0001145549-17-004053.txt : 20170607
0001145549-17-004053.hdr.sgml : 20170607
20170607170623
ACCESSION NUMBER: 0001145549-17-004053
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20170531
FILED AS OF DATE: 20170607
DATE AS OF CHANGE: 20170607
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: 17897883
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
S000004510
Schwab Investor Money Fund
C000012387
Schwab Investor Money Fund
SWRXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-05-31
0000857156
S000004510
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
33
50
111671237.51
111198973.22
108213989.17
111924076.37
234694683.10
230243746.34
233236860.18
235462233.42
0.00
0.1807
0.1804
0.1761
0.1816
0.3798
0.3734
0.3795
0.3820
0.0000
0.55
614727427.58
614598861.48
657834.59
456163.10
614800533.52
614714060.2850
1.0000
0.0115
1.0003
1.0003
1.0003
1.0003
0.0000
C000012387
1.00
614800533.52
614714060.2850
1.0003
1.0003
1.0003
1.0003
0.0000
5542943.22
5749829.69
4528152.58
6101802.80
3800899.83
5623970.31
6973021.56
5353468.34
0.00
0.00
23355338.38
26399793.82
0.0062
Y
Investment Advisor and its affiliates Contractual 18,831 Investment Advisor and its affiliates Voluntary 52,311
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.384100%
00279JKN1
Certificate of Deposit
Y
2017-06-12
2017-08-10
2017-08-10
N
Y
Santander UK Plc
1.0000
N
0.0102
5004020.05
5004020.05
0.0081
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089ET25
Asset Backed Commercial Paper
Y
2017-06-02
2017-06-02
2017-06-02
N
Y
Credit Suisse AG
1.0000
N
0.0093
499974.10
499974.10
0.0008
N
N
Y
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TTF2
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-06-15
2017-06-15
2017-06-15
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0100
4997927.00
4997927.00
0.0081
N
N
N
N
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 0.000000%
05253AXP0
JHE42UYNWWTJB8YTTU19
0000859994
Financial Company Commercial Paper
Y
2017-10-23
2017-10-23
2017-10-23
N
N
N
0.0106
1991485.20
1991485.20
0.0032
N
N
N
N
BASF SE
BASF SE 0.000000%
05526LTD9
529900PM64WH8AF1E917
Non-Financial Company Commercial Paper
Y
2017-06-13
2017-06-13
2017-06-13
N
N
N
0.0088
3998730.40
3998730.40
0.0065
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BUE1
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-07-14
2017-07-14
2017-07-14
N
N
N
0.0096
6991761.00
6991761.00
0.0114
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BV18
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0100
1996559.00
1996559.00
0.0032
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.215000%
05572N2B1
Certificate of Deposit
Y
2017-06-02
2017-09-05
2017-09-05
N
N
N
0.0107
2001062.02
2001062.02
0.0033
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
0.0130
3999688.00
3999688.00
0.0065
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
0.0133
3999144.00
3999144.00
0.0065
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.200000%
06053PUN5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0132
2999301.00
2999301.00
0.0049
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
0.0133
999701.00
999701.00
0.0016
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.191700%
06053PVC8
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-06-05
2017-09-05
2017-09-05
N
N
N
0.0126
4000048.04
4000048.04
0.0065
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 0.810000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_0.81_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.000 CLBC1489
2046-08-01
3.000000
2101074.00
2060000.52
Agency Mortgage-Backed Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0081
2000000.00
2000000.00
0.0033
N
Y
Y
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 1.280000%
06417GQK7
Certificate of Deposit
Y
2017-07-07
2017-07-07
2017-07-07
N
N
N
0.0094
3001010.73
3001010.73
0.0049
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.355000%
06417GQX9
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0089
4000052.04
4000052.04
0.0065
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.439100%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2017-06-13
2018-02-13
2018-02-13
N
N
N
0.0121
2004290.02
2004290.02
0.0033
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 1.050000%
06426GNX1
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0091
1000138.80
1000138.80
0.0016
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.355000%
06427KHN0
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0089
9000117.09
9000117.09
0.0146
N
Y
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.179100%
06427KTD9
Certificate of Deposit
Y
2017-06-15
2017-09-15
2017-09-15
N
N
N
0.0109
2000884.02
2000884.02
0.0033
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.199900%
06427KUK1
Certificate of Deposit
Y
2017-06-21
2017-09-21
2017-09-21
N
N
N
0.0110
3001305.03
3001305.03
0.0049
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.200000%
06538N2A4
Certificate of Deposit
Y
2017-09-08
2017-09-08
2017-09-08
N
N
N
0.0118
1000041.00
1000041.00
0.0016
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NM87
Certificate of Deposit
Y
2017-10-18
2017-10-18
