0001145549-17-002681.txt : 20170407
0001145549-17-002681.hdr.sgml : 20170407
20170407150422
ACCESSION NUMBER: 0001145549-17-002681
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: 17749305
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
2017-03-31
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
35
59
6964296580.35
7263336212.04
7413784346.61
6995327918.92
8252634603.05
15331351565.39
15550064258.60
15331680670.59
15053851909.43
15250236467.27
0.1743
0.1831
0.1855
0.1767
0.2089
0.3836
0.3919
0.3836
0.3802
0.3860
0.61
39463312630.16
39456848993.95
49609032.42
22482752.51
39483975274.47
39482154709.1100
1.0000
0.0111
1.0003
1.0003
1.0002
1.0002
1.0002
C000012378
1.00
39483975274.47
39482154709.1100
1.0003
1.0003
1.0002
1.0002
1.0002
1646116761.76
1667844542.27
1493372745.18
1680007280.27
1437025264.17
1362079082.34
1313485839.79
1468942013.94
1393770836.54
1475108203.39
6698454427.46
6964500405.31
0.0049
Y
Investment Advisor and its affiliates Contractual 2,560,312 Investment Advisor and its affiliates Voluntary 3,515
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
2023-11-30
2.125000
180400.00
180673.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.000000
1514800.00
1513918.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-10-31
1.250000
6800000.00
6802516.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-09-30
1.000000
9041100.00
8947868.18
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-15
0.875000
100.00
99.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.125000
84900.00
84144.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-02-28
1.875000
337100.00
336408.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
1.125000
122700.00
122618.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-02-15
2.250000
376300.00
371771.16
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0079
18000000.00
18000000.00
0.0005
N
Y
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
0.0105
53894376.00
53894376.00
0.0014
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EU31
Asset Backed Commercial Paper
Y
2017-07-03
2017-07-03
2017-07-03
N
Y
Credit Suisse AG
1.0000
N
0.0115
14955076.50
14955076.50
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TR31
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-04-03
2017-04-03
2017-04-03
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0081
62995143.96
62995143.96
0.0016
N
Y
Y
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
0.0107
1997617.80
1997617.80
0.0001
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TT62
549300BUNY5BIX4CVW20
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
0.0115
96792216.30
96792216.30
0.0025
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TT70
549300BUNY5BIX4CVW20
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
0.0115
99782020.00
99782020.00
0.0025
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TTG0
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-06-16
2017-06-16
2017-06-16
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0116
60545241.71
60545241.71
0.0015
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
34995111.55
34995111.55
0.0009
N
N
Y
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
262016508.62
262016508.62
0.0066
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.350000%
05572N2G0
Certificate of Deposit
Y
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0133
41003485.41
41003485.41
0.0010
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
0.0114
109999780.00
109999780.00
0.0028
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.240600%
06053PSW8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-04-03
2017-05-03
2017-05-03
N
N
N
0.0141
400001604.00
400001604.00
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
0.0114
70994817.00
70994817.00
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
0.0120
259028233.59
259028233.59
0.0066
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
9000666.09
9000666.09
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
0.0123
32997492.00
32997492.00
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
0.0123
61997396.00
61997396.00
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
0.0125
254940075.00
254940075.00
0.0065
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
FNRM CL123BA R12F123
2032-11-25
2.000000
94692645.00
43588575.91
Agency Collateralized Mortgage Obligation
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-11-15
3.500000
44440985.00
46021424.94
Agency Collateralized Mortgage Obligation
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0083
87000000.00
87000000.00
0.0022
N
Y
Y
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
0.0080
84002327.64
84002327.64
0.0021
N
Y
Y
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
0.0080
6000166.26
6000166.26
0.0002
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.374600%
06417GQY7
Certificate of Deposit
Y
2017-06-01
2017-12-01
2017-12-01
N
N
N
0.0125
175225226.75
175225226.75
0.0044
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
0.0109
166065073.66
166065073.66
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
0.0109
142583970.10
142583970.10
0.0036
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
288272738.88
288272738.88
0.0073
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
36000065.16
36000065.16
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
180095401.80
180095401.80
0.0046
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
0.0115
94022203.74
94022203.74
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
0.0118
99972670.00
99972670.00
0.0025
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.080600%
06427KT72
Certificate of Deposit
Y
2017-04-18
2017-09-14
2017-09-14
N
N
N
0.0119
83988660.00
83988660.00
0.0021
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.102200%
06427KTD9
Certificate of Deposit
Y
2017-04-18
2017-09-15
2017-09-15
N
N
N
0.0119
314959365.00
314959365.00
0.0080
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%
06538NC54
Certificate of Deposit
Y
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0136
66015966.06
66015966.06
0.0017
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000%
06538NE78
Certificate of Deposit
Y
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0137
12001134.12
12001134.12
0.0003
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%
06538NG27
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0139
126010824.66
126010824.66
0.0032
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
30012918.30
30012918.30
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
0.0098
133048652.73
133048652.73
0.0034
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
0.0007
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
0.0113
4002150.44
4002150.44
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
0.0114
67034833.97
67034833.97
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
0.0116
93049077.03
93049077.03
0.0024
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NUL9
Certificate of Deposit
Y
2017-08-15
2017-08-15
2017-08-15
N
N
N
0.0125
58023125.18
58023125.18
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
0.0125
82014293.42
82014293.42
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
0.0131
79013841.59
79013841.59
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
0.0131
45007902.45
45007902.45
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
0.0133
168022698.48
168022698.48
0.0043
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
353056554.13
353056554.13
0.0089
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.270000%
06741X6N3
Certificate of Deposit
Y
2017-06-20
2017-06-20
2017-06-20
N
N
N
0.0124
21001394.61
21001394.61
0.0005
N
N
N
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
7998608.00
7998608.00
0.0002
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
18976736.40
18976736.40
0.0005
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LT99
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-06-09
2017-06-09
2017-06-09
N
Y
Societe Generale SA
1.0000
N
0.0116
118732047.70
118732047.70
0.0030
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 1.198900%
07644DDE5
Asset Backed Commercial Paper
Y
2017-04-05
2017-06-05
2017-06-05
N
Y
Royal Bank of Canada
1.0000
N
0.0103
50031700.50
50031700.50
0.0013
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
19998634.00
19998634.00
0.0005
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
48994365.00
48994365.00
0.0012
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
17997492.06
17997492.06
0.0005
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
42992976.81
42992976.81
0.0011
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
64983119.50
64983119.50
0.0016
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
0.0092
49933410.00
49933410.00
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
0.0101
49925945.00
49925945.00
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
0.0124
49788340.00
49788340.00
0.0013
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
31320000.00
31320000.00
0.0008
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
45000000.00
45000000.00
0.0011
N
N
Y
N
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH
RB (KAISER PERMANENTE) SERIES 2002E 0.900000%
1309117L8
549300KTNI2GCJNX2U48
US1309117L80
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2036-11-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0090
43000000.00
43000000.00
0.0011
N
N
Y
N
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH
RB (KAISER PERMANENTE) SERIES 2002B 0.900000%
130911LA6
549300KTNI2GCJNX2U48
US130911LA65
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2030-11-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0090
32755000.00
32755000.00
0.0008
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
71067592.71
71067592.71
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
0.0092
9001726.29
9001726.29
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
0.0112
31862736.00
31862736.00
0.0008
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
296272322.96
296272322.96
0.0075
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178LR51
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0079
11998680.00
11998680.00
0.0003
N
N
Y
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
0.0103
74886712.50
74886712.50
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
0.0109
1995567.20
1995567.20
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
0.0122
223165468.23
223165468.23
0.0057
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
0.0083
200043862.00
200043862.00
0.0051
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
0.0094
156023541.96
156023541.96
0.0040
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
0.0088
375171603.75
375171603.75
0.0095
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
0.0092
59027571.29
59027571.29
0.0015
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
15008128.65
15008128.65
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
0.0083
131009983.51
131009983.51
0.0033
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
60999146.00
60999146.00
0.0015
N
N
N
N
Clark Cnty
AIRPORT SYSTEM SUB LIEN RB SERIES 2011B1 0.920000%
18085PNG5
549300LDD8NZB2EOVG83
US18085PNG53
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2022-07-01
Y
Citibank NA
1.0000
7
N
N
N
0.0092
96765000.00
96765000.00
0.0025
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
0.0088
19990658.00
19990658.00
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
0.0111
8976987.90
8976987.90
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
0.0113
1994407.80
1994407.80
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
0.0113
8975184.30
8975184.30
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
0.0121
288879063.00
288879063.00
0.0073
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.310600%
19423CCM2
Asset Backed Commercial Paper
Y
2017-04-03
2017-05-02
2017-05-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0096
372178563.72
372178563.72
0.0094
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.361400%
19423CCZ3
Asset Backed Commercial Paper
Y
2017-04-11
2017-07-11
2017-07-11
N
Y
JP Morgan Securities LLC
1.0000
N
0.0111
34032368.34
34032368.34
0.0009
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
UNITED STATES TREASURY
2024-03-31
2.125000
59149200.00
58675414.91
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
57524856.00
57524856.00
0.0015
N
Y
Y
N
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
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2017-08-14
0.596000
143820000.00
143886876.30
Agency Debentures and Agency Strips
1.125 FHLB 18 G4008
2018-04-25
1.125000
56695000.00
56964584.72
Agency Debentures and Agency Strips
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0082
195000000.00
195000000.00
0.0049
N
Y
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.401700%
21684BE91
Certificate of Deposit
Y
2017-04-27
2017-04-27
2017-04-27
N
N
N
0.0095
108036721.08
108036721.08
0.0027
N
N
N
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
25999383.80
25999383.80
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
0.0111
49801665.00
49801665.00
0.0013
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 1.140000%
22534HWJ6
Certificate of Deposit
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0097
15004432.65
15004432.65
0.0004
N
N
N
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.130000%
22534HYV7
Certificate of Deposit
Y
2017-06-29
2017-06-29
2017-06-29
N
N
N
0.0110
183015922.83
183015922.83
0.0046
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
29999967.00
29999967.00
0.0008
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
0.0105
2002431.62
2002431.62
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
0.0073
168110579.28
168110579.28
0.0043
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
0.0078
67062645.67
67062645.67
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
0.0090
8009812.88
8009812.88
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
0.0093
39047946.99
39047946.99
0.0010
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0U52
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-07-05
2017-07-05
2017-07-05
N
Y
Credit Suisse AG
1.0000
N
0.0115
2990775.90
2990775.90
0.0001
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
393996651.00
393996651.00
0.0100
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
254968839.00
254968839.00
0.0065
N
N
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
0.0109
199049254.49
199049254.49
0.0050
N
N
N
N
DALLAS-FORT WORTH INT'L AIRPORT FACILITY IMPROVEMENT CORP
AIRPORT FACILITY RB (FLIGHTSAFETY) SERIES 1999 0.920000%
235035AL6
US235035AL63
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2032-07-01
Y
Berkshire Hathaway Inc
1.0000
7
N
N
N
0.0092
30480000.00
30480000.00
0.0008
N
N
Y
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
105985287.20
105985287.20
0.0027
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
0.0017
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.890000%
34959TJJ6
Certificate of Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0092
196999172.60
196999172.60
0.0050
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
3080000.00
3080000.00
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
79991000.00
79991000.00
0.0020
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
54992558.50
54992558.50
0.0014
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
35994260.16
35994260.16
0.0009
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 02.500 CIMA2898
2032-02-01
2.500000
25758085.00
25505307.75
Agency Mortgage-Backed Securities
FNMS 04.500 CLAU3756
2043-08-01
4.500000
10699246.00
7252697.48
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS1203
2043-12-01
4.500000
40359557.00
29549468.43
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
61085758.00
61085758.00
0.0015
N
Y
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
0.0120
90013779.90
90013779.90
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
0.0092
5995262.40
5995262.40
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
0.0094
37955350.00
37955350.00
0.0010
N
N
N
N
HSBC USA INC
HSBC USA INC 1.388900%
40434WAW1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0090
55004015.55
55004015.55
0.0014
N
N
Y
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 0.930000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0093
36000000.00
36000000.00
0.0009
N
N
Y
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
56000000.00
56000000.00
0.0014
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
164990232.00
164990232.00
0.0042
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
97992160.00
97992160.00
0.0025
N
N
Y
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
0.0123
131635587.60
131635587.60
0.0033
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.431700%
46640EDW5
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-04-27
2017-04-27
2017-04-27
N
N
N
0.0095
270097742.70
270097742.70
0.0068
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
34011254.34
34011254.34
0.0009
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
0.0080
281955867.00
281955867.00
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
0.0082
63985491.20
63985491.20
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
0.0097
9986852.00
9986852.00
0.0003
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
105999427.60
105999427.60
0.0027
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
86997946.80
86997946.80
0.0022
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
4999973.50
4999973.50
0.0001
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.920000%
51500LCM1
Certificate of Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0098
148998718.60
148998718.60
0.0038
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
135998068.80
135998068.80
0.0034
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QR77
Asset Backed Commercial Paper
Y
2017-04-07
2017-04-07
2017-04-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0084
9998376.00
9998376.00
0.0003
N
N
Y
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
0.0085
9997153.00
9997153.00
0.0003
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QRJ1
Asset Backed Commercial Paper
Y
2017-04-18
2017-04-18
2017-04-18
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0088
20990760.00
20990760.00
0.0005
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
0.0097
95899228.80
95899228.80
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
0.0099
137825788.80
137825788.80
0.0035
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
44911980.00
44911980.00
0.0011
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KTS5
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-06-26
2017-06-26
2017-06-26
N
N
N
0.0114
139614300.00
139614300.00
0.0035
N
N
N
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2013G 1.000000%
56052E6Z6
549300SO05LH6D240016
US56052E6Z67
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2041-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0100
50000000.00
50000000.00
0.0013
N
N
Y
N
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LLC 0.000000%
56274LRH9
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-04-17
2017-04-17
2017-04-17
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0088
9995868.00
9995868.00
0.0003
N
N
N
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
0.0099
219005236.29
219005236.29
0.0055
N
Y
Y
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
20019700.20
20019700.20
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
0.0119
91035481.81
91035481.81
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
0.0120
1000373.51
1000373.51
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
0.0102
35002779.35
35002779.35
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
0.0109
73995952.20
73995952.20
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
0.0109
112992813.20
112992813.20
0.0029
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.121400%
60682A5H5
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-04-13
2017-09-13
2017-09-13
N
N
N
0.0130
6000270.06
6000270.06
0.0002
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
15966649.60
15966649.60
0.0004
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 CLAS8585
2047-01-01
4.000000
95747062.00
98880000.38
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
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
106051188.46
106051188.46
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
0.0116
43023009.73
43023009.73
0.0011
