0001145549-17-005215.txt : 20170807
0001145549-17-005215.hdr.sgml : 20170807
20170807160143
ACCESSION NUMBER: 0001145549-17-005215
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20170731
FILED AS OF DATE: 20170807
DATE AS OF CHANGE: 20170807
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: 171011471
BUSINESS ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: 1-415-667-7000
MAIL ADDRESS:
STREET 1: 211 MAIN STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
FORMER COMPANY:
FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS
DATE OF NAME CHANGE: 19920703
0000857156
S000004504
Schwab Cash Reserves
C000012378
Sweep Shares
SWSXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-07-31
0000857156
S000004504
1
N
N
033-31894
Charles Schwab Investment Management, Inc.
801-35905
PricewaterhouseCoopers LLP
San Francisco
CA
Charles Schwab Investment Management, Inc.
Boston Financial Data Services, Inc.
0000275143
084-00896
N
N
N
Prime
Y
35
56
7023736817.10
7093260739.07
7109160861.93
7281022827.92
14456717381.84
14024897830.68
13967301861.79
14139181452.61
0.00
0.1890
0.1917
0.1927
0.1976
0.3890
0.3790
0.3787
0.3836
0.0000
0.91
36811532654.42
36808409029.87
36836954.24
21528109.79
36823717875.23
36821897310.0100
1.0000
0.0130
1.0001
1.0001
1.0001
1.0001
0.0000
C000012378
1.00
36823717875.23
36821897310.0100
1.0001
1.0001
1.0001
1.0001
0.0000
1243994473.65
1178976340.77
1107967079.76
1273699863.37
1248277633.74
1362597812.27
1296776090.86
1333223188.47
0.00
0.00
5148519682.13
5404382496.67
0.0068
Y
Investment Advisor and its affiliates Contractual 2,458,408
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.170000%
00279JPY2
0000931061
Certificate of Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
Y
Santander UK Plc
1.0000
N
0.0120
134999532.90
134999532.90
0.0037
N
N
Y
N
BARCLAYS CAPITAL INC
BARCLAYS CAPITAL INC 1.040000%
AC28XWWI3WIBK2824319
0001484219
00799J004_1.04_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-08-15
4.750000
922700.00
943951.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-30
2.250000
2113900.00
2129423.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-08-31
0.625000
694000.00
695478.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-08-15
0.875000
876800.00
880291.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-10-15
0.875000
3956800.00
3964448.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-28
1.500000
9925100.00
10013397.79
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-15
0.750000
9499700.00
9450009.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.625000
664400.00
670314.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.250000
2890000.00
2894407.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-04-30
0.750000
3398400.00
3393090.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-31
1.375000
8925200.00
8949060.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-31
1.625000
6300.00
6364.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-03-31
1.250000
9389400.00
9416034.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-05-15
2.375000
184000.00
186309.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-05-15
1.750000
66100.00
66156.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-15
3.875000
334600.00
344214.07
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-04-30
2.250000
1000.00
1026.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.375000
51600.00
51648.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-06-15
1.125000
100.00
100.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-05-31
1.625000
500000.00
491939.17
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
2.000000
6000000.00
6092180.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-05-31
1.375000
100.00
99.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-31
1.125000
435900.00
435082.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-31
1.250000
600000.00
600266.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-07-31
2.000000
2279100.00
2311149.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.625000
6830500.00
6866769.96
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-06-30
1.750000
6392300.00
6378008.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-06-30
1.625000
2949100.00
2963274.51
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-10-31
1.875000
3699900.00
3714930.84
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-10-31
1.250000
532000.00
522772.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-10-31
1.250000
5348600.00
5350271.44
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-10-31
1.250000
753000.00
754969.10
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-31
1.000000
159600.00
159634.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-30
1.875000
8736600.00
8807584.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-11-30
2.000000
1100.00
1118.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.250000
7630100.00
7641227.23
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-11-15
2.000000
6293900.00
6177430.01
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-01-31
1.750000
8588800.00
8508924.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-01-31
1.875000
7890200.00
7921021.09
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-01-31
1.250000
94700.00
94285.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-01-31
1.500000
5355500.00
5369725.55
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-31
0.875000
377900.00
377363.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-15
0.875000
3960900.00
3957455.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-15
1.625000
1464600.00
1480569.63
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-02-28
2.000000
3075100.00
3140550.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-02-28
1.250000
6999900.00
7003466.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-28
1.375000
2920300.00
2939155.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-06-30
2.375000
673100.00
681282.83
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.625000
9396400.00
9509801.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-08-15
1.500000
9799900.00
9259812.35
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-15
3.625000
100.00
106.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-15
0.750000
5629400.00
5579688.04
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-10-31
0.750000
4999200.00
4975766.25
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-10-15
1.000000
1725000.00
1715757.88
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-09-30
1.000000
8480200.00
8442215.77
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-09-15
1.000000
1600000.00
1605888.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.000000
607900.00
605868.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-15
4.250000
100.00
101.76
U.S. Treasuries (including strips)
United States Treasury Department
2018-05-31
2.375000
5988100.00
6068629.96
U.S. Treasuries (including strips)
United States Treasury Department
2018-10-31
1.750000
100.00
101.02
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0104
198590144.00
198590144.00
0.0054
N
Y
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EV14
Asset Backed Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
Credit Suisse AG
1.0000
N
0.0119
22999241.00
22999241.00
0.0006
N
Y
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EXQ7
Asset Backed Commercial Paper
Y
2017-10-24
2017-10-24
2017-10-24
N
Y
Credit Suisse AG
1.0000
N
0.0130
110659818.30
110659818.30
0.0030
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EXS3
Asset Backed Commercial Paper
Y
2017-10-26
2017-10-26
2017-10-26
N
Y
Credit Suisse AG
1.0000
N
0.0130
49842795.00
49842795.00
0.0014
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
0.0126
64913550.00
64913550.00
0.0018
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TW84
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-09-08
2017-09-08
2017-09-08
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0126
49931695.00
49931695.00
0.0014
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TWB7
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-09-11
2017-09-11
2017-09-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0126
28957268.50
28957268.50
0.0008
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TWL5
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-09-20
2017-09-20
2017-09-20
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0127
33938878.20
33938878.20
0.0009
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TWM3
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-09-21
2017-09-21
2017-09-21
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0127
81350496.40
81350496.40
0.0022
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TWN1
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-09-22
2017-09-22
2017-09-22
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0127
12975693.90
12975693.90
0.0004
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
0.0124
166515649.90
166515649.90
0.0045
N
N
N
N
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0.000000%
0556C2V75
KK5MZM9DIXLXZL9DZL15
Non-Financial Company Commercial Paper
Y
2017-08-07
2017-08-07
2017-08-07
N
Y
Bayerische Motoren Werke AG
1.0000
N
0.0111
39991444.40
39991444.40
0.0011
N
N
Y
N
BNZ INTERNATIONAL FUNDING LTD
BNZ INTERNATIONAL FUNDING LTD 0.000000%
0556X0WT7
549300HVMZ89HDMELW08
0001414365
Financial Company Commercial Paper
Y
2017-09-27
2017-09-27
2017-09-27
N
Y
Bank of New Zealand
1.0000
N
0.0116
15470932.85
15470932.85
0.0004
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
0.0117
99996750.00
99996750.00
0.0027
N
Y
Y
N
BPCE SA
BPCE SA 0.000000%
05571BY31
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0139
191297260.80
191297260.80
0.0052
N
N
N
N
BPCE SA
BPCE SA 0.000000%
05571BY80
9695005MSX1OYEMGDF46
Financial Company Commercial Paper
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0139
117545039.20
117545039.20
0.0032
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.447200%
05572N2B1
Certificate of Deposit
Y
2017-08-02
2017-09-05
2017-09-05
N
N
N
0.0120
262066812.62
262066812.62
0.0071
N
N
N
N
BNP PARIBAS SA (SAN FRANCISCO BRANCH)
BNP PARIBAS SA (SAN FRANCISCO BRANCH) 1.350000%
05572N2G0
Certificate of Deposit
Y
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0117
41010320.11
41010320.11
0.0011
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
0.0138
32999670.00
32999670.00
0.0009
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.220000%
06053PUK1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-08-08
2017-08-08
2017-08-08
N
N
N
0.0126
61999442.00
61999442.00
0.0017
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
0.0136
254983425.00
254983425.00
0.0069
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.396900%
06053PVZ7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-08-07
2017-10-05
2017-10-05
N
N
N
0.0140
41000369.41
41000369.41
0.0011
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
0.0126
40002400.40
40002400.40
0.0011
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.353300%
06053PWU7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-08-07
2017-11-07
2017-11-07
N
N
N
0.0136
190002471.90
190002471.90
0.0052
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.353900%
06053PWV5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-08-14
2017-11-13
2017-11-13
N
N
N
0.0136
69000966.69
69000966.69
0.0019
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400000%
06053PXT9
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0135
166034529.66
166034529.66
0.0045
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.310000%
06371EDD6
Certificate of Deposit
Y
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0128
57003614.37
57003614.37
0.0015
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.060000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_1.06_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLAS9588
2047-05-01
4.000000
95939047.00
100747842.38
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2030-05-01
2.500000
36568694.00
26972157.72
Agency Mortgage-Backed Securities
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0106
124000000.00
124000000.00
0.0034
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.521800%
06417GQY7
Certificate of Deposit
Y
2017-09-01
2017-12-01
2017-12-01
N
N
N
0.0134
175152951.75
175152951.75
0.0048
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.383300%
06417GVU9
Certificate of Deposit
Y
2017-08-29
2018-03-28
2018-03-28
N
N
N
0.0138
94999240.00
94999240.00
0.0026
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.673900%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2017-08-14
2018-02-13
2018-02-13
N
N
N
0.0137
288489890.88
288489890.88
0.0078
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 1.190000%
06426GPJ0
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0121
50000000.00
50000000.00
0.0014
N
N
Y
N
BANK OF THE WEST
BANK OF THE WEST 1.330000%
06426GPK7
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-10-30
2017-10-30
2017-10-30
N
N
N
0.0135
29000000.00
29000000.00
0.0008
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.110000%
06427KRL3
Certificate of Deposit
Y
2017-08-14
2017-08-14
2017-08-14
N
N
N
0.0125
99994190.00
99994190.00
0.0027
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.414400%
06427KT72
Certificate of Deposit
Y
2017-08-14
2017-09-14
2017-09-14
N
N
N
0.0121
84022092.84
84022092.84
0.0023
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.415600%
06427KTD9
Certificate of Deposit
Y
2017-08-15
2017-09-15
2017-09-15
N
N
N
0.0121
315084108.15
315084108.15
0.0086
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
0.0120
27999890.80
27999890.80
0.0008
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000%
06538N2R7
Certificate of Deposit
Y
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0134
25004647.75
25004647.75
0.0007
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%
06538NC54
Certificate of Deposit
Y
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0121
66017543.46
66017543.46
0.0018
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000%
06538NE78
Certificate of Deposit
Y
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0121
12003067.32
12003067.32
0.0003
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.410000%
06538NG27
Certificate of Deposit
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0122
126040497.66
126040497.66
0.0034
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.360000%
06538NUL9
Certificate of Deposit
Y
2017-08-15
2017-08-15
2017-08-15
N
N
N
0.0119
58004031.58
58004031.58
0.0016
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.300000%
06538NWN3
Certificate of Deposit
Y
2017-08-15
2017-08-15
2017-08-15
N
N
N
0.0119
82003682.62
82003682.62
0.0022
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
0.0131
88014309.68
88014309.68
0.0024
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.350000%
06538NXP7
Certificate of Deposit
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0120
79010302.39
79010302.39
0.0021
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.350000%
06538NXY8
Certificate of Deposit
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0120
45005872.95
45005872.95
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%
06538NYD3
Certificate of Deposit
Y
2017-09-08
2017-09-08
2017-09-08
N
N
N
0.0120
168027637.68
168027637.68
0.0046
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
0.0115
9000090.99
9000090.99
0.0002
N
N
Y
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.220000%
06741X7C6
Certificate of Deposit
Y
2017-08-16
2017-08-16
2017-08-16
N
N
N
0.0117
100002311.00
100002311.00
0.0027
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.350000%
06742TAB2
Certificate of Deposit
Y
2017-09-27
2017-09-27
2017-09-27
N
N
N
0.0126
349051899.79
349051899.79
0.0095
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.370000%
06742TAL0
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0131
167021628.17
167021628.17
0.0045
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.370000%
06742TAM8
Certificate of Deposit
Y
2017-10-25
2017-10-25
2017-10-25
N
N
N
0.0132
94011873.14
94011873.14
0.0026
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
0.0136
44952259.50
44952259.50
0.0012
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LW12
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-09-01
2017-09-01
2017-09-01
N
Y
Societe Generale SA
1.0000
N
0.0137
15980572.80
15980572.80
0.0004
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LW79
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-09-07
2017-09-07
2017-09-07
N
Y
Societe Generale SA
1.0000
N
0.0137
138798992.10
138798992.10
0.0038
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LWC8
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-09-12
2017-09-12
2017-09-12
N
Y
Societe Generale SA
1.0000
N
0.0137
10333013.58
10333013.58
0.0003
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LWJ3
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-09-18
2017-09-18
2017-09-18
N
Y
Societe Generale SA
1.0000
N
0.0138
23954985.60
23954985.60
0.0007
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LXC7
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-10-12
2017-10-12
2017-10-12
N
Y
Societe Generale SA
1.0000
N
0.0140
64815211.50
64815211.50
0.0018
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644AYD0
Asset Backed Commercial Paper
Y
2017-11-13
2017-11-13
2017-11-13
N
Y
Royal Bank of Canada
1.0000
N
0.0127
996295.80
996295.80
0.0000
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LV11
Asset Backed Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
Societe Generale SA
1.0000
N
0.0119
32998911.00
32998911.00
0.0009
N
Y
Y
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LV45
Asset Backed Commercial Paper
Y
2017-08-04
2017-08-04
2017-08-04
N
Y
Societe Generale SA
1.0000
N
0.0119
25996560.20
25996560.20
0.0007
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
0.0118
22972105.60
22972105.60
0.0006
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2WE0
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-09-14
2017-09-14
2017-09-14
N
Y
Citibank NA
1.0000
N
0.0119
24962970.00
24962970.00
0.0007
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2WU4
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-09-28
2017-09-28
2017-09-28
N
Y
Citibank NA
1.0000
N
0.0119
74853240.00
74853240.00
0.0020
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2XA7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
Y
Citibank NA
1.0000
N
0.0121
26935780.50
26935780.50
0.0007
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
0.0119
49998350.00
49998350.00
0.0014
N
Y
Y
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
0.0120
45986223.00
45986223.00
0.0012
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TWF7
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-09-15
2017-09-15
2017-09-15
N
Y
Citibank NA
1.0000
N
0.0126
33945433.40
33945433.40
0.0009
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZJ6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
Y
Citibank NA
1.0000
N
0.0136
51724571.60
51724571.60
0.0014
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.377200%
13606BJT4
0000800030
Certificate of Deposit
Y
2017-08-22
2018-03-22
2018-03-22
N
N
N
0.0137
175014876.75
175014876.75
0.0048
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.398300%
13606BLG9
0000800030
Certificate of Deposit
Y
2017-08-17
2018-04-17
2018-04-17
N
N
N
0.0139
163009617.00
163009617.00
0.0044
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 0.000000%
13608AVG8
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2017-08-16
2017-08-16
2017-08-16
N
N
N
0.0115
31983644.80
31983644.80
0.0009
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JWM8
Asset Backed Commercial Paper
Y
2017-09-21
2017-09-21
2017-09-21
N
Y
Lloyds Bank Plc
1.0000
N
0.0126
36433570.00
36433570.00
0.0010
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JX21
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0127
43902289.20
43902289.20
0.0012
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JXG0
Asset Backed Commercial Paper
Y
2017-10-16
2017-10-16
2017-10-16
N
Y
Lloyds Bank Plc
1.0000
N
0.0129
41884294.20
41884294.20
0.0011
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
0.0125
69941711.00
69941711.00
0.0019
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VVR7
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-08-25
2017-08-25
2017-08-25
N
Y
Citibank NA
1.0000
N
0.0125
16985220.20
16985220.20
0.0005
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VW70
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-09-07
2017-09-07
2017-09-07
N
Y
Citibank NA
1.0000
N
0.0127
6990615.80
6990615.80
0.0002
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VWE5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-09-14
2017-09-14
2017-09-14
N
Y
Citibank NA
1.0000
N
0.0128
99840630.00
99840630.00
0.0027