2017-10-18
N
N
N
0.0126
1000359.71
1000359.71
0.0016
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.260000%
06538NMJ3
Certificate of Deposit
Y
2017-06-05
2017-06-05
2017-06-05
N
N
N
0.0099
1000036.31
1000036.31
0.0016
N
N
Y
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.380000%
06538NP84
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0128
5002041.55
5002041.55
0.0081
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
0.0112
3001497.33
3001497.33
0.0049
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
0.0112
1000374.41
1000374.41
0.0016
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
0.0105
7001605.87
7001605.87
0.0114
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.200000%
06741X7B8
Certificate of Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0117
1000058.41
1000058.41
0.0016
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LVU9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-08-28
2017-08-28
2017-08-28
N
Y
Societe Generale SA
1.0000
N
0.0121
997001.20
997001.20
0.0016
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AXA7
Asset Backed Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
Y
Royal Bank of Canada
1.0000
N
0.0113
1991720.60
1991720.60
0.0032
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LT14
Asset Backed Commercial Paper
Y
2017-06-01
2017-06-01
2017-06-01
N
Y
Societe Generale SA
1.0000
N
0.0093
999974.20
999974.20
0.0016
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LT71
Asset Backed Commercial Paper
Y
2017-06-07
2017-06-07
2017-06-07
N
Y
Societe Generale SA
1.0000
N
0.0101
3999261.12
3999261.12
0.0065
N
N
Y
N
BLUE MOUNTAIN ENTERPRISES, LLC
VARIABLE RATE DEMAND BONDS SERIES 2013 1.040000%
095770AA1
5493002IBX1P8Z363V65
US095770AA14
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2043-09-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0104
3450000.00
3450000.00
0.0056
N
N
Y
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2W67
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-09-06
2017-09-06
2017-09-06
N
Y
Citibank NA
1.0000
N
0.0120
3988795.32
3988795.32
0.0065
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
0.0109
1996242.20
1996242.20
0.0032
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TW59
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-09-05
2017-09-05
2017-09-05
N
Y
Citibank NA
1.0000
N
0.0119
3987163.60
3987163.60
0.0065
N
N
N
N
CALIFORNIA HEALTH FACILITIES FINANCING AUTH
RB (KAISER PERMANENTE) SERIES 2006C 0.750000%
13033FK74
5493007RI8BUDOGHZ546
US13033FK749
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2041-06-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0075
1000000.00
1000000.00
0.0016
N
N
Y
N
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK
TAXABLE RB (CAPITAL CORRUGATED) SERIES 2016B 1.070000%
13034AMD9
549300C1OG9RDIM8ET06
US13034AMD99
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2046-08-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0107
2760000.00
2760000.00
0.0045
N
N
Y
N
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH
RB (KAISER PERMANENTE) SERIES 2002B 0.770000%
130911LA6
549300KTNI2GCJNX2U48
US130911LA65
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2030-11-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0077
2000000.00
2000000.00
0.0033
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.249100%
13606BCL8
0000800030
Certificate of Deposit
Y
2017-06-14
2017-08-14
2017-08-14
N
N
N
0.0103
4002296.04
4002296.04
0.0065
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608AUS3
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2017-07-26
2017-07-26
2017-07-26
N
N
N
0.0095
1997041.40
1997041.40
0.0032
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JU65
Asset Backed Commercial Paper
Y
2017-07-06
2017-07-06
2017-07-06
N
Y
Lloyds Bank Plc
1.0000
N
0.0104
4994815.00
4994815.00
0.0081
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JU73
Asset Backed Commercial Paper
Y
2017-07-07
2017-07-07
2017-07-07
N
Y
Lloyds Bank Plc
1.0000
N
0.0104
1997864.20
1997864.20
0.0032
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VT17
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-06-01
2017-06-01
2017-06-01
N
Y
Citibank NA
1.0000
N
0.0095
3999894.40
3999894.40
0.0065
N
Y
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VTM1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-06-21
2017-06-21
2017-06-21
N
Y
Citibank NA
1.0000
N
0.0102
1998815.80
1998815.80
0.0033
N
N
N
N
CHASE BANK USA NA
CHASE BANK USA NA 1.369800%
161453BS3
P75WI43B18E8SLP5FN93
Certificate of Deposit
Y
2017-07-06
2017-10-06
2017-10-06
N
N
N
0.0112
7007042.07
7007042.07
0.0114
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
0.0091
7000312.27
7000312.27
0.0114
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.233800%
17305TKH4
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-06-29
2017-08-29
2017-08-29
N
N
N
0.0106
5002320.05
5002320.05
0.0081
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.180000%
17305TMM1
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-09-05
2017-09-05
2017-09-05
N
N
N
0.0118
999994.21
999994.21
0.0016
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.210000%
