000.00
437986.67
Corporate Debt Securities
QCP SNF WEST REIT LLC/QCP SNF 2LIEN SR 144A 23
2023-11-01
8.125000
208750.00
223830.01
Corporate Debt Securities
PROVIDENT FIN TR I
2038-03-15
7.405000
1752000.00
1919826.03
Corporate Debt Securities
PROGRESS ENERGY INC SR NT 7.05%19
549300FBMTW0JYWMNB26
2019-03-15
7.050000
2807000.00
3074235.76
Corporate Debt Securities
ROYAL CARIBBEAN CRUISES LTD SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
605000.00
786247.92
Corporate Debt Securities
REGAL ENTMT GROUP SR NT 5.75%25
549300FW4ECF8G8U5T62
2025-02-01
5.750000
873000.00
896643.75
Corporate Debt Securities
REALOGY GROUP LLC REALOGY CO ISSUER CORP
2019-04-15
4.500000
120000.00
125790.00
Corporate Debt Securities
QWEST CORP
2017-06-01
6.500000
137000.00
140654.70
Corporate Debt Securities
CITIGROUP INC DEP SHS 1/25 N
6SHGI4ZSSLCXXQSBB395
2049-01-01
5.800000
1749000.00
1845389.34
Corporate Debt Securities
CENTURYLINK INC SR -P NT 7.6%39
8M3THTGWLTYZVE6BBY25
2039-09-15
7.600000
758000.00
670547.86
Corporate Debt Securities
CSC HLDGS INC SR DEB 7.875%18
3HG2WD2W22M120IUNG49
2018-02-15
7.875000
520000.00
547982.50
Corporate Debt Securities
DISH DBS CORP
2021-06-01
6.750000
3624000.00
4005244.80
Corporate Debt Securities
DENBURY RES INC DEL SR SB NT4.625%23
549300KCWA5W52MS5559
2023-07-15
4.625000
170000.00
125759.86
Corporate Debt Securities
DCP MIDSTREAM LLC JR SUB NT 144A43
549300Y6CTBSE0QIPL28
2043-05-21
5.850000
549000.00
512560.12
Corporate Debt Securities
EXTRACTION OIL & GAS HLDGS LLC SR 144A NT 21
2021-07-15
7.875000
3493991.00
3718043.17
Corporate Debt Securities
EXPEDIA INC DEL SR GLBL NT4.5%24
CI7MUJI4USF3V0NJ1H64
2024-08-15
4.500000
15000.00
15766.35
Corporate Debt Securities
EXPEDIA INC DEL SR NT 5.95%20
CI7MUJI4USF3V0NJ1H64
2020-08-15
5.950000
16000.00
17621.80
Corporate Debt Securities
ENABLE MIDSTREAM PARTNERS LP SR GLBL NT3.9%24
549300TLGDBYE711G509
2024-05-15
3.900000
501000.00
495630.95
Corporate Debt Securities
DISH DBS CORP
2017-07-15
4.625000
500000.00
508006.94
Corporate Debt Securities
GLOBAL A&T ELECTRONICS LTD SR SEC GLBL 19
54930083GODGBHODQ153
2019-02-01
10.000000
500000.00
370833.33
Corporate Debt Securities
GENWORTH FINL INC SR GLBL NT 21
PXDECZED7L8SRUP41R09
2021-09-24
7.625000
2819000.00
2680820.06
Corporate Debt Securities
ALLY FINL INC SR NT 6.25%17
549300JBN1OSM8YNAI90
2017-12-01
6.250000
11000.00
11476.67
Corporate Debt Securities
ALLEGHENY TECHNOLOGIES INC CR SEN SR NT 23
ZW1LRE7C3H17O2ZN9B45
2023-08-15
7.875000
101000.00
105349.31
Corporate Debt Securities
FINANCIERA INDEPENDENCIA S A B DE C V
2019-06-03
7.500000
1210000.00
1266970.83
Corporate Debt Securities
CSN ISLANDS XI CORP,KY
2019-09-21
6.875000
579000.00
499045.73
Corporate Debt Securities
WYNN MACAU LIMITED
2021-10-15
5.250000
930000.00
968788.75
Corporate Debt Securities
CITIGROUP, INC.
