0001145549-17-004065.txt : 20170607
0001145549-17-004065.hdr.sgml : 20170607
20170607170637
ACCESSION NUMBER: 0001145549-17-004065
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: 17897892
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
S000052458
Schwab Variable Share Price Money Fund
C000164902
Ultra Shares
SVUXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-05-31
0000857156
S000052458
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
N
31
51
152270353.77
162916878.61
129262879.77
164255591.63
283587460.27
281322077.83
265166900.64
314668581.24
0.00
0.2259
0.2302
0.1858
0.2118
0.4207
0.3975
0.3812
0.4057
0.0000
0.41
825111982.47
147155325.00
644433.29
1922326.68
823834089.49
823546781.9110
0.0000
0.0110
1.0003
1.0003
1.0003
1.0003
0.0000
C000164902
10000000.00
823834089.49
823546781.9110
1.0003
1.0003
1.0003
1.0003
0.0000
60209000.00
7830310.50
55959234.54
22390000.00
9780899.03
22591130.95
117425000.00
36574056.39
0.00
0.00
293374133.57
90885497.84
0.0089
Y
Investment Advisor and its affiliates Contractual 118,105
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
6004824.06
6004824.06
0.0073
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
0.0006
N
N
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089ET66
Asset Backed Commercial Paper
Y
2017-06-06
2017-06-06
2017-06-06
N
Y
Credit Suisse AG
1.0000
N
0.0094
2999528.40
2999528.40
0.0036
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
1999170.80
1999170.80
0.0024
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TTM7
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-06-21
2017-06-21
2017-06-21
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0102
999402.10
999402.10
0.0012
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TW76
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-09-07
2017-09-07
2017-09-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0123
4983362.50
4983362.50
0.0060
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
995742.60
995742.60
0.0012
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
6497936.90
6497936.90
0.0079
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
2996469.00
2996469.00
0.0036
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BVX8
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-08-31
2017-08-31
2017-08-31
N
N
N
0.0122
6980948.31
6980948.31
0.0085
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
0.0125
8999694.09
8999694.09
0.0109
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
1999572.00
1999572.00
0.0024
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
0.0012
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
3000036.03
3000036.03
0.0036
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.290000%
06053PWE3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-10-23
2017-10-23
2017-10-23
N
N
N
0.0135
3998956.00
3998956.00
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
2000026.02
2000026.02
0.0024
N
Y
Y
N
BANK OF NOVA SCOTIA (NEW YORK BRANCH)
BANK OF NOVA SCOTIA (NEW YORK BRANCH) 1.495000%
06417GSF6
Certificate of Deposit
Y
2017-06-02
2017-10-02
2017-10-02
N
N
N
0.0115
5007065.05
5007065.05
0.0061
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
0.0093
1000276.71
1000276.71
0.0012
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 0.940000%
06426GNW3
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0098
1999997.60
1999997.60
0.0024
N
Y
Y
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
0.0012
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
1000013.01
1000013.01
0.0012
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
9003978.09
9003978.09
0.0109
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
2000082.00
2000082.00
0.0024
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%
06538NC54
Certificate of Deposit
Y
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0120
3001839.93
3001839.93
0.0036
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
500179.86
500179.86
0.0006
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.330000%
06538NQL4
Certificate of Deposit
Y
2017-07-12
2017-07-12
2017-07-12
N
N
N
0.0104
2000660.22
2000660.22
0.0024
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.330000%
06538NRW9
Certificate of Deposit
Y
2017-07-20
2017-07-20
2017-07-20
N
N
N
0.0105
2000756.22
2000756.22
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
0.0112
1000499.11
1000499.11
0.0012
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NX93
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
N
N
0.0134
1000079.91
1000079.91
0.0012
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
0.0117
2000899.82
2000899.82
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%
06538NYD3
Certificate of Deposit
Y
2017-09-08
2017-09-08