17305TNY4
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-09-20
2017-09-20
2017-09-20
N
N
N
0.0122
1999959.82
1999959.82
0.0033
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FW51
Asset Backed Commercial Paper
Y
2017-09-05
2017-09-05
2017-09-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0119
996790.90
996790.90
0.0016
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.259100%
19423CDH2
Asset Backed Commercial Paper
Y
2017-06-13
2017-09-13
2017-09-13
N
Y
JP Morgan Securities LLC
1.0000
N
0.0109
5003410.05
5003410.05
0.0081
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.125000%
19423CDP4
Asset Backed Commercial Paper
Y
2017-06-02
2017-11-02
2017-11-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0113
1000221.01
1000221.01
0.0016
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.230000%
21685VVU0
Certificate of Deposit
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0099
4001676.04
4001676.04
0.0065
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.210000%
21685VXW4
Certificate of Deposit
Y
2017-10-19
2017-10-19
2017-10-19
N
N
N
0.0121
2999967.30
2999967.30
0.0049
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
2000507.82
2000507.82
0.0033
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 0.800000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_0.80_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2021-08-31
2.000000
2375000.00
2416942.55
U.S. Treasuries (including strips)
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0080
2368054.00
2368054.00
0.0039
N
Y
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0T70
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-06-07
2017-06-07
2017-06-07
N
Y
Credit Suisse AG
1.0000
N
0.0101
999830.00
999830.00
0.0016
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.910000%
23328AVD3
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-06-05
2017-06-05
2017-06-05
N
N
N
0.0099
3999957.20
3999957.20
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
0.0102
2000470.82
2000470.82
0.0033
N
N
N
N
DANAHER CORPORATION
DANAHER CORPORATION 0.000000%
23585LT24
S4BKK9OTCEWQ3YHPFM11
Non-Financial Company Commercial Paper
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0087
999951.60
999951.60
0.0016
N
N
Y
N
EAGLE CNTY
RB (BC HOUSING) SERIES 1997B 1.100000%
269476AB3
US269476AB37
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2027-06-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0110
1500000.00
1500000.00
0.0024
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.920000%
34959TKJ4
Certificate of Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0094
2999992.50
2999992.50
0.0049
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LT13
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0080
13999689.20
13999689.20
0.0228
N
Y
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LT89
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2017-06-08
2017-06-08
2017-06-08
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0095
499894.80
499894.80
0.0008
N
N
N
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.000000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0100
1000000.00
1000000.00
0.0016
N
N
Y
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0U30
Financial Company Commercial Paper
Y
2017-07-03
2017-07-03
2017-07-03
N
Y
ING Bank NV
1.0000
N
0.0095
3996502.00
3996502.00
0.0065
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0WJ3
Financial Company Commercial Paper
Y
2017-09-18
2017-09-18
2017-09-18
N
Y
ING Bank NV
1.0000
N
0.0119
996354.70
996354.70
0.0016
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0WR5
Financial Company Commercial Paper
Y
2017-09-25
2017-09-25
2017-09-25
N
Y
ING Bank NV
1.0000
N
0.0122
4980224.00
4980224.00
0.0081
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PTC7
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-06-12
2017-06-12
2017-06-12
N
N
N
0.0088
3998828.00
3998828.00
0.0065
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PXQ1
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0113
2986288.20
2986288.20
0.0049
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WS82
Asset Backed Commercial Paper
Y
2017-08-04
2017-08-04
2017-08-04
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0106
2994518.10
2994518.10
0.0049
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MDT3
Asset Backed Commercial Paper
Y
2017-07-11
2017-07-11
2017-07-11
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0101
14984895.00
14984895.00
0.0244
N
N
N
N
LABCON NORTH AMERICA
TAXABLE BONDS SERIES 2010 1.040000%
50537AAA2
US50537AAA25
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2040-01-01
Y
Bank of the West
1.0000
7
N
N
N
0.0104
1270000.00
1270000.00
0.0021
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.010000%
51500LEE7
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0097
5000005.55
5000005.55
0.0081
N
Y
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.010000%
51500LEV9
Certificate of Deposit
Y
2017-06-09
2017-06-09
2017-06-09
N
N
N
0.0099
1000005.11
1000005.11
0.0016
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
0.0094
2999528.40
2999528.40
0.0049
