0001145549-17-007372.txt : 20171107
0001145549-17-007372.hdr.sgml : 20171107
20171107165212
ACCESSION NUMBER: 0001145549-17-007372
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20171031
FILED AS OF DATE: 20171107
DATE AS OF CHANGE: 20171107
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: 171184071
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
S000004508
Schwab Value Advantage Money Fund
C000012383
Investor Shares
SWVXX
C000012384
Select Shares
SWBXX
C000012385
Premier Shares
SWAXX
C000038267
Ultra Shares
SNAXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000857156
XXXXXXXX
2017-10-31
0000857156
S000004508
4
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
57
4982464153.36
4058123413.45
4247928143.90
4811683383.62
9020903795.44
9202581040.11
9386655864.81
10102973471.38
0.00
0.2104
0.1689
0.1736
0.1946
0.3809
0.3831
0.3835
0.4085
0.0000
0.98
24899451270.02
24898726878.06
18775949.08
89370579.58
24828132248.54
24826130096.3730
1.0000
0.0132
1.0001
1.0001
1.0001
1.0001
0.0000
C000012383
0.00
13035966690.56
13034814813.7150
1.0001
1.0001
1.0001
1.0001
0.0000
333739814.82
157761970.08
301080159.39
156838893.16
400657851.60
164765018.36
351396627.90
168624018.22
0.00
0.00
1523671862.96
726008307.46
0.0098
Y
Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 1,438,620
C000012384
1000000.00
3769689117.26
3769415904.6290
1.0001
1.0001
1.0001
1.0001
0.0000
68690806.97
157678789.28
23069318.31
75588990.63
17139904.46
65873224.07
16694866.29
62685160.95
0.00
0.00
128710327.94
390917935.74
0.0113
Y
Investment Advisor and its affiliates Contractual 442,876
C000012385
1000000.00
2900710701.85
2900470442.5220
1.0001
1.0001
1.0001
1.0001
0.0000
67980877.81
103644119.10
1778728.28
85617869.00
8290274.05
41239303.11
22626495.16
53547647.90
0.00
0.00
103622639.40
300959710.08
0.0113
Y
Investment Advisor and its affiliates Contractual 334,614
C000038267
1000000.00
5121765738.87
5121428935.5070
1.0001
1.0001
1.0001
1.0001
0.0000
427868158.77
95766005.31
344809656.97
45376192.48
363655425.13
42980615.85
299190717.83
70752107.92
0.00
0.00
1589537563.48
314393989.25
0.0113
Y
Investment Advisor and its affiliates Contractual 509,716
ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)
ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) 0.000000%
0018A2YF7
Financial Company Commercial Paper
Y
2017-11-15
2017-11-15
2017-11-15
N
Y
ANZ BANK NEW ZEALAND LTD
1.0000
N
0.0121
49974895.00
49974895.00
0.0020
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.310000%
00279JPZ9
0000931061
Certificate of Deposit
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
Santander UK Plc
1.0000
N
0.0118
2000099.62
2000099.62
0.0001
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.310000%
00279JQJ4
0000931061
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
Y
Santander UK Plc
1.0000
N
0.0119
41502901.27
41502901.27
0.0017
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.320000%
00279JQR6
0000931061
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
Y
Santander UK Plc
1.0000
N
0.0119
2500190.78
2500190.78
0.0001
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.300000%
00279JQW5
0000931061
Certificate of Deposit
Y
2017-11-27
2017-11-27
2017-11-27
N
Y
Santander UK Plc
1.0000
N
0.0120
40002912.40
40002912.40
0.0016
N
N
N
N
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH)
ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000%
00279JRZ7
0000931061
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Santander UK Plc
1.0000
N
0.0141
158005831.78
158005831.78
0.0064
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089EY11
Asset Backed Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
Y
Credit Suisse AG
1.0000
N
0.0121
29998992.00
29998992.00
0.0012
N
Y
Y
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089FA22
Asset Backed Commercial Paper
Y
2018-01-02
2018-01-02
2018-01-02
N
Y
Credit Suisse AG
1.0000
N
0.0140
51872600.00
51872600.00
0.0021
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089FAW6
Asset Backed Commercial Paper
Y
2018-01-30
2018-01-30
2018-01-30
N
Y
Credit Suisse AG
1.0000
N
0.0145
37861007.40
37861007.40
0.0015
N
N
N
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 0.000000%
02089FAX4
Asset Backed Commercial Paper
Y
2018-01-31
2018-01-31
2018-01-31
N
Y
Credit Suisse AG
1.0000
N
0.0145
7970396.80
7970396.80
0.0003
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TYT6
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-11-27
2017-11-27
2017-11-27
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0124
43959080.00
43959080.00
0.0018
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TZ73
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0127
90880844.60
90880844.60
0.0037
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821TZB4
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2017-12-11
2017-12-11
2017-12-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0128
10983914.70
10983914.70
0.0004
N
N
N
N
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION LLC 0.000000%
04821UB50
549300BUNY5BIX4CVW20
Asset Backed Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0142
40843462.00
40843462.00
0.0016
N
N
N
N
AUTOMATIC DATA PROCESSING INC
AUTOMATIC DATA PROCESSING INC 0.000000%
0530A2Y12
HGBOLILQXWER4SAL2I23
Non-Financial Company Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0112
298990680.17
298990680.17
0.0120
N
Y
Y
N
AUTOMATIC DATA PROCESSING INC
AUTOMATIC DATA PROCESSING INC 0.000000%
0530A2Y20
HGBOLILQXWER4SAL2I23
Non-Financial Company Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0114
27998251.68
27998251.68
0.0011
N
N
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
0.0118
3999605.60
3999605.60
0.0002
N
N
Y
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
0.0118
193948997.40
193948997.40
0.0078
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.365000%
06053PWT0
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0138
46999957.70
46999957.70
0.0019
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.365000%
06053PWU7
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0138
2999997.30
2999997.30
0.0001
N
N
Y
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.368900%
06053PWV5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-11-13
2017-11-13
2017-11-13
N
N
N
0.0138
25999953.20
25999953.20
0.0010
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.358900%
06053PWW3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-11-14
2017-11-14
2017-11-14
N
N
N
0.0135
78000367.38
78000367.38
0.0031
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
123011058.93
123011058.93
0.0050
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.347800%
06053PXZ5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-11-06
2018-02-05
2018-02-05
N
N
N
0.0136
99998690.00
99998690.00
0.0040
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.345000%
06053PYD3
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-11-09
2018-02-09
2018-02-09
N
N
N
0.0135
57000758.67
57000758.67
0.0023
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400000%
06053PYG6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0138
9000479.79
9000479.79
0.0004
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.400000%
06053PYN1
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0140
3999950.84
3999950.84
0.0002
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.357800%
06053PZB6
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2017-11-06
2018-04-05
2018-04-05
N
N
N
0.0137
90998052.60
90998052.60
0.0037
N
N
N
N
BANK OF AMERICA NA
BANK OF AMERICA NA 1.500000%
06053PZP5
B4TYDEB6GKMZO031MB27
0001102113
Other Instrument
Bank Note
Y
2018-04-16
2018-04-16
2018-04-16
N
N
N
0.0148
23002033.43
23002033.43
0.0009
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.300000%
06371EHH3
Certificate of Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0121
34000166.94
34000166.94
0.0014
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.300000%
06371EHZ3
Certificate of Deposit
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0121
3000048.03
3000048.03
0.0001
N
N
Y
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.370000%
06371EKV8
Certificate of Deposit
Y
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0134
47502769.73
47502769.73
0.0019
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.310000%
06371EMH7
Certificate of Deposit
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0125
68003597.88
68003597.88
0.0027
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.365000%
06371EMX2
Certificate of Deposit
Y
2017-11-08
2018-03-08
2018-03-08
N
N
N
0.0134
70508954.21
70508954.21
0.0028
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.300000%
06371ENE3
Certificate of Deposit
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0126
11000434.61
11000434.61
0.0004
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.420000%
06371EPY7
Certificate of Deposit
Y
2018-03-02
2018-03-02
2018-03-02
N
N
N
0.0140
115507947.56
115507947.56
0.0047
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.350000%
06371ERZ2
Certificate of Deposit
Y
2018-01-18
2018-01-18
2018-01-18
N
N
N
0.0133
12000429.72
12000429.72
0.0005
N
N
N
N
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.070000%
8NAV47T0Y26Q87Y0QP81
0000065100
06399U000_1.07_1101
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNRM 2016-63 LE
2046-09-20
2.250000
60217000.00
55732065.41
Agency Collateralized Mortgage Obligation
GNRM 2017-24 BC
2050-07-16
2.400000
16240545.00
15818276.37
Agency Collateralized Mortgage Obligation
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2047-11-25
1.557770
20143250.00
20119658.23
Agency Collateralized Mortgage Obligation
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0107
89000000.00
89000000.00
0.0036
N
Y
Y
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.388900%
06417GVL9
Certificate of Deposit
Y
2017-11-20
2018-03-20
2018-03-20
N
N
N
0.0136
100010701.00
100010701.00
0.0040
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.391700%
06417GVU9
Certificate of Deposit
Y
2017-11-28
2018-03-28
2018-03-28
N
N
N
0.0137
10000980.10
10000980.10
0.0004
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.416700%
06417GXP8
Certificate of Deposit
Y
2017-11-20
2018-05-18
2018-05-18
N
N
N
0.0141
143010726.43
143010726.43
0.0058
N
N
N
N
BANK OF NOVA SCOTIA (HOUSTON BRANCH)
BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.420000%
06417GYM4
Certificate of Deposit
Y
2018-03-19
2018-03-19
2018-03-19
N
N
N
0.0139
54004903.74
54004903.74
0.0022
N
N
N
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.688900%
06417LDX2
L3I9ZG2KFGXZ61BMYR72
0001041839
Financial Company Commercial Paper
Y
2017-11-13
2018-02-13
2018-02-13
N
N
N
0.0132
24026232.24
24026232.24
0.0010
N
N
N
N
BANK OF THE WEST
BANK OF THE WEST 1.350000%
06426GPQ4
QOT5WN9RBKQTFRVKEV31
Certificate of Deposit
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0120
57009605.07
57009605.07
0.0023
N
N
N
N
BANK OF MONTREAL (CHICAGO BRANCH)
BANK OF MONTREAL (CHICAGO BRANCH) 1.515000%
06427KWB9
Certificate of Deposit
Y
2017-11-08
2018-05-08
2018-05-08
N
N
N
0.0141
41024887.41
41024887.41
0.0017
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.390000%
06538N2R7
Certificate of Deposit
Y
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0126
58009251.58
58009251.58
0.0023
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000%
06538N3J4
Certificate of Deposit
Y
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0126
16002758.56
16002758.56
0.0006
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000%
06538N6W2
Certificate of Deposit
Y
2018-01-18
2018-01-18
2018-01-18
N
N
N
0.0133
45006457.95
45006457.95
0.0018
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000%
06538N7B7
Certificate of Deposit
Y
2018-01-19
2018-01-19
2018-01-19
N
N
N
0.0133
35004858.35
35004858.35
0.0014
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.400000%
06538N7K7
Certificate of Deposit
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0135
5000582.05
5000582.05
0.0002
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.650000%
06538NRY5
Certificate of Deposit
Y
2018-01-17
2018-01-17
2018-01-17
N
N
N
0.0133
31020447.91
31020447.91
0.0012
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.380000%
06538NS65
Certificate of Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0117
26000294.06
26000294.06
0.0010
N
N
Y
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
0.0121
57004999.47
57004999.47
0.0023
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.420000%
06539RCE5
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0139
54003985.74
54003985.74
0.0022
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000%
06539REC7
Certificate of Deposit
Y
2018-03-06
2018-03-06
2018-03-06
N
N
N
0.0142
92009476.92
92009476.92
0.0037
N
N
N
N
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000%
06539REY9
Certificate of Deposit
Y
2018-03-08
2018-03-08
2018-03-08
N
N
N
0.0142
39003584.49
39003584.49
0.0016
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.600000%
06742TAX4
Certificate of Deposit
Y
2018-02-22
2018-02-22
2018-02-22
N
N
N
0.0140
46028511.26
46028511.26
0.0019
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.350000%
06742TBS4
Certificate of Deposit
Y
2017-12-29
2017-12-29
2017-12-29
N
N
N
0.0129
63005840.73
63005840.73
0.0025
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.350000%
06742TBV7
Certificate of Deposit
Y
2017-12-29
2017-12-29
2017-12-29
N
N
N
0.0129
51004733.31
51004733.31
0.0021
N
N
N
N
BARCLAYS BANK PLC (NEW YORK BRANCH)
BARCLAYS BANK PLC (NEW YORK BRANCH) 1.330000%
06742TBW5
Certificate of Deposit
Y
2017-12-29
2017-12-29
2017-12-29
N
N
N
0.0129
100006051.00
100006051.00
0.0040
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LYA0
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
Y
Societe Generale SA
1.0000
N
0.0131
48982183.60
48982183.60
0.0020
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LYT9
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-11-27
2017-11-27
2017-11-27
N
Y
Societe Generale SA
1.0000
N
0.0132
45954358.80
45954358.80
0.0019
N
N
N
N
BARTON CAPITAL SA
BARTON CAPITAL SA 0.000000%
06945LZ68
549300KOFKIMD0C37W24
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Societe Generale SA
1.0000
N
0.0133
114347600.50
114347600.50
0.0046
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
0.0119
18991814.80
18991814.80
0.0008
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BA85
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
Royal Bank of Canada
1.0000
N
0.0132
24936942.50
24936942.50
0.0010
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BAN2
Asset Backed Commercial Paper
Y
2018-01-22
2018-01-22
2018-01-22
N
Y
Royal Bank of Canada
1.0000
N
0.0135
17944016.40
17944016.40
0.0007
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BAQ5
Asset Backed Commercial Paper
Y
2018-01-24
2018-01-24
2018-01-24
N
Y
Royal Bank of Canada
1.0000
N
0.0135
20932913.40
20932913.40
0.0008
N
N
N
N
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 0.000000%
07644BDA7
Asset Backed Commercial Paper
Y
2018-04-10
2018-04-10
2018-04-10
N
Y
Royal Bank of Canada
1.0000
N
0.0151
23838249.60
23838249.60
0.0010
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224LZ66
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Societe Generale SA
1.0000
N
0.0129
23969160.00
23969160.00
0.0010
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MA46
Asset Backed Commercial Paper
Y
2018-01-04
2018-01-04
2018-01-04
N
Y
Societe Generale SA
1.0000
N
0.0136
7980428.00
7980428.00
0.0003
N
N
N
N
BENNINGTON STARK CAPITAL COMPANY LLC
BENNINGTON STARK CAPITAL COMPANY LLC 0.000000%
08224MAG9
Asset Backed Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
Y
Societe Generale SA
1.0000
N
0.0138
35893818.00
35893818.00
0.0014
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2YU2
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-11-28
2017-11-28
2017-11-28
N
Y
Citibank NA
1.0000
N
0.0121
19981146.00
19981146.00
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Z49
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Citibank NA
1.0000
N
0.0122
8989638.30
8989638.30
0.0004
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2Z72
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Citibank NA
1.0000
N
0.0122
18976137.90
18976137.90
0.0008
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2ZE7
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-14
2017-12-14
2017-12-14
N
Y
Citibank NA
1.0000
N
0.0123
50923392.90
50923392.90
0.0021
N
N
N
N
CAFCO LLC
CAFCO LLC 0.000000%
1247P2ZT4
8O46YQAGJ63WE5QHIG35
Asset Backed Commercial Paper
Y
2017-12-27
2017-12-27
2017-12-27
N
Y
Citibank NA
1.0000
N
0.0126
97804803.60
97804803.60
0.0039
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TYN8
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-11-22
2017-11-22
2017-11-22
N
Y
Citibank NA
1.0000
N
0.0122
11991024.00
11991024.00
0.0005
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZ15
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Citibank NA
1.0000
N
0.0125
74919465.00
74919465.00
0.0030
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZ49
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
Citibank NA
1.0000
N
0.0125
22972781.80
22972781.80
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
0.0128
3993168.00
3993168.00
0.0002
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619TZU1
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2017-12-28
2017-12-28
2017-12-28
N
Y
Citibank NA
1.0000
N
0.0130
22951789.70
22951789.70
0.0009
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UA50
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-01-05
2018-01-05
2018-01-05
N
Y
Citibank NA
1.0000
N
0.0132
44891181.00
44891181.00
0.0018
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UAP6
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-01-23
2018-01-23
2018-01-23
N
Y
Citibank NA
1.0000
N
0.0136
49841215.00
49841215.00
0.0020
N
N
N
N
CRC FUNDING LLC
CRC FUNDING LLC 0.000000%
12619UB67
549300HKCCNTZDBBEN75
Asset Backed Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Citibank NA
1.0000
N
0.0139
14943405.00
14943405.00
0.0006
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.392200%
13606BKD7
0000800030
Certificate of Deposit
Y
2017-11-03
2018-04-03
2018-04-03
N
N
N
0.0137
44005632.44
44005632.44
0.0018
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.406700%
13606BLG9
0000800030
Certificate of Deposit
Y
2017-11-17
2018-04-17
2018-04-17
N
N
N
0.0140
6000324.06
6000324.06
0.0002
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.408900%
13606BLP9
0000800030
Certificate of Deposit
Y
2017-11-20
2018-04-20
2018-04-20
N
N
N
0.0141
62001674.62
62001674.62
0.0025
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.368900%
13606BNK8
0000800030
Certificate of Deposit
Y
2017-11-20
2018-03-20
2018-03-20
N
N
N
0.0134
39504226.90
39504226.90
0.0016
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COMMERCE 1.409600%
13608CCP5
2IGI19DL77OX0HC3ZE78
0000800030
Financial Company Commercial Paper
Y
2017-11-27
2018-04-26
2018-04-26
N
N
N
0.0142
71997912.00
71997912.00
0.0029
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JYU8
Asset Backed Commercial Paper
Y
2017-11-28
2017-11-28
2017-11-28
N
Y
Lloyds Bank Plc
1.0000
N
0.0123
114889979.50
114889979.50
0.0046
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JYV6
Asset Backed Commercial Paper
Y
2017-11-29
2017-11-29
2017-11-29
N
Y
Lloyds Bank Plc
1.0000
N
0.0123
23976182.40
23976182.40
0.0010
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JZ60
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Lloyds Bank Plc
1.0000
N
0.0126
25967266.00
25967266.00
0.0010
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738JZF0
Asset Backed Commercial Paper
Y
2017-12-15
2017-12-15
2017-12-15
N
Y
Lloyds Bank Plc
1.0000
N
0.0130
35941726.80
35941726.80
0.0014
N
N
N
N
CANCARA ASSET SECURITISATION LLC
CANCARA ASSET SECURITISATION LLC 0.000000%
13738KA23
Asset Backed Commercial Paper
Y
2018-01-02
2018-01-02
2018-01-02
N
Y
Lloyds Bank Plc
1.0000
N
0.0133
33920746.00
33920746.00
0.0014
N
N
N
N
CARGILL INC
CARGILL INC 0.000000%
14178LY61
QXZYQNMR4JZ5RIRN4T31
Non-Financial Company Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0112
13997377.80
13997377.80
0.0006
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VY60
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
Y
Citibank NA
1.0000
N
0.0120
49989975.00
49989975.00
0.0020
N
N
Y
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VYM5
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-11-21
2017-11-21
2017-11-21
N
Y
Citibank NA
1.0000
N
0.0124
43968148.40
43968148.40
0.0018
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VZ10
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Citibank NA
1.0000
N
0.0127
19978196.00
19978196.00
0.0008
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115VZF9
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2017-12-15
2017-12-15
2017-12-15
N
Y
Citibank NA
1.0000
N
0.0129
34943783.00
34943783.00
0.0014
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WB63
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
Citibank NA
1.0000
N
0.0140
7969598.40
7969598.40
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WC13
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
Citibank NA
1.0000
N
0.0146
39804116.00
39804116.00
0.0016
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WC54
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
Citibank NA
1.0000
N
0.0147
7959305.60
7959305.60
0.0003
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WC96
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-03-09
2018-03-09
2018-03-09
N
Y
Citibank NA
1.0000
N
0.0147
16910270.60
16910270.60
0.0007
N
N
N
N
CHARTA LLC
CHARTA LLC 0.000000%
16115WD95
5493000FNFK79LCM6M65
Asset Backed Commercial Paper
Y
2018-04-09
2018-04-09
2018-04-09
N
Y
Citibank NA
1.0000
N
0.0153
24830222.50
24830222.50
0.0010
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.380000%
17305TQG0
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0125
10001784.10
10001784.10
0.0004
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.400000%
17305TQP0
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0125
52010717.72
52010717.72
0.0021
N
N
N
N
CITIBANK NA (NEW YORK BRANCH)
CITIBANK NA (NEW YORK BRANCH) 1.420000%
17305TRM6
Certificate of Deposit
Y
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0123
65014359.15
65014359.15
0.0026
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
0.0131
61885200.80
61885200.80
0.0025
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
0.0135
1994588.00
1994588.00
0.0001
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DC17
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0146
48760042.10
48760042.10
0.0020
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DCL3
Asset Backed Commercial Paper
Y
2018-03-20
2018-03-20
2018-03-20
N
Y
JP Morgan Securities LLC
1.0000
N
0.0150
34796513.50
34796513.50
0.0014
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DCU3
Asset Backed Commercial Paper
Y
2018-03-28
2018-03-28
2018-03-28
N
Y
JP Morgan Securities LLC
1.0000
N
0.0151
66583802.70
66583802.70
0.0027
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000%
19422DDP3
Asset Backed Commercial Paper
Y
2018-04-23
2018-04-23
2018-04-23
N
Y
JP Morgan Securities LLC
1.0000
N
0.0159
22823578.50
22823578.50
0.0009
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422FZE9
Asset Backed Commercial Paper
Y
2017-12-14
2017-12-14
2017-12-14
N
Y
JP Morgan Securities LLC
1.0000
N
0.0129
18969974.30
18969974.30
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GAQ7
Asset Backed Commercial Paper
Y
2018-01-24
2018-01-24
2018-01-24
N
Y
JP Morgan Securities LLC
1.0000
N
0.0138
63791014.40
63791014.40
0.0026
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GB11
Asset Backed Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
Y
JP Morgan Securities LLC
1.0000
N
0.0140
19927616.00
19927616.00
0.0008
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000%
19422GC51
Asset Backed Commercial Paper
Y
2018-03-05
2018-03-05
2018-03-05
N
Y
JP Morgan Securities LLC
1.0000
N
0.0147
5969479.20
5969479.20
0.0002
N
N
N
N
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.365000%
19423CDP4
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
JP Morgan Securities LLC
1.0000
N
0.0115
2000024.02
2000024.02
0.0001
N
N
Y
N
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAPER CO LLC 1.409600%
19423EDM7
Asset Backed Commercial Paper
Y
2017-11-27
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
N
0.0143