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VWN5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-09-22
2017-09-22
2017-09-22
N
Y
Citibank NA
1.0000
N
0.0128
12975502.80
12975502.80
0.0004
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VWR6
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-09-25
2017-09-25
2017-09-25
N
Y
Citibank NA
1.0000
N
0.0128
34930203.00
34930203.00
0.0009
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VX53
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-10-05
2017-10-05
2017-10-05
N
Y
Citibank NA
1.0000
N
0.0129
23943108.00
23943108.00
0.0007
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VXA2
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-10-10
2017-10-10
2017-10-10
N
Y
Citibank NA
1.0000
N
0.0130
49871805.00
49871805.00
0.0014
N
N
N
N
CHASE BANK USA NA
CHASE BANK USA NA 1.522100%
161453BS3
P75WI43B18E8SLP5FN93
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0124
223116408.23
223116408.23
0.0061
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.423900%
17305TKH4
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-08-29
2017-08-29
2017-08-29
N
N
N
0.0119
61011651.61
61011651.61
0.0017
N
N
N
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
0.0119
59999436.00
59999436.00
0.0016
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
0.0119
249996375.00
249996375.00
0.0068
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
0.0121
28000042.28
28000042.28
0.0008
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.240000%
17305TPB2
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-10-05
2017-10-05
2017-10-05
N
N
N
0.0123
50000425.50
50000425.50
0.0014
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.240000%
17305TPE6
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0124
13000040.30
13000040.30
0.0004
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.240000%
17305TPF3
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0124
56000179.20
56000179.20
0.0015
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.280000%
17305TPP1
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-09-14
2017-09-14
2017-09-14
N
N
N
0.0120
79007679.59
79007679.59
0.0021
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.380000%
17305TQG0
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0137
338014402.18
338014402.18
0.0092
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.420000%
17305TRM6
E57ODZWZ7FF32TWEFA76
Certificate of Deposit
Y
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0136
130028016.30
130028016.30
0.0035
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422CZM8
Asset Backed Commercial Paper
Y
2017-12-21
2017-12-21
2017-12-21
N
Y
JP Morgan Securities LLC
1.0000
N
0.0139
24861667.50
24861667.50
0.0007
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DAB7
Asset Backed Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
Y
JP Morgan Securities LLC
1.0000
N
0.0143
32785325.10
32785325.10
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.357200%
19423CDP4
Asset Backed Commercial Paper
Y
2017-08-02
2017-11-02
2017-11-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0128
312059907.12
312059907.12
0.0085
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 1.387200%
19423ECU0
Asset Backed Commercial Paper
Y
2017-08-24
2018-01-24
2018-01-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0141
199984400.00
199984400.00
0.0054
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.350000%
21685VC56
Certificate of Deposit
Y
2017-11-27
2017-11-27
2017-11-27
N
N
N
0.0131
227026674.77
227026674.77
0.0062
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
0.0126
133984429.20
133984429.20
0.0036
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.230000%
21685VYW3
Certificate of Deposit
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0124
43499247.45
43499247.45
0.0012
N
N
N
N
COOPERATIEVE RABOBANK UA
COOPERATIEVE RABOBANK UA 0.000000%
21687AV75
DG3RU1DBUFHT4ZF9WN62
Financial Company Commercial Paper
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0119
49988430.00
49988430.00
0.0014
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 0.000000%
22533TV78
Financial Company Commercial Paper
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0117
89979315.30
89979315.30
0.0024
N
N
Y
N
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.140000%
22534HA76
Certificate of Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0118
50999943.90
50999943.90
0.0014
N
Y
Y
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.500000%
22549LCW3
Certificate of Deposit
Y
2018-01-05
2018-01-05
2018-01-05
N
N
N
0.0146
319050660.39
319050660.39
0.0087
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.030000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_1.03_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2018-01-04
0.00
47700000.00
47476762.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-21
0.00
76295000.00
75969983.03
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0103
121022617.00
121022617.00
0.0033
N
Y
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y25
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
Credit Suisse AG
1.0000
N
0.0133
53812609.20
53812609.20
0.0015
N
N
N
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y66
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
Y
Credit Suisse AG
1.0000
N
0.0133
25905653.80
25905653.80
0.0007
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.160000%
23328AWE0
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0116
199999940.00
199999940.00
0.0054
N
N
Y
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.160000%
23328AWF7
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0118
168000000.00
168000000.00
0.0046
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0V17
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0114
296990614.80
296990614.80
0.0081
N
Y
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CWT5
7TG4VWERK338227TR435
0001560283
Non-Financial Company Commercial Paper
Y
2017-09-27
2017-09-27
2017-09-27
N
N
N
0.0116
38926863.30
38926863.30
0.0011
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CX23
7TG4VWERK338227TR435
0001560283
Non-Financial Company Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0117
84327282.00
84327282.00
0.0023
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CX31
7TG4VWERK338227TR435
0001560283
Non-Financial Company Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
N
N
0.0117
99792180.00
99792180.00
0.0027
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.320000%
34959TLJ3
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0129
36002667.96
36002667.96
0.0010
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.150000%
34959TLK0
Certificate of Deposit
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0116
199999940.00
199999940.00
0.0054
N
N
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.230000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0123
2885000.00
2885000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LV10
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0110
239992965.60
239992965.60
0.0065
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LV28
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0105
69995912.00
69995912.00
0.0019
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LV36
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0106
114989891.50
114989891.50
0.0031
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LV44
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0106
109987086.00
109987086.00
0.0030
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LV77
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0110
219954226.80
219954226.80
0.0060
N
N
Y
N
GOLDMAN SACHS & CO LLC
GOLDMAN SACHS & CO LLC 1.030000%
FOR8UP27PHTHYVLBNG30
0000769993
38399H002_1.03_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
03.500 FGPC V83264 G
2047-07-01
3.500000
14581632.00
15176883.33
Agency Mortgage-Backed Securities
FNAR XX.XXX WS834680
2035-07-01
2.822000
899993.00
101633.70
Agency Mortgage-Backed Securities
FNMS 04.500 CRAU7282
2043-10-01
4.500000
1365746.00
1226813.49
Agency Mortgage-Backed Securities
FNMS 02.500 CIAS8511
2031-12-01
2.500000
131965.00
126374.08
Agency Mortgage-Backed Securities
FNMS 05.500 CLAL7344
2041-06-01
5.500000
322957.00
239369.05
Agency Mortgage-Backed Securities
FNMS 04.500 CLBH5560
2047-07-01
4.500000
1501178.00
1644630.91
Agency Mortgage-Backed Securities
FNMS 03.500 CLBE5067
2046-11-01
3.500000
627327.00
614604.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE1999
2047-04-01
4.000000
1196668.00
1273848.17
Agency Mortgage-Backed Securities
FNMS 02.500 CIBE1426
2031-12-01
2.500000
829280.00
783518.02
Agency Mortgage-Backed Securities
FNMS 03.000 CIBE0838
2032-03-01
3.000000
1321538.00
1335431.24
Agency Mortgage-Backed Securities
FNMS 03.500 CIAZ8911
2030-08-01
3.500000
1760794.00
1278081.12
Agency Mortgage-Backed Securities
FNMS 04.500 CLAD7608
2040-07-01
4.500000
1082652.00
720054.29
Agency Mortgage-Backed Securities
FNMS 04.000 CLBM1502
2047-08-01
4.000000
40266880.00
42686486.35
Agency Mortgage-Backed Securities
04.500 FGPC Q44104 G
2046-11-01
4.500000
2504636.00
2221047.12
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2041-01-01
3.837000
1500000.00
215288.70
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2033-11-01
6.000000
3500000.00
167718.44
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2024-12-01
4.500000
140240.00
13241.31
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2037-05-01
3.500000
2318496.00
809762.79
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2026-05-01
4.000000
1430050.00
153940.47
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2021-01-01
5.000000
4500000.00
251510.18
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-11-01
5.000000
4122632.00
172793.40
Agency Mortgage-Backed Securities
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2038-02-01
6.000000
2298896.00
95803.76
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2670
2046-06-01
3.000000
67539.00
63145.21
Agency Mortgage-Backed Securities
05.000 FGPC A39197 G
2035-11-01
5.000000
607327.00
28020.42
Agency Mortgage-Backed Securities
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0103
70000000.00
70000000.00
0.0019
N
Y
Y
N
HSBC BANK USA NA
HSBC BANK USA NA 1.250000%
40428A4B0
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0118
90000333.90
90000333.90
0.0024
N
N
Y
N
HSBC USA INC
HSBC USA INC 1.406900%
40434WBL4
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-08-07
2017-10-05
2017-10-05
N
N
N
0.0124
31009827.31
31009827.31
0.0008
N
N
N
N
HSBC USA INC
HSBC USA INC 1.393300%
40434WBM2
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-08-07
2017-10-06
2017-10-06
N
N
N
0.0124
100029901.00
100029901.00
0.0027
N
N
N
N
HSBC USA INC
HSBC USA INC 1.333300%
40434WBY6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-08-24
2018-01-24
2018-01-24
N
N
N
0.0133
25000000.00
25000000.00
0.0007
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.200000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0120
36000000.00
36000000.00
0.0010
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.240000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0124
56000000.00
56000000.00
0.0015
N
N
Y
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
324382207.50
324382207.50
0.0088
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W0ZJ0
Financial Company Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
Y
ING Bank NV
1.0000
N
0.0132
22881754.70
22881754.70
0.0006
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.363900%
44988KCB3
Financial Company Commercial Paper
Y
2017-08-14
2017-12-12
2017-12-12
N
Y
ING Bank NV
1.0000
N
0.0132
42008400.42
42008400.42
0.0011
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.323300%
46640CDL3
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-08-07
2017-11-06
2017-11-06
N
N
N
0.0128
80010480.80
80010480.80
0.0022
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
0.0125
149557290.00
149557290.00
0.0041
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TXT7
Asset Backed Commercial Paper
Y
2017-11-15
2017-11-15
2017-11-15
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0130
12952300.40
12952300.40
0.0004
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
0.0116
34998876.50
34998876.50
0.0010
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WU55
Asset Backed Commercial Paper
Y
2017-10-27
2017-10-27
2017-10-27
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0127
47856292.80
47856292.80
0.0013
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WU71
Asset Backed Commercial Paper
Y
2017-10-31
2017-10-31
2017-10-31
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0127
62806489.20
62806489.20
0.0017
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WV62
Asset Backed Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0129
43196215.88
43196215.88
0.0012
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WV70
Asset Backed Commercial Paper
Y
2017-10-20
2017-10-20
2017-10-20
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0126
19297217.07
19297217.07
0.0005
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WV88
Asset Backed Commercial Paper
Y
2017-10-23
2017-10-23
2017-10-23
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0126
99723500.00
99723500.00
0.0027
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
0.0122
8988409.80
8988409.80
0.0002
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TDJ0
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
0.0116
5999807.40
5999807.40
0.0002
N
N
Y
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803TEG5
Asset Backed Commercial Paper
Y
2017-10-20
2017-10-20
2017-10-20
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0126
11967266.40
11967266.40
0.0003
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NB35
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0117
84000017.64
84000017.64
0.0023
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NB43
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0117
44000008.80
44000008.80
0.0012
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NB50
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0117
39000000.00
39000000.00
0.0011
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NB68
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0119
88999913.67
88999913.67
0.0024
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.270000%
51500LJA0
Certificate of Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0125
30000066.30
30000066.30
0.0008
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LKS9
Certificate of Deposit
Y
2017-08-31
2017-08-31
2017-08-31
N
N
N
0.0128
59998650.00
59998650.00
0.0016
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000%
51500LKV2
Certificate of Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0125
119999076.00
119999076.00
0.0033
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LKX8
Certificate of Deposit
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0125
158000000.00
158000000.00
0.0043
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QV15
Asset Backed Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0119
59148048.05
59148048.05
0.0016
N
Y
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QV49
Asset Backed Commercial Paper
Y
2017-08-04
2017-08-04
2017-08-04
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0119
14998015.50
14998015.50
0.0004
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QW71
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
0.0125
47936668.80
47936668.80
0.0013
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QWD8
Asset Backed Commercial Paper
Y
2017-09-13
2017-09-13
2017-09-13
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0125
19969346.00
19969346.00
0.0005
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QXP0
Asset Backed Commercial Paper
Y
2017-10-23
2017-10-23
2017-10-23
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0130
16948552.90
16948552.90
0.0005
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.180000%
53945GMY4
0001167831
Certificate of Deposit
Y
2017-09-14
2017-09-14
2017-09-14
N
N
N
0.0120
9999721.00
9999721.00
0.0003
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KWS1
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-09-26
2017-09-26
2017-09-26
N
N
N
0.0128
132730448.90
132730448.90
0.0036
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KXT8
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-10-27
2017-10-27
2017-10-27
N
N
N
0.0133
50833944.00
50833944.00
0.0014
N
N
N
N
MAINE STATE HOUSING AUTH
TAXABLE MORTGAGE PURCHASE RB SERIES 2013G 1.190000%
56052E6Z6
549300SO05LH6D240016
US56052E6Z67
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2041-11-15
Y
Barclays Bank PLC
1.0000
7
Y
N
N
0.0119
50000000.00
50000000.00
0.0014
N
N
Y
N
MAINE STATE HOUSING AUTH
MORTGAGE PURCHASE BONDS SERIES 2017C 1.200000%
56052FGQ2
549300SO05LH6D240016
US56052FGQ28
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2047-11-15
Y
Citibank NA
1.0000
7
Y
N
N
0.0120
39585000.00
39585000.00
0.0011
N
N
Y
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157TWS8
Asset Backed Commercial Paper
Y
2017-09-26
2017-09-26
2017-09-26
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0125
66368489.60
66368489.60
0.0018
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.563900%
60682A5H5
0001021565
Certificate of Deposit
Y
2017-08-14
2017-09-13
2017-09-13
N
N
N
0.0121
6002646.06
6002646.06
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.530000%
60682A5N2
0001021565
Certificate of Deposit
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0131
79047693.09
79047693.09
0.0021
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
0001021565
Certificate of Deposit
Y
2017-10-13
2017-10-13
2017-10-13
N
N
N
0.0127
235070361.35
235070361.35
0.0064
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.395600%
60682A6L5
0001021565
Certificate of Deposit
Y
2017-08-17
2017-11-17
2017-11-17
N
N
N
0.0140
3000015.00
3000015.00
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.394400%
60682A6X9
0001021565
Certificate of Deposit
Y
2017-08-09
2017-12-11
2017-12-11
N
N
N
0.0142
23998584.00
23998584.00
0.0007
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.380000%
60682A6Z4
0001021565
Certificate of Deposit
Y
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0135
2000218.22
2000218.22
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.400000%
60682A7B6
0001021565
Certificate of Deposit
Y
2017-12-27
2017-12-27
2017-12-27
N
N
N
0.0137
137013961.67
137013961.67
0.0037
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.417220%
60682A7H3
0001021565
Certificate of Deposit
Y
2017-08-23
2018-01-23
2018-01-23
N
N
N
0.0142
62498937.50
62498937.50
0.0017
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.000000%
60682WYG7
0001021565
Financial Company Commercial Paper
Y
2017-11-16
2017-11-16
2017-11-16
N
N
N
0.0131
2490152.50
2490152.50
0.0001
N
N
N
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.060000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_1.06_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2021-12-31
2.000000
5468000.00
5529541.15
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-31
1.625000
5919000.00
5990434.13
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-03-31
2.125000
39057200.00
39469774.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-15
1.625000
249000.00
251715.03
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-02-28
1.875000
875000.00
885239.05
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-01-31
2.250000
8601500.00
8707040.41
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0106
59640906.00
59640906.00
0.0016
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
0.0115
43000198.23
43000198.23
0.0012
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.675600%
60689D4L4
US60689D4L45
Certificate of Deposit
Y
2017-08-17
2017-08-17
2017-08-17
N
N
N
0.0117
32007648.32
32007648.32
0.0009
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
0.0118
36003117.96
36003117.96
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.573900%
60689D5N9
Certificate of Deposit
Y
2017-08-14
2017-09-13
2017-09-13
N
N
N
0.0121
163073840.63
163073840.63
0.0044
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.527200%
60689D6C2
Certificate of Deposit
Y
2017-08-03
2017-10-03
2017-10-03
N
N
N
0.0124
13006812.13
13006812.13
0.0004
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.350000%
60689D6V0
Certificate of Deposit
Y
2017-10-12
2017-10-12
2017-10-12
N
N
N
0.0124
75015608.25
75015608.25
0.0020
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.956900%
60689DQ71
US60689DQ718
Certificate of Deposit
Y
2017-10-20
2017-10-20
2017-10-20
N
N
N
0.0126
7511737.58
7511737.58
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.477200%
60700AAL8
Certificate of Deposit
Y
2017-08-03
2017-11-03
2017-11-03
N
N
N
0.0129
65032110.65
65032110.65
0.0018
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.463300%