6SHGI4ZSSLCXXQSBB395
2049-01-01
6.250000
1017598.00
1104588.50
Corporate Debt Securities
BEAR STEARNS ARM TRUST 2005 1
2035-08-25
3.120100
226.00
123.34
Private Label Collateralized Mortgage Obligations
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0107
85001232.50
85001232.50
0.0095
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.070000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.07_0406
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MER-BENZ AUTO LEASE TR 2016-A A-3 20190315 1.5
2019-03-15
1.520000
539997.00
540808.92
Asset-Backed Securities
CITIBABK CCIT 2013-A2 A2 20200526 FLT
R8AG6FXVDQAMDKCSJJ64
2020-05-26
1.263900
1139000.00
1141495.55
Asset-Backed Securities
FORD CREDIT FLRPLN TR 2015-4 A-1 20200815 1.7
5493001DTG5N7T8BG747
2020-08-15
1.770000
66330.00
66471.39
Asset-Backed Securities
MP ENVIRONMENTAL FDG LLC SR SEC AMZ -A 21
2021-07-15
5.232500
398.00
212.36
Corporate Debt Securities
EXXON MOBIL CORP SR GLBL NT 26
J3WHBG0MTS7O8ZVMDC91
2026-03-01
3.043000
209.00
209.12
Corporate Debt Securities
CHEMOURS CO SR GLBL NT 7%25
549300M1BOLNXL8DOV14
2025-05-15
7.000000
6942.00
7637.55
Corporate Debt Securities
CARE CAP PPTYS LP SR GLBL NT 26
5493001YP3WEETKSV608
2026-08-15
5.125000
744701.00
740821.42
Corporate Debt Securities
LIBERTY MUT GROUP INC JR SB-A 144A 87
QUR0DG15Z6FFGYCHH861
2087-03-07
7.800000
2726000.00
3144350.13
Corporate Debt Securities
EMERA INC
NQZVQT2P5IUF2PGA1Q48
2049-01-01
6.750000
1044226.00
1159618.19
Corporate Debt Securities
LAND OLAKES CAPITAL TRUST I
2028-03-15
7.450000
2718000.00
3025979.60
Corporate Debt Securities
PROVIDENT FIN TR I
2038-03-15
7.405000
77000.00
84375.92
Corporate Debt Securities
DAKOTA MERGER SUB INC
5493008MIJR7VMQP7U77
2023-09-01
7.750000
1400564.00
1472634.69
Corporate Debt Securities
BANK AMER CORP PFD SER M 8.125%
9DJT3UXIJIZJI4WXO774
2049-01-01
8.125000
172000.00
184374.44
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 11%25
2025-09-15
11.000000
3318257.00
3226636.24
Corporate Debt Securities
VEREIT OPER PARTNERSHIP L P
5493005TQOUJE1LCS698
2021-06-01
4.125000
398904.00
414361.53
Corporate Debt Securities
STENA INTL SA SR GLBL 144A 24
213800A4LTGG4W55QP46
2024-03-01
5.750000
200000.00
180958.33
Corporate Debt Securities
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
2045-11-15
5.000000
1201000.00
1288203.28
Corporate Debt Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-25
6.477200
3000000.00
3042072.92
Private Label Collateralized Mortgage Obligations
WF CR RISK TR SEC TR 2015-WF1 II-M-2 20251125 FLT
549300T6W1U156OOG754
2025-11-25
6.481700
6863762.00
7380125.74
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-3 B-2 20441025 FLT
2044-10-25
3.940200
503.00
460.30
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2015-1 B-3 20450125 FLT
5493007E0SBYHIR7SU85
2045-01-25
3.876100
927.00
837.79
Private Label Collateralized Mortgage Obligations
JP MORGAN MADISON AVE SECS TRSER 2015 1
2025-10-25
6.481700
8110249.00
8360636.16
Private Label Collateralized Mortgage Obligations
LEHMAN XS TRUST 2005-7N 1-A1A 20351225 FLT
2035-12-25
1.251700
5227.00
855.06
Private Label Collateralized Mortgage Obligations
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0107
31000558.00
31000558.00
0.0035
N
N
Y
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
0.0094
62001618.20
62001618.20
0.0069
N
Y
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.190000%
0000008565
930MGL004
Certificate of Deposit
Y
2017-04-19
2017-04-19
2017-04-19
N
N
N
0.0085
113020354.69
113020354.69
0.0127
N
N
N
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
0.0107
67027991.26
67027991.26
0.0075
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
0.0084
25000656.50
25000656.50
0.0028
N
Y
Y
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
0.0099
60010375.20
60010375.20
0.0067
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
0.0112
14002978.22
14002978.22
0.0016
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.072800%
0000008565
931RLB008
Certificate of Deposit
Y
2017-04-07
2017-09-11
2017-09-11
N
N
N
0.0098
1000430.00
1000430.00
0.0001
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.200000%
0001142175
931UXI003
Certificate of Deposit
Y
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0114
28004143.16
28004143.16
0.0031
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.070000%
94989RAD0
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-04-19
2017-04-19
2017-04-19
N
N
N
0.0083
4000496.04
4000496.04
0.0004
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
0.0083
137023099.57
137023099.57
0.0154
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.100000%
94989RAN8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-05-01