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.392800%
60689D4L4
US60689D4L45
Certificate of Deposit
Y
2017-04-18
2017-08-17
2017-08-17
N
N
N
0.0133
32012160.32
32012160.32
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
0.0120
36013971.96
36013971.96
0.0009
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
162996088.00
162996088.00
0.0041
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
0.0081
91003522.61
91003522.61
0.0023
N
Y
Y
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
0.0099
20018700.20
20018700.20
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
0.0082
89012460.89
89012460.89
0.0023
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
0.0083
12002335.32
12002335.32
0.0003
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.577200%
60689DV42
Certificate of Deposit
Y
2017-04-24
2017-05-22
2017-05-22
N
N
N
0.0100
3002496.03
3002496.03
0.0001
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.577200%
60689DV67
Certificate of Deposit
Y
2017-04-24
2017-05-22
2017-05-22
N
N
N
0.0100
105087361.05
105087361.05
0.0027
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
71066385.71
71066385.71
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
0.0081
9000230.49
9000230.49
0.0002
N
Y
Y
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
5998141.20
5998141.20
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
0.0089
999305.40
999305.40
0.0000
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
408995787.00
408995787.00
0.0104
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0UC5
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2017-07-12
2017-07-12
2017-07-12
N
N
N
0.0124
98650183.50
98650183.50
0.0025
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.870000%
63873NCC3
Certificate of Deposit
Y
2017-04-04
2017-04-04
2017-04-04
N
N
N
0.0088
172999827.00
172999827.00
0.0044
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (29 FLATBUSH AVE) SERIES 2015B 1.000000%
64986U2S5
5493000LS7KCDB02O506
US64986U2S57
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2044-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0100
37905000.00
37905000.00
0.0010
N
N
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
9000000.00
9000000.00
0.0002
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.000000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
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
0.0100
100000000.00
100000000.00
0.0025
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
12000000.00
12000000.00
0.0003
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
13595000.00
13595000.00
0.0003
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
24015000.00
24015000.00
0.0006
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RR44
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-04-04
2017-04-04
2017-04-04
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0084
79992496.00
79992496.00
0.0020
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RR51
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-04-05
2017-04-05
2017-04-05
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0085
10998704.20
10998704.20
0.0003
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
0.0086
80986537.80
80986537.80
0.0021
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
73300000.00
73300000.00
0.0019
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
46000000.00
46000000.00
0.0012
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
51800000.00
51800000.00
0.0013
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
92900000.00
92900000.00
0.0024
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
17500000.00
17500000.00
0.0004
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
6000000.00
6000000.00
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
31800000.00
31800000.00
0.0008
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
42000000.00
42000000.00
0.0011
N
N
Y
N
NUVEEN AMT-FREE MUNICIPAL CREDIT INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 1.000000%
67071L809
549300LBMO1C0IG71T03
US67071L8090
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2040-12-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0100
49000000.00
49000000.00
0.0012
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.060000%
67984RDJ5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-04-05
2017-09-05
2017-09-05
N
Y
Royal Bank of Canada
1.0000
N
0.0115
60013920.60
60013920.60
0.0015
N
N
N
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
29999820.00
29999820.00
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.061400%
67984RDQ9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-04-17
2017-09-15
2017-09-15
N
Y
Royal Bank of Canada
1.0000
N
0.0115
45999724.00
45999724.00
0.0012
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.172200%
67984RDT3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-04-10
2017-10-10
2017-10-10
N
Y
Royal Bank of Canada
1.0000
N
0.0119
132987764.00
132987764.00
0.0034
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
9972039.00
9972039.00
0.0003
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
24003223.44
24003223.44
0.0006
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.050000%
69033LTU3
Certificate of Deposit
Y
2017-05-30
2017-05-30
2017-05-30
N
N
N
0.0098
136014512.56
136014512.56
0.0034
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 0.830000%
69033LUA5
Certificate of Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0090
55999266.40
55999266.40
0.0014
N
N
Y
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034ASF0
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-05-15
2017-05-15
2017-05-15
N
N
N
0.0094
137837850.00
137837850.00
0.0035
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
122984625.00
122984625.00
0.0031
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JRA4
Asset Backed Commercial Paper
Y
2017-04-10
2017-04-10
2017-04-10
N
Y
BNP Paribas SA
1.0000
N
0.0085
59985900.00
59985900.00
0.0015
N
N
N
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
13982763.20
13982763.20
0.0004
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
113157435.94
113157435.94
0.0029
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
24992400.00
24992400.00
0.0006
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
231951512.00
231951512.00
0.0059
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
0.0110
75976865.60
75976865.60
0.0019
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LRK0
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-04-19
2017-04-19
2017-04-19
N
Y
Barclays Bank Plc
1.0000
N
0.0114
21986822.00
21986822.00
0.0006
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
0.0114
52964601.30
52964601.30
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
0.0120
44951998.50
44951998.50
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
0.0122
149796330.00
149796330.00
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
0.0124
33947514.20
33947514.20
0.0009
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LTF9
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-06-15
2017-06-15
2017-06-15
N
Y
Barclays Bank Plc
1.0000
N
0.0133
21938043.60
21938043.60
0.0006
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LUD2
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-07-13
2017-07-13
2017-07-13
N
Y
Barclays Bank Plc
1.0000
N
0.0143
37843348.80
37843348.80
0.0010
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
0.0094
48006000.48
48006000.48
0.0012
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.208300%
83050FQU8
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2017-04-18
2017-08-16
2017-08-16
N
N
N
0.0115
68026384.68
68026384.68
0.0017
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
60001560.60
60001560.60
0.0015
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.994400%
83050FRW3
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2017-04-07
2017-09-07
2017-09-07
N
N
N
0.0116
49994300.00
49994300.00
0.0013
N
N
N
N
SMITHSONIAN INSTITUTION
TAXABLE RB SERIES 2013B 1.020000%
832432AA6
US832432AA69
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
1.0000
7
Y
N
N
0.0102
27500000.00
27500000.00
0.0007
N
N
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LU60
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2017-07-06
2017-07-06
2017-07-06
N
Y
BNP Paribas SA
1.0000
N
0.0124
59800182.00
59800182.00
0.0015
N
N
N
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
0.0085
63002054.43
63002054.43
0.0016
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.368900%
86563YJS3
Certificate of Deposit
Y
2017-04-03
2017-05-02
2017-05-02
N
N
N
0.0101
52024960.52
52024960.52
0.0013
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.410600%
86563YJU8
Certificate of Deposit
Y
2017-04-03
2017-05-03
2017-05-03
N
N
N
0.0101
252127766.52
252127766.52
0.0064
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
132118537.32
132118537.32
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
0.0112
70037485.70
70037485.70
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
0.0121
89041412.59
89041412.59
0.0023
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
27012136.77
27012136.77
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
0.0121
107031844.27
107031844.27
0.0027
N
N
N
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
0.0095
1000162.21
1000162.21
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
0.0095
587096273.87
587096273.87
0.0149
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
0.0099
182022078.42
182022078.42
0.0046
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
5999520.00
5999520.00
0.0002
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
21997866.00
21997866.00
0.0006
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.220000%
86958JGP8
0001448613
Certificate of Deposit
Y
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0103
200101062.00
200101062.00
0.0051
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
32014374.72
32014374.72
0.0008
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.212200%
86958JJJ9
0001448613
Certificate of Deposit
Y
2017-04-18
2017-09-15
2017-09-15
N
N
N
0.0113
19012502.19
19012502.19
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
0.0114
67005990.47
67005990.47
0.0017
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
476000000.00
476000000.00
0.0121
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 1.080000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0108
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
0.0088
23989440.00
23989440.00
0.0006
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
0.0013
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 1.044400%
88603KBD2
Asset Backed Commercial Paper
Y
2017-04-10
2017-07-10
2017-07-10
N
Y
Royal Bank of Canada
1.0000
N
0.0111
20003640.20
20003640.20
0.0005
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
50000650.50
50000650.50
0.0013
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.162800%
89113WA30
Certificate of Deposit
Y
2017-04-18
2017-10-17
2017-10-17
N
N
N
0.0121
101995104.00
101995104.00
0.0026
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
0.0121
461840868.61
461840868.61
0.0117
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
10000346.10
10000346.10
0.0003
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
19000974.89
19000974.89
0.0005
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
348024746.28
348024746.28
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
0.0116
76004864.76
76004864.76
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
0.0118
92972834.70
92972834.70
0.0024
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
208986624.00
208986624.00
0.0053
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
196981600.20
196981600.20
0.0050
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.191000%
89233ATB5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-04-03
2017-10-30
2017-10-30
N
N
N
0.0121
58052722.58
58052722.58
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
0.0102
99790130.00
99790130.00
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
0.0102
99783820.00
99783820.00
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
0.0102
199561520.00
199561520.00
0.0051
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
0.0086
139042326.89
139042326.89
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
0.0113
116095457.56
116095457.56
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
0.0114
41033239.11
41033239.11
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
0.0112
80012048.80
80012048.80
0.0020
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.161400%
90275DFA3
Certificate of Deposit
Y
2017-04-13
2017-08-14
2017-08-14
N
N
N
0.0117
178058385.78
178058385.78
0.0045
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.054400%
90275DGH7
Certificate of Deposit
Y
2017-04-11
2017-09-11
2017-09-11
N
N
N
0.0119
72993430.00
72993430.00
0.0018
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
0.0083
1999862.40
1999862.40
0.0001
N
Y
Y
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
34995142.00
34995142.00
0.0009
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
8998538.40
8998538.40
0.0002
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
138957438.20
138957438.20
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
0.0110
135466376.80
135466376.80
0.0034
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
200220400.00
200220400.00
0.0051
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
12000000.00
12000000.00
0.0003
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
48000000.00
48000000.00
0.0012
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
ATRIUM IX LLC 2013-9 A 20240228 FLT
549300UTF8S11AHH4P70
2024-02-28
2.354000
30509609.00
30533645.49
Asset-Backed Securities
SLC STUDENT LN TRUST 2006-1 A-6 20381215 FLT
2038-12-15
1.123400
6841399.00
6238324.94
Asset-Backed Securities
ING IM CLO LTD 2013-3 A-1 20260118 FLT
2026-01-18
2.331700
9091690.00
9130221.57
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
1.253400
10000000.00
9400590.84
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
1.787900
7048977.00
6806504.87
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.147900
6150000.00
6058786.06
Asset-Backed Securities
PREFER TERM SEC XXVI 2007-26 A-2 20370922 FLT
2037-09-22
1.501200
3559000.00
2191551.46
Asset-Backed Securities
OCTAGON INV PTNRS X 2006-10 D 20201018 FLT
549300XNJXD73TILHP55
2020-10-18
2.423700
2000000.00
1269645.64
Asset-Backed Securities
NELNET ED LN FDG 2005-3 A-5 20351222 FLT
2035-12-22
1.276200
45000000.00
39728127.82
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
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.383200
2832145.00
2756313.64
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.177900
35723466.00
32574423.36
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.237900
25000000.00
14787641.18
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.130100
73700.00
69207.04
Asset-Backed Securities
ALM VII LTD ALM VII LLC
2028-10-15
2.503200
24852142.00
25046620.08
Asset-Backed Securities
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.187900
301849.00
300037.54
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
1.01
Asset-Backed Securities
VENTURE XV CLO LTD / VENTURE XV CLO LLC
549300UYHZCJPN3LMT03
2028-07-15
2.400000
47857947.00
48213212.50
Asset-Backed Securities
GE CAPITAL TRUST I SUB PFD TR 67
2067-11-15
6.375000
1531000.00
1590836.58
Corporate Debt Securities
METLIFE CAPITAL TRUST IV SDEB 7.
2067-12-15
7.875000
678000.00
849661.12
Corporate Debt Securities
TIME WARNER INC
KNG3XRAA0RHN9H62OK76
2026-01-15
3.875000
27154000.00
27291414.33
Corporate Debt Securities
CLEVELAND ELEC ILLUM CO SR GLBL NT 36
2036-12-15
5.950000
1488000.00
1722582.37
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 18
PY6ZZQWO2IZFZC3IOL08
2018-11-16
1.750000
143000.00
143919.85
Corporate Debt Securities
AMERICAN TRANSMISSION SYS INC SR GLBL 144A 44
2044-09-01
5.000000
4996000.00
5412399.95
Corporate Debt Securities
DISCOVERY COMMUNICATIONS LLC SR GLBL NT 25
L2Z2MO2EQURH3BREWI15
2025-03-15
3.450000
483000.00
456190.28
Corporate Debt Securities
CREDIT SUISSE GROUP AG 4.282% SENIOR NOT 2028
2028-01-09
4.282000
18374000.00
18447559.30
Corporate Debt Securities
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
2037-03-03
3.625000
150000.00
148793.92
Corporate Debt Securities
GS MORTGAGE SECURITIES TRUST 2007-GG10
2045-08-10
5.949300
44273.00
14679.93
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-TIKI E 20380915 FLT
5493000INYGJD1PZIM19
2038-09-15
3.920000
10945296.00
10864292.30
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
3.770000
5900996.00
2844622.35
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1 A-4 20450125 FLT
2045-01-25
3.500000
112033.00
42914.75
Private Label Collateralized Mortgage Obligations
COMM 2007-C9 AM 20491210 FLT
2049-12-10
5.650000
1439293.00
1455998.63
Private Label Collateralized Mortgage Obligations
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
4.546700
3325000.00
3334472.91
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2007-C3 A-M 20390617 FLT
2039-06-17
5.715300
1169918.00
1181674.36
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
270099414.00
270099414.00
0.0068
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
MOUNTAIN HAWK II CLO LTD MTNHAWK II CLO LLC
2024-07-20
2.041200
20000000.00
19868681.67
Asset-Backed Securities
ATRIUM IX LLC 2013-9 A 20240228 FLT
549300UTF8S11AHH4P70
2024-02-28
2.354000
19067217.00
19082238.79
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.137900
2107719.00
2052113.44
Asset-Backed Securities
SLC STUDENT LN TRUST 2006-1 A-6 20381215 FLT
2038-12-15
1.123400
4859305.00
4430953.90
Asset-Backed Securities
CAPITAL AUTO RECV ABN 2016-3 A-3 20200820 1.5
2020-08-20
1.540000
9000000.00
8990456.00
Asset-Backed Securities
FORD CREDIT AUTO OWN TR 2015-C B 20210315 2.0
549300XEX9L4BZ1HNI67
2021-03-15
2.010000
8000000.00
8017434.67
Asset-Backed Securities
DYRDEN 31SR
2026-04-18
2.373700
4000000.00
4028773.51
Asset-Backed Securities
ING IM CLO LTD 2013-3 A-1 20260118 FLT
2026-01-18
2.331700
29210156.00
29333951.81
Asset-Backed Securities
SMB PRIVATE ED LN TR 2014-A B 20420915 4.0
549300XC4C7GRVLU6076
2042-09-15
4.000000
2080545.00
2095470.37
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.197900
15000000.00
13844806.98
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 A-6A 20420125 FLT
2042-01-25
1.197900
20000000.00
18603622.63
Asset-Backed Securities
TRILLIUM CC TR II 2016-1 A 20210526 FLT
2021-05-26
1.325900
11000000.00
11053362.67
Asset-Backed Securities
CENT CDO 15 LIMITED
2021-03-11
1.673100
4599.00
4526.36
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
3546163.00
3182025.25
Asset-Backed Securities
TERWIN MTG TR 2005-11 I-M-1A 20361125 FLT
2036-11-25
1.428300
6861092.00
5816519.16
Asset-Backed Securities
SLC STUDENT LN TR 2005-2 A-4 20391215 FLT
2039-12-15
1.291200
6000000.00
5610091.84
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
2949989.00
8512.92
Asset-Backed Securities
NELNET ED LN FDG 2005-3 A-5 20351222 FLT
2035-12-22
1.276200
6000000.00
5297083.71
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-8 A-5 20400125 FLT
2040-01-25
1.207900
25456.00
23659.56
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 B 20401025 FLT
2040-10-25
1.181800
1.00
0.50
Asset-Backed Securities
WACHOVIA ST LN TR 2005-1 A-6 20401025 FLT
2040-10-25
1.227900
17931055.00
16958294.01
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.130100
309687.00
290807.59
Asset-Backed Securities
ALM VII LTD ALM VII LLC
2028-10-15
2.503200
10625932.00
10709084.22
Asset-Backed Securities
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.187900
2195814.00
2182636.48
Asset-Backed Securities
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.383200
167855.00
163360.64
Asset-Backed Securities
SMB PRIVATE ED LN TR 2015-A B 20451016 3.5
2045-10-16
3.500000
7000000.00
6913910.89
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.177900
16420006.00
14972573.68
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
1.787900
9961939.00
9619266.21
Asset-Backed Securities
VENTURE XV CLO LTD / VENTURE XV CLO LLC
549300UYHZCJPN3LMT03
2028-07-15
2.400000
14298242.00
14404382.62
Asset-Backed Securities
TRANS ALLEGHENY INTERSTATE LINE CO
2025-06-01
3.850000
2072000.00
2152752.75
Corporate Debt Securities
TIME WARNER INC
KNG3XRAA0RHN9H62OK76
2026-01-15
3.875000
907000.00
911589.92
Corporate Debt Securities
HCA INC SR SEC NT3.75%19
L3CJ6J7LJ2DX62FTXD46
2019-03-15
3.750000
136000.00
139116.67
Corporate Debt Securities
METLIFE CAPITAL TRUST IV SDEB 7.