136990547.00
136990547.00
0.0055
N
N
N
N
COMMERCE CHARTER TOWNSHIP
TAXABLE LT GO REFUNDING BONDS SERIES 2008 1.250000%
200578NX6
US200578NX61
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2034-10-01
Y
PNC BANK NATIONAL ASSOCIATION
1.0000
7
N
N
N
0.0125
19940000.00
19940000.00
0.0008
N
N
Y
N
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 1.391700%
20271EMR7
Certificate of Deposit
Y
2017-11-29
2018-06-29
2018-06-29
N
N
N
0.0138
52004524.52
52004524.52
0.0021
N
N
N
N
COOK CNTY
TAXABLE GO BONDS SERIES 2004D 1.240000%
213185FW6
5493004UMR7OX4YITE10
US213185FW60
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2030-11-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0124
25000000.00
25000000.00
0.0010
N
N
Y
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.338900%
21684B3C6
Certificate of Deposit
Y
2017-11-15
2018-03-15
2018-03-15
N
N
N
0.0133
196007253.96
196007253.96
0.0079
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
0.0122
22002037.42
22002037.42
0.0009
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.370000%
21685VC64
Certificate of Deposit
Y
2017-12-21
2017-12-21
2017-12-21
N
N
N
0.0125
2000337.82
2000337.82
0.0001
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.440000%
22549LDB8
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0146
7999451.20
7999451.20
0.0003
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.490000%
22549LDK8
Certificate of Deposit
Y
2018-03-22
2018-03-22
2018-03-22
N
N
N
0.0151
21998405.00
21998405.00
0.0009
N
N
N
N
CREDIT SUISSE AG (NEW YORK BRANCH)
CREDIT SUISSE AG (NEW YORK BRANCH) 1.460000%
22549LFJ9
Certificate of Deposit
Y
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0140
189026839.89
189026839.89
0.0076
N
N
N
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.040000%
1V8Y6QCX6YMJ2OELII46
0001230485
22799D001_1.04_1101
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2046-02-15
2.500000
100329100.00
93435586.28
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-15
1.500000
390235000.00
389012370.90
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0104
472983348.00
472983348.00
0.0191
N
Y
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0Y17
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
Y
Credit Suisse AG
1.0000
N
0.0121
68997681.60
68997681.60
0.0028
N
Y
Y
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
0.0121
13997167.80
13997167.80
0.0006
N
N
Y
N
CROWN POINT CAPITAL COMPANY LLC
CROWN POINT CAPITAL COMPANY LLC 0.000000%
2284K0YE9
549300LXH4KLRKIKII81
Asset Backed Commercial Paper
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
Credit Suisse AG
1.0000
N
0.0122
74964300.00
74964300.00
0.0030
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305DYA7
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
N
N
0.0124
49982790.00
49982790.00
0.0020
N
N
N
N
DBS BANK LTD
DBS BANK LTD 0.000000%
23305EA94
ATUEL7OJR5057F2PV266
Financial Company Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
N
N
0.0133
70816110.00
70816110.00
0.0029
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.310000%
23328AXB5
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-11-22
2017-11-22
2017-11-22
N
N
N
0.0123
18000833.58
18000833.58
0.0007
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.400000%
23328AXX7
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2018-01-31
2018-01-31
2018-01-31
N
N
N
0.0140
192000652.80
192000652.80
0.0077
N
N
N
N
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH)
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.160000%
23328AYA6
5493005PGG4HB3CD7345
0001074042
Certificate of Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0117
34999979.00
34999979.00
0.0014
N
N
Y
N
DNB BANK ASA
DNB BANK ASA 0.000000%
2332K0Y71
549300GKFG0RYRRQ1414
0001498632
Financial Company Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0117
176960075.88
176960075.88
0.0071
N
N
Y
N
DEUTSCHE BANK AG (NEW YORK BRANCH)
DEUTSCHE BANK AG (NEW YORK BRANCH) 1.200000%
25158BZS4
Certificate of Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0119
246000172.20
246000172.20
0.0099
N
N
Y
N
EMF, LLC
VARIABLE RATE DEMAND BONDS SERIES 2012 1.280000%
26868TAA0
US26868TAA07
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2042-06-01
Y
Comerica Bank
1.0000
7
N
N
N
0.0128
3725000.00
3725000.00
0.0002
N
N
Y
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604CYU0
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2017-11-28
2017-11-28
2017-11-28
N
N
N
0.0118
138872217.30
138872217.30
0.0056
N
N
N
N
ERSTE ABWICKLUNGSANSTALT
ERSTE ABWICKLUNGSANSTALT 0.000000%
29604DAW0
7TG4VWERK338227TR435
0001560283
Financial Company Commercial Paper
Y
2018-01-30
2018-01-30
2018-01-30
N
N
N
0.0139
18933433.50
18933433.50
0.0008
N
N
N
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 0.000000%
30601WAG4
549300GKD6SUOVFV4H89
Asset Backed Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
Y
Bank of Montreal
1.0000
N
0.0137
24927010.00
24927010.00
0.0010
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
0.0117
51000214.71
51000214.71
0.0021
N
Y
Y
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.330000%
34959TLY0
Certificate of Deposit
Y
2017-12-13
2017-12-13
2017-12-13
N
N
N
0.0118
27004776.57
27004776.57
0.0011
N
N
N
N
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH)
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.150000%
34959TMP8
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0117
85999965.60
85999965.60
0.0035
N
Y
Y
N
GFRE HOLDINGS, LLC
VARIABLE RATE DEMAND NOTES SERIES 2009A 1.240000%
36169XAA6
US36169XAA63
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2049-12-01
Y
FEDERAL HOME LOAN BANKS
1.0000
7
N
N
N
0.0124
1675000.00
1675000.00
0.0001
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LY17
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0107
43998693.20
43998693.20
0.0018
N
Y
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LY25
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0107
122992681.50
122992681.50
0.0050
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LY33
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0108
153986201.60
153986201.60
0.0062
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LY66
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0109
109980112.00
109980112.00
0.0044
N
N
Y
N
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 0.000000%
36960LY74
3C7474T6CDKPR9K6YT90
0000040554
Non-Financial Company Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0110
74984060.25
74984060.25
0.0030
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346LY26
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0112
13999120.38
13999120.38
0.0006
N
N
Y
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MA38
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-01-03
2018-01-03
2018-01-03
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0135
58858187.60
58858187.60
0.0024
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MA87
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0136
27927012.40
27927012.40
0.0011
N
N
N
N
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 0.000000%
38346MA95
549300Z2ZR7VTUMRPR17
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0136
39894068.00
39894068.00
0.0016
N
N
N
N
HSBC BANK USA NA
HSBC BANK USA NA 1.370000%
40428A5K9
1IE8VN30JCEQV1H4R804
0000083246
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0139
63995897.60
63995897.60
0.0026
N
N
N
N
HSBC USA INC
HSBC USA INC 0.000000%
40434RD58
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2018-04-05
2018-04-05
2018-04-05
N
N
N
0.0146
51670335.60
51670335.60
0.0021
N
N
N
N
HSBC USA INC
HSBC USA INC 1.362200%
40434WBR1
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0115
99001782.99
99001782.99
0.0040
N
N
Y
N
HSBC USA INC
HSBC USA INC 1.337900%
40434WBY6
549300LBOHZ4QSIWU288
0000083246
Financial Company Commercial Paper
Y
2017-11-24
2018-01-24
2018-01-24
N
N
N
0.0127
25004100.25
25004100.25
0.0010
N
N
N
N
HARTFORD HEALTHCARE CORP
TAXABLE BONDS SERIES C 1.200000%
41652PAA7
US41652PAA75
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2049-07-01
Y
JPMorgan Chase Bank NA
1.0000
7
N
N
N
0.0120
14000000.00
14000000.00
0.0006
N
N
Y
N
HOWARD UNIV
TAXABLE BONDS SERIES 2016 1.240000%
442851AA9
US442851AA93
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2031-08-01
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0124
20600000.00
20600000.00
0.0008
N
N
Y
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
0.0126
94840020.00
94840020.00
0.0038
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1B54
Financial Company Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
Y
ING Bank NV
1.0000
N
0.0136
34871840.50
34871840.50
0.0014
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1B62
Financial Company Commercial Paper
Y
2018-02-06
2018-02-06
2018-02-06
N
Y
ING Bank NV
1.0000
N
0.0136
4981475.50
4981475.50
0.0002
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 0.000000%
4497W1CC8
Financial Company Commercial Paper
Y
2018-03-12
2018-03-12
2018-03-12
N
Y
ING Bank NV
1.0000
N
0.0144
12931217.00
12931217.00
0.0005
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.377800%
44988KCB3
Financial Company Commercial Paper
Y
2017-11-13
2017-12-12
2017-12-12
N
Y
ING Bank NV
1.0000
N
0.0121
18003636.18
18003636.18
0.0007
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.355000%
44988KCJ6
Financial Company Commercial Paper
Y
2017-11-08
2018-02-08
2018-02-08
N
Y
ING Bank NV
1.0000
N
0.0129
93017484.93
93017484.93
0.0037
N
N
N
N
ING US FUNDING LLC
ING US FUNDING LLC 1.357800%
44988KCR8
Financial Company Commercial Paper
Y
2017-11-06
2018-04-04
2018-04-04
N
Y
ING Bank NV
1.0000
N
0.0136
100003101.00
100003101.00
0.0040
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46590EAK4
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-01-19
2018-01-19
2018-01-19
N
N
N
0.0132
27917741.60
27917741.60
0.0011
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.337800%
46640CDL3
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0115
78002418.78
78002418.78
0.0031
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640PZJ5
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2017-12-18
2017-12-18
2017-12-18
N
N
N
0.0126
8984844.00
8984844.00
0.0004
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QB59
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0136
8967044.70
8967044.70
0.0004
N
N
N
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 0.000000%
46640QBL4
ZBUT11V806EZRVTWT807
0001168163
Financial Company Commercial Paper
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0139
30866039.70
30866039.70
0.0012
N
N
N
N
JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD
TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.200000%
478271KA6
US478271KA63
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2043-08-15
Y
US Bank NA
1.0000
7
N
N
N
0.0120
22150000.00
22150000.00
0.0009
N
N
Y
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
0.0119
86971263.90
86971263.90
0.0035
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802TYC3
Asset Backed Commercial Paper
Y
2017-12-15
2017-12-15
2017-12-15
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0126
76886902.40
76886902.40
0.0031
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
0.0119
37991244.80
37991244.80
0.0015
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48802WX78
Asset Backed Commercial Paper
Y
2017-12-13
2017-12-13
2017-12-13
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0125
56924731.50
56924731.50
0.0023
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFJ3
Asset Backed Commercial Paper
Y
2018-01-17
2018-01-17
2018-01-17
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0133
23936112.00
23936112.00
0.0010
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFK0
Asset Backed Commercial Paper
Y
2018-03-06
2018-03-06
2018-03-06
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0142
13933322.20
13933322.20
0.0006
N
N
N
N
KELLS FUNDING LLC
KELLS FUNDING LLC 0.000000%
48803MFY0
Asset Backed Commercial Paper
Y
2018-02-09
2018-02-09
2018-02-09
N
Y
FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT
1.0000
N
0.0140
74717082.75
74717082.75
0.0030
N
N
N
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NJ60
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0117
54000005.94
54000005.94
0.0022
N
N
Y
N
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH)
LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.170000%
51489NJ78
ZUHK7JXNDU6FLQ1O6482
Certificate of Deposit
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0119
150999853.53
150999853.53
0.0061
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 0.000000%
5148X0Z57
Financial Company Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0129
64919743.20
64919743.20
0.0026
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LPX3
Certificate of Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0120
111000456.21
111000456.21
0.0045
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LPZ8
Certificate of Deposit
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0120
18000136.98
18000136.98
0.0007
N
N
Y
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.250000%
51500LQK0
Certificate of Deposit
Y
2017-11-09
2017-11-09
2017-11-09
N
N
N
0.0121
7000073.57
7000073.57
0.0003
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.270000%
51500LRB9
Certificate of Deposit
Y
2017-11-24
2017-11-24
2017-11-24
N
N
N
0.0123
4000113.24
4000113.24
0.0002
N
N
N
N
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH)
LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.190000%
51500LRN3
Certificate of Deposit
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0121
41999873.58
41999873.58
0.0017
N
N
Y
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.352200%
53943NT73
0001167831
Certificate of Deposit
Y
2017-11-03
2018-02-05
2018-02-05
N
N
N
0.0129
21004116.21
21004116.21
0.0008
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QY20
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0113
21998618.40
21998618.40
0.0009
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QY79
Asset Backed Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0116
46189623.48
46189623.48
0.0019
N
N
Y
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ52
Asset Backed Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0128
25967770.40
25967770.40
0.0010
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944QZ78
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0128
91879066.00
91879066.00
0.0037
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RAB4
Asset Backed Commercial Paper
Y
2018-01-11
2018-01-11
2018-01-11
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0135
20943174.00
20943174.00
0.0008
N
N
N
N
LMA AMERICAS LLC
LMA AMERICAS LLC 0.000000%
53944RAG3
Asset Backed Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
Y
Credit Agricole Corporate and Investment Bank SA
1.0000
N
0.0137
13959125.60
13959125.60
0.0006
N
N
N
N
LLOYDS BANK PLC (NEW YORK BRANCH)
LLOYDS BANK PLC (NEW YORK BRANCH) 1.450000%
53945GNJ6
0001167831
Certificate of Deposit
Y
2018-03-20
2018-03-20
2018-03-20
N
N
N
0.0145
122999755.23
122999755.23
0.0050
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KY34
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0126
3499633.55
3499633.55
0.0001
N
N
Y
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KZB5
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0134
16974095.40
16974095.40
0.0007
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607KZD1
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2017-12-13
2017-12-13
2017-12-13
N
N
N
0.0134
43929419.60
43929419.60
0.0018
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LAJ3
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-01-18
2018-01-18
2018-01-18
N
N
N
0.0142
7975053.60
7975053.60
0.0003
N
N
N
N
MACQUARIE BANK LTD
MACQUARIE BANK LTD 0.000000%
55607LB29
4ZHCHI4KYZG2WVRT8631
Financial Company Commercial Paper
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0145
50806643.70
50806643.70
0.0020
N
N
N
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274LY16
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0118
3999868.80
3999868.80
0.0002
N
Y
Y
N
MANHATTAN ASSET FUNDING COMPANY LLC
MANHATTAN ASSET FUNDING COMPANY LLC 0.000000%
56274MA36
549300S0NSJYSOB32S63
Asset Backed Commercial Paper
Y
2018-01-03
2018-01-03
2018-01-03
N
Y
SUMITOMO MITSUI BANKING CORPORATION
1.0000
N
0.0135
107741566.80
107741566.80
0.0043
N
N
N
N
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LLC 0.000000%
59157UBS8
Asset Backed Commercial Paper
Y
2018-02-26
2018-02-26
2018-02-26
N
Y
METROPOLITAN LIFE INSURANCE COMPANY
1.0000
N
0.0134
22898903.50
22898903.50
0.0009
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.530000%
60682A5N2
0001021565
Certificate of Deposit
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0118
6000450.66
6000450.66
0.0002
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.406700%
60682A6L5
0001021565
Certificate of Deposit
Y
2017-11-17
2017-11-17
2017-11-17
N
N
N
0.0117
62006944.62
62006944.62
0.0025
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.405000%
60682A6X9
0001021565
Certificate of Deposit
Y
2017-11-09
2017-12-11
2017-12-11
N
N
N
0.0121
52012168.52
52012168.52
0.0021
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.380000%
60682A6Z4
0001021565
Certificate of Deposit
Y
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0125
15002172.15
15002172.15
0.0006
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
0.0128
8001445.68
8001445.68
0.0003
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.428900%
60682A7H3
0001021565
Certificate of Deposit
Y
2017-11-24
2018-01-23
2018-01-23
N
N
N
0.0130
20006000.20
20006000.20
0.0008
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.410000%
60682A7M2
0001021565
Certificate of Deposit
Y
2018-01-29
2018-01-29
2018-01-29
N
N
N
0.0138
3000219.33
3000219.33
0.0001
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.460000%
60683BAU7
0001021565
Certificate of Deposit
Y
2018-03-12
2018-03-12
2018-03-12
N
N
N
0.0145
74002176.34
74002176.34
0.0030
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.460000%
60683BBB8
0001021565
Certificate of Deposit
Y
2018-03-19
2018-03-19
2018-03-19
N
N
N
0.0146
27999403.60
27999403.60
0.0011
N
N
N
N
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.480000%
60683BBM4
0001021565
Certificate of Deposit
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0149
41497937.45
41497937.45
0.0017
N
N
N
N
MIZUHO SECURITIES USA LLC
MIZUHO SECURITIES USA LLC 1.060000%
7TK5RJIZDFROZCA6XF66
0000812291
60686N005_1.06_1101
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 03.500 CLMA3087
2047-08-01
3.500000
1328042.00
1352191.94
Agency Mortgage-Backed Securities
FNMS 04.500 CLBE8414
2047-03-01
4.500000
902249.00
917292.00
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN5198
2029-04-01
3.150000
16000000.00
16283967.68
Agency Mortgage-Backed Securities
FNAR XX.XXX HYAN3830
2027-02-01
3.040000
10875000.00
11061269.65
Agency Mortgage-Backed Securities
FMAR 840641 G
2047-05-01
3.083000
25332099.00
25744127.92
Agency Mortgage-Backed Securities
04.000 FGPC Q46538 G
2047-03-01
4.000000
8302484.00
8443261.86
Agency Mortgage-Backed Securities
03.500 FGPC G08774 G
2047-08-01
3.500000
56915.00
57889.35
Agency Mortgage-Backed Securities
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0106
62000000.00
62000000.00
0.0025
N
Y
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.482200%
60700AAL8
Certificate of Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0115
5000140.05
5000140.05
0.0002
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.477800%
60700AAM6
Certificate of Deposit
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0115
10000540.10
10000540.10
0.0004
N
N
Y
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.397800%
60700ABN3
Certificate of Deposit
Y
2017-11-06
2017-12-05
2017-12-05
N
N
N
0.0120
24004800.24
24004800.24
0.0010
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
0.0124
12003229.32
12003229.32
0.0005
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.437800%
60700ACW2
Certificate of Deposit
Y
2017-11-13
2018-02-12
2018-02-12
N
N
N
0.0133
41013407.41
41013407.41
0.0017
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.427800%
60700ADJ0
Certificate of Deposit
Y
2017-11-20
2018-01-19
2018-01-19
N
N
N
0.0126
31011470.31
31011470.31
0.0012
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.427900%
60700ADM3
US60700ADM36
Certificate of Deposit
Y
2017-11-24
2018-01-24
2018-01-24
N
N
N
0.0127
5001880.05
5001880.05
0.0002
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000%
60700AEW0
Certificate of Deposit
Y
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0140
58003028.18
58003028.18
0.0023
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.415000%
60700AFH2
Certificate of Deposit
Y
2017-11-01
2018-03-01
2018-03-01
N
N
N
0.0139
68008432.68
68008432.68
0.0027
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.370000%
60700AJJ4
Certificate of Deposit
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0134
39002882.49
39002882.49
0.0016
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.380000%
60700AJN5
Certificate of Deposit
Y
2018-01-29
2018-01-29
2018-01-29
N
N
N
0.0136
88005316.08
88005316.08
0.0035
N
N
N
N
MIZUHO BANK LTD (NEW YORK BRANCH)
MIZUHO BANK LTD (NEW YORK BRANCH) 1.380000%
60700AJS4
Certificate of Deposit
Y
2018-01-31
2018-01-31
2018-01-31
N
N
N
0.0136
52502720.03
52502720.03
0.0021
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LYH6
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-11-17
2017-11-17
2017-11-17
N
N
N
0.0124
107936658.00
107936658.00
0.0043
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LYV5
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-11-29
2017-11-29
2017-11-29
N
N
N
0.0128
23975215.20
23975215.20
0.0010
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939LZ10
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0129
8990026.20
8990026.20
0.0004
N
N
N
N
NRW BANK
NRW BANK 0.000000%
62939MBG1
52990002O5KK6XOGJ020
Financial Company Commercial Paper
Y
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0141
24894475.00
24894475.00
0.0010
N
N
N
N
NATIONAL BANK OF CANADA (NEW YORK BRANCH)
NATIONAL BANK OF CANADA (NEW YORK BRANCH) 1.358900%
63307UMK4
Certificate of Deposit
Y
2017-11-22
2018-03-22
2018-03-22
N
N
N
0.0134
110008471.10
110008471.10
0.0044
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1A92
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
N
N
0.0137
92752620.00
92752620.00
0.0037
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1AG6
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0139
16949639.20
16949639.20
0.0007
N
N
N
N
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 0.000000%
6385E1B18
549300XFX12G42QIKN82
0000070696
Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0142
38358470.15
38358470.15
0.0015
N
N
N
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.350000%
63873NJC6
0001503859
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0117
46000230.46
46000230.46
0.0019
N
Y
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.160000%
63873NMS7
0001503859
Certificate of Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0117
91999973.32
91999973.32
0.0037
N
N
Y
N
NATIXIS (NEW YORK BRANCH)
NATIXIS (NEW YORK BRANCH) 1.400000%
63873NMY4
0001503859
Certificate of Deposit
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0142
109000000.00
109000000.00
0.0044
N
N
N
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.190000%
64987BKN7
5493000LS7KCDB02O506
US64987BKN72
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2049-11-01
Y
LANDESBANK HESSEN THUERINGEN GIROZENTRALE
1.0000
7
N
N
N
0.0119
40000000.00
40000000.00
0.0016
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.150000%
64987BML9
5493000LS7KCDB02O506
US64987BML98
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2049-05-01
Y
BANK OF NEW YORK MELLON/THE
1.0000
7
N
N
N
0.0115
19000000.00
19000000.00
0.0008
N
N
Y
N
NEW YORK STATE HFA
TAXABLE HOUSING RB (33 BOND ST) SERIES 2017A 1.230000%
64987BW61
5493000LS7KCDB02O506
US64987BW615
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2049-11-01
Y
MANUFACTURERS AND TRADERS TRUST CO
1.0000
7
N
N
N
0.0123
55000000.00
55000000.00
0.0022
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RY20
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0115
37997579.40
37997579.40
0.0015
N
N
Y
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RY87
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-11-08
2017-11-08
2017-11-08