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QT75
Asset Backed Commercial Paper
Y
2017-06-07
2017-06-07
2017-06-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0094
2999448.90
2999448.90
0.0049
N
N
Y
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KTF3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-06-15
2017-06-15
2017-06-15
N
N
N
0.0084
1999295.80
1999295.80
0.0033
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KV37
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0105
998131.60
998131.60
0.0016
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LT61
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-06-06
2017-06-06
2017-06-06
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0094
2999528.40
2999528.40
0.0049
N
N
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LVN1
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-08-22
2017-08-22
2017-08-22
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0115
2992018.20
2992018.20
0.0049
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.612800%
60682A3Z7
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-06-08
2017-06-08
2017-06-08
N
N
N
0.0091
2000314.02
2000314.02
0.0033
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.329100%
60682A5H5
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-06-13
2017-09-13
2017-09-13
N
N
N
0.0119
4002380.04
4002380.04
0.0065
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.170800%
60682A6L5
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-06-19
2017-11-17
2017-11-17
N
N
N
0.0122
3000090.00
3000090.00
0.0049
N
N
N
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 0.830000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_0.83_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2022-01-05
2.000000
1005000.00
1020395.48
Agency Debentures and Agency Strips
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0083
1000000.00
1000000.00
0.0016
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.450800%
60689D4L4
US60689D4L45
Certificate of Deposit
Y
2017-06-19
2017-08-17
2017-08-17
N
N
N
0.0104
2001992.02
2001992.02
0.0033
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
0.0113
3001221.93
3001221.93
0.0049
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.350000%
60689D7C1
Certificate of Deposit
Y
2017-10-18
2017-10-18
2017-10-18
N
N
N
0.0124
1000427.01
1000427.01
0.0016
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.232800%
60700AAM6
Certificate of Deposit
Y
2017-06-06
2017-11-06
2017-11-06
N
N
N
0.0125
2000438.02
2000438.02
0.0033
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LT74
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0090
1999652.34
1999652.34
0.0033
N
N
Y
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
0.0103
4996141.50
4996141.50
0.0081
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LU56
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0106
998974.30
998974.30
0.0016
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0V26
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0114
3992006.00
3992006.00
0.0065
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 0.970000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0097
2000000.00
2000000.00
0.0033
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 0.950000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0095
1000000.00
1000000.00
0.0016
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.030000%
65590AFY7
0001002614
Certificate of Deposit
Y
2017-07-26
2017-07-26
2017-07-26
N
N
N
0.0106
4999790.00
4999790.00
0.0081
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 0.990000%
65590AGX8
0001002614
Certificate of Deposit
Y
2017-06-30
2017-06-30
2017-06-30
N
N
N
0.0100
999995.80
999995.80
0.0016
N
N
N
N
NUVEEN AMT-FREE QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 4 0.900000%
670657857
549300OTYQOOXS64NI63
US6706578571
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2026-09-11
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0090
1000000.00
1000000.00
0.0016
N
N
Y
N
NUVEEN QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 3 0.940000%
67066V853
549300SCLWG42TGZI008
US67066V8533
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2026-09-11
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0094
1000000.00
1000000.00
0.0016
N
N
Y
N
NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 8 0.930000%
67066Y832
549300ZT6V9X5U9BHR46
US67066Y8324
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2026-11-06
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0093
1000000.00
1000000.00
0.0016
N
N
Y
N
NUVEEN MUNICIPAL CREDIT INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 2 0.930000%
67070X879
54930078DL3R0VSYW338
US67070X8790
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2040-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0093
1000000.00
1000000.00
0.0016
N
N
Y
N
NUVEEN MUNICIPAL CREDIT INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.930000%
67070X887
54930078DL3R0VSYW338
US67070X8873
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2040-03-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0093
1000000.00
1000000.00
0.0016
N
N
Y