2067-12-15
7.875000
507000.00
635366.06
Corporate Debt Securities
LOCKHEED MARTIN CORP SR NT 4.25%19
DPRBOZP0K5RM2YE8UU08
2019-11-15
4.250000
3164000.00
3400494.94
Corporate Debt Securities
GE CAPITAL TRUST I SUB PFD TR 67
2067-11-15
6.375000
670000.00
696185.83
Corporate Debt Securities
POPULAR INC
2019-07-01
7.000000
4802000.00
5096122.50
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC SR NT 3.875%23
2138005O9XJIJN4JPN90
2023-09-12
3.875000
10107640.00
9937883.59
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC FR 6.1%061023
2138005O9XJIJN4JPN90
2023-06-10
6.100000
3353000.00
3622206.78
Corporate Debt Securities
TIME WARNER INC SR DEB 5.35%43
KNG3XRAA0RHN9H62OK76
2043-12-15
5.350000
447000.00
465238.84
Corporate Debt Securities
PETRO-CDA SR NT 6.8%38
2038-05-15
6.800000
5000000.00
6549844.44
Corporate Debt Securities
WAMU CMBS 2007-SL3 E 20450323 FLT
2045-03-23
4.320500
5239000.00
4874538.67
Private Label Collateralized Mortgage Obligations
CD 2006-CD3 MTG TR A-M 20481015 5.6
2048-10-15
5.648000
5158944.00
4142228.00
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECURITIES TRUST 2007-GG10
2045-08-10
5.949300
3403409.00
1128493.79
Private Label Collateralized Mortgage Obligations
WACHOVIA CMBS 2006-C26 A-M 20450615 FLT
2045-06-15
6.085800
11000000.00
11111053.94
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C6 A4
2040-07-15
5.858000
722841.00
304993.24
Private Label Collateralized Mortgage Obligations
CSFB COML MTG PTC 2005-C2 A-MFX 20370415 4.8
2037-04-15
4.877000
7625565.00
1884417.85
Private Label Collateralized Mortgage Obligations
COMM 2007-C9 AM 20491210 FLT
2049-12-10
5.650000
746683.00
755349.63
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1 A-4 20450125 FLT
2045-01-25
3.500000
26888044.00
10299587.70
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-1 2-A2 20440725 FLT
549300EQ60CWY6DQ4351
2044-07-25
1.500000
690024.00
372903.58
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
3.770000
796.00
383.72
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
266169628.20
266169628.20
0.0067
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
TOWD PT MTG TR 2016-1 B3 20550225 FLT
2055-02-25
3.898700
39410000.00
30142925.11
Asset-Backed Securities
BAYVIEW OPPORTUNITY MASTER FD IIIB TR 2016 RPL4
2031-08-28
3.474800
31000000.00
29168754.57
Asset-Backed Securities
BAYVIEW OPPORTUNITY MASTER FD IVB TR 2017 RN1
2032-03-01
3.597900
43000000.00
27440743.47
Asset-Backed Securities
SPRINGCASTLE AMER FD 2016-A D-1 20240325 5.8
2024-03-25
5.800000
39407500.00
34669641.36
Asset-Backed Securities
SPRINGCASTLE AMER FD 2016-A D-2 20240325 5.8
2024-03-25
5.800000
39407500.00
34670626.55
Asset-Backed Securities
VOLT XXXIV LLC 2015-NPL7 A-2 20550225 FLT
2055-02-25
4.000000
33652000.00
32549061.19
Asset-Backed Securities
VOLT XXXIII LLC 2015-NPL5 A-2 20550325 FLT
2055-03-25
4.250000
30000000.00
29052226.94
Asset-Backed Securities
COLONY AMERICAN HOMES 2014-1 E 20310519 FLT
2031-05-19
3.786200
33974684.00
34030416.71
Asset-Backed Securities
VOLT L LLC 2016-NPL10 A-2 20460925 FLT
2046-09-25
5.875000
15786442.00
15693604.57
Asset-Backed Securities
TRICON AMER HOMES TR 2015-SFR1 F 20320519 FLT
2032-05-19
4.442800
24918000.00
24886439.33
Asset-Backed Securities
NEW RESIDENTIAL MTG LN TR 2017 1
2057-02-25
4.000000
31763000.00
32760792.30
Private Label Collateralized Mortgage Obligations
WACHOVIA BANK COMM MTG
2043-12-15
5.413000
4364462.00
4256261.30
Private Label Collateralized Mortgage Obligations
SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG
2053-05-26
6.500000
55000000.00
26805368.34
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
5.433000
26254475.00
24523138.65
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
331040448.20
331040448.20
0.0084
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
CONSECO 7.36% 06/30
2030-06-01
7.360000
68305000.00
8860744.61
Asset-Backed Securities
BCM 2001-A M1
2030-12-15
7.935000
13812000.00
14509099.80
Asset-Backed Securities
GT 98-8 M1 ASSETBK HOME EQUITY
2030-09-01
6.980000
12250000.00
8320273.67
Asset-Backed Securities
PPSI 2004-WHQ1 M6
2034-09-25
3.081600
12000000.00
5244606.61
Asset-Backed Securities
NHELI 2007-3 2A2
2037-03-25
1.221600
11194000.00
4478421.74
Asset-Backed Securities
NHELI 2007-3 2A3
2037-03-25
1.301600
7425000.00
3004746.89
Asset-Backed Securities
STRUCTURED FLT 02/35
2035-02-25
2.181600
4995000.00
1583408.90
Asset-Backed Securities
Y
2017-04-04
2017-04-04
2017-04-04
N
Y
Credit Suisse AG
1.0000
N
0.0111
40000480.00
40000480.00
0.0010
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
2021-11-30
1.750000
18577300.00
18537308.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-11-15
2.250000
51649500.00
51541193.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-08-31
2.000000
35358400.00
35567148.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.000000
16573100.00
16430445.24
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-07-31
1.250000
35075900.00
33205908.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-07-31
1.125000
29568600.00
28693179.12
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-05-15
1.625000
26329200.00
24806449.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-15
3.125000
14450900.00
15164721.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
0.625000
8035800.00
8014063.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-15
1.750000
20347300.00
19996198.91
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0079
247000000.00
247000000.00
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
FNAR XX.XXX LBBC4789
2046-10-01
2.380000
3162885.00
2868260.55
Agency Mortgage-Backed Securities
FNMS 03.000 CIAZ6625
2030-12-01
3.000000
6490889.00
6197639.86
Agency Mortgage-Backed Securities
GNMA
2041-11-15
4.000000
11474316.00
2481067.77
Agency Mortgage-Backed Securities
FNMS 04.500 CIAE0706
2026-01-01
4.500000
1069196.00
238559.00
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-06-01
3.047000
2623.00
395.77
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8408
2046-03-01
2.639000
49615358.00
39136216.67
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
12658472.00
8083730.70
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
15298646.00
9626804.24
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
66629167.00
66629167.00
0.0017
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
0.0124
1996836.20
1996836.20
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
0.0129
99774950.00
99774950.00
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
0.0130
89785998.00
89785998.00
0.0023
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
19994188.00
19994188.00
0.0005
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
IVY HILL MID MKT CR FD 2014-9 C 20251020 FLT
2025-10-20
4.323700
1000000.00
1005524.54
Asset-Backed Securities
SWAY RESIDENTAIL 2014 1 TR
2032-01-20
5.036200
26663784.00
26715872.51
Asset-Backed Securities
PEAKS CLO I LTD PEAKS CLO I LLC
2026-07-15
4.380000
1750000.00
1782804.92
Asset-Backed Securities
NAVITAS EQ REC 2015-1 C 20190617 4.5
549300E6VQ8QJ801VH21
2019-06-17
4.500000
1750000.00
1782019.75
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2022-01-18
9.130000
1548911.00
1620801.81
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2021-01-15
4.390000
5000000.00
5021635.56
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 F 20320719 FLT
2032-07-19
4.592800
6905000.00
6938031.81
Asset-Backed Securities
BCC FDG X LLC 2015-1 D 20201221 4.5
2020-12-21
4.544000
2000000.00
2006736.89
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
15480000.00
15517765.18
Asset-Backed Securities
INVITATION HOMES TR 2014-SFR2 F 20310918 FLT
2031-09-18
4.942800
7250000.00
7266913.26
Asset-Backed Securities
INVITATION HOMES 2014 SFRS TR
2031-09-18
4.352800
21726963.00
21767688.43
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 F 20320617 FLT
2032-06-17
4.470000
6550000.00
6600708.03
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2021-10-15
6.900000
5200000.00
5388716.67
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 E 20320819 FLT
2032-08-19
4.692800
4660000.00
4726892.63
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 F 20320819 FLT
2032-08-19
5.692800
9080000.00
9268687.21
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 F 20320318 FLT
2032-03-18
5.036200
6500000.00
6530676.95
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 E 20320318 FLT
2032-03-18
4.936200
8725000.00
8838386.97
Asset-Backed Securities
INVITATION HOMES TR 2014-SFR3 F 20311218 FLT
2031-12-18
5.942800
2910000.00
2923871.25
Asset-Backed Securities
INVITATION HOMES TR 2014-SFR3 E 20311218 FLT
2031-12-18
5.442800
5100000.00
5116959.07
Asset-Backed Securities
WEST CLO LTD 2012-1 B 20231030 FLT
2023-10-30
4.439000
10000000.00
10083883.33
Asset-Backed Securities
MAREA CLO LTD 2012-REFI B-R 20231016 FLT
2023-10-16
2.823200
2750000.00
2767196.25
Asset-Backed Securities
GALLATIN CLO IV LTD 2012-1 E 20231016 FLT
2023-10-16
6.273200
3000000.00
3026774.55
Asset-Backed Securities
GALLATIN CLO IV LTD 2012-1 D 20231016 FLT
2023-10-16
5.523200
5500000.00
5565302.50
Asset-Backed Securities
Y
2017-07-04
2017-07-04
2017-07-26
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0157
140060004.00
140060004.00
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
SAMSUNG ELECTRONICS AMER INC SR GLBL 144A 17
X3Q1XHXTUMX8NOBLYG78
2017-04-10
1.750000
200000.00
201672.50
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE NT REG S 22
549300UVMBCBCIPSUI70
2022-07-17
3.000000
278000.00
280651.19
Corporate Debt Securities
HARVEST OPERATIONS CORP SR GLBL REGS 18
B1EEF6ML54YDWRC6ZK53
2018-05-14
2.125000
428000.00
432222.99
Corporate Debt Securities
WEA FIN LLC/ WESTFIELD UK & EU SR 144A NT2.7%19
2019-09-17
2.700000
810000.00
817913.70
Corporate Debt Securities
CNOOC FIN 2015 AUSTRALIA PTY SR NT 2.625%20
2020-05-05
2.625000
2367000.00
2385997.15
Corporate Debt Securities
PETROLIAM NASIONAL BERHAD REGS BD 2.707%20
2020-03-18
2.707000
2090000.00
2107885.23
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 43
2043-04-24
4.250000
400000.00
404057.89
Corporate Debt Securities
BARCLAYS PLC
213800LBQA1Y9L22JB70
2028-01-10
4.337000
340000.00
343450.40
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT 19
H7FNTJ4851HG0EXQ1Z70
2019-09-05
2.350000
10046000.00
10150450.49
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 25
UDSQCVRUX5BONN0VY111
2025-08-04
4.134000
2398000.00
2421537.57
Corporate Debt Securities
SANTANDER UK GROUP HOLDINGS PLC 3.571% NOTES DUE
549300F5XIFGNNW4CF72
2023-01-10
3.571000
8325000.00
8378069.79
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 18
UDSQCVRUX5BONN0VY111
2018-01-09
2.145000
830000.00
836221.54
Corporate Debt Securities
EXPORT IMPORT BK KOREA SR GLBL BD 19
549300APVP4R32PI3Y06
2019-08-12
2.375000
350000.00
353280.42
Corporate Debt Securities
PNC BK N A PITTSBURGH PA BD 2.3%20
AD6GFRVSDT01YPT1CS68
2020-06-01
2.300000
2345000.00
2368231.13
Corporate Debt Securities
NEDERLANDSE WATERSCHAPSBANK NV SR GLBL 144A 18
JLP5FSPH9WPSHY3NIM24
2018-04-16
1.500000
2890000.00
2913134.45
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC NT 2.24%18
UDSQCVRUX5BONN0VY111
2018-06-15
2.240000
375000.00
378549.58
Corporate Debt Securities
Y
2017-07-04
2017-07-04
2017-08-15
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0158
30013764.00
30013764.00
0.0008
N
N
N
Y
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
2025-05-15
2.125000
21178800.00
20982968.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-31
1.250000
51482000.00
51441792.56
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0078
71000000.00
71000000.00
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
2018-07-15
1.375000
300.00
350.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-31
1.625000
72083500.00
70217386.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
0.750000
100.00
99.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-03-31
0.750000
42114700.00
41969951.78
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-01-31
2.125000
500.00
507.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-01-15
0.625000
9078000.00
9660427.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2040-05-15
4.375000
12000.00
15071.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-02-15
1.000000