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0119
22993902.70
22993902.70
0.0009
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RYA2
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0121
48983555.60
48983555.60
0.0020
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RZ78
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0128
46937974.10
46937974.10
0.0019
N
N
N
N
NIEUW AMSTERDAM RECEIVABLES CORP
NIEUW AMSTERDAM RECEIVABLES CORP 0.000000%
65409RZ86
54930052Z500U6IGFJ82
Asset Backed Commercial Paper
Y
2017-12-08
2017-12-08
2017-12-08
N
Y
COOPERATIEVE RABOBANK UA
1.0000
N
0.0129
49932130.00
49932130.00
0.0020
N
N
N
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.480000%
65590AMQ6
0001002614
Certificate of Deposit
Y
2018-04-23
2018-04-23
2018-04-23
N
N
N
0.0149
200986995.30
200986995.30
0.0081
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UAN3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-01-22
2018-01-22
2018-01-22
N
Y
Royal Bank of Canada
1.0000
N
0.0138
15949129.60
15949129.60
0.0006
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67983UC19
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-03-01
2018-03-01
2018-03-01
N
Y
Royal Bank of Canada
1.0000
N
0.0145
65679226.80
65679226.80
0.0026
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.370000%
67984REW5
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-11-27
2018-03-27
2018-03-27
N
Y
Royal Bank of Canada
1.0000
N
0.0137
6000114.06
6000114.06
0.0002
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.370000%
67984REX3
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-11-27
2018-03-27
2018-03-27
N
Y
Royal Bank of Canada
1.0000
N
0.0137
39000741.39
39000741.39
0.0016
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 1.347800%
67984RFC8
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-11-13
2018-03-12
2018-03-12
N
Y
Royal Bank of Canada
1.0000
N
0.0135
58999528.00
58999528.00
0.0024
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984WGA0
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-12-06
2017-12-06
2017-12-06
N
Y
Royal Bank of Canada
1.0000
N
0.0128
27464882.50
27464882.50
0.0011
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984WGC6
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
Royal Bank of Canada
1.0000
N
0.0135
997384.70
997384.70
0.0000
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67984XDK9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2017-12-07
2017-12-07
2017-12-07
N
Y
Royal Bank of Canada
1.0000
N
0.0128
19973710.00
19973710.00
0.0008
N
N
N
N
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 0.000000%
67985A7E9
5493004QSN8OZAIU2J90
Asset Backed Commercial Paper
Y
2018-01-25
2018-01-25
2018-01-25
N
Y
Royal Bank of Canada
1.0000
N
0.0139
30896766.90
30896766.90
0.0012
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.310000%
69033LA66
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0121
53000148.93
53000148.93
0.0021
N
Y
Y
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.320000%
69033LC80
Certificate of Deposit
Y
2017-11-14
2017-11-14
2017-11-14
N
N
N
0.0123
26000894.66
26000894.66
0.0010
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.320000%
69033LF38
Certificate of Deposit
Y
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0127
85004454.85
85004454.85
0.0034
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.280000%
69033LF79
Certificate of Deposit
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0122
19000252.89
19000252.89
0.0008
N
N
N
N
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)
OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.400000%
69033LK57
Certificate of Deposit
Y
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0138
2000086.42
2000086.42
0.0001
N
N
N
N
OVERSEA-CHINESE BANKING CORPORATION LTD
OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000%
69034BAR1
5493007O3QFXCPOGWK22
Financial Company Commercial Paper
Y
2018-01-25
2018-01-25
2018-01-25
N
N
N
0.0137
53823787.20
53823787.20
0.0022
N
N
N
N
PHILIP MORRIS INTERNATIONAL INC
PHILIP MORRIS INTERNATIONAL INC 0.000000%
71838LY22
HL3H1H2BGXWVG3BSWR90
Non-Financial Company Commercial Paper
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0116
1999871.20
1999871.20
0.0001
N
N
Y
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
0.0121
16498336.80
16498336.80
0.0007
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JY73
Asset Backed Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
Y
BNP Paribas SA
1.0000
N
0.0122
1999527.60
1999527.60
0.0001
N
N
Y
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JYE8
Asset Backed Commercial Paper
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
BNP Paribas SA
1.0000
N
0.0122
4997620.00
4997620.00
0.0002
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JYF5
Asset Backed Commercial Paper
Y
2017-11-15
2017-11-15
2017-11-15
N
Y
BNP Paribas SA
1.0000
N
0.0123
8995406.40
8995406.40
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZ49
Asset Backed Commercial Paper
Y
2017-12-04
2017-12-04
2017-12-04
N
Y
BNP Paribas SA
1.0000
N
0.0127
9987977.00
9987977.00
0.0004
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZ80
Asset Backed Commercial Paper
Y
2017-12-08
2017-12-08
2017-12-08
N
Y
BNP Paribas SA
1.0000
N
0.0128
20971603.80
20971603.80
0.0008
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582JZL1
Asset Backed Commercial Paper
Y
2017-12-20
2017-12-20
2017-12-20
N
Y
BNP Paribas SA
1.0000
N
0.0131
48911187.50
48911187.50
0.0020
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KA35
Asset Backed Commercial Paper
Y
2018-01-03
2018-01-03
2018-01-03
N
Y
BNP Paribas SA
1.0000
N
0.0134
101757556.20
101757556.20
0.0041
N
N
N
N
RIDGEFIELD FUNDING COMPANY LLC
RIDGEFIELD FUNDING COMPANY LLC 0.000000%
76582KAG6
Asset Backed Commercial Paper
Y
2018-01-16
2018-01-16
2018-01-16
N
Y
BNP Paribas SA
1.0000
N
0.0138
19442609.55
19442609.55
0.0008
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.477800%
78009NS98
Certificate of Deposit
Y
2017-11-20
2018-04-19
2018-04-19
N
N
N
0.0137
36018576.36
36018576.36
0.0015
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.417900%
78009NT89
Certificate of Deposit
Y
2017-11-27
2018-05-25
2018-05-25
N
N
N
0.0141
171014194.71
171014194.71
0.0069
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.441700%
78009NV78
Certificate of Deposit
Y
2017-11-28
2018-06-28
2018-06-28
N
N
N
0.0143
180010801.80
180010801.80
0.0073
N
N
N
N
ROYAL BANK OF CANADA (NEW YORK BRANCH)
ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.345000%
78009NY67
US78009NY670
Certificate of Deposit
Y
2017-11-09
2018-02-09
2018-02-09
N
N
N
0.0130
49007791.49
49007791.49
0.0020
N
N
N
N
SAN FRANCISCO
TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.200000%
79765PDU4
549300RA28ZEFOB6M782
US79765PDU49
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2057-07-01
Y
Bank of America NA
1.0000
7
N
N
N
0.0120
15000000.00
15000000.00
0.0006
N
N
Y
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
0.0120
20994418.20
20994418.20
0.0008
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124LY97
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2017-11-09
2017-11-09
2017-11-09
N
Y
Barclays Bank Plc
1.0000
N
0.0120
999700.50
999700.50
0.0000
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MA34
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-03
2018-01-03
2018-01-03
N
Y
Barclays Bank Plc
1.0000
N
0.0136
269844551.45
269844551.45
0.0109
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MA91
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
Barclays Bank Plc
1.0000
N
0.0138
32911771.20
32911771.20
0.0013
N
N
N
N
SHEFFIELD RECEIVABLES COMPANY LLC
SHEFFIELD RECEIVABLES COMPANY LLC 0.000000%
82124MAA8
549300MYF6MOTU9T3G29
Asset Backed Commercial Paper
Y
2018-01-10
2018-01-10
2018-01-10
N
Y
Barclays Bank Plc
1.0000
N
0.0138
4986421.50
4986421.50
0.0002
N
N
N
N
SOCIETE GENERALE (NEW YORK BRANCH)
SOCIETE GENERALE (NEW YORK BRANCH) 1.290000%
83369YXC5
Certificate of Deposit
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0127
23000471.73
23000471.73
0.0009
N
N
N
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520LY17
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2017-11-01
2017-11-01
2017-11-01
N
Y
BNP Paribas SA
1.0000
N
0.0121
999966.40
999966.40
0.0000
N
Y
Y
N
STARBIRD FUNDING CORP
STARBIRD FUNDING CORP 0.000000%
85520MA94
549300A8DDPP6QJBB522
Asset Backed Commercial Paper
Y
2018-01-09
2018-01-09
2018-01-09
N
Y
BNP Paribas SA
1.0000
N
0.0135
997378.90
997378.90
0.0000
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.401700%
86563YC50
Certificate of Deposit
Y
2017-11-29
2018-01-29
2018-01-29
N
N
N
0.0134
7001099.07
7001099.07
0.0003
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.395000%
86563YD67
Certificate of Deposit
Y
2017-11-01
2018-02-01
2018-02-01
N
N
N
0.0135
22003212.22
22003212.22
0.0009
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.417800%
86563YJ20
Certificate of Deposit
Y
2017-11-06
2018-03-06
2018-03-06
N
N
N
0.0140
52004524.52
52004524.52
0.0021
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.418300%
86563YN90
Certificate of Deposit
Y
2017-11-03
2018-04-03
2018-04-03
N
N
N
0.0141
28000980.28
28000980.28
0.0011
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.452200%
86563YVM2
Certificate of Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0119
55001210.55
55001210.55
0.0022
N
N
Y
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
0.0128
3000356.73
3000356.73
0.0001
N
N
N
N
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.428900%
86563YZX4
Certificate of Deposit
Y
2017-11-22
2018-01-22
2018-01-22
N
N
N
0.0133
179043319.79
179043319.79
0.0072
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
0.0119
21000136.71
21000136.71
0.0008
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.310000%
86564EE44
Certificate of Deposit
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0119
139003031.59
139003031.59
0.0056
N
N
Y
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.300000%
86564EE93
Certificate of Deposit
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0120
26000580.06
26000580.06
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.320000%
86564EJ31
Certificate of Deposit
Y
2017-12-13
2017-12-13
2017-12-13
N
N
N
0.0126
19001294.09
19001294.09
0.0008
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.300000%
86564EK39
Certificate of Deposit
Y
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0128
24000648.24
24000648.24
0.0010
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.320000%
86564EM29
Certificate of Deposit
Y
2017-12-28
2017-12-28
2017-12-28
N
N
N
0.0130
67001916.87
67001916.87
0.0027
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.350000%
86564EQ25
Certificate of Deposit
Y
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0132
6000340.86
6000340.86
0.0002
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.355000%
86564ER24
Certificate of Deposit
Y
2018-01-24
2018-01-24
2018-01-24
N
N
N
0.0133
15000847.65
15000847.65
0.0006
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.358900%
86564ES49
Certificate of Deposit
Y
2017-11-20
2018-01-22
2018-01-22
N
N
N
0.0133
8000648.08
8000648.08
0.0003
N
N
N
N
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH)
SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.361700%
86564ET71
Certificate of Deposit
Y
2017-11-30
2018-01-30
2018-01-30
N
N
N
0.0136
161000000.00
161000000.00
0.0065
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.377800%
86958JQT9
0001448613
Certificate of Deposit
Y
2017-11-06
2018-04-05
2018-04-05
N
N
N
0.0133
112026209.12
112026209.12
0.0045
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.359600%
86958JRS0
0001448613
Certificate of Deposit
Y
2017-11-27
2018-02-26
2018-02-26
N
N
N
0.0129
31006975.31
31006975.31
0.0012
N
N
N
N
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.359600%
86958JRU5
0001448613
Certificate of Deposit
Y
2017-11-27
2018-02-26
2018-02-26
N
N
N
0.0129
1000225.01
1000225.01
0.0000
N
N
N
N
SWEDBANK AB
SWEDBANK AB 0.000000%
87019SB94
M312WZV08Y7LYUC71685
0001367624
Financial Company Commercial Paper
Y
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0142
10958923.91
10958923.91
0.0004
N
N
N
N
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 0.000000%
88603H6D5
Asset Backed Commercial Paper
Y
2018-01-26
2018-01-26
2018-01-26
N
Y
Royal Bank of Canada
1.0000
N
0.0139
47838993.60
47838993.60
0.0019
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.300000%
89113W7M2
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0116
53000207.23
53000207.23
0.0021
N
Y
Y
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.355000%
89113XAE4
US89113XAE40
Certificate of Deposit
Y
2017-11-02
2018-03-02
2018-03-02
N
N
N
0.0133
131015590.31
131015590.31
0.0053
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XBA1
Certificate of Deposit
Y
2018-02-21
2018-02-21
2018-02-21
N
N
N
0.0143
56996443.20
56996443.20
0.0023
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.400000%
89113XBJ2
Certificate of Deposit
Y
2018-02-14
2018-02-14
2018-02-14
N
N
N
0.0141
135995104.00
135995104.00
0.0055
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000%
89113XCT9
Certificate of Deposit
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0145
19997268.00
19997268.00
0.0008
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.300000%
89113XDZ4
Certificate of Deposit
Y
2017-12-08
2017-12-08
2017-12-08
N
N
N
0.0123
24501722.60
24501722.60
0.0010
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.350000%
89113XGP3
Certificate of Deposit
Y
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0138
35997426.00
35997426.00
0.0014
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.250000%
89113XHA5
Certificate of Deposit
Y
2017-11-20
2017-11-20
2017-11-20
N
N
N
0.0120
7000210.07
7000210.07
0.0003
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000%
89113XHV9
Certificate of Deposit
Y
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0141
35000644.35
35000644.35
0.0014
N
N
N
N
TORONTO-DOMINION BANK (NEW YORK BRANCH)
TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.550000%
89113XJD7
Certificate of Deposit
Y
2018-04-30
2018-04-30
2018-04-30
N
N
N
0.0156
79997232.80
79997232.80
0.0032
N
N
N
N
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 0.000000%
89153PY71
5299005IX98ZZ9LSGK46
Non-Financial Company Commercial Paper
Y
2017-11-07
2017-11-07
2017-11-07
N
Y
Total SA
1.0000
N
0.0114
152966679.66
152966679.66
0.0062
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.578900%
89233ATK5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0115
135009586.35
135009586.35
0.0054
N
N
Y
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 1.407800%
89233AWE5
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2017-11-20
2018-03-16
2018-03-16
N
N
N
0.0130
63027153.63
63027153.63
0.0025
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
0.0123
34913830.00
34913830.00
0.0014
N
N
N
N
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 0.000000%
89233HC85
Z2VZBHUMB7PWWJ63I008
Non-Financial Company Commercial Paper
Y
2018-03-08
2018-03-08
2018-03-08
N
N
N
0.0133
5971541.40
5971541.40
0.0002
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.375000%
90276JAX4
Financial Company Commercial Paper
Y
2017-11-08
2018-02-08
2018-02-08
N
N
N
0.0132
69011661.69
69011661.69
0.0028
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.385000%
90276JBE5
Financial Company Commercial Paper
Y
2017-11-01
2018-03-01
2018-03-01
N
N
N
0.0136
68006392.68
68006392.68
0.0027
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 1.378900%
90276JBR6
Financial Company Commercial Paper
Y
2017-11-21
2018-03-21
2018-03-21
N
N
N
0.0138
44001320.44
44001320.44
0.0018
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
0.0127
102815269.50
102815269.50
0.0041
N
N
N
N
UBS AG (LONDON BRANCH)
UBS AG (LONDON BRANCH) 0.000000%
90351XBE2
Financial Company Commercial Paper
Y
2018-02-14
2018-02-14
2018-02-14
N
N
N
0.0137
116529063.30
116529063.30
0.0047
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PYU9
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-11-28
2017-11-28
2017-11-28
N
N
N
0.0121
36965120.10
36965120.10
0.0015
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127PZ12
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0122
3995808.00
3995808.00
0.0002
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QB16
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0138
78718365.00
78718365.00
0.0032
N
N
N
N
UNITED OVERSEAS BANK LTD
UNITED OVERSEAS BANK LTD 0.000000%
91127QBE8
IO66REGK3RCBAMA8HR66
Financial Company Commercial Paper
Y
2018-02-14
2018-02-14
2018-02-14
N
N
N
0.0140
15436014.45
15436014.45
0.0006
N
N
N
N
UNIVERSITY HOSPITAL HEALTH SYSTEMS
HOSPITAL RB SERIES 2013C 1.190000%
914293AA3
P35YK5QO6QSHOB2Y1B40
US914293AA30
Variable Rate Demand Note
Y
2017-11-07
2017-11-07
2050-01-15
Y
Barclays Bank PLC
1.0000
7
N
N
N
0.0119
38000000.00
38000000.00
0.0015
N
N
Y
N
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.800000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.80_0227
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HOME EQUITY MTG TR 2007-2 2A-1A 20370625 FLT
2037-06-25
1.537900
34893364.00
2420195.85
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.497400
1660885.00
1550148.36
Asset-Backed Securities
ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT
2037-08-25
1.517200
13414240.00
12927713.78
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT
ZRVUPOA27EDLVJ4VN175
2042-01-25
1.497400
155136.00
140647.41
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
1.637400
2086.00
2008.98
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 B 20270125 FLT
2027-01-25
1.567400
3473478.00
3171754.11
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 B 20270125 FLT
2027-01-25
1.567400
6230686.00
5985876.97
Asset-Backed Securities
SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT
2021-01-25
1.467400
4894809.00
4838022.33
Asset-Backed Securities
SLC STUDENT LN TR 2004-1 A-6 20230515 FLT
2023-05-15
1.475000
2774474.00
2303932.91
Asset-Backed Securities
SLC STUDENT LN TR 2005-2 A-4 20391215 FLT
2039-12-15
1.480000
9735176.00
9252674.50
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT
2021-07-25
1.477400
1768493.00
1735892.65
Asset-Backed Securities
SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT
2042-01-25
1.507400
13667020.00
13012166.60
Asset-Backed Securities
SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT
2041-01-25
1.527400
227932.00
212088.85
Asset-Backed Securities
SLM PRIVATE ST LN TR 2006-A A-4 20231215 FLT
549300I2YWZ9E1B0EY33
2023-12-15
1.510000
50.00
5.30
Asset-Backed Securities
SLM PRIVATE ST LN TR 2004-B B 20330915 FLT
549300HIOV1ESFZYQ040
2033-09-15
1.790000
12961237.00
5099380.30
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.477200
2579715.00
2570778.01
Asset-Backed Securities
APPLE INC SR GLBL NT2.3%22
HWUPKR0MPOU8FGXBT394
2022-05-11
2.300000
7955511.00
8047883.32
Corporate Debt Securities
AMERICAN EXPRESS CO SR GLBL NT2.5%22
R4PP93JZOLY261QX3811
2022-08-01
2.500000
1445772.00
1447911.74
Corporate Debt Securities
ORANGE SR GLBL NT 19
969500MCOONR8990S771
2019-11-03
1.625000
6303000.00
6320047.86
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA REGS SR GLBL REGS 47
MSFSBD3QN1GSN7Q6C537
2047-07-12
3.900000
2098040.00
2127388.08
Corporate Debt Securities
FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25
2025-06-01
6.000000
12168000.00
13400010.00
Corporate Debt Securities
EXELON CORP JR SB GLBL STP22
3SOUA6IRML7435B56G12
2022-06-01
3.497000
292000.00
305008.84
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT 25
51M0QTTNCGUN7KFCFZ59
2025-08-15
3.375000
16000.00
16523.76
Corporate Debt Securities
CITIGROUP INC SR GLBL NT 39
6SHGI4ZSSLCXXQSBB395
2039-07-15
8.125000
981000.00
1569093.42
Corporate Debt Securities
NXP B V / NXP FDG LLC SR 144A NT 22
2022-09-01
3.875000
14600000.00
15260041.67
Corporate Debt Securities
MARRIOTT INTL INC NEW SR GLBL -W NT 34
225YDZ14ZO8E1TXUSU86
2034-10-01
4.500000
2923000.00
3081105.07
Corporate Debt Securities
INTESA SANPAOLO S P A SR GLBL-X 144A27
2W8N8UU78PMDQKZENC08
2027-07-14
3.875000
2290693.00
2321450.96
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL 144A 22
2022-01-15
3.000000
991000.00
1015124.24
Corporate Debt Securities
BRISTOL MYERS SQUIBB CO SR GLBL NT 23
HLYYNH7UQUORYSJQCN42
2023-11-01
3.250000
22000.00
23195.92
Corporate Debt Securities
BARRICK NORTH AMERICA FIN LLC SR NT 7.5%38
2038-09-15
7.500000
88000.00
120241.73
Corporate Debt Securities
ANHEUSER BUSCH INBEV WORLDWIDE SR GLBL NT2.5%22
549300CRGMZK3K53BF92
2022-07-15
2.500000
731000.00
739129.53
Corporate Debt Securities
ALLSTATE CORP SR GLBL NT4.2%46
OBT0W1ED8G0NWVOLOJ77
2046-12-15
4.200000
7447000.00
8067235.80
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 3.45%22
222100FLFVOSKCBCAR54
2022-03-15
3.450000
191000.00
197094.49
Corporate Debt Securities
21ST CENTY FOX AMER INC SR GLBL DB6.4%35
8RS0AKOLN987042F2V04
2035-12-15
6.400000
809000.00
1053000.69
Corporate Debt Securities
SUNCOR ENERGY INC NEW SR NT 3.6%24
549300W70ZOQDVLCHY06
2024-12-01
3.600000
3880000.00
4065696.80
Corporate Debt Securities
SOUTHERN CO GAS CAP SR GLBL NT 46
E8CD46SWUD2TSN8PA636
2046-10-01
3.950000
14750000.00
14480247.09
Corporate Debt Securities
SOUTHERN CO SR GLBL NT 36
549300FC3G3YU2FBZD92
2036-07-01
4.250000
2800000.00
2941222.67
Corporate Debt Securities
GREAT RIV ENERGY 1ST MTG7A 144A38
5493007CIM8IF8LIUC91
2038-07-01
6.254000
14459000.00
17352631.47
Corporate Debt Securities
GOLDMAN SACHS GRP INC MTN BE VR 112913-112923
784F5XWPLTWKTBV3E584
2023-11-29
2.917200
253000.00
264800.96
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS INC BROOKFIELD RES
2022-07-01
6.125000
457000.00
486324.17
Corporate Debt Securities
BROOKFIELD RESIDENTIAL PPTYS I SR 144A NT 25
549300C2SXDXVIUV3Q14
2025-05-15
6.375000
2234000.00
2428125.29
Corporate Debt Securities
CD 2006-CD3 MTG TR A-M 20481015 5.6
2048-10-15
5.648000
2000.00
1518.96
Private Label Collateralized Mortgage Obligations
BX TRUST 2017-SLCT B 20340717 FLT
2034-07-17
2.438900
2972419.00
2978435.92
Private Label Collateralized Mortgage Obligations
Y
2018-01-29
2018-01-29
2018-02-27
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0180
151978811.20
151978811.20
0.0061
N
N
N
Y
JP MORGAN SECURITIES LLC
JP MORGAN SECURITIES LLC 1.830000%
ZBUT11V806EZRVTWT807
0001168163
921ACP006_1.83_0326
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT
2034-02-25
2.017900
1832.00
1019.75
Asset-Backed Securities
GCO ELF TRUST 2006-1 A-9L 20260525 FLT
2026-05-25
1.477200
7880.00
7852.70
Asset-Backed Securities
CENT CDO 14 2007-14 D 20210415 FLT
2021-04-15
2.659200
2685000.00
2589811.35
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 B 20261025 FLT
2026-10-25
1.637400
1461.00
1407.05
Asset-Backed Securities
SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT
2021-07-25
1.497400
7825.00
7303.28
Asset-Backed Securities
NHEL 2005-4 M1
2036-01-25
1.677900
1731565.00
1716830.13
Asset-Backed Securities
SLM STUDENT LOAN TR 2008-5 B 20730725 FLT
2073-07-25
3.217400
11033009.00
10993148.25
Asset-Backed Securities
COMMONWEALTH BK AUSTRALIA REGS SR GLBL REGS 47
MSFSBD3QN1GSN7Q6C537
2047-07-12
3.900000
85759.00
86958.63
Corporate Debt Securities
BROADCOM CORP/BROADCOM CAYMAN SR GLBL 144A 22
2022-01-15
3.000000
204000.00
208966.04
Corporate Debt Securities
GREAT RIV ENERGY 1ST MTG7A 144A38
5493007CIM8IF8LIUC91
2038-07-01
6.254000
5000.00
6000.63
Corporate Debt Securities
ACTAVIS FUNDING SCS SR NT 3.45%22
222100FLFVOSKCBCAR54
2022-03-15
3.450000
288000.00
297189.60
Corporate Debt Securities
SANTANDER UK PLC SR GLBL NT 21
549300F5XIFGNNW4CF72
2021-08-05
2.875000
200000.00
202415.61
Corporate Debt Securities
WFRBS COML MTG TR 2011 C4
2044-06-17
5.247000
1289.00
1358.78
Private Label Collateralized Mortgage Obligations
BX TRUST 2017-SLCT B 20340717 FLT
2034-07-17
2.438900
7550.00
7565.28
Private Label Collateralized Mortgage Obligations
Y
2018-01-29
2018-01-29
2018-03-26
Y
JP MORGAN SECURITIES LLC
1.0000
90
N
N
N
0.0183
13998128.20
13998128.20
0.0006
N
N
N
Y
MERRILL LYNCH PIERCE FENNER & SMITH INC
MERRILL LYNCH PIERCE FENNER & SMITH INC 1.650000%
8NAV47T0Y26Q87Y0QP81
0000065100
921ACQ004_1.65_0102
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CWMBS, INC MORTGAGE PASS-THRU CTF SERIES 2005-6 CL
2047-06-28
2.234400
42648714.00
15039874.95
Private Label Collateralized Mortgage Obligations
CWMBS, INC MORTGAGE PASS-THRU CTF SERIES 2005-6 CL
2047-06-28
2.234400
56805767.00
49360125.36
Private Label Collateralized Mortgage Obligations
Y
2017-12-05
2017-12-05
2018-01-02
Y
Merrill Lynch, Pierce, Fenner & Smith, Inc.