2017-09-08
N
N
N
0.0118
2000946.02
2000946.02
0.0024
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
2000458.82
2000458.82
0.0024
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
0.0102
1000136.31
1000136.31
0.0012
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
3000175.23
3000175.23
0.0036
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LVB1
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-08-11
2017-08-11
2017-08-11
N
Y
Societe Generale SA
1.0000
N
0.0117
2992962.00
2992962.00
0.0036
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
498500.60
498500.60
0.0006
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
2987580.90
2987580.90
0.0036
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
2999922.60
2999922.60
0.0036
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LT89
Asset Backed Commercial Paper
Y
2017-06-08
2017-06-08
2017-06-08
N
Y
Societe Generale SA
1.0000
N
0.0095
999789.60
999789.60
0.0012
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LTC0
Asset Backed Commercial Paper
Y
2017-06-12
2017-06-12
2017-06-12
N
Y
Societe Generale SA
1.0000
N
0.0096
999681.00
999681.00
0.0012
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2VH4
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-08-17
2017-08-17
2017-08-17
N
Y
Citibank NA
1.0000
N
0.0098
6486240.80
6486240.80
0.0079
N
N
N
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
1495798.25
1495798.25
0.0018
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TV92
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-08-09
2017-08-09
2017-08-09
N
Y
Citibank NA
1.0000
N
0.0112
3991327.60
3991327.60
0.0048
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TVV3
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-08-29
2017-08-29
2017-08-29
N
Y
Citibank NA
1.0000
N
0.0118
997062.50
997062.50
0.0012
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
2491977.25
2491977.25
0.0030
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
0.0012
N
N
Y
N
CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTH
RB (KAISER PERMANENTE) SERIES 2008B 0.770000%
130795SZ1
549300KTNI2GCJNX2U48
US130795SZ11
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2032-04-01
Y
Kaiser Permanente
1.0000
7
N
N
N
0.0077
1875000.00
1875000.00
0.0023
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
10000000.00
10000000.00
0.0121
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.470400%
13606A4L9
0000800030
Certificate of Deposit
Y
2017-07-07
2017-07-07
2017-07-07
N
N
N
0.0096
1000522.01
1000522.01
0.0012
N
N
N
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
2001148.02
2001148.02
0.0024
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.160000%
13606BCY0
0000800030
Certificate of Deposit
Y
2017-08-18
2017-08-18
2017-08-18
N
N
N
0.0099
2000744.02
2000744.02
0.0024
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 1.493800%
13608CAN2
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2017-06-27
2017-07-27
2017-07-27
N
N
N
0.0100
1000798.01
1000798.01
0.0012
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
998963.00
998963.00
0.0012
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
4994660.50
4994660.50
0.0061
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
1999947.20
1999947.20
0.0024
N
Y
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VTC3
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-06-12
2017-06-12
2017-06-12
N
Y
Citibank NA
1.0000
N
0.0098
799739.44
799739.44
0.0010
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VTM1
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-06-21
2017-06-21
2017-06-21
N
Y
Citibank NA
1.0000
N
0.0102
2998223.70
2998223.70
0.0036
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VVQ9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-08-24
2017-08-24
2017-08-24
N
Y
Citibank NA
1.0000
N
0.0118
997213.90
997213.90
0.0012
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VW54
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-09-05
2017-09-05
2017-09-05
N
Y
Citibank NA
1.0000
N
0.0121
498368.50
498368.50
0.0006
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
2000089.22
2000089.22
0.0024
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.250000%
17305TGR7
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-06-12
2017-06-12
2017-06-12
N
N
N
0.0093
7000735.77
7000735.77
0.0085
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
0.0090
1000043.41
1000043.41
0.0012
N
N
Y
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.180000%
17305TML3
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0117
8000140.88
8000140.88
0.0097
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
0.0100
3997560.40
3997560.40
0.0049
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
0.0102
999238.80