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.168600%
67984RDP1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-06-12
2017-09-12
2017-09-12
N
Y
Royal Bank of Canada
1.0000
N
0.0111
3001038.03
3001038.03
0.0049
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.104100%
67985BAX1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-06-12
2017-11-10
2017-11-10
N
Y
Royal Bank of Canada
1.0000
N
0.0117
2000044.02
2000044.02
0.0033
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.192800%
69034CAX6
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-06-08
2017-09-08
2017-09-08
N
N
N
0.0108
1000490.01
1000490.01
0.0016
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LTS1
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2017-06-26
2017-06-26
2017-06-26
N
N
N
0.0090
3997411.60
3997411.60
0.0065
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
0.0104
2996889.00
2996889.00
0.0049
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JV27
Asset Backed Commercial Paper
Y
2017-08-02
2017-08-02
2017-08-02
N
Y
BNP Paribas SA
1.0000
N
0.0109
2994256.50
2994256.50
0.0049
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.203600%
78009NT89
Certificate of Deposit
Y
2017-06-26
2018-05-25
2018-05-25
N
N
N
0.0123
1000116.01
1000116.01
0.0016
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
0.0122
999493.80
999493.80
0.0016
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LV17
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
Barclays Bank Plc
1.0000
N
0.0134
2993071.50
2993071.50
0.0049
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LVQ2
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-08-24
2017-08-24
2017-08-24
N
Y
Barclays Bank Plc
1.0000
N
0.0141
996670.80
996670.80
0.0016
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.182800%
83050FRQ6
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2017-06-06
2017-09-06
2017-09-06
N
N
N
0.0109
3001266.03
3001266.03
0.0049
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LVG7
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2017-08-16
2017-08-16
2017-08-16
N
Y
BNP Paribas SA
1.0000
N
0.0122
997399.10
997399.10
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.689300%
86563RQ50
Certificate of Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0109
1001134.01
1001134.01
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.603600%
86563YMK6
Certificate of Deposit
Y
2017-06-19
2017-06-19
2017-06-19
N
N
N
0.0098
2000660.02
2000660.02
0.0033
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
0.0103
3001608.33
3001608.33
0.0049
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
0.0103
1000451.41
1000451.41
0.0016
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.215000%
86563YVM2
Certificate of Deposit
Y
2017-06-05
2017-11-03
2017-11-03
N
N
N
0.0123
4000832.04
4000832.04
0.0065
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.212800%
86564ERN8
Certificate of Deposit
Y
2017-06-07
2017-07-07
2017-07-07
N
N
N
0.0101
1000263.01
1000263.01
0.0016
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.950000%
86564EVP8
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0087
2000004.62
2000004.62
0.0033
N
Y
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 0.950000%
86564EVS2
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0087
3000006.93
3000006.93
0.0049
N
Y
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.170000%
86564EWR3
Certificate of Deposit
Y
2017-09-06
2017-09-06
2017-09-06
N
N
N
0.0117
5000010.05
5000010.05
0.0081
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.190000%
86564EXA9
Certificate of Deposit
Y
2017-09-13
2017-09-13
2017-09-13
N
N
N
0.0121
1000000.00
1000000.00
0.0016
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
0.0102
2000589.42
2000589.42
0.0033
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.289100%
86958JJJ9
0001448613
Certificate of Deposit
Y
2017-06-15
2017-09-15
2017-09-15
N
N
N
0.0107
4003276.04
4003276.04
0.0065
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 0.900000%
87019UJ83
0001367624
Certificate of Deposit
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0091
1000000.00
1000000.00
0.0016
N
N
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.230000%
89113WL61
Certificate of Deposit
Y
2017-10-11
2017-10-11
2017-10-11
N
N
N
0.0119
4000588.04
4000588.04
0.0065
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
0.0100
2000595.22
2000595.22
0.0033
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.240800%
89113WXA9
Certificate of Deposit
Y
2017-06-19
2017-08-17
2017-08-17
N
N
N
0.0104
4002164.04
4002164.04
0.0065
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.180000%
89113WXU5
Certificate of Deposit
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0112
3000428.43
3000428.43
0.0049
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.220800%
89113WYY6
Certificate of Deposit
Y
2017-06-19
2017-10-17
2017-10-17
N
N
N
0.0113
5002780.05
5002780.05
0.0081
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PT69
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2017-06-06
2017-06-06
2017-06-06
N
Y
Total SA
1.0000
N
0.0087
2999562.90
2999562.90
0.0049
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.329100%