1.0000
35
N
N
N
0.0165
55998790.40
55998790.40
0.0023
N
N
N
Y
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.280000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.28_1102
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
HUDSONS BAY FLT 08/34
2034-08-05
4.888000
530000.00
531464.98
Private Label Collateralized Mortgage Obligations
144A COMM 2015-CR22 D
2048-03-10
4.122900
4000000.00
3364538.19
Private Label Collateralized Mortgage Obligations
COMM 2014 LC17 MTG TR
2047-10-10
3.687000
8790000.00
6067600.67
Private Label Collateralized Mortgage Obligations
CSMC 2017-HD FLT 02/31
549300ZNPQY52H8RRO71
2031-02-15
3.143000
79000.00
79251.75
Private Label Collateralized Mortgage Obligations
CREDIT SUISSE FLT 07/32
2032-07-15
3.138800
149000.00
149568.09
Private Label Collateralized Mortgage Obligations
144A CSAIL 2015-C1 D
549300UFJ8EKD81Y8R30
2050-04-15
3.798290
6753000.00
5932268.09
Private Label Collateralized Mortgage Obligations
144A COMM 2013-CR10 D
549300YJIXJB9DCDOI21
2046-08-10
4.788500
750000.00
643542.72
Private Label Collateralized Mortgage Obligations
CITIGROUP 2.85% 02/49
2049-02-10
2.850000
4160000.00
3132732.01
Private Label Collateralized Mortgage Obligations
DEUTSCHE VAR 06/35
2035-06-26
0.320900
39395504.00
14358.35
Private Label Collateralized Mortgage Obligations
FREMF MORTGAGE VAR 03/27
2027-03-25
3.980400
16000000.00
15611951.83
Private Label Collateralized Mortgage Obligations
GS MTG SECS TR 2014-GC18
2047-01-10
4.944200
251000.00
216074.78
Private Label Collateralized Mortgage Obligations
JP MORGAN CHASE VAR 12/49
2049-12-15
3.460200
6000000.00
4856879.35
Private Label Collateralized Mortgage Obligations
144A JPMBB 2014-C24 D
2047-11-15
3.923800
6135000.00
5211037.82
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.688700
339000.00
346086.52
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C15 D
5493003CHVRASC16O965
2046-08-15
4.478700
97000.00
84302.69
Private Label Collateralized Mortgage Obligations
WFRBS COML MTG TR 2013 C16
2046-09-15
4.979600
4595000.00
4399684.48
Private Label Collateralized Mortgage Obligations
144A COMM 2013-CR12 D
549300MGZ5FI5VFL1177
2046-10-10
5.078800
250000.00
218208.60
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 05/50
2050-05-15
3.356000
2500000.00
2039587.05
Private Label Collateralized Mortgage Obligations
144A WFRBS 2011-C4 E
2044-06-15
5.246900
1302000.00
1150978.71
Private Label Collateralized Mortgage Obligations
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0128
47000000.00
47000000.00
0.0019
N
N
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.360000%
1V8Y6QCX6YMJ2OELII46
0001230485
921AER000_1.36_1101
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AVENTURA MALL R 2013 AVM
2032-12-05
3.742600
7800000.00
8129782.75
Private Label Collateralized Mortgage Obligations
BAMLL 3.819% 07/37
2037-07-14
3.819000
4435000.00
4677491.48
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
2.488800
2000000.00
2002072.10
Private Label Collateralized Mortgage Obligations
144A COMM 2013-300P A1
549300NMFC2YLCA2NF13
2030-08-10
4.353000
200000.00
217399.36
Private Label Collateralized Mortgage Obligations
144A CSMC 2014-USA A1
549300818AKCJ4Q9TD76
2037-09-15
3.303900
600000.00
610748.22
Private Label Collateralized Mortgage Obligations
FHMS K042 A1
2024-06-25
2.267000
1750000.00
1542776.67
Private Label Collateralized Mortgage Obligations
GS MORTGAGE 2.995% 08/46
549300ITVQSU1IHX4H03
2046-08-10
2.995000
130000.00
126602.33
Private Label Collateralized Mortgage Obligations
GSMS 2013-GC12 AS
549300SSCQUZ3RRV2T53
2046-06-10
3.375000
60000.00
61109.40
Private Label Collateralized Mortgage Obligations
144A ICOT 2013-IRV A2
2048-05-15
3.173100
320264.00
328448.85
Private Label Collateralized Mortgage Obligations
JPMCC 2013-LC11 AS
2046-04-15
3.216000
325000.00
331506.74
Private Label Collateralized Mortgage Obligations
144A MSC 2011-C1 A3
2047-09-15
4.700000
1200000.00
77149.20
Private Label Collateralized Mortgage Obligations
MSBAM 2013-C9 A4
549300PFVBG5704L7K74
2046-05-15
3.102000
300000.00
307904.33
Private Label Collateralized Mortgage Obligations
WFRBS 2012-C10 A3
2045-12-15
2.875000
5120000.00
5206618.65
Private Label Collateralized Mortgage Obligations
CORE INDL TR 2015-CALW
549300VOFTHB5X7NNF52
2034-02-10
3.040000
1000000.00
1025599.96
Private Label Collateralized Mortgage Obligations
WFRBS 2014-C25 A3
2047-11-15
3.429000
660000.00
683378.26
Private Label Collateralized Mortgage Obligations
WELLS FARGO 4.393% 11/43
2043-11-15
4.393000
19500000.00
20673151.02
Private Label Collateralized Mortgage Obligations
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0136
40000000.00
40000000.00
0.0016
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.050000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.05_1101
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2018-10-31
1.250000
133189000.00
132882665.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2047-08-15
2.750000
75711700.00
74183389.38
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0105
203000000.00
203000000.00
0.0082
N
Y
Y
N
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 1.060000%
L3I9ZG2KFGXZ61BMYR72
0001041839
924HZZ001_1.06_1101
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNII SF MA4777 M
2047-10-20
3.000000
26629097.00
27050103.02
Agency Mortgage-Backed Securities
FNMS 04.000 CLCA0626
2047-10-01
4.000000
35196270.00
37336071.70
Agency Mortgage-Backed Securities
GNII SF MA4651 M
2047-08-20
3.000000
2539592.00
2565797.01
Agency Mortgage-Backed Securities
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0106
65000000.00
65000000.00
0.0026
N
Y
Y
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LYA3
Asset Backed Commercial Paper
Y
2017-11-10
2017-11-10
2017-11-10
N
Y
Natixis SA
1.0000
N
0.0122
24991535.00
24991535.00
0.0010
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LZ12
Asset Backed Commercial Paper
Y
2017-12-01
2017-12-01
2017-12-01
N
Y
Natixis SA
1.0000
N
0.0127
39956324.00
39956324.00
0.0016
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512LZ53
Asset Backed Commercial Paper
Y
2017-12-05
2017-12-05
2017-12-05
N
Y
Natixis SA
1.0000
N
0.0128
40948897.60
40948897.60
0.0016
N
N
N
N
VERSAILLES COMMERCIAL PAPER LLC
VERSAILLES COMMERCIAL PAPER LLC 0.000000%
92512MA82
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
Natixis SA
1.0000
N
0.0140
16954253.00
16954253.00
0.0007
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KYE6
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-11-14
2017-11-14
2017-11-14
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0121
19322881.10
19322881.10
0.0008
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646KZS4
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2017-12-26
2017-12-26
2017-12-26
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0132
27942636.40
27942636.40
0.0011
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LA83
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-08
2018-01-08
2018-01-08
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0135
49871010.00
49871010.00
0.0020
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
0.0137
1994076.40
1994076.40
0.0001
N
N
N
N
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 0.000000%
92646LAJ9
549300D0F37QF0LP7F94
Asset Backed Commercial Paper
Y
2018-01-18
2018-01-18
2018-01-18
N
Y
BANK OF TOKYO-MITSUBISHI UFJ LTD
1.0000
N
0.0137
96708592.60
96708592.60
0.0039
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.840000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.84_0207
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AMER CR ACCEPT RECV TR 2016-1 A 20200512 2.3
2020-05-12
2.370000
11.00
0.14
Asset-Backed Securities
NASDAQ INC SR GLBL NT 26
549300L8X1Q78ERXFD06
2026-06-30
3.850000
170000.00
178199.15
Corporate Debt Securities
MONSANTO CO NEW SR GLBL NT4.4%44
NONUZEX43GHIPSVDD938
2044-07-15
4.400000
701000.00
735836.58
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT 56
INR2EJN1ERAN0W5ZP974
2056-08-08
3.950000
736000.00
764922.55
Corporate Debt Securities
STRYKER CORP SR GLBL NT 24
5493002F0SC4JTBU5137
2024-05-15
3.375000
87000.00
90991.78
Corporate Debt Securities
STATE STR CORP SR GLBL NT3.3%24
549300ZFEEJ2IP5VME73
2024-12-16
3.300000
14000.00
14714.77
Corporate Debt Securities
THOMSON REUTERS CORP SR NT 4.7%19
549300561UZND4C7B569
2019-10-15
4.700000
39000.00
40886.39
Corporate Debt Securities
TESCO PLC SR NT 144A 37
2138002P5RNKC5W2JZ46
2037-11-15
6.150000
201000.00
222788.06
Corporate Debt Securities
ORACLE CORP SR GLBL NT 4%46
1Z4GXXU7ZHVWFCD8TV52
2046-07-15
4.000000
1611000.00
1691465.87
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 26
549300FNENFFSMO3GT38
2026-05-23
8.750000
445000.00
556785.24
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 27
549300FNENFFSMO3GT38
2027-01-17
7.375000
1306000.00
1484276.26
Corporate Debt Securities
SCHLUMBERGER HLDGS CORP SR 144A NT 22
2022-12-21
3.625000
324000.00
341266.05
Corporate Debt Securities
TECK RESOURCES LTD SR 144A NT8.5%24
T8KI5SQ2JRWHL7XY0E11
2024-06-01
8.500000
1228000.00
1449674.47
Corporate Debt Securities
WALGREENS BOOTS ALLIANCE INC SR GLBL NT 46
549300RPTUOIXG4LIH86
2046-06-01
4.650000
912000.00
954512.88
Corporate Debt Securities
FRESENIUS MED CARE US FIN II SR REGS NT 20
5493008GJ5TVVTY4UM62
2020-10-15
4.125000
290000.00
303071.27
Corporate Debt Securities
INMARSAT FIN PLC SR GLBL REGS 22
549300FCV5VH7Q5A3B66
2022-05-15
4.875000
100000.00
103997.92
Corporate Debt Securities
WILLIAMS PARTNERS L P SR NT 4.9%45
WUURD1P1N0874ONXXO03
2045-01-15
4.900000
1251000.00
1311357.97
Corporate Debt Securities
SUZANO TRADING LTD. GTD SR NT REGS21
2021-01-23
5.875000
135000.00
147621.56
Corporate Debt Securities
ACE INA HLDG INC SR GLBL NT 26
CZCBJZWDMLTHWJDXU843
2026-05-03
3.350000
1065000.00
1112428.59
Corporate Debt Securities
AON PLC SR GLBL BD3.5%24
VVT2B79I2Z4U3R6BY589
2024-06-14
3.500000
10000.00
10442.29
Corporate Debt Securities
MOLSON COORS BREWING CO SR GLBL BD3.5%22
54930073LBBH6ZCBE225
2022-05-01
3.500000
29000.00
30519.60
Corporate Debt Securities
NORTHERN TR CORP SR NT 3.375%21
549300GLF98S992BC502
2021-08-23
3.375000
22000.00
23005.29
Corporate Debt Securities
NEWELL BRANDS INC CR SEN SR GLBL23
549300LWGYFM1TVO1Z12
2023-04-01
3.850000
110000.00
115917.82
Corporate Debt Securities
PNC FINL SVCS GROUP INC SB GLBL NT3.9%24
CFGNEKW0P8842LEUIA51
2024-04-29
3.900000
171000.00
179975.22
Corporate Debt Securities
THOMSON REUTERS CORP SR GLBL NT6.5%18
549300561UZND4C7B569
2018-07-15
6.500000
24000.00
25273.65
Corporate Debt Securities
WAL-MART STORES INC SR GLBL NT3.3%24
Y87794H0US1R65VBXU25
2024-04-22
3.300000
106000.00
110751.45
Corporate Debt Securities
W P CAREY INC SR NT 4.6%24
54930042CRNE713E3Q67
2024-04-01
4.600000
53000.00
55628.98
Corporate Debt Securities
SARA LEE CORP SR NT 4.1%20
549300PD5U9Z7V553M03
2020-09-15
4.100000
45000.00
47406.55
Corporate Debt Securities
BANCO INTERNATIONAL DEL PERU SUB GLBL REGS 29
5493001TRCGXJLRLHN14
2029-03-19
6.625000
499000.00
568974.35
Corporate Debt Securities
WALGREEN CO SR NT 5.25%19
E1OI0SEUGJMPPTKRDD35
2019-01-15
5.250000
4000.00
4215.27
Corporate Debt Securities
AMERICAN EXPRESS CO SUB BD 3.625%24
R4PP93JZOLY261QX3811
2024-12-05
3.625000
100000.00
104957.14
Corporate Debt Securities
AGRIUM INC SR GLBL DB3.5%23
55S3547PRDP469JRO238
2023-06-01
3.500000
10000.00
10414.53
Corporate Debt Securities
CAMERON INTERNATIONAL CORP SR NT 6.375%18
P2PV5Z2Z2UKRY3P3V155
2018-07-15
6.375000
13000.00
13668.86
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR GLBL DB3.4%24
2024-09-01
3.400000
56000.00
58722.53
Corporate Debt Securities
INTEL CORP SR NT 3.3%21
KNX4USFCNGPY45LOCE31
2021-10-01
3.300000
3318000.00
3476368.14
Corporate Debt Securities
HUSKY ENERGY INC SR NT 4%24
2024-04-15
4.000000
15000.00
15655.62
Corporate Debt Securities
KIMBERLY CLARK CORP SR NT 3.625%20
MP3J6QPYPGN75NVW2S34
2020-08-01
3.625000
80000.00
84193.80
Corporate Debt Securities
INVESCO FIN PLC SR NT 3.125%22
549300OYQ3LAJYXXO449
2022-11-30
3.125000
7000.00
7228.11
Corporate Debt Securities
MCKESSON CORP NEW SR NT 3.796%24
549300WZWOM80UCFSF54
2024-03-15
3.796000
216000.00
226527.94
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR NT 6.625%21
54930066VBP7DZEGGJ87
2021-12-15
6.625000
3024000.00
3455004.00
Corporate Debt Securities
EASTMAN CHEM CO SR NT 3.6%22
FDPVHDGJ1IQZFK9KH630
2022-08-15
3.600000
206000.00
215846.80
Corporate Debt Securities
EOG RES INC SR NT 6.875%18
XWTZDRYZPBUHIQBKDB46
2018-10-01
6.875000
2120000.00
2227397.43
Corporate Debt Securities
ENBRIDGE INC SR NT 4%23
98TPTUM4IVMFCZBCUR27
2023-10-01
4.000000
38000.00
39875.43
Corporate Debt Securities
GOLDCORP INC NEW SR NT 3.7%23
I2YOHH65IBBT53JFYQ52
2023-03-15
3.700000
1081000.00
1129512.88
Corporate Debt Securities
GENERAL MLS INC SR GLBL NT 24
2TGYMUGI08PO8X8L6150
2024-02-15
3.650000
747000.00
782673.40
Corporate Debt Securities
CELGENE CORP SR NT 3.95%20
4SIHMF0MOSTTL8CD0X64
2020-10-15
3.950000
846000.00
890106.68
Corporate Debt Securities
DUKE ENERGY OHIO 1MTG BD 5.45%19
L6KC0HABGHNFU1Z6QY21
2019-04-01
5.450000
85000.00
89583.34
Corporate Debt Securities
DU PONT E I DE NEMOURS & CO SR GLBL NT 6%18
GLU7INWNWH88J9XBXD45
2018-07-15
6.000000
10000.00
10476.77
Corporate Debt Securities
ALIMENTATION COUCHE TARD INC SR GLBL 144A 47
549300OSW32RVX8CCZ87
2047-07-26
4.500000
875000.00
913136.87
Corporate Debt Securities
AVNET INC CR SEN SR GLBL21
XJI53DCPL7QABOWK4Z75
2021-12-01
3.750000
97000.00
101352.88
Corporate Debt Securities
CSX CORP SR NT 4.5%54
549300JVQR4N1MMP3Q88
2054-08-01
4.500000
316000.00
329275.16
Corporate Debt Securities
BLUE CUBE SPINCO INC SR GLBL NT 23
2023-10-15
9.750000
462000.00
555824.50
Corporate Debt Securities
INMARSAT FIN PLC SR GLBL 144A 24
549300FCV5VH7Q5A3B66
2024-10-01
6.500000
543000.00
586666.25
Corporate Debt Securities
ILLINOIS TOOL WKS INC SR NT 3.9%42
76NA4I14SZCFAYMNSV04
2042-09-01
3.900000
83000.00
86808.87
Corporate Debt Securities
HUNTINGTON INGALLS INDS INC SR 144A NT 5%21
5TZLZ6WJTBVJ0QWBG121
2021-12-15
5.000000
122000.00
127659.44
Corporate Debt Securities
INTERNATIONAL GAME TECHNOLOGY SR SEC 144A NT22
549300UQ6KHRCZDRGZ76
2022-02-15
6.250000
210000.00
233770.83
Corporate Debt Securities
LAM RESEARCH CORP SR NT 3.8%25
549300I4GMO6D34U1T02
2025-03-15
3.800000
15000.00
15669.53
Corporate Debt Securities
L3 TECHNOLOGIES INC SR GLBL NT 26
1Z5XNJ6GMBVHFWE2W878
2026-12-15
3.850000
363000.00
381558.17
Corporate Debt Securities
FRESENIUS MED CARE US FIN II SR 144A NT 20
5493008GJ5TVVTY4UM62
2020-10-15
4.125000
13000.00
13585.95
Corporate Debt Securities
FIDELITY NATL INFORMATION SVCS SR GLBL NT4.5%46
6WQI0GK1PRFVBA061U48
2046-08-15
4.500000
30000.00
31420.80
Corporate Debt Securities
ENBRIDGE ENERGY PARTNERS L P SR NT 4.375%20
CZ6VG2MNE1J6YDI02G48
2020-10-15
4.375000
95000.00
100039.22
Corporate Debt Securities
ENBRIDGE INC SR GLBL BD3.5%24
98TPTUM4IVMFCZBCUR27
2024-06-10
3.500000
1958000.00
2019615.00
Corporate Debt Securities
HALLIBURTON CO SR GLBL NT3.8%25
ENYF8GB5SMQZ25S06U51
2025-11-15
3.800000
66000.00
69551.61
Corporate Debt Securities
GENERAL ELECTRIC CO SR NT 3.375%24
3C7474T6CDKPR9K6YT90
2024-03-11
3.375000
770000.00
805548.98
Corporate Debt Securities
BIOGEN INC SR GLBL NT 22
W8J5WZB5IY3K0NDQT671
2022-09-15
3.625000
66000.00
69436.09
Corporate Debt Securities
CELGENE CORP SR NT 3.875%25
4SIHMF0MOSTTL8CD0X64
2025-08-15
3.875000
888000.00
934380.73
Corporate Debt Securities
CUBESMART L P SR GLBL NT 4%25
549300MPHKO3I3FJRA97
2025-11-15
4.000000
80000.00
84064.36
Corporate Debt Securities
ELECTRONIC ARTS INC SR GLBL NT3.7%21
549300O7A67PUEYKDL45
2021-03-01
3.700000
12000.00
12546.68
Corporate Debt Securities
EBAY INC SR GLBL NT3.8%22
OML71K8X303XQONU6T67
2022-03-09
3.800000
1025000.00
1078749.86
Corporate Debt Securities
KRAFT FOODS GROUP INC SR GLBL NT 18
5493003STKEZ2S0RNU91
2018-08-23
6.125000
29000.00
30348.19
Corporate Debt Securities
NATIONAL RETAIL PPTYS INC SR NT 3.9%24
5493008JKH5SOTI0JS97
2024-06-15
3.900000
825000.00
861971.00
Corporate Debt Securities
MOSAIC CO NEW SR NT 3.75%21
2YD5STGSJNMUB7H76907
2021-11-15
3.750000
471000.00
494517.82
Corporate Debt Securities
ONEOK INC NEW SR NT 4.25%22
2T3D6M0JSY48PSZI1Q41
2022-02-01
4.250000
752000.00
790220.40
Corporate Debt Securities
OMNICOM GROUP INC SR GLBL NT 24
HKUPACFHSSASQK8HLS17
2024-11-01
3.650000
434000.00
454072.50
Corporate Debt Securities
NOVARTIS SECURITIES INVESTMENT LTD.