60700AAM6
Certificate of Deposit
Y
2017-08-07
2017-11-06
2017-11-06
N
N
N
0.0131
31013826.31
31013826.31
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.350000%
60700ABA1
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
N
N
0.0130
30004692.30
30004692.30
0.0008
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.386900%
60700ABN3
Certificate of Deposit
Y
2017-08-07
2017-12-05
2017-12-05
N
N
N
0.0141
99994900.00
99994900.00
0.0027
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.400000%
60700ACE2
Certificate of Deposit
Y
2018-01-03
2018-01-03
2018-01-03
N
N
N
0.0137
35004966.85
35004966.85
0.0010
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.417200%
60700ADM3
US60700ADM36
Certificate of Deposit
Y
2017-08-24
2018-01-24
2018-01-24
N
N
N
0.0141
23000667.23
23000667.23
0.0006
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LV48
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0114
51993432.40
51993432.40
0.0014
N
N
Y
N
NRW BANK
NRW BANK 0.000000%
62939LWT2
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-09-27
2017-09-27
2017-09-27
N
N
N
0.0120
6986478.10
6986478.10
0.0002
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LWV7
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-09-29
2017-09-29
2017-09-29
N
N
N
0.0120
45167484.00
45167484.00
0.0012
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LX61
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0122
149660535.00
149660535.00
0.0041
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
0.0134
22998288.80
22998288.80
0.0006
N
N
Y
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0WE9
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2017-09-14
2017-09-14
2017-09-14
N
N
N
0.0139
97331208.00
97331208.00
0.0026
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E0WK5
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2017-09-19
2017-09-19
2017-09-19
N
N
N
0.0139
21957588.40
21957588.40
0.0006
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.350000%
63873NJC6
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0137
137000000.00
137000000.00
0.0037
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.200000%
64986U6L6
5493000LS7KCDB02O506
US64986U6L68
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0120
9000000.00
9000000.00
0.0002
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.190000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0119
100000000.00
100000000.00
0.0027
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.220000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0122
19000000.00
19000000.00
0.0005
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RV15
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0109
29497078.19
29497078.19
0.0008
N
Y
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RWE6
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-09-14
2017-09-14
2017-09-14
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0128
3993625.20
3993625.20
0.0001
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RXH8
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-10-17
2017-10-17
2017-10-17
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0131
4487237.10
4487237.10
0.0001
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
0.0124
58820876.00
58820876.00
0.0016
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.456900%
67984RDJ5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-08-07
2017-09-05
2017-09-05
N
Y
Royal Bank of Canada
1.0000
N
0.0127
60011700.60
60011700.60
0.0016
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.403900%
67984RDP1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-08-14
2017-09-12
2017-09-12
N
Y
Royal Bank of Canada
1.0000
N
0.0128
30004770.30
30004770.30
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.405600%
67984RDQ9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-08-15
2017-09-15
2017-09-15
N
Y
Royal Bank of Canada
1.0000
N
0.0128
46007590.46
46007590.46
0.0012
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.414400%
67984RDT3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-08-10
2017-10-10
2017-10-10
N
Y
Royal Bank of Canada
1.0000
N
0.0130
133030458.33
133030458.33
0.0036
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984WFF0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Royal Bank of Canada
1.0000
N
0.0127
24944482.50
24944482.50
0.0007
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984WFG8
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
Y
Royal Bank of Canada
1.0000
N
0.0127
45896141.20
45896141.20
0.0012
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.334400%
67985BAX1
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-08-10
2017-11-10
2017-11-10
N
Y
Royal Bank of Canada
1.0000
N
0.0134
26000338.26
26000338.26
0.0007
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
0.0125
23998920.00
23998920.00
0.0007
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.190000%
69033LXU8
Certificate of Deposit
Y
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0126
91994406.40
91994406.40
0.0025
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AXB3
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-10-11
2017-10-11
2017-10-11
N
N
N
0.0129
62837334.00
62837334.00
0.0017
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034AXC1
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-10-12
2017-10-12
2017-10-12
N
N
N
0.0129
131654173.20
131654173.20
0.0036
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 1.424400%
69034CAX6
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2017-08-08
2017-09-08
2017-09-08
N
N
N
0.0120
123030505.23
123030505.23
0.0033
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LV33
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0114
25997530.00
25997530.00
0.0007
N
N
Y
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
0.0119
68995439.10
68995439.10
0.0019
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JWK6
Asset Backed Commercial Paper
Y
2017-09-19
2017-09-19
2017-09-19
N
Y
BNP Paribas SA
1.0000
N
0.0126
32942342.40
32942342.40
0.0009
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JX33
Asset Backed Commercial Paper
Y
2017-10-03
2017-10-03
2017-10-03
N
Y
BNP Paribas SA
1.0000
N
0.0127
997742.20
997742.20
0.0000
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JY24
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
BNP Paribas SA
1.0000
N
0.0131
3986296.80
3986296.80
0.0001
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JY32
Asset Backed Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
Y
BNP Paribas SA
1.0000
N
0.0131
82214145.75
82214145.75
0.0022
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.573300%
78009NR65
Certificate of Deposit
Y
2017-08-07
2018-03-07
2018-03-07
N
N
N
0.0138
25031225.25
25031225.25
0.0007
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.487800%
78009NS56
Certificate of Deposit
Y
2017-08-21
2017-12-20
2017-12-20
N
N
N
0.0133
232150570.32
232150570.32
0.0063
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.433300%
78009NV78
Certificate of Deposit
Y
2017-08-29
2018-06-28
2018-06-28
N
N
N
0.0141
134030419.34
134030419.34
0.0036
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.376900%
78009NW36
Certificate of Deposit
Y
2017-08-07
2018-04-05
2018-04-05
N
N
N
0.0139
21999318.00
21999318.00
0.0006
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
0.0119
50998317.00
50998317.00
0.0014
N
Y
Y
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
0.0122
15988032.00
15988032.00
0.0004
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
0.0123
51957396.40
51957396.40
0.0014
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LWL2
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-09-20
2017-09-20
2017-09-20
N
Y
Barclays Bank Plc
1.0000
N
0.0129
49908695.00
49908695.00
0.0014
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LWM0
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-09-21
2017-09-21
2017-09-21
N
Y
Barclays Bank Plc
1.0000
N
0.0129
17966460.60
17966460.60
0.0005
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LXB3
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-10-11
2017-10-11
2017-10-11
N
Y
Barclays Bank Plc
1.0000
N
0.0131
34908230.00
34908230.00
0.0009
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LY89
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-11-08
2017-11-08
2017-11-08
N
Y
Barclays Bank Plc
1.0000
N
0.0135
58778419.60
58778419.60
0.0016
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.505600%
83050FQU8
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2017-08-16
2017-08-16
2017-08-16
N
N
N
0.0117
68010200.68
68010200.68
0.0018
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.413300%
83050FRQ6
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2017-08-07
2017-09-06
2017-09-06
N
N
N
0.0120
60013680.60
60013680.60
0.0016
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.383300%
83050FRW3
549300O01JBQJ46JL826
0000917311
Certificate of Deposit
Y
2017-08-07
2017-09-07
2017-09-07
N
N
N
0.0120
50010050.50
50010050.50
0.0014
N
N
N
N
SMITHSONIAN INSTITUTION
TAXABLE RB SERIES 2013B 1.250000%
832432AA6
US832432AA69
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2018-09-01
Y
NORTHERN TRUST COMPANY (THE)
1.0000
7
Y
N
N
0.0125
27500000.00
27500000.00
0.0007
N
N
Y
N
SOCIETE GENERALE SA
SOCIETE GENERALE SA 0.000000%
83369BVX1
O2RNE8IBXP4R0TD8PU41
0001145665
Financial Company Commercial Paper
Y
2017-08-31
2017-08-31
2017-08-31
N
N
N
0.0122
2097799.20
2097799.20
0.0001
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.340000%
83369YTK2
Certificate of Deposit
Y
2017-10-31
2017-10-31
2017-10-31
N
N
N
0.0136
191000000.00
191000000.00
0.0052
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.392800%
86563YC50
Certificate of Deposit
Y
2017-08-29
2018-01-29
2018-01-29
N
N
N
0.0142
4999365.00
4999365.00
0.0001
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
0.0117
89000436.99
89000436.99
0.0024
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.350000%
86563YPX5
Certificate of Deposit
Y
2017-08-08
2017-08-08
2017-08-08
N
N
N
0.0118
27000993.87
27000993.87
0.0007
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.300000%
86563YQF3
Certificate of Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0117
107000375.57
107000375.57
0.0029
N
Y
Y
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.527200%
86563YTH6
Certificate of Deposit
Y
2017-08-03
2017-10-03
2017-10-03
N
N
N
0.0129
112048385.12
112048385.12
0.0030
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.447200%
86563YVM2
Certificate of Deposit
Y
2017-08-03
2017-11-03
2017-11-03
N
N
N
0.0135
111030859.11
111030859.11
0.0030
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.303700%
86563YVS9
Certificate of Deposit
Y
2017-08-07
2017-11-06
2017-11-06
N
N
N
0.0135
45010260.45
45010260.45
0.0012
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.230000%
86563YWV1
Certificate of Deposit
Y
2017-09-26
2017-09-26
2017-09-26
N
N
N
0.0124
148996751.80
148996751.80
0.0040
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.370000%
86563YXX6
Certificate of Deposit
Y
2017-12-19
2017-12-19
2017-12-19
N
N
N
0.0134
91009874.41
91009874.41
0.0025
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.417200%
86563YZX4
Certificate of Deposit
Y
2017-08-22
2018-01-22
2018-01-22
N
N
N
0.0141
86005848.86
86005848.86
0.0023
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.310000%
86564EB21
Certificate of Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0128
77006106.87
77006106.87
0.0021
N
N
N
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
0.0120
338993423.40
338993423.40
0.0092
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.180000%
86564EWB8
Certificate of Deposit
Y
2017-08-29
2017-08-29
2017-08-29
N
N
N
0.0120
122997330.90
122997330.90
0.0033
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
0.0121
176991521.70
176991521.70
0.0048
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.220000%
86564EXW1
Certificate of Deposit
Y
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0124
21999412.60
21999412.60
0.0006
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.525600%
86958JJJ9
0001448613
Certificate of Deposit
Y
2017-08-15
2017-09-15
2017-09-15
N
N
N
0.0121
19007695.19
19007695.19
0.0005
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.160000%
86958JJN0
0001448613
Certificate of Deposit
Y
2017-08-16
2017-08-16
2017-08-16
N
N
N
0.0119
66998921.30
66998921.30
0.0018
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.220000%
86958JMF3
0001448613
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0126
67993730.40
67993730.40
0.0018
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.366900%
86958JQT9
0001448613
Certificate of Deposit
Y
2017-08-07
2018-04-05
2018-04-05
N
N
N
0.0137
185000740.00
185000740.00
0.0050
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.352200%
86958JRS0
0001448613
Certificate of Deposit
Y
2017-08-29
2018-02-26
2018-02-26
N
N
N
0.0136
28998260.00
28998260.00
0.0008
N
N
N
N
SWEDBANK AB (NEW YORK BRANCH)
SWEDBANK AB (NEW YORK BRANCH) 1.160000%
87019UU31
0001367624
Certificate of Deposit
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0112
262000893.42
262000893.42
0.0071
N
N
Y
N
TENDERFOOT SEASONAL HOUSING, LLC
TAXABLE NOTES SERIES 2000B 1.320000%
88033VAB3
US88033VAB36
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2035-07-01
Y
Wells Fargo Bank NA
1.0000
7
N
N
N
0.0132
3000000.00
3000000.00
0.0001
N
N
Y
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 1.407200%
88603ACA9
Asset Backed Commercial Paper
Y
2017-08-02
2017-10-02
2017-10-02
N
Y
Royal Bank of Canada
1.0000
N
0.0123
50015700.50
50015700.50
0.0014
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88603GGZ7
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Royal Bank of Canada
1.0000
N
0.0127
149666895.00
149666895.00
0.0041
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88603H5V6
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Royal Bank of Canada
1.0000
N
0.0127
42904509.90
42904509.90
0.0012
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.445600%
89113WA30
Certificate of Deposit
Y
2017-08-17
2017-10-17
2017-10-17
N
N
N
0.0125
102043045.02
102043045.02
0.0028
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.373300%
89113WJ49
Certificate of Deposit
Y
2017-08-07
2017-10-10
2017-10-10
N
N
N
0.0124
159042454.59
159042454.59
0.0043
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.703900%
89113WKF2
Certificate of Deposit
Y
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0125
461441642.61
461441642.61
0.0125
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
0.0125
72997131.10
72997131.10
0.0020
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
0.0119
75999969.60
75999969.60
0.0021
N
Y
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.100000%
89113WWP7
Certificate of Deposit
Y
2017-08-14
2017-08-14
2017-08-14
N
N
N
0.0119
92996382.30
92996382.30
0.0025
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.445600%
89113WYY6
Certificate of Deposit
Y
2017-08-17
2017-10-17
2017-10-17
N
N
N
0.0125
209088200.09
209088200.09
0.0057
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PV74
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2017-08-07
2017-08-07
2017-08-07
N
Y
Total SA
1.0000
N
0.0114
197955725.22
197955725.22
0.0054
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.607200%
89233ATB5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-08-03
2017-10-30
2017-10-30
N
N
N
0.0127
58049648.58
58049648.58
0.0016
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.367200%
89233AVR7
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-08-02
2018-02-23
2018-02-23
N
N
N
0.0136
107507203.58
107507203.58
0.0029
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.367200%
89233AVS5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-08-02
2018-02-26
2018-02-26
N
N
N
0.0136
100005601.00
100005601.00
0.0027
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.398300%
89233AWE5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-08-21
2018-03-16
2018-03-16
N
N
N
0.0138
50005450.50
50005450.50
0.0014
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HAB0
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
N
N
0.0134
14908774.50
14908774.50
0.0004
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
0.0125
2130502.06
2130502.06
0.0001
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
0.0120
116006265.16
116006265.16
0.0032
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
0.0121
41002538.31
41002538.31
0.0011
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.160000%
90275DEY2
Certificate of Deposit
Y
2017-08-10
2017-08-10
2017-08-10
N
N
N
0.0119
79999144.00
79999144.00
0.0022
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.503900%
90275DFA3
Certificate of Deposit
Y
2017-08-14
2017-08-14
2017-08-14
N
N
N
0.0116
178023497.78
178023497.78
0.0048
N
N
N
N
UBS AG (STAMFORD BRANCH)
UBS AG (STAMFORD BRANCH) 1.426300%
90275DGH7
Certificate of Deposit
Y
2017-08-11
2017-09-11
2017-09-11
N
N
N
0.0120
73019126.73
73019126.73
0.0020
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351WZM0
Financial Company Commercial Paper
Y
2017-12-21
2017-12-21
2017-12-21
N
N
N
0.0136
160128329.90
160128329.90
0.0043
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
0.0115
135969726.40
135969726.40
0.0037
N
N
Y
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
0.0117
93914309.60
93914309.60
0.0026
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PW56
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-09-05
2017-09-05
2017-09-05
N
N
N
0.0118
52937513.00
52937513.00
0.0014
N
N
N
N
UNITED STATES TREASURY
UNITED STATES TREASURY 1.351500%
912828M23
US912828M235
U.S. Treasury Debt
Y
2017-08-01
2017-10-31
2017-10-31
N
N
N
0.0116
200098600.00
200098600.00
0.0054
N
Y
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.690000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.69_1128
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
COLLEGE LN CORP 2006-1 1A-5 20280725 FLT
2028-07-25
1.454400
9682.00
9467.49
Asset-Backed Securities
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.464400
387426.00
386023.51
Asset-Backed Securities
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
1.00
0.91
Asset-Backed Securities
SYNCHRONY CC MSTR NT TR 2016-3 A 20220915 1.5
2022-09-15
1.580000
3160000.00
3146179.49
Asset-Backed Securities
BABSON CLO LTD 2014-IIIR A-R 20260115 FLT
2026-01-15
2.623600
10500000.00
10544868.29
Asset-Backed Securities
CENT CLO 18 LTD CENT CLO 18 CORP
2025-07-23
2.432500
6259001.00
6270959.17
Asset-Backed Securities
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.663600
2832145.00
2745263.77
Asset-Backed Securities
GOAL CAP FDG TR 2005-2 A-4 20440825 FLT
2044-08-25
1.388700
20000000.00
19160903.90
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.348700
2251716.00
2218558.95
Asset-Backed Securities
DRIVE AUTO RECV TR 2017-A C 20220118 2.9
2022-01-18
2.980000
9610000.00
9729407.56
Asset-Backed Securities
OCTAGON INV PTNRS XVI 2013-16 A 20250717 FLT
2025-07-17
2.423600
14000000.00
14016275.21
Asset-Backed Securities
NELNET ED LN FDG 2005-3 A-5 20351222 FLT
2035-12-22
1.407200
14050822.00
11958445.60
Asset-Backed Securities
NAVIENT PRIV ED LN TR 2014-CT B 20441017 FLT
549300MHPR7EGDMPWY17
2044-10-17
2.975600
3890000.00
3878209.30
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.514400
1920464.00
1746954.32
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.414400
2331428.00
2304133.83
Asset-Backed Securities
SLC STUDENT LN TRUST 2006-1 A-6 20381215 FLT
2038-12-15
1.405600
5221247.00
4872399.79
Asset-Backed Securities
144A RAAC 2006-RP1 M2
2045-10-25
1.384800
1169218.00
1159339.15
Asset-Backed Securities
SLM PRIVATE ST LN TR 2004-A A-3 20330615 FLT
54930054KUX5HFXZUQ43
2033-06-15
1.645600
11551000.00
8638779.73
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-5 A-5 20401025 FLT
2040-10-25
2.064400
14825427.00
14500041.10
Asset-Backed Securities
SLM STUDENT LOAN TR 2004-10 A-7A 20291025 FLT
54930060UIG70QCSNY68
2029-10-25
2.064400
2498000.00
2498883.48
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.444400
4913.00
4864.17
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.424400
6150000.00
6056626.44
Asset-Backed Securities
SMB PRIVATE ED LN TR 2014-A B 20420915 4.0
549300XC4C7GRVLU6076
2042-09-15
4.000000
4092.00
4179.54
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.444400
10444796.00
9423543.96
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.454400
2093.00
1920.91
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 A-6A 20420125 FLT
2042-01-25
1.474400
1805689.00
1685782.47
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 B 20420125 FLT
2042-01-25
1.514400
4925165.00
2745018.95
Asset-Backed Securities
SLM PRIVATE ST LN TR 2004-B B 20330915 FLT
549300HIOV1ESFZYQ040
2033-09-15
1.715600
2510251.00
1029829.72
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.388700
7173.00
7041.53
Asset-Backed Securities
STUDENT LOAN CON CEN 2011-1 NOTES 20271025 FLT
5493008KMDJ3GC7JUA63
2027-10-25