89233ATK5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-06-13
2017-11-06
2017-11-06
N
N
N
0.0112
4004660.04
4004660.04
0.0065
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GUA2
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-07-10
2017-07-10
2017-07-10
N
N
N
0.0096
2996816.70
2996816.70
0.0049
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233GUX2
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-07-31
2017-07-31
2017-07-31
N
N
N
0.0104
5989457.40
5989457.40
0.0097
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.530000%
90275DCH1
Certificate of Deposit
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0113
2001998.82
2001998.82
0.0033
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
0.0106
4002487.64
4002487.64
0.0065
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.269100%
90275DFA3
Certificate of Deposit
Y
2017-06-13
2017-08-14
2017-08-14
N
N
N
0.0104
4002380.04
4002380.04
0.0065
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PTU5
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-06-28
2017-06-28
2017-06-28
N
N
N
0.0090
499649.60
499649.60
0.0008
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
0.0095
2994594.00
2994594.00
0.0049
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PVR9
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-08-25
2017-08-25
2017-08-25
N
N
N
0.0100
2992862.10
2992862.10
0.0049
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PVU2
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-08-28
2017-08-28
2017-08-28
N
N
N
0.0100
997520.40
997520.40
0.0016
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.130300%
912828M23
US912828M235
U.S. Treasury Debt
Y
2017-06-01
2017-10-31
2017-10-31
N
N
N
0.0090
3002877.00
3002877.00
0.0049
N
Y
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
VENTURE XV CLO LTD / VENTURE XV CLO LLC
549300UYHZCJPN3LMT03
2028-07-15
2.678400
5843.00
5900.90
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.296200
7211.00
6596.10
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT
549300I2YWZ9E1B0EY33
2039-06-15
1.421200
1466629.00
1394272.06
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
1.906200
267997.00
263168.91
Asset-Backed Securities
GREAT LAKE CLO 2014 1 LTD GREAT LAKES CLO 2014
2025-04-15
3.008400
1400291.00
1413897.60
Asset-Backed Securities
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.306200
56720.00
56494.19
Asset-Backed Securities
BYVW OPP MST FD IVB 2016-RPL3 A1 20310728 FLT
2031-07-28
3.474800
2826411.00
1198603.55
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.252300
1074985.00
1010887.22
Asset-Backed Securities
MOUNTAIN HAWK II CLO LTD MTNHAWK II CLO LLC
2024-07-20
2.316200
9162.00
9187.45
Asset-Backed Securities
PERRIGO FINANCE PLC SR NT 3.9%24
549300E86RB6YCTMRM83
2024-12-15
3.900000
200000.00
207610.67
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT3.9%26
MLU0ZO3ML4LN2LL2TL39
2026-05-25
3.900000
200000.00
206802.00
Corporate Debt Securities
Y
2017-08-28
2017-08-28
2017-08-28
Y
JP MORGAN SECURITIES LLC
1.0000
89
N
N
N
0.0157
5000187.00
5000187.00
0.0081
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.110000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.11_0606
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ECP CLO 2015-7 FLT 04/27
2027-04-20
6.056200
3515000.00
3281558.78
Asset-Backed Securities
ICG US CLO FLT 07/28
2028-07-29
7.789000
175000.00
172362.34
Asset-Backed Securities
Y
2017-06-06
2017-06-06
2017-06-06
N
Y
Credit Suisse AG
1.0000
N
0.0111
3000071.70
3000071.70
0.0049
N
N
Y
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.500000%
8NAV47T0Y26Q87Y0QP81
0000065100
921AMD002_1.50_0706
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
5.023600
4702962.00
4600000.93
Private Label Collateralized Mortgage Obligations
Y
2017-07-05
2017-07-05
2017-07-06
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0150
4000765.60
4000765.60
0.0065
N
N
N
Y
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.810000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.81_0601
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2021-07-31
1.125000
200.00
196.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-31
1.250000
5104000.00
5100012.50
U.S. Treasuries (including strips)
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0081
5000000.00
5000000.00
0.0081
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 0.820000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_0.82_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4322 M
2047-03-20
4.000000
974189.00
1030023.91
Agency Mortgage-Backed Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0082
1000000.00
1000000.00
0.0016
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LV81
Asset Backed Commercial Paper
Y
2017-08-08
2017-08-08
2017-08-08
N
Y
Natixis SA
1.0000
N
0.0111
4989343.50
4989343.50
0.0081
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KTK8
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-06-19
2017-06-19
2017-06-19
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0118
999374.60
999374.60
0.0016
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KU67