2019-02-10
5.125000
21198000.00
22342082.55
Corporate Debt Securities
NOKIA CORP SR NT 6.625%39
549300A0JPRWG1KI7U06
2039-05-15
6.625000
158000.00
185188.42
Corporate Debt Securities
PETRO-CDA SR GLBL NT 18
2018-05-15
6.050000
50000.00
52585.36
Corporate Debt Securities
PEPSICO INC SR GLBL NT 20
FJSUNZKFNQ5YPJ5OT455
2020-11-01
3.125000
1643000.00
1723663.08
Corporate Debt Securities
SYNCHRONY FINL SR GLBL NT 24
549300RS7EWPM9MA6C78
2024-08-15
4.250000
30000.00
31446.07
Corporate Debt Securities
SUMITOMO MITSUI FINL GROUP INC SR NT 3.784%26
35380028MYWPB6AUO129
2026-03-09
3.784000
208000.00
216712.24
Corporate Debt Securities
THOMSON REUTERS CORP SR GLBL BD 21
549300561UZND4C7B569
2021-09-30
3.950000
4000.00
4177.37
Corporate Debt Securities
THOMSON REUTERS CORP SR NT 3.85%24
549300561UZND4C7B569
2024-09-29
3.850000
77000.00
80154.01
Corporate Debt Securities
TEXTRON INC SR GLBL NT 4%26
3PPKBHUG1HD6BO7RNR87
2026-03-15
4.000000
11000.00
11558.70
Corporate Debt Securities
OWENS-BROCKWAY GLASS CONTAINER SR 144A NT 25
V2UQUCDZJ9WY98W8QU33
2025-08-15
6.375000
69000.00
78726.12
Corporate Debt Securities
ORACLE CORP SR BD 3.4%24
1Z4GXXU7ZHVWFCD8TV52
2024-07-08
3.400000
209000.00
220085.82
Corporate Debt Securities
ROCK-TENN CO SR NT 4%23
PQQ60KVT5SJX0ETQT497
2023-03-01
4.000000
25000.00
26334.92
Corporate Debt Securities
PRINCIPAL FINL GROUP INC JR SB FX/FLT 55
CUMYEZJOAF02RYZ1JJ85
2055-05-15
4.700000
35000.00
36633.53
Corporate Debt Securities
PHILIP MORRIS INTL INC SR NT 5.65%18
HL3H1H2BGXWVG3BSWR90
2018-05-16
5.650000
9000.00
9430.34
Corporate Debt Securities
STANDARD PAC CORP NEW SR NT 8.375%21
5493006Z0ED3DFZCWU56
2021-01-15
8.375000
1005000.00
1195608.02
Corporate Debt Securities
SOUTHERN COPPER CORP
2022-11-08
3.500000
64000.00
66593.88
Corporate Debt Securities
SOUTHERN COPPER CORP SR GLBL NT 25
2025-04-23
3.875000
7000.00
7243.47
Corporate Debt Securities
SERVICE CORP INTL SR NT 8% 21
549300RKVM2ME20JHZ15
2021-11-15
8.000000
15000.00
18178.33
Corporate Debt Securities
SEMPRA ENERGY SR GLBL NT 25
PBBKGKLRK5S5C0Y4T545
2025-11-15
3.750000
1078000.00
1135620.90
Corporate Debt Securities
CENTRAIS ELECTRICAS BRASILEIRA SR NT REGS 21
254900I8KYDELP4B4Z08
2021-10-27
5.750000
462000.00
488860.17
Corporate Debt Securities
V F CORP SR NT 3.5%21
CWAJJ9DJ5Z7P057HV541
2021-09-01
3.500000
247000.00
258231.91
Corporate Debt Securities
TRAVELERS COMPANIES INC SR NT 5.8%18
549300Y650407RU8B149
2018-05-15
5.800000
2112000.00
2216299.95
Corporate Debt Securities
ZOETIS INC SR GLBL NT 20
549300HD9Q1LOC9KLJ48
2020-11-13
3.450000
25000.00
26230.00
Corporate Debt Securities
XEROX CORP SR GLBL NT 18
4KF48RN45X1OO8UBLY20
2018-05-15
6.350000
80000.00
84160.04
Corporate Debt Securities
SCHLUMBERGER INVT SA GTD SR NT REGS21
529900EZ29I5KXPV2J32
2021-09-14
3.300000
490000.00
509099.38
Corporate Debt Securities
INTERNATIONAL GAME TECHNOLOGY SR SEC REGS NT22
549300UQ6KHRCZDRGZ76
2022-02-15
6.250000
450000.00
500937.50
Corporate Debt Securities
ABBVIE INC SR NT 3.6%25
FR5LCKFTG8054YNNRU85
2025-05-14
3.600000
233000.00
244437.97
Corporate Debt Securities
AT&T INC SR NT 5.6%18
549300Z40J86GGSTL398
2018-05-15
5.600000
163000.00
170402.19
Corporate Debt Securities
ANZ NEW ZEALAND INTL LTD 144A SR GLBL 144A 27
2027-07-17
3.450000
190.00
194.09
Corporate Debt Securities
ALLY FINL INC GTD SR NT 8%20
549300JBN1OSM8YNAI90
2020-03-15
8.000000
1031000.00
1171702.86
Corporate Debt Securities
BAXALTA INC SR NT 3.6%22
5493000JW8DCO3T45R55
2022-06-23
3.600000
570000.00
598146.60
Corporate Debt Securities
BANK AMER CORP SUB -L NT 4%25
9DJT3UXIJIZJI4WXO774
2025-01-22
4.000000
1156000.00
1210355.12
Corporate Debt Securities
BANCO DO BRASIL S.A. ACTING THROUGH ITS
2022-10-10
3.875000
300000.00
297378.13
Corporate Debt Securities
ASTRAZENECA PLC SR GLBL NT 25
PY6ZZQWO2IZFZC3IOL08
2025-11-16
3.375000
347000.00
359255.61
Corporate Debt Securities
ARCELORMITTAL SA LUXEMBOURG CR SEN SR NT 41
2EULGUTUI56JI9SAL165
2041-03-01
7.250000
55000.00
68050.58
Corporate Debt Securities
CSC HLDGS INC SR 144A NT5.5%27
3HG2WD2W22M120IUNG49
2027-04-15
5.500000
2535000.00
2623584.17
Corporate Debt Securities
KRAFT FOODS GROUP INC SR NT 3.5%22
5493003STKEZ2S0RNU91
2022-06-06
3.500000
132000.00
138266.99
Corporate Debt Securities
KB HOME SR NT 7.5%22
549300LGUCWQURMWLG09
2022-09-15
7.500000
1248000.00
1456520.00
Corporate Debt Securities
INVESCO FIN PLC SR GLBL NT 26
549300OYQ3LAJYXXO449
2026-01-15
3.750000
4000.00
4211.53
Corporate Debt Securities
METLIFE INC SR NT 3.6%24
C4BXATY60WC6XEOZDX54
2024-04-10
3.600000
84000.00
88472.16
Corporate Debt Securities
EATON CORP SR NT 5.6%18
0NZWDMRCE180888QQE14
2018-05-15
5.600000
407000.00
426085.13
Corporate Debt Securities
FRESENIUS MED CARE US FIN II GTD SR NT 144A18
5493008GJ5TVVTY4UM62
2018-09-15
6.500000
830000.00
869894.41
Corporate Debt Securities
GOLDCORP INC NEW SR GLBL BD 21
I2YOHH65IBBT53JFYQ52
2021-06-09
3.625000
90000.00
94555.67
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL NT4.3%25
5493008B6JBRUJ90QL97
2025-07-13
4.300000
101000.00
106237.86
Corporate Debt Securities
INTL LEASE FIN CORP
2018-09-01
7.125000
2063000.00
2174144.12
Corporate Debt Securities
COCA COLA CO NT 3.3%21
UWJKFUJFZ02DKWI3RY53
2021-09-01
3.300000
56000.00
58857.12
Corporate Debt Securities
CISCO SYS INC SR NT 4.95%19
8E6NF1YAL0WT6CWXXV93
2019-02-15
4.950000
425000.00
446947.00
Corporate Debt Securities
CANADIAN NATL RY CO SR NT 5.55%18
3SU7BEP7TH9YEQOZCS77
2018-05-15
5.550000
465000.00
486693.02
Corporate Debt Securities
DUKE ENERGY CORP NEW SR GLBL NT 21
I1BZKREC126H0VB1BL91
2021-09-15
3.550000
5000.00
5229.18
Corporate Debt Securities
CONOCOPHILLIPS CO SR NT 3.35%25
6VJJ5GQWIRDQ06DUXG89
2025-05-15
3.350000
468000.00
489554.78
Corporate Debt Securities
COMCAST CORP NEW SR NT 3.125%22
51M0QTTNCGUN7KFCFZ59
2022-07-15
3.125000
73000.00
76517.97
Corporate Debt Securities
EMPRESA NACIONAL DE ELECTRICID SR NT 4.25%24
549300PVHXUFEIE6LY50
2024-04-15
4.250000
176000.00
184490.04
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR GLBL NT 22
549300GHBMY8T5GXDE41
2022-07-15
3.350000
11661000.00
12249109.58
Corporate Debt Securities
STATE STR CORP SR GLBL NT 25
549300ZFEEJ2IP5VME73
2025-08-18
3.550000
135000.00
142168.31
Corporate Debt Securities
UNUM GROUP SR GLBL NT 25
549300E32YFDO6TZ8R31
2025-11-05
3.875000
2009000.00
2106144.08
Corporate Debt Securities
CELGENE CORP SR GLBL NT 22
4SIHMF0MOSTTL8CD0X64
2022-08-15
3.550000
880000.00
919322.31
Corporate Debt Securities
AGATE BAY MTG TR 2014-2 A-13 20440925 FLT
2044-09-25
3.500000
1.00
0.33
Private Label Collateralized Mortgage Obligations
Y
2018-02-05
2018-02-05
2018-02-07
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0184
84010508.40
84010508.40
0.0034
N
N
N
Y
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.880000%
VYVVCKR63DVZZN70PB21
0000827124
927CYE007_1.88_0416
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AIR CANADA 2013-1 C 20180515 6.6
2018-05-15
6.625000
257511.00
271493.49
Asset-Backed Securities
GRUPOSURA FINANCE SR GLBL REGS 21
2021-05-18
5.700000
738000.00
822544.05
Corporate Debt Securities
SVENSKA HANDELSBANKEN AB SR GLBL BD2.5%19
NHBDILHZTYCNBV5UYZ31
2019-01-25
2.500000
347000.00
352207.31
Corporate Debt Securities
CONTINENTAL SR TRUSTEES CAYMAN SR NT REG S 20
2020-11-18
5.500000
700000.00
783931.94
Corporate Debt Securities
TENAGA NASIONAL BHD SR GLBL REGS 25
2025-11-01
7.500000
250000.00
327220.00
Corporate Debt Securities
RELIANCE INDUSTRIES LTD SR REGS NT 25
5493003UOETFYRONLG31
2025-01-28
4.125000
3487000.00
3682642.49
Corporate Debt Securities
BHARTI AIRTEL LIMITED SR REGS NT 25
335800KQ1FPKOQ84OR26
2025-06-10
4.375000
5000000.00
5204777.09
Corporate Debt Securities
EMPRESA DE TRANSPORTE DE PASAJ SR GLBL REGS 24
2024-02-04
4.750000
254000.00
278264.41
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA SR NT 2.05%19
2019-03-15
2.050000
2011000.00
2020329.92
Corporate Debt Securities
DISCOVER BK SR NT 3.1%20
X05BVSK68TQ7YTOSNR22
2020-06-04
3.100000
2902000.00
2999067.06
Corporate Debt Securities
EQUINIX INC SR NT 5.375%27
549300EVUN2BTLJ3GT74
2027-05-15
5.375000
1602000.00
1774047.01
Corporate Debt Securities
RELIANCE HOLDINGS SR GLBL REGS 22
LW0V2CUWFIITRBI06W51
2022-02-14
5.400000
841000.00
934401.46
Corporate Debt Securities
GLOBAL BK CORP CVD BK BD SR GLBL REGS 19
5493005ROG3FS85TE513
2019-10-30
5.125000
340000.00
355518.40
Corporate Debt Securities
GOLDMAN SACHS GROUP INC PFD M FIX/FLT
784F5XWPLTWKTBV3E584
2099-12-31
5.375000
3999000.00
4236065.72
Corporate Debt Securities
GENERAL MTRS FINL CO INC SR GLBL FL NT 22
5493008B6JBRUJ90QL97
2022-06-30
2.642800
2499907.00
2542678.25
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT3.6%24
5493001NTNQJDH60PM02
2024-11-28
3.600000
305000.00
319664.40
Corporate Debt Securities
ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 22
549300CRGMZK3K53BF92
2022-01-15
3.750000
591000.00
630095.63
Corporate Debt Securities
ALIBABA GROUP HLDG LTD SR GLBL NT4.5%34
5493001NTNQJDH60PM02
2034-11-28
4.500000
1653000.00
1860393.64
Corporate Debt Securities
CRH AMER INC SR 144A NT 25
549300RN11MJ182CNF63
2025-05-18
3.875000
500000.00
530317.57
Corporate Debt Securities
CITIBANK NA N Y SR FLT NT 19
E57ODZWZ7FF32TWEFA76
2019-03-20
1.665000
1000000.00
1003746.25
Corporate Debt Securities
KAISER ALUMINUM CORP SR GLBL NT 24
2024-05-15
5.875000
21000.00
23196.40
Corporate Debt Securities
ING GROEP N V SR GLBL NT 27
549300NYKK9MWM7GGW15
2027-03-29
3.950000
5556000.00
5841973.50
Corporate Debt Securities
ICICI BK LTD GLBL MTN SR 144A FR 4.8%052219
2019-05-22
4.800000
200000.00
210978.00
Corporate Debt Securities
OPEN TEXT CORP SR 144A NT 26
549300UQROQS42RKHM85
2026-06-01
5.875000
5000.00
5534.90
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL BD 26
549300PXR5FKNXF0OH19
2026-04-17
4.550000
551000.00
593830.91
Corporate Debt Securities
AECOM SR GLBL NT 24
0EEB8GF0W0NPCIHZX097
2024-10-15
5.875000
4000.00
4426.04
Corporate Debt Securities
THE ADT CORPORATION SR SEC NT6.25%21
5493009JEEDYLVRA0J13
2021-10-15
6.250000
5119000.00
5696309.44
Corporate Debt Securities
SINOPEC GROUP OVRSEAS DEV 2014 SR GLBL REGS 24
549300ZIMV82UUECOQ45
2024-04-10
4.375000
300000.00
323322.63
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV 2012 LTD
2042-05-17
4.875000
2146000.00
2466007.94
Corporate Debt Securities
BARCLAYS PLC SR GLBL NT 47
213800LBQA1Y9L22JB70
2047-01-10
4.950000
482000.00
537730.05
Corporate Debt Securities
BAIDU COM INC
2022-11-28
3.500000
200000.00
208283.00
Corporate Debt Securities
BG ENERGY CAPITAL PLC GTD NT 144A 21
S2M8QDKEE05NZN8JD460
2021-10-15
4.000000
230000.00
243774.19
Corporate Debt Securities
ARCELORMITTAL SA LUXEMBOURG CR SEN 6%21
2EULGUTUI56JI9SAL165
2021-03-01
6.000000
34000.00
37631.20
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR NT 1.5%18
207ALC1P1YM0OVDV0K75
2018-03-22
1.500000
2715000.00
2716724.02
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR NT 1.65%18
207ALC1P1YM0OVDV0K75
2018-02-05
1.650000
1035000.00
1038758.78
Corporate Debt Securities
CNOOC NEXEN FINANCE ULC SR NT 4.25%24
2024-04-30
4.250000
12466000.00
13269035.48
Corporate Debt Securities
BB&T CO GLOBAL BK MTN SR NT 2.3%18
JJKC32MCHWDI71265Z06
2018-10-15
2.300000
11110000.00
11179462.19
Corporate Debt Securities
BB&T BRH BKG & TR CO GLOBAL BK SUB BD 3.625%25
JJKC32MCHWDI71265Z06
2025-09-16
3.625000
601000.00
628736.90
Corporate Debt Securities
COMMONWEALTH BK AUSTRALIA SR NT 1.625%18
2018-03-12
1.625000
535000.00
536573.87
Corporate Debt Securities
CENCOSUD S A SR 144A NT 45
549300NLTGCFV7482429
2045-02-12
6.625000
500000.00
552069.10
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR GLBL NT 20
207ALC1P1YM0OVDV0K75
2020-01-31
2.350000
3792000.00
3823037.52
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR NT 2.35%18
207ALC1P1YM0OVDV0K75
2018-08-17
2.350000
479000.00
482779.58
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20
549300PXR5FKNXF0OH19
2020-12-10
3.125000
835000.00
861686.25
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 1.8%18
AD6GFRVSDT01YPT1CS68
2018-11-05
1.800000
1049000.00
1058461.98
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR BD 2.3%20
AD6GFRVSDT01YPT1CS68
2020-06-01
2.300000
344000.00
349388.19
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 2.2%19
AD6GFRVSDT01YPT1CS68
2019-01-28
2.200000
937000.00
946869.73
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SUB NT 3.8%23
AD6GFRVSDT01YPT1CS68
2023-07-25
3.800000
383000.00
407337.10
Corporate Debt Securities
TAYLOR MORRISON CMNTYS ONC MONARCH CMNTYS INC
2024-03-01
5.625000
1011000.00
1068500.63
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP SR GLBL NT 20
5U0XI89JRFVHWIBS4F54
2020-07-23
2.650000
800000.00
814675.11
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP SR BD 3.95%23
5U0XI89JRFVHWIBS4F54
2023-07-19
3.950000
350000.00
373289.58
Corporate Debt Securities
SUMITOMO MITSUI BANKING CORP SR NT 1.75%18
5U0XI89JRFVHWIBS4F54
2018-01-16
1.750000
1076000.00
1082040.84
Corporate Debt Securities
SPRINT NEXTEL CORP SR 144A NT 7%20
549300JKU50UT08ZWD77
2020-03-01
7.000000
1856000.00
2035413.34
Corporate Debt Securities
FRESNILLO PLC LONDON SR REGS NT5.5%23
549300JXWH1UV5J0XV81
2023-11-13
5.500000
200000.00
225633.33
Corporate Debt Securities
FRANSHION DEVELOPMENT LTD SR GLBL REGS 21
2021-04-15
6.750000
209000.00
232148.84
Corporate Debt Securities
CNOOC FIN 2001 LTD
2041-01-26
5.750000
461000.00
572886.36
Corporate Debt Securities
CNPC OVERSEAS CAPITAL LTD GTD SR NT REGS41
2041-04-28
5.950000
393000.00
500617.48
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT3.6%23
MLU0ZO3ML4LN2LL2TL39
2023-05-25
3.600000
458000.00
484742.62
Corporate Debt Securities
HSBC HLDGS PLC SUB NT 5.25%44
MLU0ZO3ML4LN2LL2TL39
2044-03-14
5.250000
200000.00
235420.83
Corporate Debt Securities
HSBC HLDGS PLC SR NT FXD/FLT 28
MLU0ZO3ML4LN2LL2TL39
2028-03-13
4.041000
249000.00
262445.50
Corporate Debt Securities
KEYBANK NATIONAL ASSOCIATION SR NT 2.25%20
HUX2X73FUCYHUVH1BK78
2020-03-16
2.250000
833000.00
838216.66
Corporate Debt Securities
HUNTINGTON NATL BANK SR NT 2.875%20
2WHM8VNJH63UN14OL754
2020-08-20
2.875000
630000.00
644653.89
Corporate Debt Securities
NORBORD INC SR SEC 144A NT20
549300VL705RQ5PHI407
2020-12-01
5.375000
860000.00
930860.42
Corporate Debt Securities
MANUFACTURER AND TRADERS SUB NT ACCD 17
WWB2V0FCW3A0EE3ZJN75
2017-12-04
6.625000
4060000.00
4188263.85
Corporate Debt Securities
MGM RESORTS INTERNATIONAL SR NT 6.75%20
54930066VBP7DZEGGJ87
2020-10-01
6.750000
685000.00
756531.13
Corporate Debt Securities
LOUISIANA PAC CORP SR GLBL 144A 24
549300C7E2UAO5BVRR75
2024-09-15
4.875000
1432000.00
1483880.17
Corporate Debt Securities
LAFARGEHOLCIM FIN US LLC SR GLBL 144A 46
2046-09-22
4.750000
10250000.00
10856142.29
Corporate Debt Securities
PERRIGO CO LTD SR GLBL NT 4%23
549300IFOQS6R1QLY196
2023-11-15
4.000000
1150000.00
1213853.11
Corporate Debt Securities
CREDIT SUISSE GRP FDG GUERNSEY SR GLBL NT 20
549300PXR5FKNXF0OH19
2020-03-26
2.750000
336000.00
340500.25
Corporate Debt Securities
CORPORACION NACIONAL DEL COBRE GLBL 144A NT 23
549300UVMBCBCIPSUI70
2023-08-13
4.500000
406000.00
441732.06
Corporate Debt Securities
EMPRESA NACIONAL DEL PETROLEO SR GLBL 144A 24
549300YP3P0JZBLIV197
2024-10-30
4.375000
220000.00
230500.94
Corporate Debt Securities
DRAWBRIDGE SPL OPPORTUNITIES SR 144A NT 5%21
2021-08-01
5.000000
290000.00
302287.30
Corporate Debt Securities
DISH DBS CORP
2021-06-01
6.750000
13707000.00
14880661.86
Corporate Debt Securities
DISCOVER BK SR NT 2%18
X05BVSK68TQ7YTOSNR22
2018-02-21
2.000000
445000.00
447246.76
Corporate Debt Securities
COLBUN SA SR GLBL REGS 24
5493003VQJLE2QB8IF36
2024-07-10
4.500000
310000.00
329004.55
Corporate Debt Securities
COMPANIA DE TELECOMUNICS CHILE SR GLBL REGS 22
2022-10-12
3.875000
300000.00
314176.54
Corporate Debt Securities
SACI FALABELLA SR REGS NT 25
2025-01-27
4.375000
230000.00
242662.33
Corporate Debt Securities
INVERSIONES CMPC SR GLBL REGS 23
549300G475ACIABB4385
2023-05-15
4.375000
374000.00
393206.25
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT4.3%26
MLU0ZO3ML4LN2LL2TL39
2026-03-08
4.300000
418000.00
451799.71
Corporate Debt Securities
FORD MOTOR CREDIT CO LLC SR NT 5%18
UDSQCVRUX5BONN0VY111
2018-05-15
5.000000
9419000.00
9799297.36
Corporate Debt Securities