2.452200
36575000.00
13169208.64
Asset-Backed Securities
BANK AMER STUDENT LN TR 2010-1 A 20430225 FLT
2043-02-25
2.114400
10399800.00
1958025.91
Asset-Backed Securities
MADISON PK FDG XVI LTD MADISON PK FDG XVI L
549300DKUZNKIVGI1M49
2026-04-20
2.636900
4000000.00
4004422.93
Asset-Backed Securities
NAVIENT STUDENT LN TR 2017-1 A-3 20660726 FLT
2066-07-26
2.382200
5316000.00
5401032.80
Asset-Backed Securities
ACCESS FEDERAL ST LN 2004-1 A-2 20330926 FLT
2033-09-26
1.505600
5746740.00
3235437.85
Asset-Backed Securities
SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2
2032-12-15
1.355600
3700000.00
1710420.07
Asset-Backed Securities
BNP PARIBAS / BNP PARIBAS US FR 3.25%030323
2023-03-03
3.250000
93000.00
97083.73
Corporate Debt Securities
AMAZON COM INC SR BD 3.8%24
ZXTILKJKG63JELOEG630
2024-12-05
3.800000
151000.00
162396.14
Corporate Debt Securities
ING GROEP N V 22
549300NYKK9MWM7GGW15
2022-03-29
2.445100
2152000.00
2189624.25
Corporate Debt Securities
OWENS CORNING NEW SR GLBL NT4.3%47
JO5M6676RDJIZ2U8X907
2047-07-15
4.300000
2429372.00
2350807.46
Corporate Debt Securities
DDR CORP SR NT 4.7%27
W2AVA6SODOQ1LCYJQR54
2027-06-01
4.700000
2471004.00
2528817.26
Corporate Debt Securities
ENTERPRISE PRODS OPER LLC GTD SRNT 7.55%38
5493004LGN656HWLDA30
2038-04-15
7.550000
1801000.00
2502436.47
Corporate Debt Securities
MARRIOTT INTL INC NEW SR GLBL -W NT 34
225YDZ14ZO8E1TXUSU86
2034-10-01
4.500000
4834000.00
5159376.54
Corporate Debt Securities
CBS CORP NEW SR GLBL NT2.5%23
5KYC8KF17ROCY24M3H09
2023-02-15
2.500000
3311353.00
3300638.93
Corporate Debt Securities
BANK AMER CORP SR NT FIX/FLT 28
9DJT3UXIJIZJI4WXO774
2028-07-21
3.593000
81000.00
81297.11
Corporate Debt Securities
BRIXMOR OPERATING PRTSHP LP SR NT 3.25%23
549300CJHBL7JBUA6503
2023-09-15
3.250000
3350000.00
3342321.06
Corporate Debt Securities
BOARDWALK PIPELINES LP SR GLBL NT 26
549300W6AQ2GHHCGL606
2026-06-01
5.950000
801000.00
903733.59
Corporate Debt Securities
BLACK HILLS CORP SR GLBL NT4.2%46
3MGELCRSTNSAMJ962671
2046-09-15
4.200000
630000.00
627055.80
Corporate Debt Securities
BLACK HILLS CORP SR GLBL NT 27
3MGELCRSTNSAMJ962671
2027-01-15
3.150000
3402000.00
3317494.32
Corporate Debt Securities
BECTON DICKINSON & CO SR GLBL NT 19
ICE2EP6D98PQUILVRZ91
2019-06-06
2.133000
128445.00
129421.02
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 22
TINT358G1SSHR3L3PW36
2022-04-10
3.750000
3071772.00
3176404.23
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE VR 050317-050319
9ET6B8VCXWW51H8Z3M54
2019-05-03
1.502300
773782.00
778511.64
Corporate Debt Securities
ABBOTT LABS SR GLBL NT 19
HQD377W2YR662HK5JX27
2019-11-22
2.350000
727000.00
737377.32
Corporate Debt Securities
ACE INA HLDG INC SR GLBL NT 45
CZCBJZWDMLTHWJDXU843
2045-11-03
4.350000
22000.00
24380.25
Corporate Debt Securities
PITNEY BOWES INC CR SEN SR NT 22
549300N2O26NW4ST6W55
2022-05-15
3.875000
77299.00
79326.91
Corporate Debt Securities
PDC ENERGY INC SR 144A NT 24
5493008W8H2T511J5Y59
2024-09-15
6.125000
9562000.00
10094019.07
Corporate Debt Securities
KINDER MORGAN ENERGY PARTNERS SR GLBL NT 38
549300PDHUGWPWGOT525
2038-01-15
6.950000
2873000.00
3483825.34
Corporate Debt Securities
OGLETHORPE PWR CORP 1M BD-07 144A 31
3EERXCUSWMS9GV5D9M98
2031-01-01
6.191000
10975000.00
13178661.11
Corporate Debt Securities
CREDIT AGRICOLE S A TIER I PERP 144A
969500TJ5KRTCJQWXH05
2049-01-01
8.375000
176000.00
201137.20
Corporate Debt Securities
FRONTIER COMMUNICATIONS CORP SR NT 8.75%22
549300ZCZ76HYCS0H445
2022-04-15
8.750000
42000.00
38042.08
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR FLT NT 18
UDSQCVRUX5BONN0VY111
2018-06-15
2.145600
1353000.00
1362960.18
Corporate Debt Securities
MOLSON COORS BREWING CO SR GLBL NT2.1%21
54930073LBBH6ZCBE225
2021-07-15
2.100000
4070000.00
4023493.47
Corporate Debt Securities
MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 26
2026-03-01
3.850000
1019000.00
1084869.86
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC NT 144A26
2026-12-18
3.450000
4381000.00
4537887.26
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
6129000.00
6436088.44
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
640000.00
683813.33
Corporate Debt Securities
BANK AMER CORP FR 2.625%041921
9DJT3UXIJIZJI4WXO774
2021-04-19
2.625000
717000.00
728541.91
Corporate Debt Securities
BRISTOL MYERS SQUIBB CO SR GLBL NT 23
HLYYNH7UQUORYSJQCN42
2023-11-01
3.250000
22000.00
23190.31
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 39
6SHGI4ZSSLCXXQSBB395
2039-07-15
8.125000
2184000.00
3390203.79
Corporate Debt Securities
SANTANDER UK PLC 4% NTS 24
PTCQB104N23FMNK2RZ28
2024-03-13
4.000000
2711000.00
2914035.83
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR NT 3.6%24
549300W70ZOQDVLCHY06
2024-12-01
3.600000
5503000.00
5697586.08
Corporate Debt Securities
AQUARION CO SR GLBL 144A 24
2024-08-15
4.000000
103000.00
109731.51
Corporate Debt Securities
APPLE INC SR NT 3.2%25
HWUPKR0MPOU8FGXBT394
2025-05-13
3.200000
94000.00
97150.25
Corporate Debt Securities
AT&T INC SR GLBL NT 46
549300Z40J86GGSTL398
2046-05-15
4.750000
13198000.00
12951564.02
Corporate Debt Securities
AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 20
2020-07-01
4.250000
562000.00
592798.54
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 3.45%22
222100FLFVOSKCBCAR54
2022-03-15
3.450000
454000.00
478308.67
Corporate Debt Securities
ACE INA HLDG INC SR GLBL NT 22
CZCBJZWDMLTHWJDXU843
2022-11-03
2.875000
157000.00
162425.57
Corporate Debt Securities
BNP PARIBAS / BNP PARIBAS US FR 2.7%082018
R0MUWSFPU8MPRO8K5P83
2018-08-20
2.700000
8000.00
8180.52
Corporate Debt Securities
APPLE INC SR GLBL NT 26
HWUPKR0MPOU8FGXBT394
2026-08-04
2.450000
3742000.00
3646488.57
Corporate Debt Securities
BBCMS TR 2014-BXO
2027-08-16
4.303600
5900996.00
2848626.99
Private Label Collateralized Mortgage Obligations
COLONY MTG CAP SER 2014-FL1 D 20310408 FLT
2031-04-08
4.924400
3325000.00
3335447.38
Private Label Collateralized Mortgage Obligations
WACHOVIA BANK COMM MTG
2043-12-15
5.413000
7296869.00
4490185.64
Private Label Collateralized Mortgage Obligations
Y
2017-10-30
2017-10-30
2017-11-28
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0169
250022925.00
250022925.00
0.0068
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.770000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.77_1218
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CENT CDO 14 2007-14 SUB NT 20210415 FLT
2021-04-15
0.00
3546162.00
3214719.97
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.388700
2436790.00
2392127.04
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.454400
42330503.00
38849983.50
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.474400
12505900.00
11593925.25
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-7 A-6A 20420125 FLT
2042-01-25
1.474400
12587841.00
11751947.18
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.444400
8021.00
7941.28
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-2 A-6 20410125 FLT
5493007758ACJK074H95
2041-01-25
1.484400
540836.00
517808.29
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-8 A-5 20400125 FLT
2040-01-25
1.484400
4388083.00
4148781.99
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.514400
18068083.00
16435671.57
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.414400
14416327.00
14247554.20
Asset-Backed Securities
SLC STUDENT LN TRUST 2006-1 A-6 20381215 FLT
2038-12-15
1.405600
44278743.00
41320347.05
Asset-Backed Securities
SMB PRIVATE ED LN TR 2015-A B 20451016 3.5
2045-10-16
3.500000
7000000.00
7000068.29
Asset-Backed Securities
SMB PRIVATE ED LN TR 2014-A B 20420915 4.0
549300XC4C7GRVLU6076
2042-09-15
4.000000
3201149.00
3269629.51
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.444400
136655.00
123293.40
Asset-Backed Securities
COLLEGE LN CORP 2005-1 1A-4 20270425 FLT
2027-04-25
1.464400
2478786.00
2469812.73
Asset-Backed Securities
CENT CDO 14 2007-14 B 20210415 FLT
2021-04-15
1.663600
167855.00
162705.74
Asset-Backed Securities
CWABS INC 2004-13 MV-5 20350425 FLT
2035-04-25
2.582200
2971756.00
2991424.48
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.348700
1775068.00
1748929.70
Asset-Backed Securities
HOME EQUITY MTG TR 2007-2 2A-1A 20370625 FLT
2037-06-25
1.532200
21427636.00
1493956.77
Asset-Backed Securities
GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4
2018-10-15
6.400000
2949961.00
6056.92
Asset-Backed Securities
NELNET ED LN FDG 2005-3 A-5 20351222 FLT
2035-12-22
1.407200
8136514.00
6924866.04
Asset-Backed Securities
NELNET STUDENT LNS 2005-1 A-5 20331025 FLT
2033-10-25
1.424400
32527768.00
27108254.86
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
1.584400
958047.00
923077.49
Asset-Backed Securities
NISSAN MTR ACCEP CORP VR 091416-091319
7D6DIU2QXTUJRFNNJA49
2019-09-13
1.756400
3887020.00
3914119.99
Corporate Debt Securities
PFIZER INC SR GLBL NT 21
765LHXWGK1KXCLTFYQ30
2021-06-03
1.950000
3299000.00
3312861.30
Corporate Debt Securities
EXELON CORP JR SB GLBL STP22
3SOUA6IRML7435B56G12
2022-06-01
3.497000
9213000.00
9597627.40
Corporate Debt Securities
METLIFE INC PERP GLBL -C NT
C4BXATY60WC6XEOZDX54
2099-12-29
5.250000
488000.00
513448.39
Corporate Debt Securities
BOARDWALK PIPELINES LP SR GLBL NT 26
549300W6AQ2GHHCGL606
2026-06-01
5.950000
3284000.00
3705194.89
Corporate Debt Securities
AMERADA HESS CORP SR NT 7.3%31
UASVRYNXNK17ULIGK870
2031-08-15
7.300000
14691000.00
17704874.99
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC SR 144A NT 20
549300423Z16BB673J12
2020-03-02
2.250000
4210000.00
4267098.13
Corporate Debt Securities
TRANSCANADA TRUST SR 2017-A NT 77
2077-03-15
5.300000
2894000.00
3059625.23
Corporate Debt Securities
MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 26
2026-03-01
3.850000
4299000.00
4576894.52
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 43
54930070NSV60J38I987
2043-10-02
6.250000
2519000.00
2908587.84
Corporate Debt Securities
OGLETHORPE PWR CORP 1M BD-07 144A 31
3EERXCUSWMS9GV5D9M98
2031-01-01
6.191000
7966000.00
9565486.51
Corporate Debt Securities
OCCIDENTAL PETE CORP DEL SR GLBL NT3.4%26
IM7X0T3ECJW4C1T7ON55
2026-04-15
3.400000
325000.00
334649.61
Corporate Debt Securities
Deutsche Bank AG
2018-02-13
1.875000
4262000.00
4299974.42
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC NT 144A26
2026-12-18
3.450000
419000.00
434004.74
Corporate Debt Securities
METLIFE INC EXT JR SB GLBL66
C4BXATY60WC6XEOZDX54
2066-12-15
6.400000
1002000.00
1166656.43
Corporate Debt Securities
METHANEX CORP SR NT 5.25%22
549300TSJHRXT9QXRD13
2022-03-01
5.250000
1459000.00
1577551.04
Corporate Debt Securities
KLA-TENCOR CORP SR GLBL NT 19
549300H0BF5JCG96TJ81
2019-11-01
3.375000
11000.00
11400.70
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
4668000.00
4901886.25
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 3.45%22
222100FLFVOSKCBCAR54
2022-03-15
3.450000
587000.00
618429.94
Corporate Debt Securities
BELO CORP SR DEB 7.75%27
2027-06-01
7.750000
3603000.00
4099913.75
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 23
213800LBQA1Y9L22JB70
2023-01-10
3.684000
3288000.00
3389332.87
Corporate Debt Securities
BANK AMER CORP SR GLBL NT 17
9DJT3UXIJIZJI4WXO774
2017-12-01
5.750000
180000.00
184171.20
Corporate Debt Securities
ANGLO AMERICAN CAPITAL PLC SR GLBL REGS 19
TINT358G1SSHR3L3PW36
2019-04-08
9.375000
2435000.00
2792012.60
Corporate Debt Securities
ROYAL BK OF SCOTLAND PLC SUB GLBL NT 22
2138005O9XJIJN4JPN90
2022-12-15
6.125000
176000.00
195934.88
Corporate Debt Securities
PITNEY BOWES INC CR SEN SR NT 22
549300N2O26NW4ST6W55
2022-05-15
3.875000
5958801.00
6115127.66
Corporate Debt Securities
TIME WARNER INC SR DEB 5.35%43
KNG3XRAA0RHN9H62OK76
2043-12-15
5.350000
298000.00
328913.36
Corporate Debt Securities
TELECOM ITALIA S P A NEW SR 144A NT 24
549300W384M3RI3VXU42
2024-05-30
5.303000
812000.00
903541.34
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR NT 3.6%24
549300W70ZOQDVLCHY06
2024-12-01
3.600000
616000.00
637781.76
Corporate Debt Securities
WESTPAC BNKING CRP ECN
EN5TNI6CI43VEPAMHL14
2019-08-01
2.061100
704689.00
711078.96
Corporate Debt Securities
WACHOVIA BANK COMM MTG
2043-12-15
5.413000
4687504.00
2884492.40
Private Label Collateralized Mortgage Obligations
BBCMS TR 2014-BXO
2027-08-16
4.303600
796.00
384.26
Private Label Collateralized Mortgage Obligations
GE COML MTG 2007-C1 A-MFX 20491210 5.5
549300MEP395QRNT3X34
2049-12-10
5.540000
9000000.00
9100703.40
Private Label Collateralized Mortgage Obligations
Y
2017-10-30
2017-10-30
2017-12-18
Y
JP MORGAN SECURITIES LLC
1.0000
91
N
N
N
0.0177
266098659.40
266098659.40
0.0072
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.650000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_1.65_1030
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
TRIAXX PRIME CDO 2006-2 A-2 20391002 FLT
2039-10-02
1.823600
190424000.00
156217950.12
Asset-Backed Securities
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
6.232200
95350000.00
88851968.60
Private Label Collateralized Mortgage Obligations
BANCO POP PUERTO RICO HATO REY PR
2045-08-10
5.789200
10330349.00
9080081.74
Private Label Collateralized Mortgage Obligations
Y
2017-09-05
2017-09-05
2017-10-30
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
36
N
N
N
0.0165
221005127.20
221005127.20
0.0060
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.36_0802
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BAMLL 3.819% 07/37
2037-07-14
3.819000
8140000.00
8610769.97
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA A1
549300818AKCJ4Q9TD76
2037-09-15
3.303900
600000.00
615391.09
Private Label Collateralized Mortgage Obligations
CSAIL 3.7182% 08/48
549300ZAGI6FKGY8O078
2048-08-15
3.718200
2751000.00
2891109.81
Private Label Collateralized Mortgage Obligations
CSAIL 3.3143% 11/49
5493006MX7HG5PC85C29
2049-11-15
3.314300
135000.00
139968.47
Private Label Collateralized Mortgage Obligations
CSAIL 3.7567% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.756700
10000.00
10503.52
Private Label Collateralized Mortgage Obligations
CSAIL 3.5325% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.532500
146000.00
153040.14
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C1 A4
549300UFJ8EKD81Y8R30
2050-04-15
3.505000
1291000.00
1341361.51
Private Label Collateralized Mortgage Obligations
COMM 2013-CR9 A4
549300C72XVZH4MIKU63
2045-07-10
4.231100
55000.00
60001.80
Private Label Collateralized Mortgage Obligations
GSMS 2013-GC12 AS
549300SSCQUZ3RRV2T53
2046-06-10
3.375000
60000.00
61255.63
Private Label Collateralized Mortgage Obligations
144A GSMS 2010-C1 A2
2043-08-10
4.592000
16650000.00
17763774.10
Private Label Collateralized Mortgage Obligations
JP MORGAN 2.713% 08/49
2049-08-15
2.713000
2480000.00
2493269.17
Private Label Collateralized Mortgage Obligations
JPMCC 2012-LC9 A3
2047-12-15
2.475100
300000.00
303511.55
Private Label Collateralized Mortgage Obligations
JPMBB 2015-C28 A4
2048-10-15
3.227400
250000.00
255161.37
Private Label Collateralized Mortgage Obligations
JPMCC 2013-LC11 AS
2046-04-15
3.216000
325000.00
330816.88
Private Label Collateralized Mortgage Obligations
JPMBB 2014-C26 ASB
2048-01-15
3.288400
150000.00
156122.57
Private Label Collateralized Mortgage Obligations
JPMCC 2004-LN2 A2
2041-07-15
5.115000
500000.00
2768.03
Private Label Collateralized Mortgage Obligations
SG 2.895% 10/48
549300SZQW4U3UN4A157
2048-10-10
2.895000
3000000.00
3009428.86
Private Label Collateralized Mortgage Obligations
WFRBS 2013-C13 A3
2045-05-15
2.749000
1800000.00
1819111.06
Private Label Collateralized Mortgage Obligations
144A WFRBS 2011-C3 A4
2044-03-15
4.375000
883000.00
944208.58
Private Label Collateralized Mortgage Obligations
144A WFRBS 2011-C4 A4
2044-06-15
4.902000
200000.00
218942.33
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.64% 12/59
2059-12-15
3.640000
1000000.00
1046146.99
Private Label Collateralized Mortgage Obligations
WELLS FARGO 2.501% 10/49
5493007OD9MH69ES1S63
2049-10-15
2.501000
2500000.00
2524500.49
Private Label Collateralized Mortgage Obligations
CSAIL 2015-C2 A3
549300D5DIOOMKWXVZ20
2057-06-15
3.231200
100000.00
101781.85
Private Label Collateralized Mortgage Obligations
Y
2017-08-02
2017-08-02
2017-08-02
N
Y
Credit Suisse AG
1.0000
N
0.0136
39000000.00
39000000.00
0.0011
N
N
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.030000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.03_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-10-12
0.00
76500.00
76330.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-10-05
0.00
100.00
99.80
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-11-30
0.875000
15015400.00
15023220.52
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-11-15
2.250000
12103500.00
12190740.58
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-11-15
1.625000
121016400.00
119820623.14
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-08-31
1.875000
77000.00
77681.87
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-07-15
0.125000
37289900.00
39889844.54
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-04-30
1.875000
63638800.00
64101294.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.625000
21462500.00
21653569.91
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.375000
79051900.00
79076603.72
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-11
0.00
100.00
99.49
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0103
345000000.00
345000000.00
0.0094
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.040000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.04_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNAR XX.XXX LBAL9531
2041-12-01
3.309000
9000000.00
7192431.20
Agency Mortgage-Backed Securities
FNMS 04.000 CLAK8483
2042-04-01
4.000000
7308880.00
4933410.79
Agency Mortgage-Backed Securities
04.000 FGPC Q48101 G
2047-05-01
4.000000
11970553.00
12589040.68
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAY2750
2045-06-01
2.464000
10188143.00
6246462.72
Agency Mortgage-Backed Securities
GNMA
2045-05-20
5.000000
13137296.00
6360890.46
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-05-01
4.000000
50417358.00
6540806.57
Agency Mortgage-Backed Securities
FNMS 03.000 CLMA2806
2046-11-01
3.000000
1983286.00
1917383.63
Agency Mortgage-Backed Securities
FNMS 04.000 CLBE5846
2047-01-01
4.000000
5689442.00
5961679.90
Agency Mortgage-Backed Securities
FMAR 2B6021 G
2047-04-01
2.643000
5837136.00
5940799.61
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-05-01
2.822000
10976790.00
6540587.88
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR1841
2027-12-01
2.500000
13322136.00
6699967.11
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-11-01
3.500000
14178784.00
7311365.72
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAL8408
2046-03-01
2.623000
10992736.00
7711396.73
Agency Mortgage-Backed Securities
FNAR XX.XXX LBAX5625
2045-09-01
2.730000
8037058.00
5920517.22
Agency Mortgage-Backed Securities
FNMS 03.000 CLAS9448
2047-04-01
3.000000
10081803.00
9983747.14
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS7082
2046-04-01
3.500000
7513286.00
6990199.32
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2030-01-01
3.000000
9972240.00
7032623.92
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2043-08-01
3.000000
7845932.00
5670200.87
Agency Mortgage-Backed Securities
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0104
118000000.00
118000000.00
0.0032
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LW56
Asset Backed Commercial Paper
Y
2017-09-05
2017-09-05
2017-09-05
N
Y
Natixis SA
1.0000
N
0.0125
58426933.50
58426933.50
0.0016
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LX22
Asset Backed Commercial Paper
Y
2017-10-02
2017-10-02
2017-10-02
N
Y
Natixis SA
1.0000
N
0.0127
100775709.30
100775709.30
0.0027
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KWD0
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-09-13
2017-09-13
2017-09-13
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0125
19969346.00
19969346.00
0.0005
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KWM0
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-09-21
2017-09-21
2017-09-21
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0126
43919920.00
43919920.00
0.0012
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KX64
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-10-06
2017-10-06
2017-10-06
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0127
58554830.66
58554830.66
0.0016
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LAH3
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0144
24830235.00
24830235.00
0.0007
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.710000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.71_1113
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
ELDORADO GOLD CORP NEW SR 144A NT 20
5493004PWQ01YDD1IH62
2020-12-15
6.125000
500000.00
511413.19
Corporate Debt Securities
ALERE INC SR SB NT 6.5%20
549300UPPBCBLLLBJG98
2020-06-15
6.500000
3988000.00
4085927.56
Corporate Debt Securities
TOLL BROTHERS FINANCE CORP.