999238.80
0.0012
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FUC8
Asset Backed Commercial Paper
Y
2017-07-12
2017-07-12
2017-07-12
N
Y
JP Morgan Securities LLC
1.0000
N
0.0105
1997552.40
1997552.40
0.0024
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
2001364.02
2001364.02
0.0024
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
8003352.08
8003352.08
0.0097
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
0.0093
1000045.91
1000045.91
0.0012
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
1999978.20
1999978.20
0.0024
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
0.0092
1000193.51
1000193.51
0.0012
N
N
N
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
0.0012
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0UX1
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-07-31
2017-07-31
2017-07-31
N
Y
Credit Suisse AG
1.0000
N
0.0109
4990782.00
4990782.00
0.0061
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DVM4
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2017-08-21
2017-08-21
2017-08-21
N
N
N
0.0099
997754.10
997754.10
0.0012
N
N
N
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
5999935.80
5999935.80
0.0073
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0T10
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0087
6999831.30
6999831.30
0.0085
N
Y
Y
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
1999903.20
1999903.20
0.0024
N
N
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.920000%
34959TKH8
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0094
4999998.00
4999998.00
0.0061
N
Y
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
3999911.20
3999911.20
0.0049
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LT21
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0080
3999822.40
3999822.40
0.0049
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LT54
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-06-05
2017-06-05
2017-06-05
N
N
N
0.0080
4999443.00
4999443.00
0.0061
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LT62
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0080
4999330.00
4999330.00
0.0061
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LT70
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0083
5999055.00
5999055.00
0.0073
N
N
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
2499474.00
2499474.00
0.0030
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434PTN6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-06-22
2017-06-22
2017-06-22
N
N
N
0.0092
1169344.33
1169344.33
0.0014
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
2000000.00
2000000.00
0.0024
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
2997376.50
2997376.50
0.0036
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
0.0012
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.091700%
46640CDL3
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-06-06
2017-11-06
2017-11-06
N
N
N
0.0115
999975.00
999975.00
0.0012
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PTT0
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-06-27
2017-06-27
2017-06-27
N
N
N
0.0090
5995959.00
5995959.00
0.0073
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PTU7
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-06-28
2017-06-28
2017-06-28
N
N
N
0.0090
4996496.00
4996496.00
0.0061
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PW17
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0118
3391067.35
3391067.35
0.0041
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
995429.40
995429.40
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WS33
Asset Backed Commercial Paper
Y
2017-07-18
2017-07-18
2017-07-18
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0102
10986585.50
10986585.50
0.0133
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
998172.70
998172.70
0.0012
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
3995972.00
3995972.00
0.0049
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MEA3
Asset Backed Commercial Paper
Y
2017-08-10
2017-08-10
2017-08-10
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0108
3991847.60
3991847.60
0.0048
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MED7
Asset Backed Commercial Paper
Y
2017-08-22
2017-08-22
2017-08-22
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0111
2992791.60
2992791.60
0.0036
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MEJ4
Asset Backed Commercial Paper
Y
2017-09-12
2017-09-12
2017-09-12
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0118
1495181.67
1495181.67
0.0018
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.920000%
51489NYV8
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0092
3000000.33
3000000.33
0.0036
N
Y