FIRST TENN BK N A MEMPHIS TENN SR -BKNT NT 19
COOWI3L2W9TPYR3WJX37
2019-12-01
2.950000
328000.00
335747.91
Corporate Debt Securities
HUNTINGTON NATL BANK SR NT 2%18
2WHM8VNJH63UN14OL754
2018-06-30
2.000000
344000.00
347199.96
Corporate Debt Securities
HUNTINGTON NATL BANK SR NT 2.2%19
2WHM8VNJH63UN14OL754
2019-04-01
2.200000
276000.00
277742.48
Corporate Debt Securities
HSBC HLDGS PLC SUB GLBL NT 25
MLU0ZO3ML4LN2LL2TL39
2025-08-18
4.250000
265000.00
279055.08
Corporate Debt Securities
RELIANCE INDS LTD SR GLBL REGS 45
5493003UOETFYRONLG31
2045-02-10
4.875000
550000.00
601105.31
Corporate Debt Securities
POSCO GLBL REGS NT 21
2021-04-14
5.250000
10500000.00
11329281.25
Corporate Debt Securities
CENCOSUD S A SR GLBL REGS 23
549300NLTGCFV7482429
2023-01-20
4.875000
401000.00
428856.30
Corporate Debt Securities
BHARTI AIRTEL INTERNATIONAL SR REGS NT 24
724500ULW6PWKDAI7I46
2024-05-20
5.350000
300000.00
331567.92
Corporate Debt Securities
BHARTI AIRTEL INTERNATIONAL SR GLBL REGS 23
724500ULW6PWKDAI7I46
2023-03-11
5.125000
7478000.00
8042275.34
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR REGS NT 24
2024-05-07
4.125000
357000.00
388129.51
Corporate Debt Securities
STATE GRID OVERSEAS INVT 2013 SR GLBL REGS 43
2043-05-22
4.375000
200000.00
219162.58
Corporate Debt Securities
SINOPEC GROUP OVERSEAS DEV2013 SR GLBL REGS 43
2043-10-17
5.375000
460000.00
557989.33
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SUB GLBL REGS 29
254900BOM7T4MG6T0J30
2029-07-15
5.250000
441000.00
474277.12
Corporate Debt Securities
CORP FINAN DE DESARROLO S.A SR GLBL REGS 25
254900BOM7T4MG6T0J30
2025-07-15
4.750000
274000.00
298820.59
Corporate Debt Securities
BANCO DE CREDITO E ENVERSIONES SR GLBL REGS 23
549300E9E5Y3PKW24142
2023-02-11
4.000000
223000.00
235851.24
Corporate Debt Securities
CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 43
549300UVMBCBCIPSUI70
2043-10-18
5.625000
345000.00
422666.83
Corporate Debt Securities
UBS AG STAMFORD BRH SR NT 1.8%18
2018-03-26
1.800000
510000.00
511479.00
Corporate Debt Securities
SINOPEC GRP OVSEAS DEV 2012 SR GLBL REGS 22
2022-05-17
3.900000
323000.00
343813.04
Corporate Debt Securities
SINOPEC CAP 2013 LTD SR GLBL REGS 43
2043-04-24
4.250000
4450000.00
4650456.43
Corporate Debt Securities
MEGA ADVANCE INVTS LTD
2041-05-12
6.375000
845000.00
1131283.54
Corporate Debt Securities
KUNLUN ENERGY COMPANY LTD SR -B REGS NT 25
2025-05-13
3.750000
200000.00
209186.00
Corporate Debt Securities
HUTCHISON WHAMPOA INTL LTD GTD SR REG S 22
2022-01-13
4.625000
480000.00
521988.00
Corporate Debt Securities
CAPITAL ONE NATL ASSN VA SR FLT NT 18
207ALC1P1YM0OVDV0K75
2018-08-17
2.464200
600000.00
606789.14
Corporate Debt Securities
PNC BK N A PITTSBURGH PA SR NT 2.45%20
AD6GFRVSDT01YPT1CS68
2020-11-05
2.450000
4545000.00
4640798.50
Corporate Debt Securities
HUNTINGTON NATL BANK SR NT 2.2%18
2WHM8VNJH63UN14OL754
2018-11-06
2.200000
859000.00
870703.40
Corporate Debt Securities
COREVEST AMERN FIN 2017 1 TR
2049-10-15
3.756000
1400000.00
1346322.60
Private Label Collateralized Mortgage Obligations
FLAGSTAR MTG TR 2017 2
2047-10-25
4.155950
1153000.00
907899.87
Private Label Collateralized Mortgage Obligations
Y
2018-02-05
2018-02-05
2018-04-16
Y
WELLS FARGO SECURITIES LLC
1.0000
97
N
N
N
0.0188
156989324.00
156989324.00
0.0063
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.570000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DGC008_1.57_0122
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
PROGRESS RESIDENTIAL 2016 SFR 1 TR
2033-09-19
5.086700
2589479.00
2664021.17
Asset-Backed Securities
MS HEQ LN TR 2006-1 M-2 20351225 FLT
2035-12-25
1.677900
281509.00
222698.09
Asset-Backed Securities
SCOF 2 LTD
2028-01-15
8.159170
675270.00
589200.09
Asset-Backed Securities
THL CR WIND RIVER CLO 2013-2R E-2-R 20301018 FLT
2030-10-18
8.953900
587307.00
596419.27
Asset-Backed Securities
THL CR WIND RIVER CLO 2013-2R A-R 20301018 FLT
2030-10-18
2.583900
20000000.00
20008461.43
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT
2035-06-25
2.287900
1059816.00
691841.64
Asset-Backed Securities
OPTION ONE MTG LN TR 2005-5 M-2 20351225 FLT
2035-12-25
1.657900
935643.00
789655.29
Asset-Backed Securities
BEAZER HOMES USA INC SR GLBL 144A 27
549300DUPYT2T0F60I45
2027-10-15
5.875000
22795000.00
22816132.86
Corporate Debt Securities
PETROBRAS GLOB FIN SR GLBL REGS 28
549300FNENFFSMO3GT38
2028-01-27
5.999000
8796000.00
9083313.04
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 8.125%23
54930027UF5LR7S2XC75
2023-06-01
8.125000
28540000.00
18090197.85
Corporate Debt Securities
HERTZ CORP SR SEC 144A NT22
549300PD0C69OJ0NLB27
2022-06-01
7.625000
2162581.00
2316417.10
Corporate Debt Securities
BM&FBOVESPA S A - BOLSA DE VAL SR REGS NT5.5%20
4GTK5S46E6H318LMDS44
2020-07-16
5.500000
10835000.00
11614487.95
Corporate Debt Securities
PMT CR RISK TRANSFER TR 2015-1
2025-08-25
6.237900
14136451.00
13268878.62
Private Label Collateralized Mortgage Obligations
Y
2017-12-05
2017-12-05
2018-01-22
Y
BNP Paribas SA
1.0000
35
N
N
N
0.0157
88982689.50
88982689.50
0.0036
N
N
N
Y
BNP PARIBAS SA
BNP PARIBAS SA 1.050000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.05_1101
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2022-08-31
1.625000
9311000.00
9179372.81
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-28
1.375000
800.00
800.48
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-01-31
1.250000
100.00
99.48
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0105
9000000.00
9000000.00
0.0004
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.060000%
R0MUWSFPU8MPRO8K5P83
0001197610
928DZM005_1.06_1101
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.000 CLBH7878
2047-11-01
4.000000
4990652.00
5307517.69
Agency Mortgage-Backed Securities
FNMS 03.500 CLBC4713
2046-10-01
3.500000
17667511.00
17164667.84
Agency Mortgage-Backed Securities
03.000 FGPC Q44374 G
2046-11-01
3.000000
9002866.00
8633575.98
Agency Mortgage-Backed Securities
03.000 FGPC V60493 G
2029-02-01
3.000000
4407456.00
2587521.70
Agency Mortgage-Backed Securities
FNMS 03.000 CIAZ2079
2030-09-01
3.000000
5968952.00
5103228.62
Agency Mortgage-Backed Securities
FNMS 03.500 CIAK0703
2027-02-01
3.500000
5835434.00
2210892.99
Agency Mortgage-Backed Securities
03.500 FGPC Q50879 G
2047-09-01
3.500000
94003080.00
96673034.16
Agency Mortgage-Backed Securities
04.500 FGPC Q48876 G
2047-06-01
4.500000
30797271.00
32448646.59
Agency Mortgage-Backed Securities
FNMS 04.000 CLMA3149
2047-10-01
4.000000
37522263.00
39479204.14
Agency Mortgage-Backed Securities
FNMS 04.000 CTMA3004
2037-05-01
4.000000
6156056.00
6262498.52
Agency Mortgage-Backed Securities
FNMS 02.500 CIAR4823
2028-01-01
2.500000
5253512.00
2837397.30
Agency Mortgage-Backed Securities
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2042-08-01
4.000000
112269.00
63057.91
Agency Mortgage-Backed Securities
UNITED STATES TREASURY
2022-07-15
0.125000
12001400.00
12859414.98
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-09-30
1.375000
100.00
99.73
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0106
225000000.00
225000000.00
0.0091
N
Y
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.280000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.28_1102
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
AT&T INC SR GLBL NT4.9%37
549300Z40J86GGSTL398
2037-08-14
4.900000
3097425.00
3136915.45
Corporate Debt Securities
ENTERPRISE PRODS OPER LP JR SB NT7.034%68
5493004LGN656HWLDA30
2068-01-15
7.034000
2229000.00
2296340.82
Corporate Debt Securities
AT&T INC SR GLBL NT 5%21
549300Z40J86GGSTL398
2021-03-01
5.000000
7555000.00
8222282.79
Corporate Debt Securities
FHLMC STACR 2016-DNA4 M-3 20290325 FLT
2029-03-25
5.037900
6000000.00
6580723.59
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2024-02-26
5.737900
14250000.00
16448473.50
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C03 1M-2 20291025 FLT
2029-10-25
4.237900
2000000.00
2067538.55
Private Label Collateralized Mortgage Obligations
FANNIE MAE FLT 10/28
2028-10-25
7.137900
7043666.00
8084797.30
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT
2028-10-25
6.537900
12091111.00
13861223.43
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2017-HQA2 B-1 20291226 FLT
2029-12-26
5.987900
2000000.00
2004276.44
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-12-26
6.237900
17000000.00
19692466.76
Private Label Collateralized Mortgage Obligations
Freddie Mac
S6XOOCT0IEG5ABCC6L87
2023-11-27
5.487900
6370000.00
7020183.13
Private Label Collateralized Mortgage Obligations
STACR 2015-DNA1 M3
2027-10-25
4.537900
4000000.00
4448196.44
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-HQA1 M-3 20280925 FLT
2028-09-25
7.587900
2649000.00
3185708.85
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2023-07-25
4.637900
28925287.00
4071378.77
Private Label Collateralized Mortgage Obligations
NEW RESI MTG TR 2017-3 B-6 20570425 FLT
2057-04-25
5.453100
1729094.00
538977.28
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
4.237900
739397.00
781445.75
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03
2024-07-25
4.137900
16740414.00
17316967.99
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT
2025-05-27
5.237900
3000000.00
2654523.54
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-04-25
5.487900
17943000.00
20083852.26
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-04-25
6.937900
680000.00
753808.16
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2025-02-25
5.537900
6000000.00
5131968.04
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-10-25
6.487900
1472.00
1696.52
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT
2028-09-25
7.237900
530076.00
612441.92
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
7.987900
5000000.00
5916012.71
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2028-08-25
8.187900
8000000.00
9465594.92
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-07-25
4.787900
81095.00
86331.17
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT
2025-07-25
6.237900
664000.00
653815.07
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2028-04-25
5.937900
5270912.00
6124464.85
Private Label Collateralized Mortgage Obligations
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0128
150000000.00
150000000.00
0.0060
N
N
Y
N
BNP PARIBAS SA
BNP PARIBAS SA 1.320000%
R0MUWSFPU8MPRO8K5P83
0001197610
928EDV007_1.32_1101
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BLUEMOUNTAIN CLO LTD 2015-2 E 20270719 FLT
2027-07-19
6.703900
3497547.00
3520074.17
Asset-Backed Securities
BABSON CLO LTD 2014-I D 20250721 FLT
2025-07-21
6.262600
848.00
846.12
Asset-Backed Securities
BABSON CLO LTD 2014-I D 20250721 FLT
2025-07-21
6.262600
69420.00
69266.28
Asset-Backed Securities
ING IM CLO LTD 2014-1 D 20260418 FLT
2026-04-18
6.253900
274335.00
276638.96
Asset-Backed Securities
ING IM CLO LTD 2014-1 D 20260418 FLT
2026-04-18
6.253900
571747.00
576548.73
Asset-Backed Securities
VENTURE XIX CLO LTD
2027-01-15
0.00
4000000.00
2526884.00
Asset-Backed Securities
DRYDEN 38 SR LN FD
2027-07-15
7.409200
3227433.00
3273156.54
Asset-Backed Securities
APIDOS CLO XVIII
2026-07-22
0.00
5000000.00
2775000.00
Asset-Backed Securities
OCTAGON LN FDG LTD
2026-11-18
6.516700
2272545.00
2295548.43
Asset-Backed Securities
PROGRESS RESIDENTIAL 2016 SFR 1 TR
2033-09-19
5.086700
1817410.00
1869726.96
Asset-Backed Securities
SOUND PT CLO XII
549300EBWPUX52MGF160
2028-10-20
7.762600
1068883.00
1078877.75
Asset-Backed Securities
PREFERRED TERM SECS 2003 B1 144 20331224 FLT
2033-12-24
2.941100
15000000.00
10316665.72
Asset-Backed Securities
HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT
2037-01-25
1.427900
698721.00
494496.47
Asset-Backed Securities
CATAMARAN CLO LTD 2015-1 SUB 20270422 FLT
2027-04-22
0.00
7499993.00
4440093.36
Asset-Backed Securities
HILDENE CLO II LTD HILDENE CLO II LLC
2026-07-19
6.457300
280.00
280.22
Asset-Backed Securities
MADISON PK FDG XII LTD
2026-07-20
6.462600
93789.00
93988.36
Asset-Backed Securities
MADISON PK FDG XII LTD
2026-07-20
6.462600
4076492.00
4085157.20
Asset-Backed Securities
LEGACY MTG ASSET TR 2017-RPL1 A 20700128 FLT
2070-01-28
2.991700
12793.00
11590.82
Asset-Backed Securities
IVY HILL MID MKT CR FD 2014-9 E 20251020 FLT
2025-10-20
7.253900
12699.00
11289.53
Asset-Backed Securities
NATIONSTAR HEQ LN TR 2007-B 2-AV-4 20370425 FLT
2037-04-25
1.557900
2998279.00
2819599.25
Asset-Backed Securities
NAS PASS THRU TR 2016-1 B 20250510 7.5
2025-05-10
7.500000
5666406.00
5780980.99
Asset-Backed Securities
MP CLO IV LTD
549300X19NY1Q4WRDY28
2029-07-25
8.367400
4999990.00
5047612.76
Asset-Backed Securities
MAGNETITE XIV LTD
2028-07-18
6.603900
281048.00
283238.70
Asset-Backed Securities
ALLEGRO CLO I LTD 2014-1 SUB A 20260130 FLT
2026-01-30
0.00
2425000.00
1406594.58
Asset-Backed Securities
YORK CLO 2 LTD
5493009C48K5WG4EX118
2027-10-22
7.612500
276800.00
277620.19
Asset-Backed Securities
CARLYLE US CLO 2017-1 SUB NT 20310421 FLT
2031-04-21
0.00
2750000.00
2626250.00
Asset-Backed Securities
CARLYLE 2013-4 INCOME NT ISSUE ZERO 144A NT 25
2025-10-15
0.00
3000000.00
1605000.00
Asset-Backed Securities
WACHOVIA BANK NATL ASSOC CP
2030-04-17
7.653300
2000000.00
2086312.59
Asset-Backed Securities
BABSON CLO LTD 2015-I E 20270420 FLT
2027-04-20
6.662600
3999990.00
3981172.66
Asset-Backed Securities
ARES XXXII CLO LTD 2014-32 D 20251117 FLT
2025-11-17
7.015000
3999994.00
4047991.71
Asset-Backed Securities
CONTINENTAL AIRLN PT TR 2012-3 C 20180429 6.1
2018-04-29
6.125000
10355.00
10510.74
Asset-Backed Securities
CEDAR FDG VIII CLO LTD 2017-8 E 20301017 FLT
549300PTCF9P2JDL1E69
2030-10-17
7.718300
2250000.00
2162956.53
Asset-Backed Securities
PARK PLACE SECS 2005-WHQ3 M-6 20350625 FLT
2035-06-25
2.287900
357989.00
233693.11
Asset-Backed Securities
WEST CLO LTD 2014-2 D 20270119 FLT
2027-01-19
6.409200
134791.00
133960.75
Asset-Backed Securities
SCOF 2 LTD
2028-01-15
8.159170
4204.00
3668.16
Asset-Backed Securities
HALCYON LN ADV FDG 2012-1 D 20230815 FLT
2023-08-15
6.815000
33833.00
30517.48
Asset-Backed Securities
DRYDEN 31 SR LN FD 2014-31 SUB 20260420 FLT
2026-04-20
0.00
3000000.00
1185000.00
Asset-Backed Securities
HALCYON LN ADV FDG 2013-2 E 20250801 FLT
2025-08-01
7.060600
58.00
57.75
Asset-Backed Securities
YORK CLO 3 LTD
2029-10-20
7.762600
3000000.00
3002899.96
Asset-Backed Securities
SCANA CORP NEW FR 4.75%051521
V8HA8TAJG10VL0G7B254
2021-05-15
4.750000
88000.00
93619.92
Corporate Debt Securities
FREEPORT-MCMORAN INC SR NT 5.45%43
2043-03-15
5.450000
269000.00
255742.04
Corporate Debt Securities
CNH INDUSTRIAL CAPITAL LLC SR GLBL NT 22
2022-04-05
4.375000
13963.00
14854.67
Corporate Debt Securities
CDN IMPERIAL BK COMM TORONTO O FR 2.1%100520
2IGI19DL77OX0HC3ZE78
2020-10-05
2.100000
171.00
170.87
Corporate Debt Securities
FORTRESS TRANS INFRST INVS LLC SR GLBL 144A 22
2022-03-15
6.750000
2000000.00
2102250.00
Corporate Debt Securities
WALGREENS BOOTS ALLIANCE INC SR NT 4.5%34
549300RPTUOIXG4LIH86
2034-11-18
4.500000
78000.00
81809.91
Corporate Debt Securities
INTELSAT CONNECT FIN S A SR 144A NT 22
2022-04-01
12.500000
662824.00
659325.76
Corporate Debt Securities
MUELLER INDS INC SUB DEB 6%27
5493005IZFE4VJLLYG84
2027-03-01
6.000000
102000.00
106462.50
Corporate Debt Securities
HRG GROUP INC SR SEC NT 19
549300JM0MJETDD30O20
2019-07-15
7.875000
1870000.00
1932041.92
Corporate Debt Securities
GRIFFON CORP SR GLBL 144A 22
5493000C2SGNC7ZN3242
2022-03-01
5.250000
495000.00
504518.44
Corporate Debt Securities
HOME BANCSHARES INC SB NT FXD/FLT 27
2027-04-15
5.625000
47000.00
49467.50
Corporate Debt Securities
PILGRIMS PRIDE CORP NEW SR GLBL 144A 27
549300ZSLGV64ZL3HD75
2027-09-30
5.875000
625000.00
650138.89
Corporate Debt Securities
SOUTH CAROLINA ELEC & GAS CO 1MTG BD 4.1% 46
3QRVFYR22IUIEOORTK28
2046-06-15
4.100000
2000.00
1998.46
Corporate Debt Securities
SAEXPLORATION HLDGS INC SR SEC NT 10%19
2019-07-15
10.000000
150000.00
104563.72
Corporate Debt Securities
COMCEL TR SR GLBL REGS 24
2024-02-06
6.875000
1637000.00
1758306.02
Corporate Debt Securities
AMERICAN ENERGY SR FL 144A BD 19
2019-08-01
7.876800
696000.00
657505.60
Corporate Debt Securities
AAF HLDGS LLC / AAF FIN CO 12.75%19
2019-07-01
12.000000
1031000.00
1123790.00
Corporate Debt Securities