2017-05-01
2017-05-01
N
N
N
0.0084
26005795.66
26005795.66
0.0029
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.100000%
94989RAR9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-05-02
2017-05-02
2017-05-02
N
N
N
0.0084
126028767.06
126028767.06
0.0141
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
0.0096
74010930.54
74010930.54
0.0083
N
N
N
N
WESTERN ASSET MANAGED MUNICIPALS FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 1.040000%
95766M709
549300HVO8EY2T8K4F73
US95766M7092
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2045-03-04
Y
Citibank NA
1.0000
7
N
N
N
0.0104
19000000.00
19000000.00
0.0021
N
N
Y
N
WESTERN ASSET MUNICIPAL PARTNERS FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 1.040000%
95766P306
5493001Z97VQ69W5OH84
US95766P3064
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2045-03-11
Y
Citibank NA
1.0000
7
N
N
N
0.0104
4000000.00
4000000.00
0.0004
N
N
Y
N
WESTERN ASSET INTERMEDIATE MUNICIPAL FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 1.040000%
958435307
5493000MG5MROBD48K57
US9584353075
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2045-02-25
Y
Citibank NA
1.0000
7
N
N
N
0.0104
5300000.00
5300000.00
0.0006
N
N
Y
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.050000%
96121T2A5
Certificate of Deposit
Y
2017-04-20
2017-04-20
2017-04-20
N
N
N
0.0083
149018164.59
149018164.59
0.0167
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
0.0085
30979505.90
30979505.90
0.0035
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.060000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.06_0403
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC SERIES 2010-7R 1-A-17 20370127 FLT
2037-01-27
8.161300
5084913.00
2300203.28
Private Label Collateralized Mortgage Obligations
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0106
2000010.40
2000010.40
0.0002
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.07_0405
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
RBSSP RESEC TR 2009-12 16-A2 20351026 FLT
2035-10-26
2.741800
30560601.00
30020946.09
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2013-RR7 1A2 20360128 FLT
2036-01-28
7.050700
2227118.00
2185754.00
Private Label Collateralized Mortgage Obligations
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0107
28000406.00
28000406.00
0.0031
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.07_0406
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
EMC MTG LN TR 2005-B A 20420425 FLT
2042-04-25
1.248300
6476827.00
878446.90
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 E 20320719 FLT
2032-07-19
3.942800
4311188.00
4317439.11
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-2 E 20310717 FLT
2031-07-17
3.970000
21595000.00
21628275.50
Asset-Backed Securities
BCC FDG X LLC 2015-1 E 20210120 5.5
2021-01-20
5.523000
6511709.00
6521981.76
Asset-Backed Securities
AMER HOMES 4 RENT TR 2014-SFR1 F 20310619 FLT
2031-06-19
4.192800
8050000.00
8062471.03
Asset-Backed Securities
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0107
36000648.00
36000648.00
0.0040
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.800000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.80_0403
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2027-02-15
2.250000
10325000.00
10200736.63
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
10000000.00
10000000.00
0.0011
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.810000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.81_0403
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.000 FGPC G08737 G
2046-12-01
3.000000
51060628.00
50053181.71
Agency Mortgage-Backed Securities
FNMS 03.500 CLMA2834
2046-12-01
3.500000
51248891.00
51873698.49
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
98000000.00
98000000.00
0.0110
N
Y
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 0.750000%
0001457970
98599G006_0.75_0403
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2041-11-15
3.125000
696838000.00
720045026.91
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0075
720000000.00
720000000.00
0.0807
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
ABS CONSECO FIN 00-1
2029-09-01
8.060000
3160000.00
989949.41
Asset-Backed Securities
RASC SERIES FLT 01/36
2036-01-25
1.451600
3000000.00
319418.21
Asset-Backed Securities
UCFCM 1997-1 M
2028-06-15
7.675000
2925000.00
1115707.33
Asset-Backed Securities
RASC 2007-KS4 M1S
2037-05-25
1.341600
2750000.00
1644594.55
Asset-Backed Securities
MABS 2005-HE2 M4
2035-10-25
1.881600
2500000.00
1592838.91
Asset-Backed Securities
STRUCTURED FLT 05/35
2035-05-25
2.781600
2000000.00
103864.66
Asset-Backed Securities
144A TMTS 2005-4HE M4
2035-03-25
1.901600
1850000.00