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.920000%
51489NYY2
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0092
2000000.40
2000000.40
0.0024
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.010000%
51500LEZ0
Certificate of Deposit
Y
2017-06-13
2017-06-13
2017-06-13
N
N
N
0.0100
2500008.53
2500008.53
0.0030
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.950000%
51500LGA3
Certificate of Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0097
4999997.50
4999997.50
0.0061
N
Y
Y
N
LLOYDS BANK PLC
LLOYDS BANK PLC 0.000000%
53943RTC3
H7FNTJ4851HG0EXQ1Z70
0001167831
Financial Company Commercial Paper
Y
2017-06-12
2017-06-12
2017-06-12
N
N
N
0.0091
1999394.00
1999394.00
0.0024
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QUC2
Asset Backed Commercial Paper
Y
2017-07-12
2017-07-12
2017-07-12
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0105
2496925.83
2496925.83
0.0030
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QV98
Asset Backed Commercial Paper
Y
2017-08-09
2017-08-09
2017-08-09
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0112
3991327.60
3991327.60
0.0048
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KTF3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-06-15
2017-06-15
2017-06-15
N
N
N
0.0084
999647.90
999647.90
0.0012
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
2794768.48
2794768.48
0.0034
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
2499607.00
2499607.00
0.0030
N
N
Y
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
1000157.01
1000157.01
0.0012
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.060000%
60682A5B8
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-06-12
2017-06-12
2017-06-12
N
N
N
0.0089
3000170.43
3000170.43
0.0036
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
1000595.01
1000595.01
0.0012
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.420000%
60682A5Q5
549300DPS5RIH7XBJV62
0001021565
Certificate of Deposit
Y
2017-10-13
2017-10-13
2017-10-13
N
N
N
0.0126
4002420.44
4002420.44
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
UNITED STATES TREASURY
2022-12-31
2.125000
1995800.00
2040074.73
U.S. Treasuries (including strips)
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0083
2000000.00
2000000.00
0.0024
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.320000%
60689D3D3
Certificate of Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0101
1000518.01
1000518.01
0.0012
N
N
N
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
5004980.05
5004980.05
0.0061
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.100000%
60689D5B5
Certificate of Deposit
Y
2017-06-13
2017-06-13
2017-06-13
N
N
N
0.0093
1000061.51
1000061.51
0.0012
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
0.0012
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
4000876.04
4000876.04
0.0049
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
6493332.95
6493332.95
0.0079
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LUC1
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-07-12
2017-07-12
2017-07-12
N
N
N
0.0106
4993811.00
4993811.00
0.0061
N
N
N
N
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 0.000000%
63307LUA7
BSGEFEIOM18Y80CKCV46
0000926171
Financial Company Commercial Paper
Y
2017-07-10
2017-07-10
2017-07-10
N
N
N
0.0092
1997966.60
1997966.60
0.0024
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
3143704.73
3143704.73
0.0038
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 0.910000%
63873NFT3
Certificate of Deposit
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0092
7000000.00
7000000.00
0.0085
N
N
Y
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
0.0024
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
0.0012
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RTK6
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-06-19
2017-06-19
2017-06-19
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0101
694629.52
694629.52
0.0008
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RV31
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-08-03
2017-08-03
2017-08-03
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0112
7984113.60
7984113.60
0.0097
N
N
N
N
NORDEA BANK AB
NORDEA BANK AB 0.000000%
65558FXT7
6SCPQ280AIY8EP3XFW53
0001002614
Financial Company Commercial Paper
Y
2017-10-27
2017-10-27
2017-10-27
N
N
N
0.0116
3980878.40
3980878.40
0.0048
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
499997.90
499997.90
0.0006
N
N
N
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
0.0012
N
N
Y
N
NUVEEN CALIFORNIA QUALITY MUNICIPAL INCOME FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 6 0.910000%
67066Y865
549300ZT6V9X5U9BHR46
US67066Y8654
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2040-08-01