BAT CAP CORP SR 144A NT 20
2138005GYEXN7XRHFA84
2020-08-14
2.297000
999.00
1004.56
Corporate Debt Securities
AVANTOR INC SR GLBL 144A 25
5493003VM0XB4U8YD238
2025-10-01
9.000000
507602.00
512551.12
Corporate Debt Securities
AVANTOR INC SR GLBL 144A 25
5493003VM0XB4U8YD238
2025-10-01
9.000000
2000000.00
2019500.00
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP SR DEB 6.2%36
2036-08-15
6.200000
200000.00
264441.78
Corporate Debt Securities
BI-LO LLC / BI-LO FIN CORP SR SEC 144A NT19
2019-02-15
9.250000
1224000.00
1140802.00
Corporate Debt Securities
CALIFORNIA RES CORP SR SEC 144A NT22
5493003Q8F0T4F4YMR48
2022-12-15
8.000000
15000.00
10311.18
Corporate Debt Securities
CSC HLDGS INC SR NT 5.25%24
3HG2WD2W22M120IUNG49
2024-06-01
5.250000
1811000.00
1850615.62
Corporate Debt Securities
NEWCASTLE COAL INFRASTRUCTURE SR SEC REGS NT27
2027-09-29
4.400000
225.00
229.22
Corporate Debt Securities
TULLOW OIL PLC SR GLBL REGS 22
2138003EYHWO75RKS857
2022-04-15
6.250000
2000000.00
2000555.56
Corporate Debt Securities
VEREIT OPERATING PRTNERSHIP LP SR GLBL NT 27
5493005TQOUJE1LCS698
2027-08-15
3.950000
199.00
200.58
Corporate Debt Securities
FBM FIN INC SR SEC 144A NT21
2021-08-15
8.250000
74000.00
80098.83
Corporate Debt Securities
ENLINK MIDSTREAM PARTNERS LP PERP UNIT
88CPW63VL7KHJWS0NY83
2099-12-31
6.000000
290.00
294.78
Corporate Debt Securities
DAVITA INC SR GLBL NT 24
M2XHYMU3TZNEZURC6H66
2024-07-15
5.125000
40000.00
40978.81
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 19
PT3QB789TSUIDF371261
2019-10-15
0.00
10000.00
9927.30
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 19
PT3QB789TSUIDF371261
2019-09-27
0.00
159895.00
171823.17
Corporate Debt Securities
CHS / CMNTY HEALTH SYS INC SR NT 8%19
5493007X5NC5XI1BB106
2019-11-15
8.000000
1750000.00
1727055.55
Corporate Debt Securities
BC MTN LLC / BC MTN FIN INC SR 144A NT 7%21
549300LWC59TPOM4ZR02
2021-02-01
7.000000
27000.00
26055.00
Corporate Debt Securities
HEXION INC SR SEC GLBL 22
54930030FZF8HYAEHM46
2022-02-01
13.750000
1137000.00
951526.88
Corporate Debt Securities
HERTZ CORP SR NT 5.875%20
549300PD0C69OJ0NLB27
2020-10-15
5.875000
6000.00
5955.67
Corporate Debt Securities
HERTZ CORP SR NT 7.375%21
549300PD0C69OJ0NLB27
2021-01-15
7.375000
42000.00
43122.04
Corporate Debt Securities
DAIMLER FINANCE NORTH AMER LLC SR 144A NT 2%21
549300423Z16BB673J12
2021-07-06
2.000000
334000.00
333264.83
Corporate Debt Securities
COOPER-STANDARD AUTOMOTIVE INC SR 144A NT 26
ITCH5B3Q4RTX2PH9UN62
2026-11-15
5.625000
2000000.00
2121875.00
Corporate Debt Securities
COLUMBUS SOUTHERN PWR CO SR -D NT 6.6%33
06ZODLC132CY1O2Y7D77
2033-03-01
6.600000
164000.00
214359.48
Corporate Debt Securities
CITIGROUP INC SR NT FXD/FLT 28
6SHGI4ZSSLCXXQSBB395
2028-01-10
3.887000
40000.00
41691.00
Corporate Debt Securities
ENTERGY TEXAS INC 1MTG 7.125%19
LWXX58X12AJXISQ28573
2019-02-01
7.125000
300000.00
323298.75
Corporate Debt Securities
CALPINE CORP SR NT 5.375%23
43R4VPJBXTU2O15HEF41
2023-01-15
5.375000
2000000.00
1954777.78
Corporate Debt Securities
FREEPORT-MCMORAN INC SR NT 2.375%18
2018-03-15
2.375000
25000.00
25044.62
Corporate Debt Securities
XPO LOGISTICS INC SR 144A NT6.5%22
54930096DB9LCLPN7H13
2022-06-15
6.500000
2000.00
2146.61
Corporate Debt Securities
XPO LOGISTICS INC SR 144A NT6.5%22
54930096DB9LCLPN7H13
2022-06-15
6.500000
150000.00
160995.83
Corporate Debt Securities
ZIGGO SECD FIN B V SR SEC GLBL 27
5493004ZFKKSO1IHO030
2027-01-15
5.500000
1620000.00
1676610.00
Corporate Debt Securities
MCCLATCHY CO SR SEC GLBL NT22
549300O2Y2UWR3BER320
2022-12-15
9.000000
1930000.00
2080057.50
Corporate Debt Securities
INTELSAT LUXEMBOURG S A SR NT 7.75%21
54930027UF5LR7S2XC75
2021-06-01
7.750000
2500000.00
1630729.16
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR NT FXD/FLT 28
784F5XWPLTWKTBV3E584
2028-06-05
3.691000
27703.00
28388.90
Corporate Debt Securities
PETROBRAS GLBL FIN B V SR GLBL NT 22
549300FNENFFSMO3GT38
2022-01-17
6.125000
948000.00
1040140.33
Corporate Debt Securities
TELECOM ITALIA CAP S.A. SR GLBL NT 19
549300777DJZOR5C4L39
2019-06-18
7.175000
30000.00
33157.73
Corporate Debt Securities
SLM CORP SR NT 8% 20
54930067J0ZNOEBRW338
2020-03-25
8.000000
11000.00
12229.25
Corporate Debt Securities
FERROGLOBE PLC/ GLOBE SPECIALT SR GLBL 144A 22
2022-03-01
9.375000
1200000.00
1314750.00
Corporate Debt Securities
PRIDE INTL INC DEL SR NT 7.875%40
2040-08-15
7.875000
2000000.00
1733250.00
Corporate Debt Securities
MONTIONSTAR MTGE ;;C
2020-10-01
7.875000
1970000.00
2022328.12
Corporate Debt Securities
ROYAL BK SCOTLAND GROUP PLC FR 6.1%061023
2138005O9XJIJN4JPN90
2023-06-10
6.100000
900000.00
1023130.50
Corporate Debt Securities
PVH CORP SR NT 4.5%22
123WALMHY1GZXG2YDL90
2022-12-15
4.500000
20000.00
20690.00
Corporate Debt Securities
ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25
2025-03-15
5.750000
316000.00
281128.52
Corporate Debt Securities
ADVANCED MICRO DEVICES INC SR NT 7.5%22
R2I72C950HOYXII45366
2022-08-15
7.500000
350000.00
399074.67
Corporate Debt Securities
DEUTSCHE BANK A G SUB GLBL NT 28
7LTWFZYICNSX8D621K86
2028-05-24
4.296000
1515000.00
1537551.28
Corporate Debt Securities
UNICREDIT SPA FR 5.861%061932
549300TRUWO2CD2G5692
2032-06-19
5.861000
353000.00
383322.82
Corporate Debt Securities
TRANSOCEAN INC SR 144A NT 9%23
DOL4HJ22ADYSIWES4H94
2023-07-15
9.000000
1500000.00
1671000.00
Corporate Debt Securities
WILLIAMS COS INC DEL SR NT 3.7%23
D71FAKCBLFS2O0RBPG08
2023-01-15
3.700000
2000000.00
2039288.89
Corporate Debt Securities
CAIXA ECONOMICA
2017-11-06
2.375000
233000.00
235396.44
Corporate Debt Securities
CSC HLDGS INC SR NT 6.75%21
3HG2WD2W22M120IUNG49
2021-11-15
6.750000
15000.00
17041.87
Corporate Debt Securities
CSC HLDGS INC SR 144A NT5.5%27
3HG2WD2W22M120IUNG49
2027-04-15
5.500000
563000.00
582673.72
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 19
2IGI19DL77OX0HC3ZE78
2019-03-28
0.00
2000.00
2117.80
Corporate Debt Securities
CANADIAN IMP BK COMM SR GLBL INDX 20
2020-03-20
0.00
18000.00
18626.40
Corporate Debt Securities
TORONTO DOMINION BANK SR GLBL INDX 21
PT3QB789TSUIDF371261
2021-12-29
0.00
145898.00
154781.29
Corporate Debt Securities
WAMU 2006-AR9 1A
2046-08-25
1.944200
7179110.00
1510375.25
Private Label Collateralized Mortgage Obligations
PMT CR RISK TRANSFER TR 2015-2
2025-12-25
6.237900
824.00
763.90
Private Label Collateralized Mortgage Obligations
FHLMC STACR 2016-DNA1 M-3 20280725 FLT
2028-07-25
6.787900
1183.00
1381.77
Private Label Collateralized Mortgage Obligations
FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI
2025-03-25
5.037900
294.00
318.11
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2023-10-25
6.487900
1190357.00
1371921.41
Private Label Collateralized Mortgage Obligations
Fannie Mae
B1V7KEBTPIMZEU4LTD58
2029-09-25
6.737900
1081.00
1142.99
Private Label Collateralized Mortgage Obligations
CONNECTICUT AVENUE SECURITIES SERIES 2014-C01
2024-01-25
5.637900
1480.00
1666.55
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
6.287900
307000.00
314660.96
Private Label Collateralized Mortgage Obligations
FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT
2029-11-26
6.287900
1337190.00
1370558.58
Private Label Collateralized Mortgage Obligations
NEW RESI MTG LN TR 2017-2 B-5 20570325 FLT
2057-03-25
5.383700
1615999.00
1326437.46
Private Label Collateralized Mortgage Obligations
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0132
110000000.00
110000000.00
0.0044
N
Y
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.340000%
0001142175
931JHD007
Certificate of Deposit
Y
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0126
70507737.38
70507737.38
0.0028
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.457900%
0000008565
931UGD003
Certificate of Deposit
Y
2017-11-24
2018-04-24
2018-04-24
N
N
N
0.0135
62032054.00
62032054.00
0.0025
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.335000%
0001142175
931WLW001
Certificate of Deposit
Y
2017-12-08
2017-12-08
2017-12-08
N
N
N
0.0124
85008415.85
85008415.85
0.0034
N
N
N
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.050000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.05_1101
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-11-30
0.625000
100.00
100.21
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-01-15
0.875000
100.00
100.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-05-31
1.500000
100.00
100.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-15
3.750000
3135900.00
3262422.49
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-10-31
1.875000
100.00
99.33
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-09-30
1.375000
199800.00
191792.22
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-09-30
1.375000
200100.00
198395.85
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2023-08-15
2.500000
100.00
102.71
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-12-31
1.500000
100.00
100.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-11-30
2.000000
100.00
100.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-11-30
1.875000
200.00
201.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-11-30
1.500000
300000.00
301224.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.250000
100.00
100.27
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-11-30
1.375000
1015000.00
1019565.42
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-01-31
2.125000
100.00
101.64
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-31
1.375000
100.00
99.46
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-03-15
1.625000
100.00
100.16
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-02-28
1.875000
3839900.00
3843469.30
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-02-28
2.000000
1979900.00
2000493.76
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-28
1.125000
100.00
99.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2026-02-15
1.625000
2272900.00
2162891.95
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-31
1.250000
3900000.00
3903316.60
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-15
3.125000
121395300.00
128614826.94
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-05-15
3.500000
100.00
106.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-04-30
1.875000
881100.00
877901.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-04-30
1.375000
400.00
397.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-04-30
1.250000
200.00
199.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-08-15
0.750000
153130000.00
151186672.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-31
1.625000
9329900.00
9377692.41
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-07-15
0.750000
67753000.00
66991699.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-12-31
2.375000
1300.00
1334.90
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-12-31
1.125000
4690600.00
4659865.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2017-12-07
0.00
960000.00
959027.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2039-08-15
4.500000
100.00
129.70
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-08-15
8.750000
1189400.00
1440321.38
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2044-05-15
3.375000
54075900.00
60179950.86
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2039-05-15
4.250000
800.00
1012.65
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-02-15
4.750000
200.00
269.47
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2046-11-15
2.875000
2417900.00
2447454.29
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-11-15
3.000000
800.00
830.74
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2045-08-15
2.875000
2152800.00
2166423.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2041-08-15
3.750000
2006200.00
2351319.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2040-08-15
3.875000
300.00
357.73
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-02-15
1.375000
2327100.00
2320530.69
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-02-15
0.750000
1150000.00
1140799.19
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-01-31
1.875000
25800000.00
25869595.50
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2022-01-31
1.500000
105287700.00
103872896.53
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-06-30
1.625000
4719800.00
4738060.37
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2021-05-31
2.000000
3441000.00
3490199.95
U.S. Treasuries (including strips)
United States Treasury Department
2040-02-15
4.625000
1700.00
2244.45
U.S. Treasuries (including strips)
United States Treasury Department
2028-11-15
5.250000
100.00
130.16
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0105
578000000.00
578000000.00
0.0233
N
Y
Y
N
BARCLAYS BANK PLC
BARCLAYS BANK PLC 1.050000%
G5GSEF7VJP5I7OUK5573
0001484212
932BDJ004_1.05_1103
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMS 04.500 CLAL9846
2047-02-01
4.500000
152452086.00
135705485.55
Agency Mortgage-Backed Securities
FNMS 04.500 CLAS3877
2044-11-01
4.500000
52160233.00
34279212.80
Agency Mortgage-Backed Securities
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0105
164999109.00
164999109.00
0.0066
N
N
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.335000%
0001142175
932DBJ002
Certificate of Deposit
Y
2017-11-20
2017-11-20
2017-11-20
N
N
N
0.0123
15000909.00
15000909.00
0.0006
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH)
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.378900%
0000008565
932PFH005
Certificate of Deposit
Y
2017-11-14
2018-06-14
2018-06-14
N
N
N
0.0156
79911636.00
79911636.00
0.0032
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.230000%
94989RKE7
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0119
29000029.29
29000029.29
0.0012
N
Y
Y
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.514500%
94989RKL1
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2018-01-29
2018-05-29
2018-05-29
N
N
N
0.0140
142095993.42
142095993.42
0.0057
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.355000%
94989RLB2
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-11-09
2017-12-01
2017-12-01
N
N
N
0.0119
11001617.11
11001617.11
0.0004
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
0.0131
142034095.62
142034095.62
0.0057
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
0.0130
82022345.82
82022345.82
0.0033
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.408900%
94989RNV6
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-11-20
2018-04-20
2018-04-20
N
N
N
0.0138
11001969.11
11001969.11
0.0004
N
N
N
N
WELLS FARGO BANK NA
WELLS FARGO BANK NA 1.395000%
94989RQD3
KB1H1DSPRFMYMCUFXT09
0000827124
Certificate of Deposit
Y
2017-11-07
2018-06-07
2018-06-07
N
N
N
0.0141
122997171.00
122997171.00
0.0050
N
N
N
N
WESTPAC BANKING CORP (NEW YORK BRANCH)
WESTPAC BANKING CORP (NEW YORK BRANCH) 1.468900%
96121T3K2
Certificate of Deposit
Y
2017-11-20
2018-04-20
2018-04-20
N
N
N
0.0137
95047500.95
95047500.95
0.0038
N
N
N
N
WESTPAC BANKING CORP
WESTPAC BANKING CORP 1.381700%
9612C4WT4
EN5TNI6CI43VEPAMHL14
Financial Company Commercial Paper
Y
2017-11-29
2018-05-29
2018-05-29
N
N
N
0.0139
101078478.01
101078478.01
0.0041
N
N
N
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.355000%
0000319432
964BAB005
Certificate of Deposit
Y
2017-11-10
2018-02-12
2018-02-12
N
N
N
0.0136
40000000.00
40000000.00
0.0016
N
N
N
N
RBC DOMINION SECURITIES INC
RBC DOMINION SECURITIES INC 1.060000%
549300QJJX6CVVUXLE15
0000050916
964FUR009_1.06_1101
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
UNITED STATES TREASURY
2025-05-15
2.125000
5098800.00
5100170.72
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0106
5000000.00
5000000.00
0.0002
N
Y
Y
N
ING BANK NV (AMSTERDAM BRANCH)
ING BANK NV (AMSTERDAM BRANCH) 1.540000%
0000319432
964GAF005
Certificate of Deposit
Y
2018-04-23
2018-04-23
2018-04-23
N
N
N
0.0150
88017519.04
88017519.04
0.0035
N
N
N
N
BMO CAPITAL MARKETS CORP
BMO CAPITAL MARKETS CORP 1.050000%
RUC0QBLBRPRCU4W1NE59
0000009622
964GBW007_1.05_1101
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-11-30
0.875000
901600.00
904616.11
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-31
1.375000
4900.00
4915.31
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-07-15