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-07-06
2017-07-06
2017-07-06
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0124
1997526.00
1997526.00
0.0032
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.700000%
VYVVCKR63DVZZN70PB21
0000072971
927CYE007_1.70_1023
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT XIX LLC 2014-NPL11 A-2 20550426 FLT
2055-04-26
5.000000
4624827.00
4639317.66
Asset-Backed Securities
Y
2017-09-05
2017-09-05
2017-10-23
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0170
4000560.40
4000560.40
0.0065
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 0.820000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_0.82_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 02.500 CNMA3009
2027-05-01
2.500000
4892114.00
4948409.03
Agency Mortgage-Backed Securities
05.500 FGPC A14359 G
2033-10-01
5.500000
2670039.00
201558.47
Agency Mortgage-Backed Securities
03.000 FGPC G14994 G
2029-01-01
3.000000
1641484.00
1028599.86
Agency Mortgage-Backed Securities
GNII SF MA3736 M
2046-06-20
3.500000
1530.00
1425.88
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-01-01
6.500000
1612.00
82.32
Agency Mortgage-Backed Securities
GNMA
2039-11-20
3.125000
1037.00
65.35
Agency Mortgage-Backed Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0082
6000000.00
6000000.00
0.0098
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.070000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.07_0607
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CATAMARAN CLO LTD 2015-1 SUB 20270422 FLT
2027-04-22
0.00
18107.00
13525.51
Asset-Backed Securities
BABSON CLO LTD 2014-III E-1 20260115 FLT
2026-01-15
6.258400
227025.00
221676.11
Asset-Backed Securities
PARRALLEL 2015 1 LTD
2027-07-20
6.306200
4967.00
4682.95
Asset-Backed Securities
SVHE 2005-4 M3
2036-03-25
1.523600
3251.00
2921.26
Asset-Backed Securities
BELLEMEADE RE II LTD 2016-1 M-2A 20260425 FLT
2026-04-25
5.523600
36777.00
21861.16
Asset-Backed Securities
NATIONAL COLL ST LN TR 2006-3 A-5 20311025 FLT
2031-10-25
1.343600
205965.00
172593.79
Asset-Backed Securities
ROYAL BK SCOTLAND GROUP PLC SR GLBL NT 23
2138005O9XJIJN4JPN90
2023-05-15
3.498000
1524.00
1531.29
Corporate Debt Securities
QCP SNF WEST REIT LLC/QCP SNF 2LIEN SR 144A 23
2023-11-01
8.125000
4213000.00
4399513.02
Corporate Debt Securities
KNIGHT RIDDER INC SR GLBL DEB 29
549300O2Y2UWR3BER320
2029-03-15
6.875000
4000.00
3298.06
Corporate Debt Securities
FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25
2025-06-01
6.000000
3000.00
3300.00
Corporate Debt Securities
DISH DBS CORP SR GLBL NT 26
2026-07-01
7.750000
1659000.00
1994601.87
Corporate Debt Securities
CITIGROUP INC PERP SR -T NT
6SHGI4ZSSLCXXQSBB395
2049-01-01
6.250000
56000.00
61930.56
Corporate Debt Securities
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0107
6000150.00
6000150.00
0.0098
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.342800%
0000008565
930GVE006
Certificate of Deposit
Y
2017-06-08
2017-06-08
2017-06-08
N
N
N
0.0123
2000048.26
2000048.26
0.0033
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.175000%
0001142175
930VLD006
Certificate of Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0110
1000141.37
1000141.37
0.0016
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.205000%
0001142175
930ZQJ009
Certificate of Deposit
Y
2017-09-06
2017-09-06
2017-09-06
N
N
N
0.0120
2000031.04
2000031.04
0.0033
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
0.0099
5001782.95
5001782.95
0.0081
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
0.0111
3000459.48
3000459.48
0.0049
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
0.0102
2000585.34
2000585.34
0.0033
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.230000%
0000319432
931UCT002
Certificate of Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0109
2000504.00
2000504.00
0.0033
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
0.0101
3000540.90
3000540.90
0.0049
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.578400%
94989RAA6
KB1H1DSPRFMYMCUFXT09
US94989RAA68
0000827124
Certificate of Deposit
Y
2017-07-14
2017-10-16
2017-10-16
N
N
N
0.0110
17033048.00
17033048.00
0.0277
N
N
N
N
WESTERN ASSET MANAGED MUNICIPALS FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.910000%
95766M709
549300HVO8EY2T8K4F73
US95766M7092
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2045-03-04
Y
Citibank NA
1.0000
7
N
N
N
0.0091
1000000.00
1000000.00
0.0016
N
N
Y
N
WESTERN ASSET INTERMEDIATE MUNICIPAL FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.910000%
958435307
5493000MG5MROBD48K57
US9584353075
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2045-02-25
Y
Citibank NA
1.0000
7
N
N
N
0.0091
1000000.00
1000000.00
0.0016
N
N
Y
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.239900%
96121T2V9
Certificate of Deposit
Y
2017-06-21
2017-08-21
2017-08-21
N
N
N
0.0104
3001593.03
3001593.03
0.0049
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
0.0095
998360.40
998360.40
0.0016
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.060000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.06_0601
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BCAP LLC TRUST 2013-RR7 1A2 20360128 FLT