Y
Citibank NA
1.0000
7
N
N
N
0.0091
1000000.00
1000000.00
0.0012
N
N
Y
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
10000220.10
10000220.10
0.0121
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.140000%
69033LXH7
Certificate of Deposit
Y
2017-08-15
2017-08-15
2017-08-15
N
N
N
0.0109
3500372.09
3500372.09
0.0042
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.202800%
69034CAU2
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-06-06
2017-09-06
2017-09-06
N
N
N
0.0107
5002610.05
5002610.05
0.0061
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
4996764.50
4996764.50
0.0061
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
998963.00
998963.00
0.0012
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.260000%
78009NJ72
Certificate of Deposit
Y
2017-07-05
2017-07-05
2017-07-05
N
N
N
0.0101
4000950.44
4000950.44
0.0049
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.269900%
78009NS56
Certificate of Deposit
Y
2017-06-20
2017-12-20
2017-12-20
N
N
N
0.0120
2001340.02
2001340.02
0.0024
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.243600%
78009NS98
Certificate of Deposit
Y
2017-06-19
2018-04-19
2018-04-19
N
N
N
0.0123
6003636.06
6003636.06
0.0073
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LUA8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-07-10
2017-07-10
2017-07-10
N
Y
Barclays Bank Plc
1.0000
N
0.0130
3994244.40
3994244.40
0.0048
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LVN9
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-08-22
2017-08-22
2017-08-22
N
Y
Barclays Bank Plc
1.0000
N
0.0140
3987052.00
3987052.00
0.0048
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LVP4
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-08-23
2017-08-23
2017-08-23
N
Y
Barclays Bank Plc
1.0000
N
0.0141
2990115.99
2990115.99
0.0036
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
2992197.30
2992197.30
0.0036
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
0.0024
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.350000%
86563YPW7
Certificate of Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0106
5002714.55
5002714.55
0.0061
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.295000%
86563YTH6
Certificate of Deposit
Y
2017-06-05
2017-10-03
2017-10-03
N
N
N
0.0121
1000522.01
1000522.01
0.0012
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
6001248.06
6001248.06
0.0073
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.130000%
86564ETN6
Certificate of Deposit
Y
2017-07-14
2017-07-14
2017-07-14
N
N
N
0.0098
2000357.22
2000357.22
0.0024
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
0.0024
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
1000002.31
1000002.31
0.0012
N
Y
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.180000%
86564EVZ6
Certificate of Deposit
Y
2017-08-28
2017-08-28
2017-08-28
N
N
N
0.0114
1500142.07
1500142.07
0.0018
N
N
N
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
7000014.07
7000014.07
0.0085
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
2500000.00
2500000.00
0.0030
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
5001473.55
5001473.55
0.0061
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
1000819.01
1000819.01
0.0012
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88603H5P9
Asset Backed Commercial Paper
Y
2017-08-24
2017-08-24
2017-08-24
N
Y
Royal Bank of Canada
1.0000
N
0.0116
6980827.70
6980827.70
0.0085
N
N
N
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
2000294.02
2000294.02
0.0024
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.180000%
89113WVZ6
Certificate of Deposit
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0101
2000590.82
2000590.82
0.0024
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.252800%
89113WWE2
Certificate of Deposit
Y
2017-06-07
2017-08-07
2017-08-07
N
N
N
0.0102
5002775.05
5002775.05
0.0061
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
1000541.01
1000541.01
0.0012
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.264400%
89113WYT7
Certificate of Deposit
Y
2017-06-09
2017-12-11
2017-12-11
N
N
N
0.0118
2001570.02
2001570.02
0.0024
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
4002224.04
4002224.04
0.0049
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
3999417.20
3999417.20
0.0049
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.375000%
89233ATB5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-06-05
2017-10-30
2017-10-30
N
N
N
0.0112
12015828.12
12015828.12
0.0146
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
1498408.35
1498408.35
0.0018
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.350000%
90275DDY3
Certificate of Deposit
Y
2017-08-11
2017-08-11
2017-08-11
N
N
N
0.0102
5003210.05
5003210.05
0.0061