14100.00
14591.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-02-15
1.375000
1354800.00
1549847.94
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
121000000.00
121000000.00
0.0031
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
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-10-27
1.181700
1.00
0.04
Agency Collateralized Mortgage Obligation
FNAR XX.XXX LBBD2408
2046-12-01
2.524000
4475218.00
4403791.16
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBC9053
2046-12-01
2.562000
5815412.00
5879003.18
Agency Mortgage-Backed Securities
FNMS 04.000 CLAL7814
2045-09-01
4.000000
16587712.00
15449903.26
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE6002
2047-02-01
3.500000
1897849.00
1941390.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5125
2047-01-01
3.500000
994124.00
1010223.59
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD8689
2046-11-01
3.500000
2061828.00
2110995.34
Agency Mortgage-Backed Securities
GNMI SF AX5821 X
2047-01-15
4.000000
2077585.00
2212285.57
Agency Mortgage-Backed Securities
03.500 FGPC Q07132 G
2042-04-01
3.500000
705254.00
427085.81
Agency Mortgage-Backed Securities
03.500 FGPC J34385 G
2031-05-01
3.500000
4511648.00
4517736.60
Agency Mortgage-Backed Securities
02.500 FGPC J20761 G
2027-10-01
2.500000
1863242.00
1024862.82
Agency Mortgage-Backed Securities
04.500 FGPC G08745 G
2047-01-01
4.500000
24779597.00
26270723.47
Agency Mortgage-Backed Securities
03.500 FGPC U91082 G
2043-03-01
3.500000
39400160.00
31062931.26
Agency Mortgage-Backed Securities
07.000 FGPC G60552 G
2031-12-01
7.000000
13000000.00
12145373.70
Agency Mortgage-Backed Securities
04.000 FGPC Q46886 G
2047-03-01
4.000000
1279300.00
1350814.58
Agency Mortgage-Backed Securities
04.000 FGPC Q46528 G
2047-03-01
4.000000
12970832.00
13725627.41
Agency Mortgage-Backed Securities
FNMS 03.500 CIAH3482
2026-01-01
3.500000
1630656.00
385284.02
Agency Mortgage-Backed Securities
FNAR XX.XXX MB462321
2021-04-01
4.250000
2527081.00
158903.52
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.909000
2224028.00
1075603.90
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2027-06-01
3.500000
5332522.00
2288118.76
Agency Mortgage-Backed Securities
GNMA
2044-11-20
4.000000
33488055.00
16225236.87
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2036-10-01
3.227000
49963277.00
4899490.57
Agency Mortgage-Backed Securities
GNMA
2024-09-15
4.000000
20000000.00
3536062.35
Agency Mortgage-Backed Securities
GNMA
2029-01-15
7.000000
1441327.00
558550.56
Agency Mortgage-Backed Securities
GNII SF MA3803 M
2046-07-20
3.500000
2191282.00
2107228.10
Agency Mortgage-Backed Securities
GNMA
2034-11-20
6.500000
23922998.00
663508.89
Agency Mortgage-Backed Securities
GNMA
2033-12-15
6.500000
2752138.00
1008272.76
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2026-10-15
3.000000
5536128.00
1802147.15
Agency Mortgage-Backed Securities
GNMI SP 784065 X
2039-02-15
6.500000
28755.00
24091.07
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2031-10-01
7.000000
11086656.00
1435263.29
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2041-01-01
4.500000
876040.00
358208.55
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2039-04-01
5.500000
822640.00
152451.63
Agency Mortgage-Backed Securities
03.000 FGPC Q44664 G
2046-11-01
3.000000
14894742.00
14625944.51
Agency Mortgage-Backed Securities
GNII SF MA3736 M
2046-06-20
3.500000
6229288.00
5879151.57
Agency Mortgage-Backed Securities
GNMA
2045-04-20
3.500000
65068928.00
44601252.05
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2035-03-01
4.000000
1007780.00
869060.45
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-09-01
3.500000
96721661.00
63808237.47
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-08-01
3.500000
492078.00
304846.75
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2042-06-01
4.000000
2289000.00
1271665.70
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-07-01
4.116000
22733475.00
65749.82
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-01-01
3.500000
31696579.00
8016545.13
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-12-01
5.000000
2995277.00
150846.04
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-01
7.500000
5531.00
45.71
Agency Mortgage-Backed Securities
FNMS 04.500 CLAB3275
2041-07-01
4.500000
50204048.00
25959087.43
Agency Mortgage-Backed Securities
FMAR 755405 G
2026-07-01
2.893000
3535859.00
203796.67
Agency Mortgage-Backed Securities
FMAR 786223 G
2028-01-01
2.920000
1492226.00
5267.24
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK5390
2027-02-01
3.500000
6724550.00
2110934.24
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2023-02-28
1.500000
200.00
193.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-03-31
2.125000
35469600.00
35185488.50
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
353000000.00
353000000.00
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
SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1
549300DU4YUH6HNZIN98
2022-01-18
4.120000
5268587.00
5394285.53
Asset-Backed Securities
SANTANDER DRIVE AUTO 2013-5 E 20210315 3.7
2021-03-15
3.730000
1466010.00
1494396.03
Asset-Backed Securities
VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC
2027-10-18
2.622890
54794332.00
51632096.31
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-B C 20391215 FLT
549300MJYMBTZU2FTV38
2039-12-15
1.531200
2094400.00
745153.39
Asset-Backed Securities
SLM PRIVATE ST LN TR 2005-B A-4 20390615 FLT
549300FE2YWO5PJ3Q820
2039-06-15
1.461200
2070949.00
1931101.67
Asset-Backed Securities
MADISON PARK FDG XXII 2016-22 C 20291025 FLT
2029-10-25
3.302300
6849122.00
6792864.79
Asset-Backed Securities
ZAIS CLO 5 LTD
2028-10-15
7.883700
1726363.00
1536635.71
Asset-Backed Securities
ALM VII R LTD ALM VII R LLC
2028-10-15
5.061800
2292496.00
2319790.41
Asset-Backed Securities
TRINITAS CLO IV 2016-4 A 20280418 FLT
2028-04-18
2.773700
6288256.00
6314355.33
Asset-Backed Securities
MADISON PARK FDG XXIV 2016-24 B 20280120 FLT
2028-01-20
2.735100
20000000.00
19738580.00
Asset-Backed Securities
ICON BRAND HLDGS LLC 2013-1 A-2 20430125 4.3
2043-01-25
4.352000
7853459.00
5097894.17
Asset-Backed Securities
CATAMARAN CLO LTD 2014-2 D 20261018 FLT
2026-10-18
5.873700
1810000.00
1697382.89
Asset-Backed Securities
GOAL CAP FDG TR 2006-1 A-4 20281125 FLT
5493009VZI2B6V83UU74
2028-11-25
1.202300
5171371.00
4087362.10
Asset-Backed Securities
ICON BRAND HLDGS LLC 2012-1 A-2 20430125 4.2
2043-01-25
4.229000
3920834.00
2429560.14
Asset-Backed Securities
ANHEUSER BUSCH INBEV FIN INC SR NT 2.15%19
2019-02-01
2.150000
11318000.00
11426916.89
Corporate Debt Securities
FPL GROUP CAP INC JR SB GLBL DB 67
UMI46YPGBLUE4VGNNT48
2067-06-15
6.650000
1765000.00
1587759.68
Corporate Debt Securities
JPMORGAN CHASE & CO SUB GLBL NT 23
8I5DZWZKVSZI1NUHU748
2023-05-01
3.375000
1000000.00
1011592.50
Corporate Debt Securities
TELECOM ITALIA CAP S.A. SR GLBL NT 19
549300777DJZOR5C4L39
2019-06-18
7.175000
500000.00
555214.24
Corporate Debt Securities
BC MTN LLC / BC MTN FIN INC SR 144A NT 7%21
549300LWC59TPOM4ZR02
2021-02-01
7.000000
5864000.00
5375333.34
Corporate Debt Securities
GREAT PLAINS ENERGY INC SR GLBL NT 47
5493001U44U18AGEVX50
2047-04-01
4.850000
10000000.00
10241638.89
Corporate Debt Securities
SOLERA LLC / SOLERA FIN INC SR 144A NT 24
2024-03-01
10.500000
2912433.00
3359287.60
Corporate Debt Securities
ALERE INC SR SB 144A NT 23
549300UPPBCBLLLBJG98
2023-07-01
6.375000
4952000.00
5105202.50
Corporate Debt Securities
CHS/COMMUNITY HEALTH SYSTEMS, INC. 6.250% SENIOR
5493007X5NC5XI1BB106
2023-03-31
6.250000
2124000.00
2156081.25
Corporate Debt Securities
CARLSON TRAVEL INC SR GLBL 144A 24
5493002YB4LSO97BF704
2024-12-15
9.500000
1000000.00
1075208.33
Corporate Debt Securities
ENABLE MIDSTREAM PARTNERS LP SR NT 4.4% 27
549300TLGDBYE711G509
2027-03-15
4.400000
2500000.00
2475172.22
Corporate Debt Securities
GEO GROUP INC NEW SR GLBL NT 6%26
5493003VOR6NTY465495
2026-04-15
6.000000
60290.00
62724.91
Corporate Debt Securities
MOLSON COORS BREWING CO SR GLBL NT4.2%46
54930073LBBH6ZCBE225
2046-07-15
4.200000
2206421.00
2092915.35
Corporate Debt Securities
KRATOS DEFENSE & SEC SOLUTIONS SR SEC GLBL NT19
5493000EKBN0UY1F3F88
2019-05-15
7.000000
5673000.00
5830110.58
Corporate Debt Securities
HECLA MNG CO SR NT 6.875%21
5493009Y6HOBZD1QD537
2021-05-01
6.875000
2000000.00
2102291.66
Corporate Debt Securities
DELTA AIR LINES INC DEL SR GLBL NT 22
Q2CCMS6R0AS67HJMBN42
2022-03-15
3.625000
3000000.00
3055445.42
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 45
6SHGI4ZSSLCXXQSBB395
2045-07-30
4.650000
3543000.00
3726843.32
Corporate Debt Securities
J. C. PENNEY COMPANY, INC
8TDNUQ07MEFMWW1VHP39
2023-07-01
5.875000
3595521.00
3639341.41
Corporate Debt Securities
NEWFIELD EXPL CO SR NT 5.375%26
T8W3X1PFLPW2YE0UIP44
2026-01-01
5.375000
1000000.00
1060937.50
Corporate Debt Securities
ROPER TECHNOLOGIES INC SR GLBL NT3.8%26
549300LJXD867XMVE759
2026-12-15
3.800000
11186016.00
11349182.69
Corporate Debt Securities
RADIO ONE INC SR SB GLBL 20
549300PLGIGPBRQUP240
2020-02-15
9.250000
1080000.00
1057665.00
Corporate Debt Securities
CSC HLDGS INC SR NT 6.75%21
3HG2WD2W22M120IUNG49
2021-11-15
6.750000
226000.00
251678.12
Corporate Debt Securities
DOMINION GAS HOLDINGS LLC SR -C NT 4.6%44
549300BFOD6TDMVV4O24
2044-12-15
4.600000
3954000.00
4016807.09
Corporate Debt Securities
DEUTSCHE BK AG FR 4.25%101421
7LTWFZYICNSX8D621K86
2021-10-14
4.250000
2579199.00
2686326.75
Corporate Debt Securities
LOUISIANA-PAC CORP D09/14/16 04.875% MS24
549300C7E2UAO5BVRR75
2024-09-15
4.875000
3820000.00
3847376.67
Corporate Debt Securities
LIBERTY MUT GROUP INC JR SB-A 144A 87
QUR0DG15Z6FFGYCHH861
2087-03-07
7.800000
3936000.00
4540044.80
Corporate Debt Securities
LENNAR CORP
2017-06-01
12.250000
2071000.00
2186630.84
Corporate Debt Securities
PRUDENTIAL FINL INC JR SB FIX/FLT 43
5PRBRS5FEH7NREC8OR45
2043-06-15
5.625000
1601000.00
1741988.06
Corporate Debt Securities
PROVIDENT FIN TR I
2038-03-15
7.405000
8265000.00
9056713.54
Corporate Debt Securities
NUMERICABLE GROUP SA SR SEC 144A NT26
5493001ZMCICV4N02J21
2026-05-01
7.375000
1300000.00
1356822.28
Corporate Debt Securities
MORGAN STANLEY DEAN WITTER & CO.
IGJSJL3JD5P30I6NJZ34
2023-10-24
2.443400
6660764.00
6830596.42
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC SR NT 3.875%23
2138005O9XJIJN4JPN90
2023-09-12
3.875000
927000.00
911431.16
Corporate Debt Securities
PULTE CORPORATION
2032-06-15
7.875000
717000.00
821457.94
Corporate Debt Securities
VALEANT PHARMACEUTICALS INTL SR GLBL 144A 22
KOO0397YRO83WY5MGD97
2022-07-15
7.250000
2119000.00
1844177.47
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC GTD SR NT 144A19
TINT358G1SSHR3L3PW36
2019-04-08
9.375000
734000.00
858818.23
Corporate Debt Securities
AMERICAN INTL GROUP INC EXT JR SB A-6 68
ODVCVCQG2BP6VHV36M30
2068-05-15
8.175000
6750000.00
8983462.51
Corporate Debt Securities
WMG ACQUISITION CORP SR GLBL 144A 22
549300NAS11NXI33CP80
2022-04-15
6.750000
3234000.00
3500400.75
Corporate Debt Securities
GTL TRADE FIN INC SR REGS BD 24
2024-04-29
5.893000
6009000.00
6175338.47
Corporate Debt Securities
BUMBLE BEE ACQUISITION CORP
2017-12-15
9.000000
5373000.00
5367627.01
Corporate Debt Securities
BANCO DO BRASIL S.A. ACTING THROUGH ITS
2022-10-10
3.875000
2226000.00
2180714.81
Corporate Debt Securities
ENTERPRISE PRODS OPER LP JR SB NT7.034%68
5493004LGN656HWLDA30
2068-01-15
7.034000
2004000.00
2093878.51
Corporate Debt Securities
ENSCO PLC SR GLBL NT4.5%24
7N0UJMJLXD0MDT5D5086
2024-10-01
4.500000
16230000.00
13957800.01
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT4.8%45
I1BZKREC126H0VB1BL91
2045-12-15
4.800000
756000.00
808075.80
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 8.875%20
2020-09-15
8.875000
4098685.00
4340279.71
Corporate Debt Securities
FORD MTR CO DEL SR NT 4.75%43
20S05OYHG0MQM4VUIC57
2043-01-15
4.750000
1074000.00
1019964.67
Corporate Debt Securities
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS
2025-03-15
5.750000
25491241.00
24791648.06
Corporate Debt Securities
GENERAL MTRS FINL CO INC
5493008B6JBRUJ90QL97
2022-01-14
3.450000
3613840.00
3660841.00
Corporate Debt Securities
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
2046-12-08
5.291000
3565000.00
3633119.52
Corporate Debt Securities
CITIGROUP, INC.