2018-12-31
4.000000
9000.00
9211.00
Corporate Debt Securities
MICHAEL BAKER INTL LLC SR SEC NT 144A18
2018-10-15
8.250000
12500000.00
12756770.83
Corporate Debt Securities
CHS / CMNTY HEALTH SYS INC SR NT 8%19
5493007X5NC5XI1BB106
2019-11-15
8.000000
9000000.00
9197000.00
Corporate Debt Securities
AMERICAN ENERGY SR SEC 144A NT20
2020-06-15
8.000000
9212000.00
9398287.12
Corporate Debt Securities
Y
2017-11-03
2017-11-03
2017-11-13
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0171
30987510.10
30987510.10
0.0008
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.830000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.83_0116
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
VOLT XXII LLC 2015-NPL4 A-2 20550225 FLT
2055-02-25
4.250000
68000.00
67869.25
Asset-Backed Securities
US RESI OPP FD III TR 2016-1 A 20360727 FLT
2036-07-27
3.474700
2500000.00
1936310.80
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2022-01-18
9.130000
2276587.00
2459052.21
Asset-Backed Securities
AMERICAN EXPRESS CREDIT 2017-5 B 20250218 FLT
549300Y4SA5G3GIJTP18
2025-02-18
1.832200
100000.00
100000.00
Asset-Backed Securities
HOVNANIAN K ENTERPRISES INC SR SEC GLBL 24
549300JJCQ0KAI7CJG32
2024-07-15
10.500000
12265754.00
13138666.83
Corporate Debt Securities
SINOPEC GRP OVERSEAS DEV 2017 SR GLBL REGS 20
2020-04-12
2.375000
36744.00
37084.65
Corporate Debt Securities
OVERSEAS SHIPHOLDING GROUP INC SR NT 8.125%18
2018-03-30
8.125000
4862000.00
5104171.49
Corporate Debt Securities
IMPERIAL METALS CORP NEW SR 144A NT 7%19
549300WQSPLDYCC4Z755
2019-03-15
7.000000
6784000.00
5877959.11
Corporate Debt Securities
IHEARTCOMMUNICATIONS INC SR SEC NT 9%22
54930076J6KDZL504O62
2022-09-15
9.000000
3413000.00
2643368.50
Corporate Debt Securities
DOWNSTREAM DEV AUTH SR SEC GLBL 19
549300NM30NX0VZ5ZB32
2019-07-01
10.500000
16114000.00
15711150.00
Corporate Debt Securities
COVENANT SURGICAL PARTNERS INC SR 144A NT 19
2019-08-01
8.750000
6131000.00
6337921.25
Corporate Debt Securities
CORNERSTONE CHEM CO SR SEC 144A NT18
BL03B05TRUKQ14Y1HC46
2018-03-15
9.375000
9874000.00
10322444.16
Corporate Debt Securities
GASLOG LTD 8.875%22
549300QH0H78JQK1Z820
2022-03-22
8.875000
4226922.00
4481139.07
Corporate Debt Securities
WAVEDIVISION ESCROW LLC/ WAVED SR GLBL 144A 20
2020-09-01
8.125000
55712000.00
59269443.19
Corporate Debt Securities
VRX ESCROW CORP SR 144A NT 25
B3BS7ACMDUWISF18KY76
2025-04-15
6.125000
2489000.00
2160538.42
Corporate Debt Securities
FIDELITY & GTY LIFE HLDGS INC SR 144A NT 21
549300WCR5QBFH98VZ75
2021-04-01
6.375000
10966000.00
11500592.50
Corporate Debt Securities
EMBARQ CORP
2036-06-01
7.995000
8461000.00
8658352.83
Corporate Debt Securities
TRANSOCEAN INC SR GLBL NT7.5%31
DOL4HJ22ADYSIWES4H94
2031-04-15
7.500000
5778000.00
4894447.50
Corporate Debt Securities
TEEKAY OFFSHORE PARTNERS L P SR GLBL NT 6%19
2019-07-30
6.000000
369000.00
366109.50
Corporate Debt Securities
NOBLE HOLD INT LTD CR SEN SR GLBL45
549300GNEZBJHMST9U32
2045-04-01
8.700000
2484000.00
1935036.00
Corporate Debt Securities
OVERSEAS PRIVATE INVESTMENT
549300IDY55XMYWXSD28
2020-11-13
0.00
175000.00
170380.00
Corporate Debt Securities
FLAGSTAR MTG TR 2017 1
2047-03-25
3.706210
5326000.00
5326000.00
Private Label Collateralized Mortgage Obligations
Y
2017-11-03
2017-11-03
2018-01-16
Y
WELLS FARGO SECURITIES LLC
1.0000
95
N
N
N
0.0183
139937658.00
139937658.00
0.0038
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.040000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.04_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2047-05-15
3.000000
14639300.00
15048573.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2042-02-15
0.750000
500.00
517.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-05-31
2.000000
3400.00
3392.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2027-02-15
2.250000
103521000.00
104289920.82
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-08-15
2.875000
100.00
100.97
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-07-31
2.125000
1000.00
1001.56
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0104
117000000.00
117000000.00
0.0032
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.060000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.06_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2017-113 JA
2046-04-16
2.500000
36314675.00
36274196.24
Agency Collateralized Mortgage Obligation
FNRM CL061PA R17F061
2045-01-25
3.000000
1498386.00
1538577.36
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2039-09-25
3.000000
21073524.00
13161472.95
Agency Collateralized Mortgage Obligation
Farm Federal Credit Bank
2037-04-28
3.330000
3000.00
3067.53
Agency Debentures and Agency Strips
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2032-07-15
0.00
595000.00
369667.55
Agency Debentures and Agency Strips
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
2018-03-07
0.875000
9000.00
9013.55
Agency Debentures and Agency Strips
03.500 FGPC Q44628 G
2046-11-01
3.500000
6076047.00
6100460.26
Agency Mortgage-Backed Securities
FNMS 04.500 CLMA2974
2047-03-01
4.500000
23741559.00
25033983.91
Agency Mortgage-Backed Securities
GNII SF MA3736 M
2046-06-20
3.500000
26748096.00
24140365.59
Agency Mortgage-Backed Securities
GNII SF MA3735 M
2046-06-20
3.000000
35152165.00
31959556.40
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2044-02-01
4.000000
32158434.00
22242906.43
Agency Mortgage-Backed Securities
FNMS 04.500 CLAL3344
2042-10-01
4.500000
38370820.00
25514797.68
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2017-12-15
1.000000
65226200.00
65276217.45
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2024-07-31
2.125000
86597300.00
86732608.28
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0106
329000000.00
329000000.00
0.0089
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.280000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.28_0803
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
FNMA REMIC TRUST 2003-18 A1 20421225 6.5
2042-12-25
6.500000
610033.00
49617.82
Agency Collateralized Mortgage Obligation
PALMER SQUARE CLO LTD 2015-1R C-R 20290521 FLT
2029-05-21
4.671700
13653.00
13545.88
Asset-Backed Securities
TGIF FDG LLC
2047-04-30
6.202000
4821670.00
4914971.47
Asset-Backed Securities
STRUCTURED ASSET INV 2004-10 A-4 20341125 FLT
2034-11-25
2.232200
1.00
0.14
Asset-Backed Securities
TELOS CLO 2014-6 LTD / TELOS CLO 2014-6 LLC
549300S94NIRW4K03T89
2027-01-17
2.573600
18517850.00
18526939.46
Asset-Backed Securities
OCTAGON INV PTNS XXI 2014-21R B-R 20261116 FLT
2026-11-16
3.781800
790164.00
778922.97
Asset-Backed Securities
MADISON PARK FDG X 2012-10R C-R 20290122 FLT
2029-01-22
3.906900
4574801.00
4562027.18
Asset-Backed Securities
ACIS CLO 2015 6 LTD ACIS CLO 2015 6 LLC
549300KBPN4VDPV9ZF83
2027-05-01
2.759600
20000000.00
20137978.01
Asset-Backed Securities
ALLY MSTR OWNR TR 2015-3 A 20200515 1.6
2020-05-15
1.630000
1115580.00
1116831.95
Asset-Backed Securities
DRIVE AUTO RECV TR 2016-A D 20230515 4.8
2023-05-15
4.850000
12584.00
12896.92
Asset-Backed Securities
WORLD FIN NETWORK CCMT 2014-C A 20210815 1.5
2021-08-15
1.540000
13264815.00
13274620.94
Asset-Backed Securities
MADISON ARBOR LTD
2018-12-17
0.00
360.00
362.19
Asset-Backed Securities
MADISON ARBOR LTD
2018-12-17
0.00
413329.00
415838.73
Asset-Backed Securities
SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT
549300IQIXBXDNPLSE92
2032-09-15
0.00
11119447.00
9775005.78
Asset-Backed Securities
EXELON GENERATION CO LLC SR GLBL NT6.2%17
S2PEWKCZFFECR4533P43
2017-10-01
6.200000
1587000.00
1631002.22
Corporate Debt Securities
DOMINION ENERGY INC SR NT 6.4%18
ILUL7B6Z54MRYCF6H308
2018-06-15
6.400000
810000.00
849461.40
Corporate Debt Securities
DDR CORP SR GLBL NT3.5%21
W2AVA6SODOQ1LCYJQR54
2021-01-15
3.500000
1000000.00
1015875.56
Corporate Debt Securities
CUBESMART L P SR BD 4.8%22
549300MPHKO3I3FJRA97
2022-07-15
4.800000
1500000.00
1624310.00
Corporate Debt Securities
CORPORATE OFFICE PPTYS L P SR NT 3.6%23
H0TWO5VRNEP6CQAWPX27
2023-05-15
3.600000
1325000.00
1336448.00
Corporate Debt Securities
COMMONWEALTH REIT SR NT 5.875%20
549300YPGVU9PR4L0606
2020-09-15
5.875000
146000.00
159308.55
Corporate Debt Securities
VORNADO RLTY L P SR NT 5%22
549300BMOJ05INE4YK86
2022-01-15
5.000000
2250000.00
2453067.50
Corporate Debt Securities
UBS AG STAMFORD BRH SUB NT 7.625%22
2022-08-17
7.625000
2537000.00
3100813.02
Corporate Debt Securities
TIME WARNER COS INC SR GLBL DEB 23
2023-02-01
9.150000
399000.00
533977.71
Corporate Debt Securities
SPECTRA ENERGY CAP LLC SR GLBL NT6.2%18
7E0MZ0QJ747MW6UMUW55
2018-04-15
6.200000
7656000.00
8047876.60
Corporate Debt Securities
JPMORGAN CHASE & CO PERP -R NT 6%
8I5DZWZKVSZI1NUHU748
2049-01-01
6.000000
1400000.00
1561000.00
Corporate Debt Securities
WASHINGTON PRIME GROUP LP SR GLBL NT 20
549300K4BNOIQ154O537
2020-04-01
3.850000
2000000.00
2057426.67
Corporate Debt Securities
DOMINION ENERGY INC JR SB GLBL -A 54
ILUL7B6Z54MRYCF6H308
2054-10-01
5.750000
102000.00
113007.50
Corporate Debt Securities
BRIXMOR OPERATING PRTSHP LP SR GLBL NT 22
549300CJHBL7JBUA6503
2022-08-15
3.875000
2460000.00
2573573.42
Corporate Debt Securities
BRIGHTHOUSE FINL INC SR GLBL 144A 47
5493003T8SZSHOGGAW52
2047-06-22
4.700000
990000.00
978953.25
Corporate Debt Securities
ANZ NEW ZEALAND INTL LTD REGS FR 2.75%020321
2021-02-03
2.750000
3428000.00
3518249.71
Corporate Debt Securities
APPLE INC SR GLBL NT 3%27
HWUPKR0MPOU8FGXBT394
2027-06-20
3.000000
463.00
464.29
Corporate Debt Securities
AMERICAN TOWER CORP NEW SR GLBL NT 26
5493006ORUSIL88JOE18
2026-10-15
3.375000
525000.00
524363.44
Corporate Debt Securities
WELLS FARGO & CO FR 2.625%072222
PBLD0EJDB5FWOLXP3B76
2022-07-22
2.625000
4000.00
4007.36
Corporate Debt Securities
ANTHEM INC SR NT 5.8%40
8MYN82XMYQH89CTMTH67
2040-08-15
5.800000
100000.00
123816.44
Corporate Debt Securities
MARATHON PETE CORP SR GLBL NT 45
3BNYRYQHD39K4LCKQF12
2045-12-15
5.850000
4000000.00
4278780.00
Corporate Debt Securities
SEMPRA ENERGY SR GLBL NT 19
PBBKGKLRK5S5C0Y4T545
2019-10-07
1.625000
999000.00
999365.47
Corporate Debt Securities
NATIONAL FUEL GAS CO N J SR NT 6.5%18
8JB38FFW1Y3C1HM8E841
2018-04-15
6.500000
5871000.00
6177224.84
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC SR NT 4.8%26
2138005O9XJIJN4JPN90
2026-04-05
4.800000
200000.00
217987.33
Corporate Debt Securities
REGENCY CTRS L P SR GLBL NT4.4%47
5493008PTR2GAOYBXW28
2047-02-01
4.400000
100000.00
101115.33
Corporate Debt Securities
QBE INS GROUP LTD FR 7.5%112443
549300D2FBW76FPUSG65
2043-11-24
7.500000
10801000.00
12544911.45
Corporate Debt Securities
HEINZ H J FIN CO SR GLBL NT 32
5493003STKEZ2S0RNU91
2032-03-15
6.750000
2336000.00
3021616.00
Corporate Debt Securities
KROGER CO SR GLBL NT 21
6CPEOKI6OYJ13Q6O7870
2021-11-01
2.950000
216000.00
220938.84
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR GLBL NT 21
UDSQCVRUX5BONN0VY111
2021-03-18
3.336000
4119000.00
4276735.73
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT 27
5493008B6JBRUJ90QL97
2027-01-17
4.350000
1650000.00
1689322.25
Corporate Debt Securities
XCEL ENERGY INC SR GLBL NT2.4%21
LGJNMI9GH8XIDG5RCM61
2021-03-15
2.400000
1849000.00
1877191.09
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL NT4.3%25
549300WR7IX8XE0TBO16
2025-06-01
4.300000
362000.00
381184.79
Corporate Debt Securities
WISCONSIN ENERGY CORP SR NT 3.55%25
549300IGLYTZUK3PVP70
2025-06-15
3.550000
2500000.00
2594940.28
Corporate Debt Securities
ENTERTAINMENT PPTYS TR SR NT 5.75%22
549300YSSXFHMPOWZ492
2022-08-15
5.750000
978000.00
1115070.50
Corporate Debt Securities
EBAY INC SR GLBL NT2.2%19
OML71K8X303XQONU6T67
2019-08-01
2.200000
214000.00
217608.04
Corporate Debt Securities
EQT CORP SR NT 8.125%19
4NT01YGM4X7ZX86ISY52
2019-06-01
8.125000
19859000.00
22167244.69
Corporate Debt Securities
BOSTON PPTYS LTD PARTNERSHIP SR NT 4.125%21
BVHHEFJI6SHNOKQT2572
2021-05-15
4.125000
134000.00
143315.46
Corporate Debt Securities
CLEVELAND ELEC ILLUM CO 1M BD 8.875%18
2018-11-15
8.875000
7670000.00
8479385.27
Corporate Debt Securities
CITIZENS BANK N A FR 2.55%051321
DRMSV1Q0EKMEXLAU1P80
2021-05-13
2.550000
250000.00
252368.75
Corporate Debt Securities
CITIGROUP INC SUB NT 4.125%28
6SHGI4ZSSLCXXQSBB395
2028-07-25
4.125000
6000.00
6165.70
Corporate Debt Securities
CITIGROUP INC SR SB GLBL NT 46
6SHGI4ZSSLCXXQSBB395
2046-05-18
4.750000
31000.00
33245.39
Corporate Debt Securities
CAMPBELL SOUP CO SR NT 3.8%42
5493007JDSMX8Z5Z1902
2042-08-02
3.800000
5000.00
4883.42
Corporate Debt Securities
BANK AMER CORP FR 3.248%102127
9DJT3UXIJIZJI4WXO774
2027-10-21
3.248000
32000.00
31412.23
Corporate Debt Securities
BHP BILLITON FIN USA LTD SUB 144A NT 75
5493003NUVITP3TMY274
2075-10-19
6.750000
2299000.00
2687818.37
Corporate Debt Securities
ARES CAP CORP SR NT 4.875%18
WEQ82666OJYSI5GUAB47
2018-11-30
4.875000
5000.00
5220.50
Corporate Debt Securities
CB ACE CAPITAL TR II
2030-04-01
9.700000
489000.00
755423.50
Corporate Debt Securities
APPLE INC SR GLBL NT 1%18
HWUPKR0MPOU8FGXBT394
2018-05-03
1.000000
4000.00
3999.14
Corporate Debt Securities
AMERICAN EXPRESS CO SR NT 4.05%42
R4PP93JZOLY261QX3811
2042-12-03
4.050000
5000.00
5147.43
Corporate Debt Securities
GTL TRADE FIN
2017-10-20
7.250000
112000.00
115062.11
Corporate Debt Securities
VIACOM INC NEW SR DEB 5.85%43
X0ST5BPF0CZG9FE5OV61
2043-09-01
5.850000
200000.00
218601.00
Corporate Debt Securities
VEREIT OPERATING PRTNERSHIP LP SR GLBL NT 21
5493005TQOUJE1LCS698
2021-06-01
4.125000
3989000.00
4193855.09
Corporate Debt Securities
WASHINGTON REAL ESTATE INVT TR SR NT 3.95%22
549300DI34BGS8LVKW95
2022-10-15
3.950000
1115000.00
1150134.27
Corporate Debt Securities
ROYAL KPN NV SR GLBL NT 30
549300YO0JZHAL7FVP81
2030-10-01
8.375000
11912000.00
16777535.83
Corporate Debt Securities
SEMPRA ENERGY SR NT 6.15%18
PBBKGKLRK5S5C0Y4T545
2018-06-15
6.150000
2133000.00
2231157.10
Corporate Debt Securities
PPL CAPITAL FUNDING, INC.