2036-01-28
6.823500
1122648.00
1150034.16
Private Label Collateralized Mortgage Obligations
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0106
1000000.00
1000000.00
0.0016
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.07_0602
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT XIX LLC 2014-NPL11 A-2 20550426 FLT
2055-04-26
5.000000
1146647.00
1150239.71
Asset-Backed Securities
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0107
1000000.00
1000000.00
0.0016
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.07_0606
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ORES LLC 2014-LV3 B 20240327 6.0
2024-03-27
6.000000
1500000.00
934927.21
Asset-Backed Securities
OCEAN TRAILS CLO IV
2025-08-13
0.00
3588434.00
2232389.91
Asset-Backed Securities
OHA CR PARTNS XI 2015-11 SUB 20281020 FLT
549300OYGEU6QQMCEG78
2028-10-20
0.00
2296786.00
1433640.04
Asset-Backed Securities
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0107
4000082.40
4000082.40
0.0065
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.070000%
VYVVCKR63DVZZN70PB21
0000072971
976PTX002_1.07_0607
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
3.402200
1441204.00
1150239.79
Private Label Collateralized Mortgage Obligations
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0107
1000025.00
1000025.00
0.0016
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 0.820000%
VYVVCKR63DVZZN70PB21
0000072971
976PTZ007_0.82_0601
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBD7081
2047-03-01
4.000000
6922926.00
7280166.67
Agency Mortgage-Backed Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0082
7000000.00
7000000.00
0.0114
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.400000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.40_0720
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
NCMT 2007-1 2A2
2037-04-25
1.183500
1308000.00
1261240.91
Asset-Backed Securities
ICG US CLO FLT 07/28
2028-07-29
7.789000
3825000.00
3767348.28
Asset-Backed Securities
144A DRSLF 2014-34A E
549300YCMJWI16Z35I30
2026-10-15
5.821700
3000000.00
2930861.41
Asset-Backed Securities
ATRIUM XII 12A FLT 10/26
549300O252OCTN35RH57
2026-10-22
5.950000
2000000.00
2014167.07
Asset-Backed Securities
SHACKLETON FLT 04/29
549300IM8C0HSUTXDD32
2029-04-20
7.503100
1750000.00
1730401.55
Asset-Backed Securities
HALCYON LOAN FLT 10/25
2025-10-22
6.655300
1000000.00
946512.46
Asset-Backed Securities
Y
2017-07-05
2017-07-05
2017-07-20
Y
Credit Suisse Securities (USA) LLC
1.0000
35
N
Y
Credit Suisse AG
1.0000
N
0.0140
11000689.70
11000689.70
0.0179
N
N
N
Y
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.940000%
0000859994
ATD0L52Y2
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0094
5000000.00
5000000.00
0.0081
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.920000%
0000859994
ATD0L5388
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0092
7000000.00
7000000.00
0.0114
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 0.960000%
0001245022
ATD0L53C9
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0096
6000000.00
6000000.00
0.0098
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.910000%
0000917311
ATD0L5TB3
Non-Negotiable Time Deposit
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0091
8000000.00
8000000.00
0.0130
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.900000%
0000926171
ATD0L5TJ6
Non-Negotiable Time Deposit
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0090
6000000.00
6000000.00
0.0098
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.910000%
0001498632
ATD0L6MD4
Non-Negotiable Time Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0088
2000009.60
2000009.60
0.0033
N
N
Y
N
FIFTH THIRD BANK (CAYMAN ISLANDS)
FIFTH THIRD BANK (CAYMAN ISLANDS) 0.890000%
0000035528
ATD0L6MN2
Non-Negotiable Time Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0087
3000007.80
3000007.80
0.0049
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.830000%
0000800030
ATD0L7B85
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0083
8000000.00
8000000.00
0.0130
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 0.810000%
0000947263
ATD0L7B93
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0081
3000000.00
3000000.00
0.0049
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.820000%
0000833029
ATD0L7BD4
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0082
14000000.00
14000000.00
0.0228
N
Y
Y
N
SUNTRUST BANK (CAYMAN ISLANDS BRANCH)
SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.800000%
IYDOJBGJWY9T8XKCSX06
0001335407
ATD0L7BE2
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0080
3000000.00
3000000.00
0.0049
N
Y
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.770000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0L7BO0
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0077
16000000.00
16000000.00
0.0260
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.830000%
0001448613
ATD0L7CL5
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0083
8000000.00
8000000.00
0.0130
N
Y
Y
N
The Charles Schwab Family of Funds
2017-06-07
Mark Fischer
Mark Fischer
Chief Financial Officer