6SHGI4ZSSLCXXQSBB395
2049-01-01
6.250000
3982392.00
4322831.21
Corporate Debt Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-25
6.477200
3319576.00
3366130.75
Private Label Collateralized Mortgage Obligations
HARBORVIEW MTGE LOAN TRUST,NY
2036-11-19
1.158300
18450591.00
4625401.52
Private Label Collateralized Mortgage Obligations
HVMLT
2036-03-19
0.976200
6343347.00
1330720.07
Private Label Collateralized Mortgage Obligations
JP MORGAN MAD AVE 2014-1 M-2 20241125 FLT
2024-11-25
5.231700
7250000.00
7432326.00
Private Label Collateralized Mortgage Obligations
RAST 2005-A15 5A1
2036-02-25
5.750000
14700000.00
2508195.11
Private Label Collateralized Mortgage Obligations
MARM 2007-3 12A1
2047-05-25
0.971100
37862653.00
11129284.33
Private Label Collateralized Mortgage Obligations
FHAMS 2006
2037-02-25
1.481700
165881.00
20649.53
Private Label Collateralized Mortgage Obligations
CWMBS INC
2035-03-25
1.418300
14725000.00
961180.89
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
5340985.00
895621.28
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-8CB
2034-06-25
1.278300
15374255.00
10195534.73
Private Label Collateralized Mortgage Obligations
BSARM 2007-4 22A1
2047-06-25
4.631500
4224912.00
791152.69
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TRUST 2005 1
2035-08-25
3.120100
9472373.00
5169590.54
Private Label Collateralized Mortgage Obligations
BALTA 2005-10 11A1
2036-01-25
1.278300
104239361.00
9584781.67
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR9 1A
2046-08-25
1.614100
17992773.00
3797052.41
Private Label Collateralized Mortgage Obligations
ALT LOAN TR
2046-09-25
1.231700
8435000.00
2446815.73
Private Label Collateralized Mortgage Obligations
INDYMAC INDX 2007-AR13 4-A-1 20370725 FLT
2037-07-25
2.999100
2223673.00
706215.58
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-27 1-A-6 20350825 FLT
2035-08-25
1.801700
2.00
0.15
Private Label Collateralized Mortgage Obligations
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0107
337004886.50
337004886.50
0.0085
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
AECOM SR GLBL NT 24
0EEB8GF0W0NPCIHZX097
2024-10-15
5.875000
1691000.00
1839334.99
Corporate Debt Securities
GANNETT CO INC SR NT 6.375%23
549300YC5EDBGX85AO10
2023-10-15
6.375000
1831000.00
1990106.27
Corporate Debt Securities
SOUTHWESTERN ENERGY CO CR SEN SR NT 25
EFWMP121W54QV9MGOP87
2025-01-23
6.700000
1391000.00
1387738.88
Corporate Debt Securities
BM&FBOVESPA S A - BOLSA DE VAL NT REGS 5.5%20
4GTK5S46E6H318LMDS44
2020-07-16
5.500000
15275000.00
16157258.53
Corporate Debt Securities
GTL TRADE FIN INC SR REGS BD 24
2024-04-29
5.893000
10311000.00
10596424.53
Corporate Debt Securities
WYNN LAS VEGAS LLC
2025-03-01
5.500000
13437000.00
13733733.75
Corporate Debt Securities
WHITING PETROLEUM CORP
2019-03-15
5.000000
1857000.00
1861126.67
Corporate Debt Securities
WCI CMNTYS INC SR GLBL NT 21
2021-08-15
6.875000
5320000.00
5612784.72
Corporate Debt Securities
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
2024-11-01
4.750000
875.00
892.78
Corporate Debt Securities
CAIXA ECONOMICA
2022-11-07
3.500000
7441000.00
7191726.50
Corporate Debt Securities
CAIXA ECONOMICA FEDERAL FR 4.25%051319
2019-05-13
4.250000
8317000.00
8622996.29
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
15000000.00
15811250.00
Corporate Debt Securities
ANADARKO PETE CORP SR GLBL NT 26
B78FQ7XBQFLP4AYJ6F79
2026-03-15
5.550000
641630.00
712258.49
Corporate Debt Securities
ALCOA NEDERLAND HLDG B V SR 144A NT 24
2024-09-30
6.750000
809000.00
865781.69
Corporate Debt Securities
HUGHES SATELLITE SYS CORP SR 144A NT 26
2026-08-01
6.625000
45421.00
46944.50
Corporate Debt Securities
NOKIA CORP NT 5.375%19
549300A0JPRWG1KI7U06
2019-05-15
5.375000
1855000.00
1994691.81
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 22
2022-09-01
3.875000
485.00
496.87
Corporate Debt Securities
INCEPTION MERGER SUB INC
549300QTYCKLMFSE8I97
2024-11-15
8.625000
23130.00
25192.23
Corporate Debt Securities
VALEANT PHARMACEUTICALS INTERNATIONAL INC NEW
B3BS7ACMDUWISF18KY76
2024-03-15
7.000000
4338000.00
4435605.00
Corporate Debt Securities
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS
2025-03-15
5.750000
7216473.00
7018420.91
Corporate Debt Securities
AECOM
0EEB8GF0W0NPCIHZX097
2027-03-15
5.125000
410000.00
412730.49
Corporate Debt Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-25
4.627200
1202.00
1189.70
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-10-25
6.021100
89423.00
102037.32
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
6.981700
4004290.00
4566318.80
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
5.178300
9135333.00
10025790.95
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
5.437000
688.00
645.52
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
5.433000
11186.00
10448.35
Private Label Collateralized Mortgage Obligations
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0107
100001800.00
100001800.00
0.0025
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.184400%
0000008565
930GVE006
Certificate of Deposit
Y
2017-04-10
2017-06-08
2017-06-08
N
N
N
0.0109
143026013.13
143026013.13
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
0.0089
195004418.70
195004418.70
0.0049
N
Y
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
17000443.70
17000443.70
0.0004
N
Y
Y
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
0.0084
198006498.36
198006498.36
0.0050
N
Y
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
0.0103
67034576.69
67034576.69
0.0017
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
86035929.08
86035929.08
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
0.0096
200164082.00
200164082.00
0.0051
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
150003939.00
150003939.00
0.0038
N
Y
Y
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
0.0094
57001920.90
57001920.90
0.0014
N
N
Y
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
0.0094
202007922.44
202007922.44
0.0051
N
N
Y
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
0.0094
49001217.65
49001217.65
0.0012
N
N
Y
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
0.0088
108020509.20
108020509.20
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
0.0108
116073300.40
116073300.40
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
0.0100
46015761.90
46015761.90
0.0012
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.130600%
0000008565
931FVV009
Certificate of Deposit
Y
2017-04-03
2017-06-01
2017-06-01
N
N
N
0.0103
73012417.30
73012417.30
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
0.0096
46007560.10
46007560.10
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
0.0099
66011412.72
66011412.72
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
0.0112
148031484.04
148031484.04
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
0.0122
99987675.00
99987675.00
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
0.0114
113005906.51
113005906.51
0.0029
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
0.0108
286072575.36
286072575.36
0.0072
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
53007842.41
53007842.41
0.0013
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
0.0097
204028378.44
204028378.44
0.0052
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.152200%
0000008565
931YAN009
Certificate of Deposit
Y
2017-04-28
2017-09-29
2017-09-29
N
N
N
0.0125
99951329.00
99951329.00
0.0025
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
0.0095
26003217.24
26003217.24
0.0007
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.434400%
94988EZF8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-04-07
2017-07-07
2017-07-07
N
N
N
0.0111
500632005.00
500632005.00
0.0127
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
0.0083
200017082.00
200017082.00
0.0051
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
417070310.37
417070310.37
0.0106
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
10001477.10
10001477.10
0.0003
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.274400%
94989RBR8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-04-10
2017-05-09
2017-05-09
N
N
N
0.0098
178076541.78
178076541.78
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
0.0087
5001400.55
5001400.55
0.0001
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.142200%
94989RJD1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-04-28
2017-10-02
2017-10-02
N
N
N
0.0114
19000000.00
19000000.00
0.0005
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
58000000.00
58000000.00
0.0015
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
12000000.00
12000000.00
0.0003
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
12000000.00
12000000.00
0.0003
N
N
Y
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.206100%
96121T2V9
Certificate of Deposit
Y
2017-04-21
2017-08-21
2017-08-21
N
N
N
0.0115
354079653.54
354079653.54
0.0090
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.200000%
96121TY69
Certificate of Deposit
Y
2017-06-05
2017-06-05
2017-06-05
N
N
N
0.0103
348104751.48
348104751.48
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
0.0085
223851913.60
223851913.60
0.0057
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
0.0117
62748371.70
62748371.70
0.0016
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.151700%
0000008565
963SDW000
Certificate of Deposit
Y
2017-04-27
2017-09-27
2017-09-27
N
N
N
0.0140
8988947.64
8988947.64
0.0002
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
RBSSP RESEC TR 2010-4 11-A2 20371027 6.5
2037-10-27
6.500000
2175185.00
923389.41
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-15R 1-A-2 20350926 FLT
2035-09-26
3.483400
11264553.00
4827118.78
Private Label Collateralized Mortgage Obligations
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0106
5000026.00
5000026.00
0.0001
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.07_0404
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
LAUREN CO LLC TAX DEM -2003 33
2033-07-01
1.052300
300000.00
300263.08
Corporate Debt Securities
ITHACA ENERGY INC SR 144A NT 19
2019-07-01
8.125000
3131000.00
3272873.44
Corporate Debt Securities
GLOBE LUXEMBOURG SCA SR SEC GLBL 18
2018-05-01
9.625000
48781000.00
53327592.41
Corporate Debt Securities
GLOBE LUXEMBOURG SCA SR SEC GLBL 18
2018-05-01
9.625000
5525000.00
6039953.02
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-03-04
0.00
304000.00
380608.00
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD20
ES7IP3U3RHIGC71XBU11
2020-02-04
0.00
499000.00
636574.30
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-01-03
0.00
177000.00
165194.10
Corporate Debt Securities
ROYAL BK OF CDA BD CDS SR IDX ZRO LKD19
2019-11-04
0.00
188000.00
224284.00
Corporate Debt Securities
EDUCATIONAL MGMT COR TAXDEM-03 VAR23
2023-04-01
1.152200
755000.00
755667.87
Corporate Debt Securities
CGG VERITAS SR NT 6.5%21
969500FCVQ5SLAAUJV59
2021-06-01
6.500000
19772000.00
9572943.37
Corporate Debt Securities
CITIGROUP FDG INC MED TERM SR SR IDX ZRO LKD18
6SHGI4ZSSLCXXQSBB395
2018-03-05
0.00
47000.00
52898.50
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 18
2018-08-03
0.00
1000.00
1178.90
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD17
IGJSJL3JD5P30I6NJZ34
2017-08-04
0.00
201000.00
208758.60
Corporate Debt Securities
MORGAN STANLEY SR IDX ZRO LKD20
IGJSJL3JD5P30I6NJZ34
2020-04-06
0.00
473000.00
525219.20
Corporate Debt Securities
MORGAN STANLEY SR GLBL INDX 18
IGJSJL3JD5P30I6NJZ34
2018-09-04
0.00
17000.00
20401.70
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
115000.00
111780.00
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-12-04
0.00
371000.00
346847.90
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD17
ES7IP3U3RHIGC71XBU11
2017-10-03
0.00
501000.00
642883.20
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD18
ES7IP3U3RHIGC71XBU11
2018-02-05
0.00
86000.00
106485.20
Corporate Debt Securities
ROYAL BK CDA SR IDX ZRO LKD19
ES7IP3U3RHIGC71XBU11
2019-02-04
0.00
39000.00
38941.50
Corporate Debt Securities
TORONTO DOMINION BANK SR IDX ZRO LKD18
PT3QB789TSUIDF371261
2018-05-04
0.00
2047000.00
2294687.00
Corporate Debt Securities
SEADRILL LTD SR 144A NT 20
213800LZ4WWG15NAC829
2020-09-15
6.625000
5309000.00
1953417.05
Corporate Debt Securities
SEADRILL LTD SR GLBL 144A 17
213800LZ4WWG15NAC829
2017-09-15
6.125000
6609000.00
2562456.17
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 21
2021-06-03
0.00
11000.00
11623.70
Corporate Debt Securities
CANADIAN IMP BK COMM SR IDX ZRO LKD21
2021-04-05
0.00
126500.00
145184.05
Corporate Debt Securities
CGG SA SR NT 6.875%22
969500FCVQ5SLAAUJV59
2022-01-15
6.875000
10181000.00
4856478.41
Corporate Debt Securities
BWAY HOLDING COMPANY SR 144A NT 21
549300DNGHXL0OMHW304
2021-08-15
9.125000
1226000.00
1356151.82
Corporate Debt Securities
ROYAL BK CDA SR GLBL INDX 21
ES7IP3U3RHIGC71XBU11
2021-04-05
0.00
2000.00
2157.20
Corporate Debt Securities
WELLS FARGO COML TR 2016-LC25 C 20591217 FLT
2059-12-17
4.436900
914403.00
895245.24
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.637% 06/48
549300NYO16WLNMVJJ46
2048-06-17
3.637000
1541653.00
1583884.19
Private Label Collateralized Mortgage Obligations
WELLS FARGO COMM MTG TRUST 2
2043-11-18