2067-03-30
3.961400
1306000.00
1284478.73
Corporate Debt Securities
LAND O LAKES INC SR 144A NT 6%22
4ONCJWH5BBCYSJIJYX61
2022-11-15
6.000000
1183000.00
1331072.17
Corporate Debt Securities
MYLAN NV SR GLBL NT 26
549300A0CD4KNFGIIS89
2026-06-15
3.950000
2947000.00
3018102.93
Corporate Debt Securities
MORGAN STANLEY FR 4.35%090826
IGJSJL3JD5P30I6NJZ34
2026-09-08
4.350000
63000.00
67237.96
Corporate Debt Securities
MICROSOFT CORP SR NT 0.875%17
INR2EJN1ERAN0W5ZP974
2017-11-15
0.875000
67000.00
67064.13
Corporate Debt Securities
METLIFE INC SR NT 4.125%42
C4BXATY60WC6XEOZDX54
2042-08-13
4.125000
5000.00
5256.25
Corporate Debt Securities
METLIFE CAPITAL TRUST IV SDEB 7.
2067-12-15
7.875000
3720000.00
5026882.50
Corporate Debt Securities
PRUDENTIAL FINL INC JR SB FIX/FLT 43
5PRBRS5FEH7NREC8OR45
2043-06-15
5.625000
11304000.00
12459127.51
Corporate Debt Securities
NATIONWIDE FINL SVCS INC JR SB NT 6.75%87
2087-05-15
6.750000
2628000.00
2934819.00
Corporate Debt Securities
ROYAL CARIBBEAN CRUISES LTD SR GLBL NT7.5%27
K2NEH8QNVW44JIWK7Z55
2027-10-15
7.500000
312000.00
418570.88
Corporate Debt Securities
ROYAL BANK OF CANADA FR 1.875%020521
ES7IP3U3RHIGC71XBU11
2021-02-05
1.875000
423000.00
426856.35
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 19
549300CUWDAUZSH43859
2019-08-15
6.750000
2650000.00
2977844.75
Corporate Debt Securities
HARTFORD FINL SVCS GROUP INC JRSB DB 8.125%68
IU7C3FTM7Y3BQM112U94
2068-06-15
8.125000
3915000.00
4141607.82
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT FXD/FLT 28
8I5DZWZKVSZI1NUHU748
2028-02-01
3.782000
61000.00
63647.40
Corporate Debt Securities
HOST HOTELS & RESORTS LP SR -B NT 5.25%22
FXB7X4WXVA8QPMNOGS12
2022-03-15
5.250000
1400000.00
1555614.67
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GBL NT5.25%21
784F5XWPLTWKTBV3E584
2021-07-27
5.250000
559000.00
615041.61
Corporate Debt Securities
FORD MTR CO DEL SR GLBL NT 31
20S05OYHG0MQM4VUIC57
2031-07-16
7.450000
10000.00
12812.64
Corporate Debt Securities
FIRST UN CAP II PFD TR 7.95%29
2029-11-15
7.950000
2401000.00
3218092.31
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GLBL NT 27
784F5XWPLTWKTBV3E584
2027-01-26
3.850000
10513000.00
10749381.88
Corporate Debt Securities
GENERAL MTRS CO SR GLBL NT 46
54930070NSV60J38I987
2046-04-01
6.750000
301000.00
367551.10
Corporate Debt Securities
IMSC 2007-AR1 2A1
2037-06-25
3.372200
7169000.00
1711436.80
Private Label Collateralized Mortgage Obligations
IMSA 2006-4 A2C
2037-01-25
1.492200
2501966.00
1485578.43
Private Label Collateralized Mortgage Obligations
IMM 2004-11 1A2
2035-03-25
1.752200
10781514.00
474730.74
Private Label Collateralized Mortgage Obligations
IMPERIAL CMB TRUST
2036-02-25
1.932200
2633600.00
397308.39
Private Label Collateralized Mortgage Obligations
JP MORGAN MADISON AVE SECS TRSER 2015 1
2025-10-27
6.732200
2139164.00
2358628.85
Private Label Collateralized Mortgage Obligations
JP MORGAN MAD AVE 2014-1 M-2 20241125 FLT
2024-11-25
5.482200
7249882.00
7588713.87
Private Label Collateralized Mortgage Obligations
MARM 2007-3 12A1
2047-05-25
1.416100
4747453.00
1359686.16
Private Label Collateralized Mortgage Obligations
MASTR ALTERNATIVE LOAN TRUST 2002 1
2036-02-25
1.932200
1.00
0.12
Private Label Collateralized Mortgage Obligations
HVMLT
2036-03-19
1.468300
1087029.00
220368.53
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2015-1 B-3 20450125 FLT
5493007E0SBYHIR7SU85
2045-01-25
3.876900
3727000.00
3375809.57
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-4 B-3 20441125 FLT
549300BU8OEB78D7JI24
2044-11-25
3.873300
3634619.00
3325275.99
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
6.232200
723976.00
674637.58
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
6.232200
144912.00
139056.24
Private Label Collateralized Mortgage Obligations
SAMI 2006-AR2 A2
2036-02-25
1.542200
77262325.00
2684224.22
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-3 B-3 20441025 FLT
2044-10-25
3.937300
4449000.00
4035035.18
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2014-3 B-2 20441025 FLT
2044-10-25
3.937300
4779000.00
4372740.01
Private Label Collateralized Mortgage Obligations
FHAMS 2006
2037-02-25
1.732200
4532083.00
562984.53
Private Label Collateralized Mortgage Obligations
FREDDIE MAC SEASONED CR RISK TRANSFER TR
2056-01-25
4.000000
52558.00
50490.72
Private Label Collateralized Mortgage Obligations
ALT LOAN TR
2046-09-25
1.482200
1186459.00
373576.67
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-80CB 2-A-1 20360225 6.0
2036-02-25
6.000000
80131000.00
12464512.57
Private Label Collateralized Mortgage Obligations
CWALT INC 2004-8CB
2034-06-25
1.732200
11353262.00
7589343.32
Private Label Collateralized Mortgage Obligations
BSARM 2007-4 22A1
2047-06-25
3.648600
5.00
0.87
Private Label Collateralized Mortgage Obligations
BEAR STEARNS ARM TRUST 2005 1
2035-08-25
3.292700
492773.00
253294.87
Private Label Collateralized Mortgage Obligations
BALTA 2005-10 11A1
2036-01-25
1.732200
24584001.00
2333241.05
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2024-05-28
3.832200
271468.00
287892.17
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C04 2M-2 20280425 FLT
2028-04-25
6.782200
1000000.00
1128633.17
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
6.532200
7678802.00
8962685.43
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-10-25
6.482200
209189.00
245536.38
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-25
4.882200
1094850.00
1183076.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.232200
935.00
1105.11
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
7.982200
630652.00
768917.32
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
6.782200
223261.00
265601.28
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
4.632200
649155.00
122251.39
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2
2024-04-25
4.832200
537.00
599.15
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
5.732200
655.00
767.13
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
5.732200
6221000.00
7285931.74
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 M-2 20291226 FLT
2029-12-26
3.882200
628464.00
643624.15
Private Label Collateralized Mortgage Obligations
FREDDIE MAC FLT 10/29
2029-10-25
2.432200
16009177.00
16038092.77
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2029-08-27
4.782200
1000000.00
1074067.84
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR9 1A
2046-08-25
1.775900
1340963.00
282607.57
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR1 1A1B
2046-01-25
1.845900
12380050.00
1873628.14
Private Label Collateralized Mortgage Obligations
CWALT INC 2005-J5 1-A-3 20350525 FLT
2035-05-25
1.632200
728418.00
149940.55
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C02 2M-1 20290925 FLT
2029-09-25
2.382200
276591.00
272439.44
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT
2029-10-25
4.232200
1100000.00
1152228.85
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
5.982200
353.00
377.75
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
5.982200
1370480.00
1466556.87
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA1 B-1 20290827 FLT
2029-08-27
6.232200
1030000.00
1121656.51
Private Label Collateralized Mortgage Obligations
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0128
326000945.40
326000945.40
0.0089
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.320000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.32_0802
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SLM PRIVATE ST LN TR 2007-A C-1 20411215 FLT
549300T563MF7L069881
2041-12-15
1.675600
605.00
280.16
Asset-Backed Securities
CWABS INC 2007-7 2-A-4 20351225 FLT
2035-12-25
1.522200
10407999.00
8986666.04
Asset-Backed Securities
LONG BEACH MTG LN TR 2005-3 M-2 20351125 FLT
2035-11-25
1.937200
38749239.00
19900754.57
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ2 M-5 20350525 FLT
2035-05-25
2.267200
4010.00
2496.50
Asset-Backed Securities
CWABS INC 2006-1 MV-1 20360525 FLT
2036-05-25
1.622200
13495613.00
10437864.34
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 A 20700128 FLT
2070-01-28
2.972100
2342482.00
2252998.79
Asset-Backed Securities
KEYCORP STUDENT LN TR 2005-A II-C 20381227 FLT
2038-12-27
2.593300
11008957.00
8281225.17
Asset-Backed Securities
HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT
2037-01-25
1.422200
40247773.00
28460968.18
Asset-Backed Securities
PETROBRAS GLBL FIN B V SR GLBL NT 22
549300FNENFFSMO3GT38
2022-01-17
6.125000
320000.00
337562.22
Corporate Debt Securities
DIAMONDBACK ENERGY INC SR GLBL NT 24
549300R22LSX6OHWEN64
2024-11-01
4.750000
2027.00
2071.34
Corporate Debt Securities
LIBERTY MUT GROUP INC EXT JR SB GLBL87
QUR0DG15Z6FFGYCHH861
2087-03-07
7.800000
175000.00
224781.67
Corporate Debt Securities
RITE AID CORP SR 144A NT 23
2023-04-01
6.125000
110000.00
109312.50
Corporate Debt Securities
ENSCO PLC SR GLBL NT 8%24
7N0UJMJLXD0MDT5D5086
2024-01-31
8.000000
107000.00
98440.00
Corporate Debt Securities
DEUTSCHE BANK A G SUB GLBL NT 28
7LTWFZYICNSX8D621K86
2028-05-24
4.296000
22071000.00
22448090.40
Corporate Debt Securities
FRESH MKT INC
2023-05-01
9.750000
1067000.00
911618.12
Corporate Debt Securities
ALLIANCE ONE INTL INC 1LIEN SR 144A 21
8YFRT44YTZ40IQKXOL79
2021-04-15
8.500000
2000.00
2155.06
Corporate Debt Securities
BRASKEM FINANCE LIMITED GTD SR NT REGS21
2021-04-15
5.750000
200000.00
215136.11
Corporate Debt Securities
UNICREDIT SPA FIX/FLT 2032
549300TRUWO2CD2G5692
2032-06-19
5.861000
1037000.00
1093814.98
Corporate Debt Securities
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-10-25
5.882200
5004.00
5713.77
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
5.732200
4701306.00
5506091.40
Private Label Collateralized Mortgage Obligations
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0132
95000000.00
95000000.00
0.0026
N
N
Y
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
0.0122
24999803.00
24999803.00
0.0007
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
0.0122
235997054.72
235997054.72
0.0064
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
0.0123
63998239.36
63998239.36
0.0017
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.335000%
0001142175
931LFJ001
Certificate of Deposit
Y
2017-10-24
2017-10-24
2017-10-24
N
N
N
0.0131
45002545.20
45002545.20
0.0012
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
0.0120
147999186.00
147999186.00
0.0040
N
N
N
N
HSBC BANK PLC
HSBC BANK PLC 1.190000%
MP6I5ZYZBEU3UXPYFY54
0001050258
931RLA000
Certificate of Deposit
Y
2017-08-09
2017-08-09
2017-08-09
N
N
N
0.0119
100000007.00
100000007.00
0.0027
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
0.0120
112997332.07
112997332.07
0.0031
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
0.0119
166000815.06
166000815.06
0.0045
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.200000%
0000008565
931XAB007
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0123
37996600.90
37996600.90
0.0010
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.403900%
0000008565
931YAN009
Certificate of Deposit
Y
2017-08-29
2017-09-29
2017-09-29
N
N
N
0.0147
99989587.00
99989587.00
0.0027
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.390000%
0000859994
931YLF004
Certificate of Deposit
Y
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0138
284013055.48
284013055.48
0.0077
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.040000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.04_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2019-12-31
1.125000
994300.00
988717.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-09-30
1.125000
250000000.00
244835000.00
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-08-31
1.375000
8961800.00
8692367.62
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-05-31
0.875000
100.00
99.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2025-05-15
2.125000
85079000.00
85155258.99
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-05-15
1.500000
1199900.00
1204415.93
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-02-28
1.500000
16934900.00
16649486.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-11-15
3.125000
5442800.00
5755427.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-05-15
2.500000
100.00
92.66
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-05-15
3.000000
9780700.00
10049935.03
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0104
366000000.00
366000000.00
0.0099
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.393900%
94989RJD1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-08-30
2017-10-02
2017-10-02
N
N
N
0.0123
19005263.19
19005263.19
0.0005
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
0.0125
35997235.20
35997235.20
0.0010
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.324400%
94989RKY3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-08-08
2017-11-10
2017-11-10
N
N
N
0.0129
192022849.92
192022849.92
0.0052
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.344400%
94989RLB2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-08-09
2017-12-01
2017-12-01
N
N
N
0.0132
147017053.47
147017053.47
0.0040
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.270000%
94989RML9
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-09-27
2017-09-27
2017-09-27
N
N
N
0.0121
119010711.19
119010711.19
0.0032
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.400000%
94989RNR5
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0136
160030561.60
160030561.60
0.0043
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.410000%
94989RNU8
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0136
412114910.92
412114910.92
0.0112
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.397800%
94989RNV6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-08-21
2018-04-20
2018-04-20
N
N
N
0.0137
168033433.68
168033433.68
0.0046
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.458900%
96121T2V9
Certificate of Deposit
Y
2017-08-21
2017-08-21
2017-08-21
N
N
N
0.0117
354058413.54
354058413.54
0.0096
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.422800%
96121T3L0
Certificate of Deposit
Y
2017-08-29
2018-04-27
2018-04-27
N
N
N
0.0138
165045376.65
165045376.65
0.0045
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
0.0118
62997939.90
62997939.90
0.0017
N
Y
Y
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.402800%
0000008565
963SDW000
Certificate of Deposit
Y
2017-08-29
2017-09-27
2017-09-27
N
N
N
0.0162
8996914.17
8996914.17
0.0002
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_0801
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CWALT 2005-IM1 A1
2036-01-25
1.532200
20591561.00
3069089.39
Private Label Collateralized Mortgage Obligations
RALI 2006-QA1 A21
2036-01-25
4.357300
4068466.00
860907.63
Private Label Collateralized Mortgage Obligations
RFMSI 2007-SA1 2A1
2037-02-25
4.030400
30067306.00
4343054.86
Private Label Collateralized Mortgage Obligations
DSLA
2045-09-19
1.558300
23492028.00
3227366.64
Private Label Collateralized Mortgage Obligations
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0131
10000000.00
10000000.00
0.0003
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_0801
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
UNITEDHEALTH GROUP INC SR GLBL NT 41
549300GHBMY8T5GXDE41
2041-11-15
4.625000
955000.00
1067340.36
Corporate Debt Securities
BANK MONTREAL MTN SR FR 1.4%091117
NQQ6HPCNCCU6TUTQYE16
2017-09-11
1.400000
171000.00
171939.55
Corporate Debt Securities
LIBERTY PPTY LTD PARTNERSHIP FR 4.125%061522
549300N6GNCW2Y4RH795
2022-06-15
4.125000
17000.00
18037.35
Corporate Debt Securities
PARKER-HANNIFIN CORP MTNS BE SR GLBL -A NT 24
5493002CONDB4N2HKI23
2024-11-21
3.300000
370000.00
383829.37
Corporate Debt Securities
PARKER-HANNIFIN CORP MTNS BE FR 5.5%051518
5493002CONDB4N2HKI23
2018-05-15
5.500000
3900000.00
4065793.33
Corporate Debt Securities
SCHWAB CHARLES CORP SR MTN BE FR 6.375%090117
2017-09-01
6.375000
70000.00
72140.78
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 1.25%100517
Z2VZBHUMB7PWWJ63I008
2017-10-05
1.250000
20000.00
20074.16
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.5%121420
PT3QB789TSUIDF371261
2020-12-14
2.500000
11573000.00
11790964.60
Corporate Debt Securities
BARCLAYS BANK PLC FR 5.14%101420
G5GSEF7VJP5I7OUK5573
2020-10-14
5.140000
372000.00
404913.53
Corporate Debt Securities
WILLIAMS PARTNERS L P NEW FR 4%091525
WUURD1P1N0874ONXXO03
2025-09-15
4.000000
470000.00
489952.02
Corporate Debt Securities
BANK AMER CORP FR 1.7%082517
9DJT3UXIJIZJI4WXO774
2017-08-25
1.700000
1924000.00
1938404.35
Corporate Debt Securities
DISNEY WALT CO MTNS BE VR 030617-030422
7260JQNI6SCF9FIV2392
2022-03-04
1.608100
9426000.00
9499724.77
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 3%021326
7260JQNI6SCF9FIV2392
2026-02-13
3.000000
21000.00
21470.61
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 2.15%091720