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
0.0104
3001899.93
3001899.93
0.0036
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.284400%
90275DEW6
Certificate of Deposit
Y
2017-06-09
2017-08-09
2017-08-09
N
N
N
0.0135
1000009.01
1000009.01
0.0012
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
999299.20
999299.20
0.0012
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
4987602.00
4987602.00
0.0061
N
N
N
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 MA3802 M
2046-07-20
3.000000
12399392.00
11781730.65
Agency Mortgage-Backed Securities
GNII SF MA3873 M
2046-07-20
3.000000
23264318.00
22495336.72
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2034-06-01
5.000000
100000000.00
6378821.68
Agency Mortgage-Backed Securities
03.500 FGPC G60811 G
2046-09-01
3.500000
6166921.00
6344708.89
Agency Mortgage-Backed Securities
GNII SF MA4452 M
2047-04-20
4.000000
4749581.00
5050365.19
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC6038
2046-06-01
3.500000
3869044.00
3730293.00
Agency Mortgage-Backed Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0082
54155325.00
54155325.00
0.0657
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LV16
Asset Backed Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
Natixis SA
1.0000
N
0.0109
2994363.30
2994363.30
0.0036
N
N
N
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
498934.35
498934.35
0.0006
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
2348530.31
2348530.31
0.0029
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
5992578.00
5992578.00
0.0073
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.710000%
VYVVCKR63DVZZN70PB21
0000072971
927CYE007_1.71_1113
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VORNADO RLTY L P SR GLBL NT2.5%19
549300BMOJ05INE4YK86
2019-06-30
2.500000
2275000.00
2320331.90
Corporate Debt Securities
Y
2017-09-05
2017-09-05
2017-11-13
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0171
2000214.80
2000214.80
0.0024
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.000000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.00_0601
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ROYAL BK CDA FR 2.125%030220
ES7IP3U3RHIGC71XBU11
2020-03-02
2.125000
5208000.00
5251936.71
Corporate Debt Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0100
5000000.00
5000000.00
0.0061
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
TOYOTA AUTO RECV OWN TR 2017-A A-2A 20190916 1.4
2019-09-16
1.420000
781599.00
782509.88
Asset-Backed Securities
ZAIS CLO 5 LTD
2028-10-15
8.158400
475351.00
476026.68
Asset-Backed Securities
MAGNETITE VIII LTD 2014-8 SUB 20260415 FLT
2026-04-15
0.00
1000.00
630.00
Asset-Backed Securities
LITTY HAWK CLO 2015
2027-04-15
6.158400
232099.00
215352.36
Asset-Backed Securities
CATAMARAN CLO LTD 2015-1 SUB 20270422 FLT
2027-04-22
0.00
38721.00
28923.70
Asset-Backed Securities
BLUEMOUNTAIN CLO 2014-3 E 20261015 FLT
2026-10-15
6.808400
3426.00
3245.66
Asset-Backed Securities
BABSON CLO LTD 2014-III E-1 20260115 FLT
2026-01-15
6.258400
168359.00
164392.33
Asset-Backed Securities
APIDOS CLO XVIII
2026-07-22
0.00
3068340.00
1779637.20
Asset-Backed Securities
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0107
3000075.00
3000075.00
0.0036
N
N
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.190000%
0001142175
930VND004
Certificate of Deposit
Y
2017-08-16
2017-08-16
2017-08-16
N
N
N
0.0113
5000612.40
5000612.40
0.0061
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
0.0100
2000209.22
2000209.22
0.0024
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
7002496.13
7002496.13
0.0085
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
4000612.64
4000612.64
0.0049
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
4001008.00
4001008.00
0.0049
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.229900%
0000008565
931UGD003
Certificate of Deposit
Y
2017-06-26
2018-04-24
2018-04-24
N
N
N
0.0115
5003580.00
5003580.00
0.0061
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
1000180.30
1000180.30
0.0012
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.155000%
0001142175
931ZEL006
Certificate of Deposit
Y
2017-07-13
2017-07-13
2017-07-13
N
N
N
0.0103
1000146.68
1000146.68
0.0012
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.203800%
94989RJD1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-06-30
2017-10-02
2017-10-02
N
N
N
0.0109
2000876.02
2000876.02
0.0024
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.220000%
94989RKQ0
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0120
4000354.04
4000354.04
0.0049
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.092800%
94989RKY3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-06-08
2017-11-10
2017-11-10
N
N
N
0.0112
5000855.05
5000855.05