5.599500
537758.00
557521.28
Private Label Collateralized Mortgage Obligations
WFRBS 2014-C24 A5
2047-11-18
3.607000
431000.00
444278.30
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2013 C16
2046-09-17
4.981700
5563110.00
5297076.85
Private Label Collateralized Mortgage Obligations
MAD MTG TR 2015-11MD A 20350912 FLT
2035-09-12
3.554800
5174986.00
5320292.53
Private Label Collateralized Mortgage Obligations
CITIGRP COML MTG TR 2015-P1 A-5 20480917 3.7
2048-09-17
3.717000
2121000.00
2198853.43
Private Label Collateralized Mortgage Obligations
LCCM MORTGAGE TR 2013-GCP A-2 20360215 3.9
2036-02-15
3.985100
201193.00
207450.94
Private Label Collateralized Mortgage Obligations
PMT LOAN TRUST 2013-J1 A-6 20430925 FLT
549300QFMQR379ND0354
2043-09-25
3.500000
19314011.00
4925162.47
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2017-RC1 A-4 20600116 3.6
2060-01-16
3.631000
801368.00
822204.24
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-SG1 A-3 20480917 3.7
549300ZJL46M82UL2Z22
2048-09-17
3.715000
6600000.00
6799432.93
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C30 A-4 20580917 3.6
2058-09-17
3.664000
85000.00
87482.63
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C30 A-SB 20580917 3.4
2058-09-17
3.412000
300000.00
310511.23
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC18 A-S 20471217 3.8
5493007CD1Q2V06I4172
2047-12-17
3.808000
380000.00
391148.61
Private Label Collateralized Mortgage Obligations
WELLS FARGO CM MTG TR 2012-LC5 A-S 20451017 3.5
2045-10-17
3.539000
2625000.00
2709569.33
Private Label Collateralized Mortgage Obligations
WELLS FARGO CM MTG TR 2012-LC5 C 20451017 FLT
2045-10-17
4.693000
12100000.00
12479296.01
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C21 A-5 20470816 3.6
5493000F7E2NMQ4HIO61
2047-08-16
3.678000
1150000.00
1191646.87
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2014-C21 B 20470816 FLT
5493000F7E2NMQ4HIO61
2047-08-16
4.213000
5000000.00
5153107.22
Private Label Collateralized Mortgage Obligations
BANC AMER CMBS 2008-1 A-M 20510210 FLT
2051-02-10
6.286700
222000.00
229130.69
Private Label Collateralized Mortgage Obligations
COMM MTG TR 2013-CCRE9 B 20450712 FLT
549300C72XVZH4MIKU63
2045-07-12
4.255700
10000000.00
10314784.80
Private Label Collateralized Mortgage Obligations
Y
2017-04-04
2017-04-04
2017-04-04
N
N
N
0.0107
132001359.60
132001359.60
0.0033
N
N
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
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.433200
5315000.00
4399219.99
Private Label Collateralized Mortgage Obligations
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.483400
9680130.00
6682673.93
Private Label Collateralized Mortgage Obligations
144A JPMRR 2009-12 9A2
2036-05-21
3.061500
7839534.00
6562846.00
Private Label Collateralized Mortgage Obligations
GS MTG BCKD SECS TR 2014-EB1 B-4 20440725 FLT
2044-07-25
3.142400
2200000.00
1825512.32
Private Label Collateralized Mortgage Obligations
GS MTG BCKD SECS TR 2014-EB1 B-5 20440725 FLT
2044-07-25
3.142000
2200000.00
1512927.69
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-2R 3-A-2 20351226 5.7
2035-12-26
5.750000
7871911.00
4607310.68
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 2-A-2 20370827 6.0
2037-08-27
6.000000
10670159.00
5564051.57
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.066000
6046626.00
4253576.07
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-IVR3 B-5 20440925 FLT
2044-09-25
3.088700
4178781.00
2615849.15
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
1.713200
9718309.00
7480451.18
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-1 10-A10 20360326 FLT
549300L90VVKXEKB0M74
2036-03-26
3.101000
8739199.00
5792361.15
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-5 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.499800
2003095.00
1313700.61
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2010-4 3-A-11 20350426 FLT
2035-04-26
6.014600
4852922.00
3877343.25
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 D 20480515 FLT
549300S7ENI2U7O0XH56
2048-05-15
4.135500
3500000.00
2665459.96
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-LC20 D 20500415 FLT
549300W6NRTMFPYUPG47
2050-04-15
4.365000
2700000.00
2120898.54
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC18 D 20471217 FLT
5493007CD1Q2V06I4172
2047-12-17
3.957000
4000000.00
3182294.67
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2015-3 D 20480422 FLT
549300MAI3U5Y4VL8H37
2048-04-22
3.241400
4000000.00
2829969.68
Private Label Collateralized Mortgage Obligations
JEFF RESEC TR 2010-R1 1-A2 20370326 FLT
2037-03-26
6.000000
18200000.00
8918829.87
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.066000
5512000.00
4709760.98
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-C32 D 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
3.788000
18000000.00
13861342.00
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML MTG TR 2016 C32
549300VOKB4Z9J8DIM89
2059-01-15
4.721000
44000.00
42592.54
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
12935000.00
8900280.31
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT
2058-07-17
4.250500
17220000.00
13231901.61
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR14 I-A2 20370526 FLT
2037-05-26
6.000000
18749529.00
9801343.18
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-2R 7-A-5 20370326 6.0
2037-03-26
6.000000
75452772.00
42403351.06
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-14R 2-A-2 20370626 6.0
2037-06-26
6.000000
6621606.00
3078328.05
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2013-RR7 1A2 20360128 FLT
2036-01-28
7.050700
2916610.00
2862440.15
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
3.476300
7677000.00
7118663.03
Private Label Collateralized Mortgage Obligations
BCAP LLC TRUST 2011-RR1 3A4 20370302 FLT
2037-03-02
5.749600
10560000.00
7466578.55
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-9R 19-A-4 20370729 FLT
2037-07-29
1.216100
5200000.00
4753216.64
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-9R 18-A-5 20370629 4.0
2037-06-29
4.000000
7291000.00
7084420.05
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-9R 18-A-A 20370629 FLT
2037-06-29
24.045400
11456726.00
6085169.47
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-5 20350726 FLT
2035-07-26
3.264900
5414000.00
5051026.29
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
3.285800
8027000.00
6332648.50
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-10R 3-A-2 20370826 6.0
2037-08-26
6.000000
4841680.00
4154287.38
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 27-A-2 20370128 6.0
2037-01-28
6.000000
4199999.00
2830876.49
Private Label Collateralized Mortgage Obligations
CITIGROUP MTG LN TR 2009-5 4A2 20370325 6.0
2037-03-25
6.000000
14319668.00
7197004.57
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2015-3 B-1 20450325 FLT
2045-03-25
3.934800
5472000.00
5217368.44
Private Label Collateralized Mortgage Obligations
CSMC 2013-6 B5
2043-08-25
3.305600
8064330.00
4052575.38
Private Label Collateralized Mortgage Obligations
BANK OF AMER MERRILL LYNCH COML MTG TR 2017 BNK
2050-02-15
3.250000
4250000.00
3486493.64
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2014-GC25 D 20471011 3.5
2047-10-11
3.548000
9469000.00
7125693.95
Private Label Collateralized Mortgage Obligations
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0107
220003190.00
220003190.00
0.0056
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
FORD MOTOR CREDIT CO LLC NT 2.875%18
UDSQCVRUX5BONN0VY111
2018-10-01
2.875000
1784000.00
1831962.84
Corporate Debt Securities
IMPERIAL TOBACCO FINANCE PLC SR 144A NT3.5%23
2138008L3B3MCG1DFS50
2023-02-11
3.500000
5000000.00
5057705.56
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 23
2023-05-22
3.125000
800000.00
813086.33
Corporate Debt Securities
HUTCHISON WHAMPOA INTL 12 LTD REGS NT 3.25%22
2022-11-08
3.250000
286000.00
294843.04
Corporate Debt Securities
GRUPO BIMBO SAB DE CV SR REGS NT 24
5493000RIXURZEBFEV60
2024-06-27
3.875000
357000.00
361443.96
Corporate Debt Securities
KOREA EAST-WEST PWR CO LTD SR GLBL REGS 18
549300VDRGYGX9NBTB52
2018-11-27
2.625000
300000.00
305343.50
Corporate Debt Securities
SACI FALABELLA SR REGS NT 25
2025-01-27
4.375000
280000.00
290121.38
Corporate Debt Securities
PTT PUB CO LTD REGS NT 4.5%42
549300QOGMPTKB6W7G56
2042-10-25
4.500000
490000.00
496330.80
Corporate Debt Securities
LOTTE SHOPPING CO LTD SR NT REGS 17
2017-05-09
3.375000
520000.00
527452.90
Corporate Debt Securities
CENCOSUD S A SR GLBL 144A 23
549300NLTGCFV7482429
2023-01-20
4.875000
650000.00
681222.48
Corporate Debt Securities
BPCE GBL NT 144A SUB GLBL REGS 24
9695005MSX1OYEMGDF46
2024-07-21
5.150000
1374000.00
1422589.98
Corporate Debt Securities
EXPORT IMPORT BK KOREA GLBL NT 2.875%18
549300APVP4R32PI3Y06
2018-09-17
2.875000
11450000.00
11615659.24
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO GLBL 144A NT 24
549300YP3P0JZBLIV197
2024-10-30
4.375000
220000.00
227871.75
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE SR 144A NT4.5%25
549300UVMBCBCIPSUI70
2025-09-16
4.500000
4551000.00
4792316.77
Corporate Debt Securities
CORPBANCA SR GLBL 144A 19
549300DDPTTIZ06NIV06
2019-09-22
3.875000
900000.00
926404.88
Corporate Debt Securities
CORPBANCA SR NT 3.125%18
549300DDPTTIZ06NIV06
2018-01-15
3.125000
475000.00
481734.18
Corporate Debt Securities
CENCOSUD S A SR 144A NT 25
549300NLTGCFV7482429
2025-02-12
5.150000
1450000.00
1513857.60
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 2.597%19
UDSQCVRUX5BONN0VY111
2019-11-04
2.597000
1867000.00
1896469.50
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 3%17
UDSQCVRUX5BONN0VY111
2017-06-12
3.000000
1615000.00
1634256.18
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 5%18
UDSQCVRUX5BONN0VY111
2018-05-15
5.000000
750000.00
788901.67
Corporate Debt Securities
FIFTH THIRD BK CIN OHIO MTN BE SR GLBL NT 21
QFROUN1UWUYU0DVIWD51
2021-10-01
2.875000
548000.00
561773.98
Corporate Debt Securities
LLOYDS BANK PLC SR GLBL NT 19
H7FNTJ4851HG0EXQ1Z70
2019-09-05
2.350000
8204000.00
8289298.81
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S SR GLBL REGS 18
2018-07-29
2.875000
445000.00
452708.02
Corporate Debt Securities
KOREA DEV BK SR GLBL NT 25
549300ML2LNRZUCS7149
2025-09-16
3.375000
548000.00
558371.59
Corporate Debt Securities
HSBC HLDGS PLC SUB NT 4.25%24
MLU0ZO3ML4LN2LL2TL39
2024-03-14
4.250000
1240000.00
1258893.81
Corporate Debt Securities
CNPC GENERAL CAPITAL LTD SR REGS NT3.4%23
2023-04-16
3.400000
200000.00
205282.67
Corporate Debt Securities
UBS GROUP AG SR GLBL 144A 25
2025-09-24
4.125000
1935000.00
1966099.48
Corporate Debt Securities
TENCENT HLDGS LTD SR REGS NT 20
2020-02-11
2.875000
924000.00
938528.10
Corporate Debt Securities
BAIDU INC SR GLBL NT 3%20
2020-06-30
3.000000
2544000.00
2597356.16
Corporate Debt Securities
KOREA EAST-WEST PWR CO LTD SR 144A NT 18
549300VDRGYGX9NBTB52
2018-11-27
2.625000
5000000.00
5089058.33
Corporate Debt Securities
CHINA CINDA FIN 2015 I LTD REGS NT 4.25%25
2025-04-23
4.250000
200000.00
205186.56
Corporate Debt Securities
144A/REGS UBS GROUP FUNDING AG 4.253% SENIOR NOTE
2028-05-23
4.253000
4010000.00
4059202.70
Corporate Debt Securities
EMPRESA ELECTRICA ANGAMO SA SR SEC REGS NT29
2029-05-25
4.875000
405000.00
411647.06
Corporate Debt Securities
EMPRESA NACL DE TELECOM SA ENT SR SNK REGS NT26
2026-08-01
4.750000
461000.00
475957.91
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO GLBL REGS NT 24
549300YP3P0JZBLIV197
2024-10-30
4.375000
391000.00
404990.25
Corporate Debt Securities
ROCHE HLDGS INC 144A NT 2.875%21
PVJRP0EQNV6OGDPZGY95
2021-09-29
2.875000
1050000.00
1068710.71
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR REGS NT 19
2019-05-07
2.750000
200000.00
204422.00
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -B REGS NT 25
2025-05-13
3.750000
957000.00
976919.96
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -A REGS NT 20
2020-05-13
2.875000
840000.00
851508.70
Corporate Debt Securities
CNOOC FIN 2012 LTD
2022-05-02
3.875000
4839000.00
5076682.94
Corporate Debt Securities
CORPBANCA SR GLBL REGS 19
549300DDPTTIZ06NIV06
2019-09-22
3.875000
268000.00
275862.79
Corporate Debt Securities
COLBUN SA SR GLBL REGS 24
2024-07-10
4.500000
360000.00
370164.60
Corporate Debt Securities
CENCOSUD S A SR REGS NT 25
549300NLTGCFV7482429
2025-02-12
5.150000
449000.00
468773.84
Corporate Debt Securities
CENCOSUD S A SR GLBL REGS 23
549300NLTGCFV7482429
2023-01-20
4.875000
305000.00
319650.55
Corporate Debt Securities
MITSUBISHI TR & BKG CORP N Y SR REGS NT 19
JBONEPAGQXF4QP29B387
2019-10-16
2.450000
200000.00
202685.83
Corporate Debt Securities
BANK TOKYO-MITSUBISHI LTD N Y SR NT REG S 18
C3GTMMZIHMY46P4OIX74
2018-09-09
2.700000
200000.00
202294.00
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SR GLBL REGS 19
2019-07-15
3.250000
3058000.00
3132496.28
Corporate Debt Securities
BANCO DE CREDITO E ENVERSIONES SR GLBL REGS 23
549300E9E5Y3PKW24142
2023-02-11
4.000000
524000.00
539151.75
Corporate Debt Securities
HYUNDAI CAP AMER INC SR NT REG S 17
549300RIPPWJB5Z0FK07
2017-06-08
4.000000
663000.00
674075.78
Corporate Debt Securities
TRANPORT DE GAS DE4L PERUS