7260JQNI6SCF9FIV2392
2020-09-17
2.150000
100000.00
101758.28
Corporate Debt Securities
JACKSON NATL LIFE GBL FDG 144A FR 3.25%013024
635400PQXLYXWJI5QD78
2024-01-30
3.250000
100000.00
103694.94
Corporate Debt Securities
NEW YORK LIFE GBL FDG MTN 144A FR 2.9%011724
635400DPNHEAUHB7ZI15
2024-01-17
2.900000
12855000.00
13059108.83
Corporate Debt Securities
PETROLEOS MEXICANOS FR 4.5%012326
549300CAZKPF4HKMPX17
2026-01-23
4.500000
517000.00
513225.90
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.7%030322
9ET6B8VCXWW51H8Z3M54
2022-03-03
2.700000
708000.00
725954.88
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP VR 010917-010919
Z2VZBHUMB7PWWJ63I008
2019-01-09
1.564100
105000.00
105396.10
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.4%103018
549300RIPPWJB5Z0FK07
2018-10-30
2.400000
900000.00
908529.00
Corporate Debt Securities
BANCO DEL ESTADO DE CHILE FR 4.125%100720
5493004R4EJC0W0XVQ72
2020-10-07
4.125000
1587000.00
1691777.71
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 21
549300GHBMY8T5GXDE41
2021-11-15
3.375000
474000.00
499167.03
Corporate Debt Securities
BANK AMER CORP FR 2%011118
9DJT3UXIJIZJI4WXO774
2018-01-11
2.000000
29669000.00
29760116.80
Corporate Debt Securities
BB&T CORP SR MEDIUM TERM NTS FR 2.05%061918
549300DRQQI75D2JP341
2018-06-19
2.050000
80000.00
80538.53
Corporate Debt Securities
AMERICAN HONDA FIN CORP MTN FR 2.125%101018
B6Q2VFHD1797Q7NZ3E43
2018-10-10
2.125000
43000.00
43600.37
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 1.55%092217
9ET6B8VCXWW51H8Z3M54
2017-09-22
1.550000
25000.00
25142.10
Corporate Debt Securities
BANK AMER CORP FR 1.95%051218
9DJT3UXIJIZJI4WXO774
2018-05-12
1.950000
1085000.00
1091498.25
Corporate Debt Securities
BANK AMER CORP MTN-L 5.65%18
9DJT3UXIJIZJI4WXO774
2018-05-01
5.650000
3240000.00
3377197.80
Corporate Debt Securities
BANK AMER CORP FR 2.625%041921
9DJT3UXIJIZJI4WXO774
2021-04-19
2.625000
86000.00
87384.38
Corporate Debt Securities
BANK AMER CORP FR 2.65%040119
9DJT3UXIJIZJI4WXO774
2019-04-01
2.650000
828000.00
845349.36
Corporate Debt Securities
BANK AMER CORP FR 4.45%030326
9DJT3UXIJIZJI4WXO774
2026-03-03
4.450000
136000.00
145949.00
Corporate Debt Securities
BANK AMER CORP FR 5%012144
9DJT3UXIJIZJI4WXO774
2044-01-21
5.000000
185000.00
211623.14
Corporate Debt Securities
BANK AMER CORP FR 4.1%072423
9DJT3UXIJIZJI4WXO774
2023-07-24
4.100000
1918000.00
2044160.71
Corporate Debt Securities
BANK AMER CORP FR 2.625%101920
9DJT3UXIJIZJI4WXO774
2020-10-19
2.625000
2362000.00
2410013.55
Corporate Debt Securities
BANK AMER CORP VR 082614-082517
9DJT3UXIJIZJI4WXO774
2017-08-25
1.798700
195000.00
195713.22
Corporate Debt Securities
BANK AMER CORP FR 5.625%070120
9DJT3UXIJIZJI4WXO774
2020-07-01
5.625000
1300000.00
1429866.75
Corporate Debt Securities
BANK AMER CORP FR 5%051321
9DJT3UXIJIZJI4WXO774
2021-05-13
5.000000
1155000.00
1274107.45
Corporate Debt Securities
BRANDYWINE OPER PARTNERSHIP L SR GLBL NT 18
IXBXSCONLDQ1ZI73YU71
2018-04-15
4.950000
2715000.00
2808599.62
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP FR 4.4%051542
2042-05-15
4.400000
256000.00
280424.68
Corporate Debt Securities
BANK MONTREAL MTN SR FR 1.8%073118
NQQ6HPCNCCU6TUTQYE16
2018-07-31
1.800000
21310000.00
21373930.00
Corporate Debt Securities
BANK MONTREAL MTN SR FR 1.45%040918
NQQ6HPCNCCU6TUTQYE16
2018-04-09
1.450000
1136000.00
1140386.22
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 1.85%053019
7260JQNI6SCF9FIV2392
2019-05-30
1.850000
36000.00
36268.37
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 2.45%030422
7260JQNI6SCF9FIV2392
2022-03-04
2.450000
268000.00
273540.68
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 1.95%030420
7260JQNI6SCF9FIV2392
2020-03-04
1.950000
381000.00
386289.23
Corporate Debt Securities
CREDIT SUISSE 5.400
2020-01-14
5.400000
743000.00
800344.74
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 5.375%031520
784F5XWPLTWKTBV3E584
2020-03-15
5.375000
1931000.00
2128069.28
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE NT 7.5%19
784F5XWPLTWKTBV3E584
2019-02-15
7.500000
139000.00
155465.01
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 3.15%091725
7260JQNI6SCF9FIV2392
2025-09-17
3.150000
1934000.00
2004020.47
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 4.375%081641
7260JQNI6SCF9FIV2392
2041-08-16
4.375000
68000.00
74610.42
Corporate Debt Securities
DISNEY WALT CO MTNS BE FR 3.75%060121
7260JQNI6SCF9FIV2392
2021-06-01
3.750000
423000.00
451366.38
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
784F5XWPLTWKTBV3E584
2037-10-01
6.750000
38000.00
50739.50
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 4%030324
784F5XWPLTWKTBV3E584
2024-03-03
4.000000
153000.00
163351.13
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 3.625%012223
784F5XWPLTWKTBV3E584
2023-01-22
3.625000
928000.00
962332.52
Corporate Debt Securities
GOLDMAN SACHS GROUP INC FR 2.375%012218
784F5XWPLTWKTBV3E584
2018-01-22
2.375000
1855000.00
1862593.91
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 4.8%070844
784F5XWPLTWKTBV3E584
2044-07-08
4.800000
310000.00
345128.17
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE FR 6%061520
784F5XWPLTWKTBV3E584
2020-06-15
6.000000
925000.00
1028902.17
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3%103020
549300RIPPWJB5Z0FK07
2020-10-30
3.000000
149000.00
151877.69
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.4%103018
549300RIPPWJB5Z0FK07
2018-10-30
2.400000
18000.00
18170.58
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2%031918
549300RIPPWJB5Z0FK07
2018-03-19
2.000000
20000.00
20171.47
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3%031821
549300RIPPWJB5Z0FK07
2021-03-18
3.000000
90000.00
92005.50
Corporate Debt Securities
HSBC USA INC NEW FR 2.35%030520
549300LBOHZ4QSIWU288
2020-03-05
2.350000
287000.00
292447.42
Corporate Debt Securities
HSBC HLDGS PLC FR 6.1%011442
MLU0ZO3ML4LN2LL2TL39
2042-01-14
6.100000
85000.00
112686.25
Corporate Debt Securities
ITC HLDGS CORP FR 3.65%061524
549300HTO5U9D3SLE207
2024-06-15
3.650000
44000.00
45516.41
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.6%031920
549300RIPPWJB5Z0FK07
2020-03-19
2.600000
308000.00
312103.59
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2%031918
549300RIPPWJB5Z0FK07
2018-03-19
2.000000
433000.00
436712.25
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 3%031821
549300RIPPWJB5Z0FK07
2021-03-18
3.000000
387000.00
395623.65
Corporate Debt Securities
HYUNDAI CAP AMER INC FR 2.5%031819
549300RIPPWJB5Z0FK07
2019-03-18
2.500000
5000.00
5068.73
Corporate Debt Securities
METRO LIFE GBL FND I
2019-04-10
2.300000
300000.00
305061.50
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S FR 4.25%110220
2020-11-02
4.250000
150000.00
159301.04
Corporate Debt Securities
JPMORGAN CHASE & CO SR NT 4.25%20
8I5DZWZKVSZI1NUHU748
2020-10-15
4.250000
667000.00
719542.18
Corporate Debt Securities
JPMORGAN CHASE & CO VR 012513-012518
8I5DZWZKVSZI1NUHU748
2018-01-25
2.214400
35000.00
35149.42
Corporate Debt Securities
MORGAN STANLEY FR 5.5%012620
IGJSJL3JD5P30I6NJZ34
2020-01-26
5.500000
519000.00
560906.08
Corporate Debt Securities
MORGAN STANLEY FR 5.75%012521
IGJSJL3JD5P30I6NJZ34
2021-01-25
5.750000
722000.00
802126.36
Corporate Debt Securities
MORGAN STANLEY FR 6.25%080926
IGJSJL3JD5P30I6NJZ34
2026-08-09
6.250000
177000.00
218830.61
Corporate Debt Securities
MORGAN STANLEY FR 5.95%122817
IGJSJL3JD5P30I6NJZ34
2017-12-28
5.950000
336000.00
343783.16
Corporate Debt Securities
MORGAN STANLEY FR 6.25%082817
IGJSJL3JD5P30I6NJZ34
2017-08-28
6.250000
394000.00
405820.99
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I SR SEC NT 144A26
2026-12-18
3.450000
4323000.00
4477810.23
Corporate Debt Securities
NORTHWESTERN MUT LIFE INS CO SUB GLBL 144A 40
1DU7IM20QESYGDO4HO54
2040-03-30
6.063000
4020000.00
5319579.24
Corporate Debt Securities
MORGAN STANLEY FR 5.625%092319
IGJSJL3JD5P30I6NJZ34
2019-09-23
5.625000
1612000.00
1763721.44
Corporate Debt Securities
MORGAN STANLEY FR 7.3%051319
IGJSJL3JD5P30I6NJZ34
2019-05-13
7.300000
338000.00
374411.61
Corporate Debt Securities
PROGRESS ENERGY INC SR NT 3.15%22
549300FBMTW0JYWMNB26
2022-04-01
3.150000
405000.00
418761.90
Corporate Debt Securities
PRINCIPAL LIFE GLOBAL FDG II FR 2.2%040820
2020-04-08
2.200000
610000.00
614712.59
Corporate Debt Securities
PETROLEOS MEXICANOS MTN 144A FR 5.375%031322
549300CAZKPF4HKMPX17
2022-03-13
5.375000
1103000.00
1196318.40
Corporate Debt Securities
PETROLEOS MEXICANOS FR 6.75%092147
549300CAZKPF4HKMPX17
2047-09-21
6.750000
236000.00
252608.50
Corporate Debt Securities
UBS AG STAMFORD BRANCH,
2017-12-20
5.875000
905000.00
926205.03
Corporate Debt Securities
UBS AG STAMFORD BRANCH
2018-04-25
5.750000
706000.00
738012.39
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420
9ET6B8VCXWW51H8Z3M54
2020-09-14
2.600000
713000.00
733437.75
Corporate Debt Securities
AMERICAN EXPRESS CR CORP MTNBE FR 2.125%031819
9ET6B8VCXWW51H8Z3M54
2019-03-18
2.125000
469000.00
475636.68
Corporate Debt Securities
BANK AMER CORP FR 2.6%011519
9DJT3UXIJIZJI4WXO774
2019-01-15
2.600000
2289000.00
2315198.88
Corporate Debt Securities
BANK AMER CORP FR 3.3%011123
9DJT3UXIJIZJI4WXO774
2023-01-11
3.300000
92000.00
94533.99
Corporate Debt Securities
PARKER-HANNIFIN CORP MTNS BE SR GLBL -A NT 34
5493002CONDB4N2HKI23
2034-11-21
4.200000
493000.00
526724.49
Corporate Debt Securities
3M CO FR 1.375%080718
LUZQVYP4VS22CLWDAR65
2018-08-07
1.375000
160000.00
161079.33
Corporate Debt Securities
3M CO MEDIUM TERM NTS BK ENTRY FR 5.7%031537
LUZQVYP4VS22CLWDAR65
2037-03-15
5.700000
33000.00
42620.27
Corporate Debt Securities
TEXTRON INC FR 7.25%100119
3PPKBHUG1HD6BO7RNR87
2019-10-01
7.250000
50000.00
56608.33
Corporate Debt Securities
RAYTHEON CO FR 4.2%121544
YR6K3WJN0KKLUPZSNL57
2044-12-15
4.200000
170000.00
183130.23
Corporate Debt Securities
RABOBANK NEDERLAND GLBL 144A FR 4.75%011520
DG3RU1DBUFHT4ZF9WN62
2020-01-15
4.750000
651000.00
695685.36
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.625%091018
PT3QB789TSUIDF371261
2018-09-10
2.625000
202000.00
206444.25
Corporate Debt Securities
TORONTO DOMINION BANK FR 1.45%090618
PT3QB789TSUIDF371261
2018-09-06
1.450000
514000.00
516714.06
Corporate Debt Securities
TORONTO DOMINION BANK FR 1.4%043018
PT3QB789TSUIDF371261
2018-04-30
1.400000
30000.00
30092.97
Corporate Debt Securities
TORONTO DOMINION BANK FR 2.125%040721
PT3QB789TSUIDF371261
2021-04-07
2.125000
310000.00
312346.44
Corporate Debt Securities
TORONTO DOMINION BANK FR 1.95%012219
PT3QB789TSUIDF371261
2019-01-22
1.950000
1083000.00
1088000.75
Corporate Debt Securities
3M CO FR 2%080720
LUZQVYP4VS22CLWDAR65
2020-08-07
2.000000
850000.00
865645.67
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 2%102418
Z2VZBHUMB7PWWJ63I008
2018-10-24
2.000000
68000.00
68808.44
Corporate Debt Securities
TOYOTA MOTOR CREDIT CORP FR 2.1%011719
Z2VZBHUMB7PWWJ63I008
2019-01-17
2.100000
688000.00
693680.59
Corporate Debt Securities
TOYOTA MTR CRD CORP MTN BE FR 3.3%011222
Z2VZBHUMB7PWWJ63I008
2022-01-12
3.300000
7000.00
7323.06
Corporate Debt Securities
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0132
137000000.00
137000000.00
0.0037
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_0802
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLS FARGO COML TR 2016-C32 D 20590117 FLT
549300VOKB4Z9J8DIM89
2059-01-17
3.788000
18000000.00
12976636.60
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
3500000.00
2473112.37
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-NXS2 D 20580717 FLT
2058-07-17
4.249700
3000000.00
2402270.00
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2015-C28 D 20480515 FLT
549300S7ENI2U7O0XH56
2048-05-15
4.134200
3500000.00
2746570.87
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-3 B-3 20470425 FLT
2047-04-25
3.847700
4142000.00
3259682.41
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-1 B-3 20470225 FLT
2047-02-25
3.637100
3943000.00
3185243.79
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2012-RR12 4A7 20360428 FLT
2036-04-28
3.472600
7677000.00
7185347.00
Private Label Collateralized Mortgage Obligations
BCAP LLC TR 2009-RR14 I-A2 20370526 FLT
2037-05-26
6.000000
18749529.00
10706417.33
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR1 B-4 20431125 FLT
2043-11-25
3.687100
3305000.00
3085953.18
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.430100
5315000.00
4373100.31
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-5 20350726 FLT
2035-07-26
3.544600
5414000.00
5107740.68
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
3.544600
8027000.00
6421318.00
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-2R 7-A-5 20370326 6.0
2037-03-26
6.000000
73240106.00
41265054.93
Private Label Collateralized Mortgage Obligations
144A BAFC 2009-R7A 4A2
2035-08-26
3.475200
5410975.00
4782699.29
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2010-4 3-A-11 20350426 FLT
2035-04-26
5.876400
4852922.00
4360869.95
Private Label Collateralized Mortgage Obligations
JP MORGAN RESECURITIZATION TRUST SERI
2035-09-26
3.601900
9680130.00
6818025.13
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE CMBS 2008-C2 A-1A 20510212 5.9
2051-02-12
5.998000
4092000.00
3241085.41
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-2R 3-A-2 20351226 5.7
2035-12-26
5.750000
7871911.00
4787734.87
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2009-3R 27-A-2 20370128 6.0
2037-01-28
6.000000
4199999.00
2927780.44
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2014-GC25 D 20471011 3.5
2047-10-11
3.548000
9469000.00
7722011.80
Private Label Collateralized Mortgage Obligations
LSTAR COML MTG TR 2015-3 D 20480422 FLT
549300MAI3U5Y4VL8H37
2048-04-22
3.197600
4000000.00
2964001.75
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.056000
1422488.00
1353785.54
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014-IVR3 B-5 20440925 FLT
2044-09-25
3.053800
4178781.00
2676751.86
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
2.150700
9718309.00
7250369.53
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2013-1 B-5 20430325 FLT
5493002WZI1ZSAEIE710
2043-03-25
3.491800
2003095.00
1483971.67
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2016-3 B-3 20461125 FLT
2046-11-25
3.713500
4118000.00
3206380.67
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-2 B-3 20470225 FLT
2047-02-25
3.659100
4169000.00
2873029.85
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2015-1 B-4 20520528 FLT
549300RCJSGOC0A85G53
2052-05-28
5.346000
2635000.00
2121791.69
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2014-2 B-4 20540525 FLT
2054-05-25
5.580300
4035000.00
3301630.32
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.056000
6046626.00
4155352.08
Private Label Collateralized Mortgage Obligations
SEQUOIA MTG TR 2017-5 B-1 20470825 FLT
2047-08-25
3.901400
1567000.00
1415983.87
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2016-3 B-4 20560925 FLT
2056-09-25
5.499700
1118000.00
1062867.52
Private Label Collateralized Mortgage Obligations
Y
2017-08-02
2017-08-02
2017-08-02
N
N
N
0.0132
151000000.00
151000000.00
0.0041
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_0804
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
INVITATION HOMES TR 2015-SFR3 F 20320819 FLT
2032-08-19
5.909000
5722000.00
5832337.01
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR1 E 20320318 FLT
2032-03-18
5.425600
8725000.00
8895360.34
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 E 20320719 FLT
2032-07-19
4.225600
10470000.00
10575606.42
Asset-Backed Securities
CAPITAL AUTO RECV ABN 2014-3 E 20230420 3.9
2023-04-20
3.940000
1785000.00
1825440.05
Asset-Backed Securities
B2R MTG TRUST 2016-1 E 20490617 FLT
2049-06-17
5.979900
4337964.00
4583365.85
Asset-Backed Securities
AMER HOMES 4 RENT TR 2015-SFR1 F 20520418 5.8
2052-04-18
5.885000
15480000.00
16141945.10
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 E 20320617 FLT
2032-06-17
4.376000
100000.00
100990.67
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR2 F 20320617 FLT
2032-06-17
4.926000
2550000.00
2568697.03
Asset-Backed Securities
GSAMO TRUST 2004 OPT
2021-10-15
6.900000
5200000.00
5381928.59
Asset-Backed Securities
COLONY STARWOOD TR 2016-2 E 20331219 FLT
2033-12-19
4.575600
4000000.00
4120256.74
Asset-Backed Securities
COLONY STARWOOD TR 2016-1 E 20330719 FLT
2033-07-19
5.378300
25000.00
25918.60
Asset-Backed Securities
COLONY AMERICAN HOMES 2015-1 F 20320719 FLT
2032-07-19
4.875600
7578000.00
7633603.96
Asset-Backed Securities
PROGRESS RESI TR 2015-SFR2 F 20320614 5.0
2032-06-14
5.069000
9992058.00
10063121.57
Asset-Backed Securities
NAVITAS EQIP RECV 2015-1 C 20190617 4.5
549300E6VQ8QJ801VH21
2019-06-17
4.500000
1750000.00
1776237.58
Asset-Backed Securities
INVITATION HOMES TR 2015-SFR3 E 20320819 FLT
2032-08-19
4.975600
4660000.00
4735782.04
Asset-Backed Securities
CFIP CLO LTD 2014-1R C-R 20290713 FLT