0.0061
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.114400%
94989RLB2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-06-09
2017-12-01
2017-12-01
N
N
N
0.0113
10002450.10
10002450.10
0.0121
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
0.0012
N
N
Y
N
WESTERN ASSET MUNICIPAL PARTNERS FUND
VARIABLE RATE DEMAND PREFERRED SHARES SERIES 1 0.910000%
95766P306
5493001Z97VQ69W5OH84
US95766P3064
Variable Rate Demand Note
Y
2017-06-07
2017-06-07
2045-03-11
Y
Citibank NA
1.0000
7
N
N
N
0.0091
1000000.00
1000000.00
0.0012
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
0.0012
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
2001062.02
2001062.02
0.0024
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
6988522.80
6988522.80
0.0085
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
CAESARS ENTMT RESORT PPTYS LLC 1PRI SR SEC 8%20
2020-10-01
8.000000
3255000.00
3424531.25
Corporate Debt Securities
CONS CONTAINER CO LLC/ CONS FI SR GLBL 144A 20
2020-07-15
10.125000
3240000.00
3475710.00
Corporate Debt Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0106
6000000.00
6000000.00
0.0073
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
DRIVE AUTO REC TR 2015-D D 20230117 4.5
2023-01-17
4.590000
428204.00
444959.49
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2022-01-18
9.130000
3957238.00
4155998.11
Asset-Backed Securities
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0107
4000000.00
4000000.00
0.0049
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
VORNADO RLTY L P SR GLBL NT2.5%19
549300BMOJ05INE4YK86
2019-06-30
2.500000
2256000.00
2300953.31
Corporate Debt Securities
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0107
2000041.20
2000041.20
0.0024
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
CAESARS ENTMT RESORT PPTYS LLC 1PRI SR SEC 8%20
2020-10-01
8.000000
2187000.00
2300906.25
Corporate Debt Securities
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0107
2000050.00
2000050.00
0.0024
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
8900904.00
9360213.38
Agency Mortgage-Backed Securities
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0082
9000000.00
9000000.00
0.0109
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.940000%
0000859994
ATD0L53T2
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0094
20000000.00
20000000.00
0.0243
N
Y
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.910000%
0000917311
ATD0L5TU1
Non-Negotiable Time Deposit
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0091
14000000.00
14000000.00
0.0170
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.900000%
0000926171
ATD0L5U54
Non-Negotiable Time Deposit
Y
2017-06-02
2017-06-02
2017-06-02
N
N
N
0.0090
5000000.00
5000000.00
0.0061
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 0.910000%
0001498632
ATD0L6MK8
Non-Negotiable Time Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0088
8000038.40
8000038.40
0.0097
N
N
Y
N
FIFTH THIRD BANK (CAYMAN ISLANDS)
FIFTH THIRD BANK (CAYMAN ISLANDS) 0.890000%
0000035528
ATD0L6NF8
Non-Negotiable Time Deposit
Y
2017-06-06
2017-06-06
2017-06-06
N
N
N
0.0087
5000013.00
5000013.00
0.0061
N
N
Y
N
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN)
CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN) 0.830000%
0000800030
ATD0L7BK8
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0083
14000000.00
14000000.00
0.0170
N
Y
Y
N
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH)
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) 0.770000%
HPFHU0OQ28E4N0NFVK49
0001498632
ATD0L7BM4
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0077
22000000.00
22000000.00
0.0267
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 0.900000%
0001002614
ATD0L7BR3
Non-Negotiable Time Deposit
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0090
7000000.00
7000000.00
0.0085
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 0.890000%
0000926171
ATD0L7BT9
Non-Negotiable Time Deposit
Y
2017-06-07
2017-06-07
2017-06-07
N
N
N
0.0089
1000000.00
1000000.00
0.0012
N
N
Y
N
SUNTRUST BANK (CAYMAN ISLANDS BRANCH)
SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 0.800000%
IYDOJBGJWY9T8XKCSX06
0001335407
ATD0L7BV4
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0080
5000000.00
5000000.00
0.0061
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.820000%
0000833029
ATD0L7C50
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0082
20000000.00
20000000.00
0.0243
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.830000%
0001448613
ATD0L7CE1
Non-Negotiable Time Deposit
Y
2017-06-01
2017-06-01
2017-06-01
N
N
N
0.0083
13000000.00
13000000.00
0.0158
N
Y
Y
N
The Charles Schwab Family of Funds
2017-06-07
Mark Fischer
Mark Fischer
Chief Financial Officer