2028-04-30
4.250000
400000.00
411130.56
Corporate Debt Securities
TRANSPORTADORA DE GAS INTL S A E
2022-03-20
5.700000
230000.00
236104.58
Corporate Debt Securities
INVERSIONES CMPC SR GLBL REGS 24
549300G475ACIABB4385
2024-09-15
4.750000
356000.00
369531.96
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC GLBL NT 2.551%18
UDSQCVRUX5BONN0VY111
2018-10-05
2.551000
1670000.00
1703369.20
Corporate Debt Securities
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0107
70001260.00
70001260.00
0.0018
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
45429800.00
44883043.57
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0080
44000000.00
44000000.00
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
FNMS 03.500 CLBE7557
2047-02-01
3.500000
83510341.00
85442963.46
Agency Mortgage-Backed Securities
FNMS 03.000 CTAL9992
2037-04-01
3.000000
79458262.00
80456019.40
Agency Mortgage-Backed Securities
03.000 FGPC G08737 G
2046-12-01
3.000000
29034372.00
28461512.41
Agency Mortgage-Backed Securities
03.500 FGPC G16013 G
2031-11-01
3.500000
85079860.00
84535383.16
Agency Mortgage-Backed Securities
03.500 FGPC G16014 G
2031-09-01
3.500000
82285094.00
82015581.97
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2040-02-01
4.500000
83816160.00
15017375.67
Agency Mortgage-Backed Securities
FNMS 02.000 CIAS8591
2032-01-01
2.000000
81142001.00
77541771.80
Agency Mortgage-Backed Securities
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
436000000.00
436000000.00
0.0110
N
Y
Y
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.000000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2017-04-07
2017-04-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0100
22375000.00
22375000.00
0.0006
N
N
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
2041-08-15
3.750000
2817481400.00
3203200269.76
U.S. Treasuries (including strips)
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0075
3203000000.00
3203000000.00
0.0811
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
COMM 2013-CCRE8 VAR 06/46
549300NGGFIEJ2ER3D22
2046-06-10
3.963500
113000.00
99232.19
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 01/29
2029-01-25
2.331600
878000.00
843084.03
Private Label Collateralized Mortgage Obligations
BSMF 2007-AR2 A2
2037-03-25
1.181600
10948029.00
931959.85
Private Label Collateralized Mortgage Obligations
BEAR STEARNS FLT 09/46
2046-09-25
1.221600
34329000.00
334702.61
Private Label Collateralized Mortgage Obligations
BSMF 2006-AR1 2A2
2036-08-25
1.241600
40447000.00
2041831.94
Private Label Collateralized Mortgage Obligations
144A BLX 2005-1A A
2033-06-27
1.281600
15076807.00
1077745.97
Private Label Collateralized Mortgage Obligations
144A CBAC 2005-1A A
2035-07-25
1.301600
37200000.00
3022823.61
Private Label Collateralized Mortgage Obligations
144A CGCC 2014-FL1 D
2031-06-15
3.663000
12000000.00
11965236.43
Private Label Collateralized Mortgage Obligations
CWHL 2003-46 5A1
2034-01-19
3.991000
36563000.00
123737.31
Private Label Collateralized Mortgage Obligations
CWALT INC
2035-04-25
1.431600
5000000.00
493306.26
Private Label Collateralized Mortgage Obligations
ALTERNATIVE 5.5% 04/35
2035-04-25
5.500000
4460000.00
12536.49
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE 6% 10/34
2034-10-25
6.000000
2900000.00
1129415.24
Private Label Collateralized Mortgage Obligations
COLT 2016-3 VAR 12/46
2046-12-26
5.910491
7224000.00
7038212.50
Private Label Collateralized Mortgage Obligations
CSAIL 3.005% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.005000
23410000.00
13901892.14
Private Label Collateralized Mortgage Obligations
144A CSAIL 2015-C1 D
549300UFJ8EKD81Y8R30
2050-04-15
3.799714
11150000.00
9228307.59
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 01/34
2034-01-25
3.448100
370000.00
30930.44
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 01/34
2034-01-25
3.448100
324000.00
18959.24
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR5 A1B3
2046-06-25
1.331600
12279000.00
537086.21
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR4 1AC3
2046-05-25
1.341600
22400000.00
3731622.12
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 03/35
2035-03-25
2.997600
4000000.00
2122852.09
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.719% 04/50
549300W6NRTMFPYUPG47
2050-04-15
3.719000
600000.00
596532.12
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-15
3.356000
11188000.00
6513376.75
Private Label Collateralized Mortgage Obligations
WELLS FARGO VAR 06/48
549300NYO16WLNMVJJ46
2048-06-15
4.225100
5691000.00
4581067.46
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA E
549300818AKCJ4Q9TD76
2037-09-15
4.373300
1330000.00
1143768.47
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL F
549300FBVMRSN384BA29
2029-04-15
5.662200
45000000.00
45073723.20
Private Label Collateralized Mortgage Obligations
CSMC TRUST FLT 08/30
2030-08-15
4.897600
7000000.00
7103880.88
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
10000000.00
8099001.05
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.144400
5055000.00
4012674.35
Private Label Collateralized Mortgage Obligations
144A COMM 2013-CR10 D
549300YJIXJB9DCDOI21
2046-08-10
4.789300
750000.00
648940.49
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C2 AS
549300D5DIOOMKWXVZ20
2057-06-15
3.849000
300000.00
309158.17
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C3 VAR 08/48
549300ZAGI6FKGY8O078
2048-08-15
4.507600
5000000.00
4875020.68
Private Label Collateralized Mortgage Obligations
CWALT
2036-05-25
1.241600
6.00
0.10
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA3 2A2
2036-05-25
1.251600
3.00
0.07
Private Label Collateralized Mortgage Obligations
COMM 2014-CR18 B
2047-07-15
4.456000
535000.00
555118.51
Private Label Collateralized Mortgage Obligations
144A COMM 2012-CR4 B
2045-10-15
3.703000
40000.00
40527.17
Private Label Collateralized Mortgage Obligations
CSMLT 2015-3 FLT 11/45
2045-11-25
3.691500
1986000.00
1448704.25
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C1 C
549300UFJ8EKD81Y8R30
2050-04-15
4.299714
2675000.00
2720790.59
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 E
54930025J96YEH8FQE77
2048-11-15
3.585900
5000000.00
3446033.90
Private Label Collateralized Mortgage Obligations
CWALT 2005-14 2A2
2035-05-25
1.481600
19747500.00
1257183.00
Private Label Collateralized Mortgage Obligations
CWALT 2004-5CB M
2034-03-25
5.733800
3674300.00
1065485.43
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA6 1A3
2046-07-25
1.251600
7860520.00
899528.40
Private Label Collateralized Mortgage Obligations
CWALT 2004-16CB M
2034-08-25
5.702300
11454000.00
5132896.17
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 3A2
2046-04-25
1.281600
4710162.00
218046.75
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
1.731600
8413000.00
2121527.24
Private Label Collateralized Mortgage Obligations
CWALT 2005-24 4A3
2035-07-20
1.716100
4712960.00
5798.03
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 11/35
2035-11-20
1.526100
29273000.00
2161097.60
Private Label Collateralized Mortgage Obligations
144A CCMFC 2005-1A B1
549300IPR6D6ZFC6NF33
2036-01-25
1.351600
19684800.00
3580070.73
Private Label Collateralized Mortgage Obligations
144A CCMFC 2005-2A A2
549300QD5ZVFK417DY24
2036-05-25
1.211600
2694000.00
115724.51
Private Label Collateralized Mortgage Obligations
CHEVY 2005-C
549300FD9K7Y5ALOZO79
2046-10-25
1.431600
10990000.00
2588446.08
Private Label Collateralized Mortgage Obligations
144A CCMFC 2006-1A B1
549300Z98E6LMOBBGK17
2046-12-25
1.321600
2014000.00
238.68
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 04/48
2048-04-10
4.154300
4845000.00
2855071.17
Private Label Collateralized Mortgage Obligations
144A CMLTI 2014-A B3
2035-01-25
5.466600
4357000.00
3373434.65
Private Label Collateralized Mortgage Obligations
144A CMLTI 2014-A B4
2035-01-25
5.466600
3220500.00
2478494.22
Private Label Collateralized Mortgage Obligations
CMSI 2007-5 1A11
2037-06-25
6.000000
1612500.00
481212.75
Private Label Collateralized Mortgage Obligations
CITIGROUP COML MTG TR 2013 GC17
2046-11-10
5.104100
331000.00
307157.99
Private Label Collateralized Mortgage Obligations
CITIGROUP 2.85% 02/49
2049-02-10
2.850000
17115000.00
11877644.84
Private Label Collateralized Mortgage Obligations
CMLTI 2014-J2 B4
2044-11-25
3.912700
4566000.00
3939842.82
Private Label Collateralized Mortgage Obligations
CMLTI 2004-HYB1 B1
549300R1KUK063S4I339
2034-02-25
3.223100
7356000.00
1797343.14
Private Label Collateralized Mortgage Obligations
CMLTI 2005-11 A2B
2035-10-25
2.930000
4854524.00
582942.75
Private Label Collateralized Mortgage Obligations
144A COMM 2000-C1 G
2033-08-15
6.850000
5000000.00
402726.94
Private Label Collateralized Mortgage Obligations
CSMC 2007-C4 A1AJ
2039-09-15
5.958100
60000.00
60628.82
Private Label Collateralized Mortgage Obligations
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
9740000.00
9085333.78
Private Label Collateralized Mortgage Obligations
CSMC 2007-C1 AM
549300FW5RBJHRQ6VP04
2040-02-15
5.416000
6500000.00
4728981.44
Private Label Collateralized Mortgage Obligations
144A CSMC 2008-C1 B
2041-02-15
6.061600
7372000.00
6077799.82
Private Label Collateralized Mortgage Obligations
CSMC 2007-C1 AMFX
549300FW5RBJHRQ6VP04
2040-02-15
5.416000
8696846.00
6319951.40
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE COMM MTG TRUST SER 200
2040-09-15
5.870000
268865.00
256477.80
Private Label Collateralized Mortgage Obligations
CSFB 2002-26 3M3
2032-10-25
6.387500
3000000.00
2037080.17
Private Label Collateralized Mortgage Obligations
CSFB 2002-AR31 CB1
2032-11-25
3.171000
6231000.00
193049.60
Private Label Collateralized Mortgage Obligations
CSFB 2003-AR28 6M3
2033-12-25
3.528300
2000000.00
626136.30
Private Label Collateralized Mortgage Obligations
CSFB 2004-4 1B1
2034-08-25
6.000000
7671443.00
2554018.53
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB1
2033-04-25
5.630000
4810000.00
1011389.90
Private Label Collateralized Mortgage Obligations
CSMC TR 2016-MFF
2033-11-15
7.788100
1510000.00
1520061.98
Private Label Collateralized Mortgage Obligations
PNCMT 2000-1 DB1
2030-03-25
0.079600
3000000.00
382551.63
Private Label Collateralized Mortgage Obligations
DEUTSCHE MORTGAGE SEC
2036-04-15
1.182200
78404000.00
4059566.67
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C26 B
2045-06-15
6.116700
17000000.00
1782589.23
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C28 C
2048-10-15
5.691000
11111000.00
10163704.24
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C15 D
5493003CHVRASC16O965
2046-08-15
4.480000
97000.00
85867.67
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C31 K
2047-04-15
5.832900
5000000.00
31304.00
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C16 E
2046-09-15
3.850000
15389000.00
10763065.80
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C32 AMFL
549300R5UTVRJY3HSJ42
2049-06-15
1.162700
70000.00
69145.74
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE FLT 01/34
2034-01-25
3.448100
416000.00
45106.99
Private Label Collateralized Mortgage Obligations
144A BAYC 2004-3 A2
2035-01-25
1.401600
2000000.00
220959.05
Private Label Collateralized Mortgage Obligations
BALTA 2006-1 11A2
2036-02-25
1.621600
7876000.00
135813.39
Private Label Collateralized Mortgage Obligations
BALTA
2036-02-25
3.182100
28641000.00
5354378.13
Private Label Collateralized Mortgage Obligations
BALTA 2004-6 M1
2034-07-25
1.806600
3490000.00
1827066.68
Private Label Collateralized Mortgage Obligations
BSARM 2003-3 2A4
2033-05-25
3.526000
55117300.00
436960.24
Private Label Collateralized Mortgage Obligations
BEAR STEARNS VAR 10/34
2034-10-25
3.170600
41038000.00
1746166.49
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL6 1A
2037-01-25
1.321600
96900000.00
11334137.68
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL1 A1
2036-08-25
1.261600
100250000.00
10237689.55
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C4 F
54930025J96YEH8FQE77
2048-11-15
3.500000
5000000.00
3112283.35
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
5.412200
30649129.00
30624791.96
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
3.981600
5000000.00
5158931.61
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-10-25
5.531600
3000000.00
3233168.01
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2015-HQA1 M-2 20280327 FLT
2028-03-25
3.631600
270000.00
226881.09
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 2A4
2035-02-25
2.935600
4307000.00
327450.59
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 4A1
2035-02-25
3.057600
500000.00
36322.57
Private Label Collateralized Mortgage Obligations
FHAMS 2005-FA8 1A14
2035-11-25
5.500000
750000.00
42776.63
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2013-GC10
2046-02-10
4.415000
1772000.00
1658127.36
Private Label Collateralized Mortgage Obligations
GMACM 2003-AR2 M3
2033-12-19
3.665500
2699000.00
105691.40
Private Label Collateralized Mortgage Obligations
GMACC 2005-C1 AJ
2043-05-10
4.806000
500000.00
252372.18
Private Label Collateralized Mortgage Obligations
GSMS 2013-GC16 B
2046-11-10
5.161000
300000.00
328415.14
Private Label Collateralized Mortgage Obligations
GS MORTGAGE SECURITIES CORP.