549300MKTOFNTIBVKV67
2029-07-13
4.003500
4000000.00
4035639.00
Asset-Backed Securities
PROGRESS RESIDENTIAL 2017 SFR1TR
2034-08-17
3.565000
4833000.00
4877678.13
Asset-Backed Securities
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0132
81000607.50
81000607.50
0.0022
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.060000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.06_0801
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CKMA3102
2047-07-01
4.000000
38867488.00
40396275.86
Agency Mortgage-Backed Securities
FNMS 03.500 CIMA3074
2032-07-01
3.500000
34808366.00
36186958.83
Agency Mortgage-Backed Securities
FNAR XX.XXX LBBM1472
2042-05-01
3.237000
16797654.00
17459550.88
Agency Mortgage-Backed Securities
FNMS 03.500 CLBH0033
2047-06-01
3.500000
1054801.00
1095674.79
Agency Mortgage-Backed Securities
FNMS 03.500 CLBD9046
2047-06-01
3.500000
3558232.00
3696440.47
Agency Mortgage-Backed Securities
FNMS 04.000 CLBD7165
2047-04-01
4.000000
77477648.00
80475007.40
Agency Mortgage-Backed Securities
FNMS 04.500 CLBD7166
2047-04-01
4.500000
240527099.00
249999999.17
Agency Mortgage-Backed Securities
FNMS 03.500 CLAS9955
2047-06-01
3.500000
4218595.00
4382862.28
Agency Mortgage-Backed Securities
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0106
417000000.00
417000000.00
0.0113
N
Y
Y
N
YAVAPAI CNTY IDA
TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.310000%
98521YAB5
US98521YAB56
Variable Rate Demand Note
Y
2017-08-07
2017-08-07
2035-09-01
Y
Bank of Nova Scotia
1.0000
7
N
N
N
0.0131
22375000.00
22375000.00
0.0006
N
N
Y
N
FEDERAL RESERVE BANK OF NEW YORK
FEDERAL RESERVE BANK OF NEW YORK 1.000000%
0001457970
98599G006_1.00_0801
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2041-08-15
3.750000
556180500.00
656018310.58
U.S. Treasuries (including strips)
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0100
656000000.00
656000000.00
0.0178
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.610000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.61_0918
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
SEMT 2003-5 B2
2033-09-20
2.530000
6447000.00
631979.29
Private Label Collateralized Mortgage Obligations
SAMI 2007-AR2 1A2
2037-02-25
1.422200
31090000.00
2073649.15
Private Label Collateralized Mortgage Obligations
SASC 2006-S2 A2
2036-06-25
6.000000
96432000.00
30951951.36
Private Label Collateralized Mortgage Obligations
SAMI 2005-AR5 B2
2035-07-19
1.928300
8656000.00
2351128.32
Private Label Collateralized Mortgage Obligations
144A SASC 1998-RF1 A
2027-04-15
5.770000
113712486.00
2046297.05
Private Label Collateralized Mortgage Obligations
SARM 2005-19XS M1II
2035-10-25
1.882200
12000000.00
2857199.19
Private Label Collateralized Mortgage Obligations
STACS 2007-1 A
2037-04-25
1.872200
1.00
0.03
Private Label Collateralized Mortgage Obligations
WAMU MORTGAGE 5.5% 06/33
2033-06-25
5.500000
32.00
0.31
Private Label Collateralized Mortgage Obligations
CWALT 2005-24 4A3
2035-07-20
1.967700
4712960.00
3773.60
Private Label Collateralized Mortgage Obligations
CWALT 2005-61 2A4
2035-12-25
1.732200
3750000.00
32323.44
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
1151.49
Private Label Collateralized Mortgage Obligations
144A WBCMT 2007-C31 K
2047-04-15
6.019800
5000000.00
32082.67
Private Label Collateralized Mortgage Obligations
WAMU 2006-AR5 A1B3
2046-06-25
1.582200
12279000.00
497199.87
Private Label Collateralized Mortgage Obligations
WFMBS2006-06
2036-05-25
1.632200
18200000.00
1267439.51
Private Label Collateralized Mortgage Obligations
WELLS FARGO 5.75% 06/37
2037-06-25
5.750000
91000.00
18879.15
Private Label Collateralized Mortgage Obligations
CWALT 2007-OA8 2A2
2047-06-25
1.462200
67618022.00
2300021.97
Private Label Collateralized Mortgage Obligations
AHM 2007-1 GA1A
2047-05-25
1.376100
6900000.00
2274248.68
Private Label Collateralized Mortgage Obligations
AHM 2006-3 11A2
2046-12-25
1.462200
10000000.00
528345.74
Private Label Collateralized Mortgage Obligations
144A OAK 1998-D M1
2029-01-15
7.415000
11360000.00
10187022.14
Private Label Collateralized Mortgage Obligations
RALI 2007-QH2 A2
2037-03-25
1.402200
17500000.00
34755.99
Private Label Collateralized Mortgage Obligations
RALI 2007-QH3 A2
2037-04-25
1.442200
20000000.00
253387.21
Private Label Collateralized Mortgage Obligations
RALI 2006-QS4 A5
2036-04-25
1.732200
36060000.00
3713088.14
Private Label Collateralized Mortgage Obligations
RALI 2007-QS1 2A2
2037-01-25
1.592200
39826500.00
6745198.70
Private Label Collateralized Mortgage Obligations
RALI 2006-QS6 1A11
2036-06-25
1.932220
46729000.00
4246207.15
Private Label Collateralized Mortgage Obligations
RALI 2006-QH1 A2
2036-12-25
1.462200
12500000.00
654024.77
Private Label Collateralized Mortgage Obligations
RALI SERIES VAR 02/35
2035-02-25
3.823400
4100000.00
105479.06
Private Label Collateralized Mortgage Obligations
ARMT 2004-4 5M2
2035-03-25
2.982200
11380000.00
4342.93
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA8 1A2
549300EBNJLBIQBKE071
2046-07-25
1.462200
57925000.00
4249943.14
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B1
549300R6YCKOB8RJNO42
2037-12-10
1.654400
12810000.00
7461341.44
Private Label Collateralized Mortgage Obligations
144A ARMOR 2005-1A B2
549300R6YCKOB8RJNO42
2037-12-10
1.674400
5693000.00
466055.10
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.562600
5000000.00
4071408.81
Private Label Collateralized Mortgage Obligations
BALTA 2006-1 11A2
2036-02-25
1.872200
7876000.00
165100.60
Private Label Collateralized Mortgage Obligations
BSABS 2006-AC1 1A2
2036-02-25
6.250000
4900000.00
1118438.57
Private Label Collateralized Mortgage Obligations
BSMF 2006-SL1 A1
2036-08-25
1.512200
100250000.00
9648436.34
Private Label Collateralized Mortgage Obligations
BEAR STEARNS FLT 09/46
2046-09-25
1.472200
34329000.00
301116.23
Private Label Collateralized Mortgage Obligations
CWALT INC
2035-04-25
1.682200
15000000.00
1538451.72
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 04/35
2035-04-25
1.682200
2975000.00
338800.49
Private Label Collateralized Mortgage Obligations
ALTERNATIVE 5.5% 04/35
2035-04-25
5.500000
4460000.00
1811.56
Private Label Collateralized Mortgage Obligations
CHL MORTGAGE 6% 10/34
2034-10-25
6.000000
2900000.00
1150886.75
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA E
549300818AKCJ4Q9TD76
2037-09-15
4.373300
4755000.00
4210712.70
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE FLT 07/32
2032-07-15
5.575500
6650000.00
6670833.25
Private Label Collateralized Mortgage Obligations
144A CSMC 2015-DEAL F
549300FBVMRSN384BA29
2029-04-15
5.975500
8000000.00
8053285.60
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA F
549300818AKCJ4Q9TD76
2037-09-15
4.373300
19750000.00
16656948.73
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.116600
5055000.00
4004071.29
Private Label Collateralized Mortgage Obligations
CWALT
2036-05-25
1.492200
76031500.00
1556217.16
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA3 2A2
2036-05-25
1.502200
22460055.00
599201.14
Private Label Collateralized Mortgage Obligations
ALTERNATIVE FLT 02/35
2035-02-25
3.857200
1000000.00
312389.70
Private Label Collateralized Mortgage Obligations
CWALT 2005-76 2A2
2036-02-25
2.431500
43334000.00
2491548.94
Private Label Collateralized Mortgage Obligations
CWALT 2004-5CB M
2034-03-25
5.761800
3674300.00
1071056.82
Private Label Collateralized Mortgage Obligations
CWALT 2006-OA6 1A3
2046-07-25
1.502200
7860520.00
848055.59
Private Label Collateralized Mortgage Obligations
CWALT 2005-56 5A3
2035-11-25
1.622200
29658000.00
1147013.29
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 1A2
2046-04-25
1.532200
16523900.00
721009.35
Private Label Collateralized Mortgage Obligations
CWHL 2006-OA5 3A2
2046-04-25
1.532200
6400160.00
371483.62
Private Label Collateralized Mortgage Obligations
CWHL 2005-7 IM1
2035-03-25
1.982200
8413000.00
1906074.83
Private Label Collateralized Mortgage Obligations
CWALT 2005-61 1M1
2035-12-25
2.132200
5055334.00
116205.44
Private Label Collateralized Mortgage Obligations
144A CCMFC 2005-1A B1
549300IPR6D6ZFC6NF33
2036-01-25
1.602200
10192800.00
1898124.38
Private Label Collateralized Mortgage Obligations
CHEVY 2005-C
549300FD9K7Y5ALOZO79
2046-10-25
1.682200
21983000.00
5322295.26
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 01/43
2043-01-14
4.624500
4000000.00
2594455.00
Private Label Collateralized Mortgage Obligations
CSMC 2007-C4 A1AJ
2039-09-15
6.061500
60000.00
53124.57
Private Label Collateralized Mortgage Obligations
CMO CONSECO FIN SEC CORP
2033-03-01
9.163000
9740000.00
9054835.79
Private Label Collateralized Mortgage Obligations
CSMC 2007-C1 AM
549300FW5RBJHRQ6VP04
2040-02-15
5.416000
3997097.00
2872520.36
Private Label Collateralized Mortgage Obligations
CSFB 2002-26 3M3
2032-10-25
6.297300
3000000.00
2033176.12
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB1
2033-04-25
5.649000
4810000.00
930618.52
Private Label Collateralized Mortgage Obligations
CSFB 2003-8 CB2
2033-04-25
5.649000
1133646.00
161790.97
Private Label Collateralized Mortgage Obligations
DEUTSCHE MORTGAGE SEC
2036-04-15
1.495500
78404000.00
3068505.98
Private Label Collateralized Mortgage Obligations
DBALT 2005-2 M
2035-04-25
5.478900
6855590.00
246975.51
Private Label Collateralized Mortgage Obligations
DBALT 2005-3 4A6
2035-06-25
5.250000
3000000.00
5615253.21
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
5.725500
30649129.00
30732352.09
Private Label Collateralized Mortgage Obligations
GMACC 2005-C1 AJ
2043-05-10
4.806000
500000.00
194929.73
Private Label Collateralized Mortgage Obligations
CMO GLOBAL CMO
2046-08-25
1.522200
75000000.00
17698702.59
Private Label Collateralized Mortgage Obligations
144A GSMPS 1999-2 A
2027-09-19
8.000000
13035000.00
422574.62
Private Label Collateralized Mortgage Obligations
GPMF 2006-OH1 A2
2037-01-25
1.462200
20000000.00
260614.75
Private Label Collateralized Mortgage Obligations
GPMF 2006-AR6 2A2
2046-10-25
1.457200
32071728.00
2624723.97
Private Label Collateralized Mortgage Obligations
HVMLT 2007-2 2A1B
2038-05-25
1.432200
20520000.00
77858.55
Private Label Collateralized Mortgage Obligations
HVMLT
2037-08-19
1.458300
29800000.00
6308429.31
Private Label Collateralized Mortgage Obligations
HVMLT 2005-5 2A1B
2045-07-19
1.808300
1.00
0.07
Private Label Collateralized Mortgage Obligations
144A MSC 2007-HQ11 K
5493004BO35O1811XR94
2044-02-12
5.961500
2000000.00
8929.02
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY CAPITAL 1 TRUST 2006
2043-12-15
5.399000
750000.00
477749.62
Private Label Collateralized Mortgage Obligations
MHL
2036-04-25
1.512200
10000000.00
238238.41
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.685800
173150.00
165942.54
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.685800
150550.00
138791.37
Private Label Collateralized Mortgage Obligations
NOMURA ASSET ACCEPT CORP
2037-04-25
1.512200
20599474.00
3800241.23
Private Label Collateralized Mortgage Obligations
IMM 2005-2 1M1
2035-04-25
1.877200
5000000.00
374600.85
Private Label Collateralized Mortgage Obligations
IMPAC CMB TRUST SERIES 200
2035-05-25
1.877200
272881.00
18133.18
Private Label Collateralized Mortgage Obligations
IMM
2035-05-25
1.922200
341102.00
21432.62
Private Label Collateralized Mortgage Obligations
INDYMAC INDX FLT 04/37
2037-04-25
1.422200
2265000.00
1815421.45
Private Label Collateralized Mortgage Obligations
INDX 2006-AR6 2A1B
2046-06-25
1.482200
10000000.00
5577.67
Private Label Collateralized Mortgage Obligations
RAST 2005-A2 A2
2035-03-25
1.682200
755000.00
94212.06
Private Label Collateralized Mortgage Obligations
LBUBS 2006-C6 D
2039-09-15
5.502000
400000.00
14170.05
Private Label Collateralized Mortgage Obligations
LBUBS 2007-C7 C
2045-09-15
6.276100
5194000.00
4432104.47
Private Label Collateralized Mortgage Obligations
LBUBS 2001-C3 D
2036-06-15
6.731000
100000.00
79191.42
Private Label Collateralized Mortgage Obligations
LXS 2007-10H 2A1
2037-07-25
1.392200
10847224.00
1373325.12
Private Label Collateralized Mortgage Obligations
LUM 2005-1 A2
2035-11-25
1.572200
15000000.00
1620666.46
Private Label Collateralized Mortgage Obligations
LUM 2005-1 M1
2035-11-25
1.722200
4815000.00
114574.82
Private Label Collateralized Mortgage Obligations
LUM 2006-7 2A2
2036-12-25
1.452200
28000000.00
496217.08
Private Label Collateralized Mortgage Obligations
MARM 2007-2 M1
2047-03-25
1.492200
17390000.00
226089.10
Private Label Collateralized Mortgage Obligations
144A MESC 11PA B3
2032-09-28
3.472100
14840000.00
9662119.37
Private Label Collateralized Mortgage Obligations
MSC 2007-HQ11 C
5493004BO35O1811XR94
2044-02-12
5.558000
317000.00
143850.21
Private Label Collateralized Mortgage Obligations
Y
2017-09-05
2017-09-05
2017-09-18
Y
Credit Suisse Securities (USA) LLC
1.0000
36
N
N
N
0.0161
237009574.80
237009574.80
0.0064
N
N
N
Y
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.190000%
0000859994
ATD0LYJP0
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0119
326000000.00
326000000.00
0.0089
N
Y
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.210000%
0001245022
ATD0LYJU9
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0121
212000000.00
212000000.00
0.0058
N
Y
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.190000%
0000859994
ATD0LZ7H8
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0119
121000000.00
121000000.00
0.0033
N
Y
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.180000%
0000352613
ATD0LZWF4
Non-Negotiable Time Deposit
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0116
251000464.35
251000464.35
0.0068
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.130000%
0000859994
ATD0LZWO5
Non-Negotiable Time Deposit
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0112
206000092.70
206000092.70
0.0056
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.160000%
0001498632
ATD0LZWR8
Non-Negotiable Time Deposit
Y
2017-08-03
2017-08-03
2017-08-03
N
N
N
0.0114
197000256.10
197000256.10
0.0053
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.160000%
0000917311
ATD0M0NB9
Non-Negotiable Time Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0114
556001251.00
556001251.00
0.0151
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0M0ND5
Non-Negotiable Time Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0114
144000237.60
144000237.60
0.0039
N
N
Y
N
ROYAL BANK OF CANADA (TORONTO BRANCH)
ROYAL BANK OF CANADA (TORONTO BRANCH) 1.190000%
0000352613
ATD0M0NF0
Non-Negotiable Time Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0116
175000673.75
175000673.75
0.0048
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.160000%
0001498632
ATD0M0NN3
Non-Negotiable Time Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0114
30000067.50
30000067.50
0.0008
N
N
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.170000%
0000947263
ATD0M0NO1
Non-Negotiable Time Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0115
110000302.50
110000302.50
0.0030
N
N
Y
N
ABN AMRO BANK NV (AMSTERDAM BRANCH)
ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.210000%
0001245022
ATD0M0NY9
Non-Negotiable Time Deposit
Y
2017-08-04
2017-08-04
2017-08-04
N
N
N
0.0117
339001678.05
339001678.05
0.0092
N
N
Y
N
SUNTRUST BANK (CAYMAN ISLANDS BRANCH)
SUNTRUST BANK (CAYMAN ISLANDS BRANCH) 1.060000%
IYDOJBGJWY9T8XKCSX06
0001335407
ATD0M1BP9
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0108
275000000.00
275000000.00
0.0075
N
Y
Y
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.080000%
0000931061
ATD0M1BR5
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
Y
Santander UK Plc
1.0000
N
0.0110
233000000.00
233000000.00
0.0063
N
Y
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.150000%
0001002614
ATD0M1BU8
Non-Negotiable Time Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0117
247000345.80
247000345.80
0.0067
N
N
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.060000%
0000833029
ATD0M1BV6
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0108
851000000.00
851000000.00
0.0231
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.060000%
0001448613
ATD0M1C11
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0108
354000000.00
354000000.00
0.0096
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.080000%
0000947263
ATD0M1C52
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0110
35000000.00
35000000.00
0.0010
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.020000%
JJKC32MCHWDI71265Z06
0000838135
ATD0M1C60
Non-Negotiable Time Deposit
Y
2017-08-01
2017-08-01
2017-08-01
N
N
N
0.0103
460000000.00
460000000.00
0.0125
N
Y
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.160000%
0001498632
ATD0M1C78
Non-Negotiable Time Deposit
Y
2017-08-07
2017-08-07
2017-08-07
N
N
N
0.0118
212000593.60
212000593.60
0.0058
N
N
Y
N
The Charles Schwab Family of Funds
2017-08-07
Mark Fischer
Mark Fischer
Chief Financial Officer