616928.52
Asset-Backed Securities
ABS OAKLAND MTG (97-A)
2027-05-15
7.450000
1810000.00
705250.78
Asset-Backed Securities
RAMP 2003-RS9 MII3
2033-10-25
4.206600
1750000.00
129053.76
Asset-Backed Securities
GSAMP 2005-HE2 M2
2035-03-25
1.956600
682203.00
369283.52
Asset-Backed Securities
SURF 2005-BC3 M4
2036-06-25
1.956600
409322.00
88452.21
Asset-Backed Securities
RASC SERIES FLT 11/35
2035-11-25
1.421600
128579.00
63496.77
Asset-Backed Securities
GSAMP 2006-S1 A1
2035-11-25
1.261600
173339000.00
11100720.87
Asset-Backed Securities
FFML 2007-FFA A1
2028-01-25
1.261600
120773498.00
8044940.59
Asset-Backed Securities
OPTION ONE STEP 01/37
2037-01-25
5.866000
65920000.00
22655679.91
Asset-Backed Securities
BSABS 2006-SD3 2X1
2036-07-25
0.889700
39421000.00
139295.93
Asset-Backed Securities
ACE 2007-ASL1 A2
2036-12-25
1.321600
39200000.00
2895906.53
Asset-Backed Securities
ABS CONSECO FIN (00-4)
2032-05-01
8.310000
37501000.00
13348671.98
Asset-Backed Securities
CNF 2000-2 A5 SERIES 00 A5
2030-12-01
8.850000
27106000.00
9277452.32
Asset-Backed Securities
ABFS 2002-1 A5
2032-12-15
7.010000
25081000.00
8683127.14
Asset-Backed Securities
ACE 2006-SL4 A2
2036-09-25
1.381600
24000000.00
4209197.76
Asset-Backed Securities
NAA 2006-S4 A1
2036-08-25
1.321600
23249000.00
1322185.41
Asset-Backed Securities
GTMH 98-7M1 ASSETBK LOAN
2030-07-01
6.400000
22000000.00
19209225.06
Asset-Backed Securities
GT 1999-5 A5
2030-03-01
7.860000
18255000.00
6757299.34
Asset-Backed Securities
NSTR 2007-A M2
2037-03-25
1.261600
11000000.00
7672745.11
Asset-Backed Securities
RASC 2007-KS3 M1S
2037-04-25
1.361600
10500000.00
4991368.31
Asset-Backed Securities
CWHEL 2007-C A
2037-05-15
1.062200
9666694.00
1079142.10
Asset-Backed Securities
RASC 2006-EMX3 M1
2036-04-25
1.311600
9500000.00
3982978.45
Asset-Backed Securities
SVHE 2007-1 M1
2037-03-25
1.301600
7000000.00
1650763.33
Asset-Backed Securities
144A BAYV 2004-B A2
2039-05-28
2.282700
5950000.00
1711132.64
Asset-Backed Securities
NHELI 2006-FM1 M1
2035-11-25
1.391600
5950000.00
2354671.28
Asset-Backed Securities
SAST 2006-1 M4
2036-03-25
1.626600
5000000.00
819920.15
Asset-Backed Securities
MLMI 2005-FM1 M2
2036-05-25
1.851600
5000000.00
2332907.17
Asset-Backed Securities
NCHET 2005-2 M6
2035-06-25
2.001600
4843000.00
887752.73
Asset-Backed Securities
RAMP 2005-RS8 M3
2035-09-25
1.501600
3983000.00
1918417.03
Asset-Backed Securities
ACE
2035-10-25
1.461600
3176000.00
2108838.17
Asset-Backed Securities
ABS CONTIMTGE 96-1
2027-03-15
7.000000
5900000.00
307006.65
Asset-Backed Securities
Y
2017-05-05
2017-05-05
2017-05-11
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
Y
Credit Suisse AG
1.0000
N
0.0127
128027955.20
128027955.20
0.0143
N
N
N
Y
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.880000%
0000917311
ATD0KCJC8
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0087
88000066.00
88000066.00
0.0099
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.860000%
0000926171
ATD0KDTO9
Non-Negotiable Time Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0086
88999951.05
88999951.05
0.0100
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.940000%
0001245022
ATD0KDUC3
Non-Negotiable Time Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0090
133000811.30
133000811.30
0.0149
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 0.870000%
0000947263
ATD0KEHN2
Non-Negotiable Time Deposit
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0087
5999997.60
5999997.60
0.0007
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.800000%
0000833029
ATD0KF4E3
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
221999667.00
221999667.00
0.0249
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.810000%
0001448613
ATD0KF4M5
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0082
61999925.60
61999925.60
0.0069
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 0.810000%
0001002614
ATD0KF593
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0082
63999923.20
63999923.20
0.0072
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.860000%
0001498632
ATD0KF5H5
Non-Negotiable Time Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0087
20999941.20
20999941.20
0.0024
N
N
Y
N
SUNTRUST BANK (CAYMAN ISLANDS BRANCH)
SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.770000%
IYDOJBGJWY9T8XKCSX06
0001335407
ATD0KF5N2
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0078
42999901.10
42999901.10
0.0048
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.870000%
0000859994
ATD0KF5S1
Non-Negotiable Time Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0088
74999895.00
74999895.00
0.0084
N
N
Y
N
The Charles Schwab Family of Funds
2017-04-07
Mark Fischer
Mark Fischer
Chief Financial Officer