2026-12-19
7.500000
13400000.00
390547.75
Private Label Collateralized Mortgage Obligations
GSMS 2014-GC20 C
2047-04-10
4.867500
4475000.00
4339795.50
Private Label Collateralized Mortgage Obligations
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
429365.33
Private Label Collateralized Mortgage Obligations
GPMF 2006-OH1 A2
2037-01-25
1.211600
20000000.00
182284.60
Private Label Collateralized Mortgage Obligations
GPMF 2006-AR6 2A2
2046-10-25
1.206600
32071728.00
2752668.72
Private Label Collateralized Mortgage Obligations
GPMF 2005-AR4 4A2
2045-10-25
1.701600
36053750.00
588845.71
Private Label Collateralized Mortgage Obligations
HASC 2007-WF1 M1
2037-05-25
1.231600
22333000.00
16770746.24
Private Label Collateralized Mortgage Obligations
HVMLT 2007-2 2A1B
2038-05-25
1.181600
20520000.00
106405.02
Private Label Collateralized Mortgage Obligations
HVMLT
2037-08-19
1.208300
44152667.00
9732901.42
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
1.558300
1.00
0.07
Private Label Collateralized Mortgage Obligations
HUDSONS BAY VAR 08/34
2034-08-05
5.447000
600000.00
541879.53
Private Label Collateralized Mortgage Obligations
IMM 2005-2 1M1
2035-04-25
1.626600
5000000.00
399126.19
Private Label Collateralized Mortgage Obligations
IMPAC CMB TRUST SERIES 200
2035-05-25
1.626600
272881.00
18406.08
Private Label Collateralized Mortgage Obligations
IMM
2035-05-25
1.671600
341102.00
22455.95
Private Label Collateralized Mortgage Obligations
INDX 2004-AR11 2A
2034-12-25
3.024100
100000.00
10081.32
Private Label Collateralized Mortgage Obligations
INDX 2006-AR6 2A1B
2046-06-25
1.231600
10000000.00
7645.08
Private Label Collateralized Mortgage Obligations
J P MORGAN CHASE COML MTG SECSTR 2013 C13
2046-01-15
3.986000
105000.00
76954.71
Private Label Collateralized Mortgage Obligations
144A JPMBB 2014-C23 D
2047-09-15
3.958600
3000000.00
2423560.02
Private Label Collateralized Mortgage Obligations
JPMCC 2012-C6 D
2045-05-15
5.152500
2200000.00
2256211.07
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C6 G
2045-05-15
2.972000
325000.00
240238.04
Private Label Collateralized Mortgage Obligations
JPMCC 2013-LC11 B
2046-04-15
3.498600
1000000.00
997288.11
Private Label Collateralized Mortgage Obligations
JPMBB 2014-C25 B
2047-11-15
4.347200
300000.00
310516.55
Private Label Collateralized Mortgage Obligations
LBUBS 2006-C6 D
2039-09-15
5.502000
400000.00
10690.01
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C7 C
2045-09-15
6.253000
5194000.00
4432041.62
Private Label Collateralized Mortgage Obligations
LBUBS 2001-C3 D
2036-06-15
6.731000
100000.00
87962.89
Private Label Collateralized Mortgage Obligations
LBUBS 2004-C1 B
2036-01-15
4.810000
1600000.00
1494726.66
Private Label Collateralized Mortgage Obligations
LXS 2006-12N A32B
2046-08-25
1.251600
37244800.00
388596.35
Private Label Collateralized Mortgage Obligations
LXS 2007-10H 2A1
2037-07-25
1.141600
10847224.00
1372190.28
Private Label Collateralized Mortgage Obligations
LUM 2005-1 A2
2035-11-25
1.321600
15000000.00
1628838.14
Private Label Collateralized Mortgage Obligations
LUM 2005-1 M1
2035-11-25
1.471600
4815000.00
94758.68
Private Label Collateralized Mortgage Obligations
LUM 2006-7 2A2
2036-12-25
1.201600
28000000.00
478967.02
Private Label Collateralized Mortgage Obligations
MLCFC 2006-4 C
2049-12-12
5.324000
10599000.00
9391285.50
Private Label Collateralized Mortgage Obligations
MARM 2007-2 M1
2047-03-25
1.241600
17390000.00
269012.32
Private Label Collateralized Mortgage Obligations
144A MESC 11PA B3
2032-09-28
3.030500
14840000.00
9246801.97
Private Label Collateralized Mortgage Obligations
MLMI 2005-A5 A8
2035-06-25
2.840400
1250000.00
173061.73
Private Label Collateralized Mortgage Obligations
MLMI 2005-A6 M2
2035-08-25
1.631600
5000000.00
151903.51
Private Label Collateralized Mortgage Obligations
ML-CFC 2007
2049-08-12
5.861400
300000.00
302349.76
Private Label Collateralized Mortgage Obligations
MLCFC 2007-9 AMA
2049-09-12
5.853000
500.00
327.76
Private Label Collateralized Mortgage Obligations
ML CFC COML MTGE TR 2007-8
2049-08-12
5.861400
6180938.00
6179419.03
Private Label Collateralized Mortgage Obligations
MSC 2007-IQ14 AM
5493007NPTW49ZOONV52
2049-04-15
5.777400
10060067.00
9555347.40
Private Label Collateralized Mortgage Obligations
ARMT 2004-3 CM
2035-02-25
1.806600
3415000.00
716967.04
Private Label Collateralized Mortgage Obligations
ARMT 2005-2 6M3
2035-06-25
2.331600
3660000.00
1192196.76
Private Label Collateralized Mortgage Obligations
144A ABMT 2014-3 B4
2044-11-25
3.827600
6592000.00
5497938.94
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2015-1
2045-01-25
3.824600
3214000.00
2913279.64
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.894800
3744000.00
3458792.86
Private Label Collateralized Mortgage Obligations
AGATE BAY MTG TR 2014-2
2044-09-25
3.894800
4679000.00
4261025.13
Private Label Collateralized Mortgage Obligations
CWALT 2007-OA9 A2
2047-06-25
1.331600
84939000.00
2893814.78
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 09/47
2047-09-25
1.231600
56940000.00
4249295.58
Private Label Collateralized Mortgage Obligations
CWALT 2007-OA8 1A2
2047-06-25
1.211600
28663650.00
1029673.85
Private Label Collateralized Mortgage Obligations
CWALT 2007-OA8 2A2
2047-06-25
1.211600
1.00
0.03
Private Label Collateralized Mortgage Obligations
CWALT 2006-HY12 A5
2036-08-25
2.996700
586695.00
385339.27
Private Label Collateralized Mortgage Obligations
AHM 2007-1 GA1A
2047-05-25
0.938300
6900000.00
2282995.82
Private Label Collateralized Mortgage Obligations
144A AHM 2007-A 4A
2046-07-25
1.881600
10326000.00
1163445.93
Private Label Collateralized Mortgage Obligations
AHM 2006-3 11A2
2046-12-25
1.211600
10000000.00
581001.04
Private Label Collateralized Mortgage Obligations
AHM 2004-1 4A
2044-04-25
3.427900
62160000.00
4234072.15
Private Label Collateralized Mortgage Obligations
AHM 2005-2 1A3
2045-09-25
1.361600
47000000.00
159023.37
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B1
549300R6YCKOB8RJNO42
2037-12-10
1.287700
12810000.00
6612585.45
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B2
549300R6YCKOB8RJNO42
2037-12-10
1.307700
5693000.00
904471.15
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.562600
5000000.00
4216858.74
Private Label Collateralized Mortgage Obligations
144A BACM 2006-4 G
2046-07-10
5.892000
10300000.00
35244.54
Private Label Collateralized Mortgage Obligations
BSCMS 2007-PW15 AM
549300NWR444PC83ZD42
2044-02-11
5.363000
4512535.00
1767508.99
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY FLT 11/26
2026-11-15
2.647600
10000000.00
9078751.21
Private Label Collateralized Mortgage Obligations
MSBAM 2013-C11 C
2046-08-15
4.567000
3000.00
2677.55
Private Label Collateralized Mortgage Obligations
144A MSC 2007-HQ11 K
5493004BO35O1811XR94
2044-02-12
6.125600
2000000.00
9215.11
Private Label Collateralized Mortgage Obligations
MSC 2006-IQ11 B
2042-10-15
6.303000
20000.00
19826.83
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
750000.00
477297.48
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY DEAN WITTER
2052-10-12
5.242100
295000.00
297242.55
Private Label Collateralized Mortgage Obligations
COMM 2014-CR19 B
2047-08-10
4.703000
2143000.00
2295474.84
Private Label Collateralized Mortgage Obligations
CSAIL 2016-C7 VAR 11/49
5493006MX7HG5PC85C29
2049-11-15
4.394000
5000000.00
3566734.19
Private Label Collateralized Mortgage Obligations
BEAR ALT-A ARM TRUST 2003-3
2033-10-25
3.085200
3000000.00
9256.42
Private Label Collateralized Mortgage Obligations
FIRST HORIZON VAR 04/35
2035-04-25
3.116000
2925000.00
259883.41
Private Label Collateralized Mortgage Obligations
GSMS 2012-GCJ7 B
2045-05-10
4.740000
7000000.00
7456922.17
Private Label Collateralized Mortgage Obligations
144A JPMBB 2014-C21 D
2047-08-15
4.660500
3950000.00
3247963.11
Private Label Collateralized Mortgage Obligations
144A JPMCC 2014-CBM C
2029-10-15
2.863000
5000000.00
5030963.42
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-LC9 F
2047-12-15
4.412800
3166847.00
2393029.21
Private Label Collateralized Mortgage Obligations
144A LBUBS 2004-C1 J
2036-01-15
5.183300
1000000.00
16950.24
Private Label Collateralized Mortgage Obligations
IMPAC CMB TRUST SER 2004-7
2034-11-25
1.901600
310000.00
12988.61
Private Label Collateralized Mortgage Obligations
ARMT 2004-4 5M2
2035-03-25
2.731600
11380000.00
12940.90
Private Label Collateralized Mortgage Obligations
BBCMS MORTGAGE VAR 02/50
2050-02-15
3.510300
8664000.00
6787711.71
Private Label Collateralized Mortgage Obligations
MORTGAGE FLT 05/19
2019-05-10
1.737000
1610000.00
1598493.12
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.25% 01/60
2060-01-15
3.250000
10456000.00
7908122.43
Private Label Collateralized Mortgage Obligations
MHL
2036-04-25
1.261600
10000000.00
197448.25
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.689900
339000.00
328708.23
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.689900
173150.00
166544.46
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.689900
150550.00
134077.17
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ACCEPT CORP
2037-04-25
1.261600
20599474.00
3978560.62
Private Label Collateralized Mortgage Obligations
RALI 2007-QH2 A2
2037-03-25
1.151600
17500000.00
33424.16
Private Label Collateralized Mortgage Obligations
RALI 2007-QH3 A2
2037-04-25
1.191600
20000000.00
248106.87
Private Label Collateralized Mortgage Obligations
RALI 2006-QO6 A2
2046-06-25
1.211600
95195000.00
14689563.42
Private Label Collateralized Mortgage Obligations
RALI 2006-QH1 A2
2036-12-25
1.211600
12500000.00
684571.87
Private Label Collateralized Mortgage Obligations
144A RESIX 2003-CB1 B7
2035-06-10
6.857700
2150000.00
77625.00
Private Label Collateralized Mortgage Obligations
RAAC 2005-SP1 M1
2034-09-25
5.279200
1150000.00
257697.72
Private Label Collateralized Mortgage Obligations
RALI SERIES VAR 02/35
2035-02-25
3.824500
4100000.00
107833.34
Private Label Collateralized Mortgage Obligations
SEMT 2003-5 B2
2033-09-20
2.438800
6447000.00
410068.61
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 08/46
2046-08-25
1.231600
230161262.00
23321176.83
Private Label Collateralized Mortgage Obligations
SASC 2006-S4 A
2037-01-25
1.321600
29586000.00
3628823.12
Private Label Collateralized Mortgage Obligations
SARM 2007-7 1A2
2037-08-25
1.381600
28430400.00
1073355.58
Private Label Collateralized Mortgage Obligations
SAMI 2007-AR2 1A2
2037-02-25
1.171600
31090000.00
2012986.26
Private Label Collateralized Mortgage Obligations
SASC 2006-S2 A2
2036-06-25
6.000000
96432000.00
33295384.90
Private Label Collateralized Mortgage Obligations
SARM 2007-6 2A1
2037-07-25
1.171600
975000.00
217982.08
Private Label Collateralized Mortgage Obligations
SASC 2006-NC1 A4
2036-05-25
1.131600
2800000.00
836262.46
Private Label Collateralized Mortgage Obligations
SAMI 2004-AR4 M
2034-12-19
1.653300
6000000.00
585426.58
Private Label Collateralized Mortgage Obligations
SARM 2004-20 1A3
2035-01-25
3.259000
8275000.00
397377.13
Private Label Collateralized Mortgage Obligations
SARM 2004-3AC B1
2034-03-25
3.290900
8659200.00
1378571.20
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR5 B2
2035-07-19
1.678300
8170000.00
2161710.24
Private Label Collateralized Mortgage Obligations
SASC 2003-26A B1II
2033-09-25
3.128200
17000000.00
1801271.05
Private Label Collateralized Mortgage Obligations
SARM 2005-19XS M1II
2035-10-25
1.631600
12000000.00
2031936.76
Private Label Collateralized Mortgage Obligations
144A SCAS 2007-CB1A A
2035-08-26
1.003300
88931674.00
15908215.00
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
1.621600
1.00
0.04
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C14 D
549300GADFYEKC4OLM57
2046-06-15
3.996800
1800000.00
1606370.90
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.31
Private Label Collateralized Mortgage Obligations
WAMU 2007-OA6 1A1B
2047-07-25
1.424100
84000000.00
5034663.90
Private Label Collateralized Mortgage Obligations
144A WFRBS 2014-C19 E
549300FCX3YXSYSLU895
2047-03-15
4.970400
101000.00
72948.73
Private Label Collateralized Mortgage Obligations
WP GLIMCHER VAR 06/35
2035-06-05
3.516000
10200000.00
9323889.83
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
1561.78
Private Label Collateralized Mortgage Obligations
DEUTSCHE VAR 06/35
2035-06-26
0.320900
39395504.00
14358.35
Private Label Collateralized Mortgage Obligations
DBALT 2005-2 M
2035-04-25
5.482200
6855590.00
272344.00
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5280236.36
Private Label Collateralized Mortgage Obligations
DEUTSCHE VAR 06/34
2034-06-25
3.125000
28795700.00
539512.08
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2016-LC25 B 20591217 FLT
2059-12-15
4.436900
10973000.00
11495610.77
Private Label Collateralized Mortgage Obligations
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
579126453.60
579126453.60
0.0147
N
N
N
Y
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.880000%
0000917311
ATD0KCHV8
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0087
368000276.00
368000276.00
0.0093
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.860000%
0000926171
ATD0KCJO2
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0086
130000026.00
130000026.00
0.0033
N
Y
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.860000%
0000926171
ATD0KDU41
Non-Negotiable Time Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0086
145999919.70
145999919.70
0.0037
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.940000%
0001245022
ATD0KDUK5
Non-Negotiable Time Deposit
Y
2017-04-05
2017-04-05
2017-04-05
N
N
N
0.0090
592003611.20
592003611.20
0.0150
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 0.870000%
0000947263
ATD0KEHH5
Non-Negotiable Time Deposit
Y
2017-04-06
2017-04-06
2017-04-06
N
N
N
0.0087
73999970.40
73999970.40
0.0019
N
N
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.810000%
0001448613
ATD0KF4J2
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0082
301999637.60
301999637.60
0.0076
N
Y
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 0.830000%
0000800030
ATD0KF4L7
Non-Negotiable Time Deposit
Y
2017-04-04
2017-04-04
2017-04-04
N
N
N
0.0084
191999683.20
191999683.20
0.0049
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.850000%
0000926171
ATD0KF551
Non-Negotiable Time Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0086
74999685.00
74999685.00
0.0019
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.870000%
0000859994
ATD0KF5F9
Non-Negotiable Time Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0088
321999549.20
321999549.20
0.0082
N
N
Y
N
SUNTRUST BANK (CAYMAN ISLANDS BRANCH)
SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.770000%
IYDOJBGJWY9T8XKCSX06
0001335407
ATD0KF5J1
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0078
195999549.20
195999549.20
0.0050
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.800000%
0000833029
ATD0KF5Q5
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0081
193999709.00
193999709.00
0.0049
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 0.810000%
0001002614
ATD0KF5R3
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
N
N
0.0082
283999659.20
283999659.20
0.0072
N
Y
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.810000%
0000931061
ATD0KF5T9
Non-Negotiable Time Deposit
Y
2017-04-03
2017-04-03
2017-04-03
N
Y
Santander UK Plc
1.0000
N
0.0082
227999726.40
227999726.40
0.0058
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.860000%
0001498632
ATD0KF5V4
Non-Negotiable Time Deposit
Y
2017-04-07
2017-04-07
2017-04-07
N
N
N
0.0087
139999608.00
139999608.00
0.0035
N
N
Y
N
The Charles Schwab Family of Funds
2017-04-07
Mark Fischer
Mark Fischer
Chief Financial Officer