0.875000
100.00
99.89
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2020-06-30
1.625000
60053000.00
60285338.20
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2019-05-31
1.500000
5600.00
5631.61
U.S. Treasuries (including strips)
UNITED STATES TREASURY
2018-08-16
0.00
1200.00
1186.95
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0105
60000000.00
60000000.00
0.0024
N
Y
Y
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.400000%
0001142175
964GPZ005
Certificate of Deposit
Y
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0139
71002658.24
71002658.24
0.0029
N
N
N
N
DANSKE BANK A/S (LONDON BRANCH)
DANSKE BANK A/S (LONDON BRANCH) 1.335000%
0001142175
964WBK008
Certificate of Deposit
Y
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0122
6000150.12
6000150.12
0.0002
N
N
N
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1101
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
WELLS FARGO COML TR 2015-NXS3 D 20570917 3.1
549300ZVNWG0TX42H716
2057-09-17
3.153000
142620.00
109238.38
Private Label Collateralized Mortgage Obligations
WELLS FARGO COML TR 2014-LC18 D 20471217 FLT
5493007CD1Q2V06I4172
2047-12-17
3.957000
4000000.00
3357727.47
Private Label Collateralized Mortgage Obligations
JP MORGAN MTG TR 2014 OAK4
2044-09-25
4.040900
3903774.00
3664922.03
Private Label Collateralized Mortgage Obligations
JP MORGAN RESEC TR 2014-2 4-A-9 20351227 FLT
5493004EDOTOJ5TDDQ63
2035-12-27
2.172100
9718309.00
7970903.93
Private Label Collateralized Mortgage Obligations
CITGRP COML MTG TR 2014-GC25 D 20471011 3.5
2047-10-11
3.548000
9469000.00
7424525.17
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2014-IVR1 B-4 20431125 FLT
2043-11-25
3.689100
3305000.00
3050295.93
Private Label Collateralized Mortgage Obligations
CSMC TRUST 2013-IVR2 B-4 20430425 FLT
2043-04-25
3.428400
5315000.00
4666791.17
Private Label Collateralized Mortgage Obligations
CSMC SERIES 2010-8R 3-A-12 20350726 FLT
2035-07-26
3.627200
8027000.00
6556935.49
Private Label Collateralized Mortgage Obligations
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0131
32000000.00
32000000.00
0.0013
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.310000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.31_1107
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
BOC AVIATION PTE LTD FR 2.375%091521
2021-09-15
2.375000
800000.00
785515.78
Corporate Debt Securities
METROPOLITAN LIFE GLOBAL FDG I FR 1.875%062218
2018-06-22
1.875000
1000000.00
1008498.75
Corporate Debt Securities
MASSMUTUAL GLBL FDG II MTN144A FR 2%041521
2021-04-15
2.000000
3140000.00
3116258.11
Corporate Debt Securities
NONGHYUP BANK FR 1.875%091221
988400GSDJCW3LKJBD20
2021-09-12
1.875000
370000.00
356721.47
Corporate Debt Securities
PROTECTIVE LIFE GLOBAL FUNDING FR 1.722%041519
635400EVYITCJYWL2I50
2019-04-15
1.722000
500000.00
499672.67
Corporate Debt Securities
PRICOA GLBL FDG I MTN 144A FR 2.55%112420
2020-11-24
2.550000
3745000.00
3831812.22
Corporate Debt Securities
BANK AMER CORP FR 5%051321
9DJT3UXIJIZJI4WXO774
2021-05-13
5.000000
80000.00
88763.47
Corporate Debt Securities
BANK AMER CORP MTN-L 5.65%18
9DJT3UXIJIZJI4WXO774
2018-05-01
5.650000
1075000.00
1126180.75
Corporate Debt Securities
BANCO SANTANDER CHILE NEW FR 3.875%092022
3YJP8HORPAEXJ80D6368
2022-09-20
3.875000
1520000.00
1601188.06
Corporate Debt Securities
KOMMUNINVEST I SVERIGE AB FR 1.125%100918
EV2XZWMLLXF2QRX0CD47
2018-10-09
1.125000
11240000.00
11194787.10
Corporate Debt Securities
HSBC USA INC NEW FR 2.35%030520
549300LBOHZ4QSIWU288
2020-03-05
2.350000
292000.00
294810.66
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SUB NT 6.75%37
784F5XWPLTWKTBV3E584
2037-10-01
6.750000
900000.00
1195546.50
Corporate Debt Securities
BANK AMER CORP FR 5.625%070120
9DJT3UXIJIZJI4WXO774
2020-07-01
5.625000
1560000.00
1724502.00
Corporate Debt Securities
BANK AMER CORP FR 7.625%060119
9DJT3UXIJIZJI4WXO774
2019-06-01
7.625000
5805000.00
6483202.98
Corporate Debt Securities
MORGAN STANLEY FR 5.95%122817
IGJSJL3JD5P30I6NJZ34
2017-12-28
5.950000
2859000.00
2936733.83
Corporate Debt Securities
MORGAN STANLEY SR NT 6.625%18
IGJSJL3JD5P30I6NJZ34
2018-04-01
6.625000
12699000.00
13026517.80
Corporate Debt Securities
METRO LIFE GBL FND I
2019-04-10
2.300000
910000.00
917581.82
Corporate Debt Securities
KOREA GAS CORP GLBL MTN REG S FR 2.25%071826
2026-07-18
2.250000
2100000.00
1943082.75
Corporate Debt Securities
USAA CAP CORP MTN BE 144A FR 2.45%080120
2020-08-01
2.450000
155000.00
156769.33
Corporate Debt Securities
UBS AG STAMFORD BRANCH,
2017-12-20
5.875000
1981000.00
2035216.94
Corporate Debt Securities
RABOBANK NEDERLAND GLBL 144A FR 4.75%011520
DG3RU1DBUFHT4ZF9WN62
2020-01-15
4.750000
651000.00
697687.19
Corporate Debt Securities
PETROLEOS MEXICANOS MTN REG S FR 5.375%031322
549300CAZKPF4HKMPX17
2022-03-13
5.375000
287000.00
306707.33
Corporate Debt Securities
MORGAN STANLEY FR 5.625%092319
IGJSJL3JD5P30I6NJZ34
2019-09-23
5.625000
1015000.00
1086199.71
Corporate Debt Securities
MORGAN STANLEY FR 7.3%051319
IGJSJL3JD5P30I6NJZ34
2019-05-13
7.300000
890000.00
989774.93
Corporate Debt Securities
MORGAN STANLEY FR 5.5%012620
IGJSJL3JD5P30I6NJZ34
2020-01-26
5.500000
413000.00
448375.06
Corporate Debt Securities
MORGAN STANLEY FR 5.75%012521
IGJSJL3JD5P30I6NJZ34
2021-01-25
5.750000
1129000.00
1264607.95
Corporate Debt Securities
MORGAN STANLEY FR 6.25%080926
IGJSJL3JD5P30I6NJZ34
2026-08-09
6.250000
1358000.00
1646977.12
Corporate Debt Securities
PETROLEOS MEXICANOS MTN REG S FR 5.5%020419
549300CAZKPF4HKMPX17
2019-02-04
5.500000
1000000.00
1050791.67
Corporate Debt Securities
PETROLEOS MEXICANOS MTN 144A FR 5.375%031322
549300CAZKPF4HKMPX17
2022-03-13
5.375000
403000.00
430672.67
Corporate Debt Securities
PETROLEOS MEXICANOS FR 6.75%092147
549300CAZKPF4HKMPX17
2047-09-21
6.750000
1035000.00
1071121.50
Corporate Debt Securities
PETROLEOS MEXICANOS FR 4.625%092123
549300CAZKPF4HKMPX17
2023-09-21
4.625000
1405000.00
1443551.64
Corporate Debt Securities
PETROLEOS MEXICANOS FR 4.5%012326
549300CAZKPF4HKMPX17
2026-01-23
4.500000
40000.00
40030.00
Corporate Debt Securities
NORTHWESTERN MUT LIFE INS CO SUB GLBL 144A 40
1DU7IM20QESYGDO4HO54
2040-03-30
6.063000
10180000.00
13420201.54
Corporate Debt Securities
Y
2017-11-07
2017-11-07
2017-11-07
N
N
N
0.0131
68000000.00
68000000.00
0.0027
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1101
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
UNITEDHEALTH GROUP INC SR GLBL NT4.2%47
549300GHBMY8T5GXDE41
2047-01-15
4.200000
1450000.00
1555830.67
Corporate Debt Securities
HEINZ H J CO SR GLBL REGS 25
5493003STKEZ2S0RNU91
2025-02-15
4.875000
498000.00
537477.29
Corporate Debt Securities
INTEL CORP SR GLBL NT4.1%46
KNX4USFCNGPY45LOCE31
2046-05-19
4.100000
57000.00
61530.36
Corporate Debt Securities
PEPSICO INC SR GLBL NT 44
FJSUNZKFNQ5YPJ5OT455
2044-10-22
4.250000
90000.00
96685.43
Corporate Debt Securities
OMEGA HEALTHCARE INVS INC SR GLBL NT 26
549300OJ7ENK42CZ8E73
2026-01-15
5.250000
3003000.00
3223595.37
Corporate Debt Securities
NATIONAL RURAL UTILS COOP FIN SB NT FXD/FLT 46
4NYF266XZC35SCTGX023
2046-04-20
5.250000
3530000.00
3816862.51
Corporate Debt Securities
COMCAST CORP NEW SR GLBL NT4.2%34
51M0QTTNCGUN7KFCFZ59
2034-08-15
4.200000
16000.00
17206.19
Corporate Debt Securities
CELGENE CORP SR GLBL NT 44
4SIHMF0MOSTTL8CD0X64
2044-05-15
4.625000
113000.00
121709.63
Corporate Debt Securities
LAZARD LLC SR NT 4.25%20
FI94J2CJ1D7BIGVMS874
2020-11-14
4.250000
3000.00
3222.14
Corporate Debt Securities
JOHNSON & JOHNSON SR GLBL NT 23
549300G0CFPGEF6X2043
2023-12-05
3.375000
45000.00
48397.84
Corporate Debt Securities
AMEREN ILL CO SR SEC GLBL NT46
RC71E2BZ6UOMFPDJSE79
2046-03-15
4.150000
49000.00
52950.52
Corporate Debt Securities
AT&T INC SR GLBL NT5.2%20
549300Z40J86GGSTL398
2020-03-15
5.200000
7695000.00
8266157.10
Corporate Debt Securities
BECTON DICKINSON & CO SR GLBL NT 44
ICE2EP6D98PQUILVRZ91
2044-12-15
4.685000
125000.00
134257.36
Corporate Debt Securities
RPM INTL INC SR NT 6.125%19
549300TJCKW4BRXPJ474
2019-10-15
6.125000
19000.00
20465.51
Corporate Debt Securities
TRINITY ACQUISITION PLC SR GLBL NT 23
2023-08-15
4.625000
473000.00
510326.27
Corporate Debt Securities
THERMO FISHER SCIENTIFIC INC SR NT 4.15%24
HCHV7422L5HDJZCRFL38
2024-02-01
4.150000
3316000.00
3569690.58
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR NT 5.5%20
5493006LL0CKP8WQW329
2020-02-15
5.500000
1409000.00
1518875.39
Corporate Debt Securities
ANTHEM INC SR NT 7%19
8MYN82XMYQH89CTMTH67
2019-02-15
7.000000
25000.00
26956.94
Corporate Debt Securities
UNITEDHEALTH GROUP INC SR NT 4.25%43
549300GHBMY8T5GXDE41
2043-03-15
4.250000
3306000.00
3573853.96
Corporate Debt Securities
NEWELL BRANDS INC SR NT 4.7%20
549300LWGYFM1TVO1Z12
2020-08-15
4.700000
85000.00
91387.09
Corporate Debt Securities
LIBERTY MUT GROUP INC SR 144A NT 23
QUR0DG15Z6FFGYCHH861
2023-06-15
4.250000
3897000.00
4209989.72
Corporate Debt Securities
STATE STR CORP SR NT 4.375%21
549300ZFEEJ2IP5VME73
2021-03-07
4.375000
7000.00
7538.32
Corporate Debt Securities
COMCAST CORP NEW SR NT 5.7%19
51M0QTTNCGUN7KFCFZ59
2019-07-01
5.700000
18000.00
19450.26
Corporate Debt Securities
HONEYWELL INTL INC SR NT 4.25%21
ISRPG12PN4EIEOEMW547
2021-03-01
4.250000
821000.00
882167.24
Corporate Debt Securities
HCP INC SR GLBL NT 23
PZ9HF5U52KPF0MH0QN75
2023-11-15
4.250000
1405000.00
1516988.65
Corporate Debt Securities
EOG RES INC SR NT 5.625%19
XWTZDRYZPBUHIQBKDB46
2019-06-01
5.625000
347000.00
375085.31
Corporate Debt Securities
BANK N S HALIFAX SR GLBL NT 21
L3I9ZG2KFGXZ61BMYR72
2021-01-13
4.375000
65000.00
70040.42
Corporate Debt Securities
AT&T INC SR GLBL NT 19
549300Z40J86GGSTL398
2019-10-01
5.875000
11006000.00
11844171.10
Corporate Debt Securities
AON PLC SR NT 4%23
VVT2B79I2Z4U3R6BY589
2023-11-27
4.000000
5880000.00
6347701.74
Corporate Debt Securities
BERKSHIRE HATHAWAY FIN CORP GTD SR NT4.25%21
2021-01-15
4.250000
56000.00
60406.86
Corporate Debt Securities
ENBRIDGE INC SR GLBL NT 26
98TPTUM4IVMFCZBCUR27
2026-12-01
4.250000
20000.00
21471.77
Corporate Debt Securities
DOW CHEM CO SR NT 4.125%21
ZQUIP1CSZO8LXRBSOU78
2021-11-15
4.125000
361000.00
389808.10
Corporate Debt Securities
L3 TECHNOLOGIES INC SR NT 4.75%20
1Z5XNJ6GMBVHFWE2W878
2020-07-15
4.750000
290000.00
312473.87
Corporate Debt Securities
KINDER MORGAN INC DEL SR GLBL 144A 21
549300WR7IX8XE0TBO16
2021-02-15
5.000000
160000.00
172951.29
Corporate Debt Securities
APACHE CORP SR NT 5.1%40
72ZZ1XRHOOU9P9X16K08
2040-09-01
5.100000
211000.00
226900.96
Corporate Debt Securities
AMERICAN INTL GROUP INC SR GLBL NT 24
ODVCVCQG2BP6VHV36M30
2024-02-15
4.125000
2276000.00
2443054.61
Corporate Debt Securities
AMAZON COM INC SR BD 3.8%24
ZXTILKJKG63JELOEG630
2024-12-05
3.800000
3019000.00
3263300.84
Corporate Debt Securities
CNA FINL CORP SR GLBL NT4.5%26
549300YX2GSZD7YG1R84
2026-03-01
4.500000
2000.00
2162.44
Corporate Debt Securities
CIGNA CORPORATION SR NT 4.375%20
45RS2W538ZOGNWLVIX82
2020-12-15
4.375000
1003000.00
1079025.17
Corporate Debt Securities
BECTON DICKINSON & CO SR NT 4.875%44
ICE2EP6D98PQUILVRZ91
2044-05-15
4.875000
105000.00
112899.06
Corporate Debt Securities
AON CORP SR NT 5%20
LTS3U8DGK38SETRUWX71
2020-09-30
5.000000
19000.00
20536.07
Corporate Debt Securities
RIO TINTO FIN USA LTD SR GLBL NT 21
213800RX94ZKEZXPKH58
2021-05-20
4.125000
128000.00
138389.49
Corporate Debt Securities
PHILLIPS 66
2022-04-01
4.300000
357000.00
383940.41
Corporate Debt Securities
TUPPERWARE BRANDS CORP SR NT 4.75%21
G8NWFN4YP7CR6FOP4886
2021-06-01
4.750000
218000.00
235521.02
Corporate Debt Securities
SUNOCO LOGISTICS PARTNERS SR NT 4.65%22
5493006LL0CKP8WQW329
2022-02-15
4.650000
795000.00
852968.75
Corporate Debt Securities
WILLIAMS PARTNERS L P SR NT 5.25%20
WUURD1P1N0874ONXXO03
2020-03-15
5.250000
80000.00
86128.67
Corporate Debt Securities
VULCAN MATLS CO SR GLBL NT4.5%25
549300Q8LSNHAVWBNI21
2025-04-01
4.500000
6000.00
6445.98
Corporate Debt Securities
VERIZON COMMUNICATIONS INC SR NT 4.6%21
2S72QS2UO2OESLG6Y829
2021-04-01
4.600000
10516000.00
11356473.77
Corporate Debt Securities
HOST HOTELS & RESORTS LP SR -C NT 4.75%23
FXB7X4WXVA8QPMNOGS12
2023-03-01
4.750000
460000.00
496803.07
Corporate Debt Securities
NBCUNIVERSAL MEDIA LLC SR NT 4.375%21
VTBDOQJ6KOGQ6K786R46
2021-04-01
4.375000
10915000.00
11733470.37
Corporate Debt Securities
SOUTHERN COPPER
2020-04-16
5.375000
35000.00
37675.39
Corporate Debt Securities
SIMON PPTY GROUP LP SR NT 4.125%21
MR92GTD0MJTTTTQDVG45
2021-12-01
4.125000
2000.00
2158.38
Corporate Debt Securities
DISNEY WALT CO MTNS BE SR NT 4.125%41
7260JQNI6SCF9FIV2392
2041-12-01
4.125000
191000.00
205951.00
Corporate Debt Securities
DIRECTV HLDGS LLC
2020-03-15
5.200000
10000.00
10742.24
Corporate Debt Securities
CAROLINA PWR & LT CO 1MTG BD 4.1%42
0NIFZ782LS46WOC9QK20
2042-05-15
4.100000
88000.00
94610.17
Corporate Debt Securities
HOME DEPOT INC SR NT 4.4%21
QEKMOTMBBKA8I816DO57
2021-04-01
4.400000
5000.00
5395.38
Corporate Debt Securities
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0132
75000000.00
75000000.00
0.0030
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.320000%
VYVVCKR63DVZZN70PB21
0000827124
976PTX002_1.32_1103
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
CSX CORP SR GLBL NT 42
549300JVQR4N1MMP3Q88
2042-05-30
4.750000
297000.00
332249.03
Corporate Debt Securities
ELECTRONIC ARTS INC SR GLBL NT4.8%26
549300O7A67PUEYKDL45
2026-03-01
4.800000
12000.00
13345.80
Corporate Debt Securities
EXELIS INC SR NT 5.55%21
549300UTE50ZMDBG8A20
2021-10-01
5.550000
631000.00
698646.36
Corporate Debt Securities
MPLX LP GLBL NT 4.875%24
5493000CZJ19CK4P3G36
2024-12-01
4.875000
13000.00
14442.25
Corporate Debt Securities
ENERGY TRANSFER PRTNRS L P SR GLBL NT 45
RY1052DWLDPLDW74Y843
2045-12-15
6.125000
1591000.00
1780629.52
Corporate Debt Securities
HEALTH CARE REIT INC SR NT 5.125%43
T6IZ0MBEG5ACZDTR7D06
2043-03-15
5.125000
454000.00
503648.81
Corporate Debt Securities
GILEAD SCIENCES INC SR GLBL NT4.6%35
549300WTZWR07K8MNV44
2035-09-01
4.600000
54000.00
60612.66
Corporate Debt Securities
LEGG MASON INC SR GLBL NT 44
OWUNCC6U1ZJXMZKFBJ36
2044-01-15
5.625000
40000.00
44607.30
Corporate Debt Securities
KKR GROUP FINANCE LLC SR GLBL 144A 44
2044-06-01
5.125000
2150000.00
2394205.95
Corporate Debt Securities
INGERSOL RAND LUXEMBOURG FIN SR GLBL NT 44
549300GHBOWCVY92IS29
2044-11-01
4.650000
37000.00
40962.70
Corporate Debt Securities
HUNTINGTON INGALLS INDS INC SR 144A NT 5%25
5TZLZ6WJTBVJ0QWBG121
2025-11-15
5.000000
50000.00
55434.28
Corporate Debt Securities
HUMANA INC SR GLBL NT4.8%47
2047-03-15
4.800000
20000.00
22130.27
Corporate Debt Securities
MEAD JOHNSON NUTRITION CO SR GLBL NT4.6%44
E4BJRFT3MF4GJDY1SC50
2044-06-01
4.600000
474000.00
527413.48
Corporate Debt Securities
MAGELLAN MIDSTREAM PRTNRS LP SR NT 5.15%43
MZF5TI8NFVZZNUSKDL39
2043-10-15
5.150000
75000.00
83993.92
Corporate Debt Securities
QUALCOMM INC SR NT 4.65%35
H1J8DDZKZP6H7RWC0H53
2035-05-20
4.650000
166000.00
186204.83
Corporate Debt Securities
STRYKER CORP SR GLBL NT 46
5493002F0SC4JTBU5137
2046-03-15
4.625000
35000.00
38669.39
Corporate Debt Securities
STARBUCKS CORP SR GLBL NT4.3%45
OQSJ1DU9TAOC51A47K68
2045-06-15
4.300000
61000.00
67049.64
Corporate Debt Securities
SOUTHERN COPPER CORP SR NT 5.25%42
2042-11-08
5.250000
265000.00
292747.93
Corporate Debt Securities
ANTHEM INC SR NT 4.85%54
8MYN82XMYQH89CTMTH67
2054-08-15
4.850000
379000.00
417797.81
Corporate Debt Securities
VISA INC SR GLBL NT 35
549300JZ4OKEHW3DPJ59
2035-12-14
4.150000
2931000.00
3248553.50
Corporate Debt Securities
NORFOLK SOUTHERN CORP SR NT 4.45%45
2045-06-15
4.450000
356000.00
392426.32
Corporate Debt Securities
MICROSOFT CORP SR GLBL NT4.1%37
INR2EJN1ERAN0W5ZP974
2037-02-06
4.100000
61000.00
67683.19
Corporate Debt Securities
PRINCIPAL FINL GROUP INC SR NT 4.625%42
CUMYEZJOAF02RYZ1JJ85
2042-09-15
4.625000
90000.00
99192.58
Corporate Debt Securities
PRECISION CASTPARTS CORP SR GLBL NT 45
0XOOAY5P5J7Q734SEC89
2045-06-15
4.375000
60000.00
66235.67
Corporate Debt Securities
BROWN FORMAN CORP SR GLBL NT4.5%45
549300873K3LXF7ARU34
2045-07-15
4.500000
114000.00
126928.74
Corporate Debt Securities
ABBVIE INC SR NT 4.7%45
FR5LCKFTG8054YNNRU85
2045-05-14
4.700000
10000.00
11155.63
Corporate Debt Securities
LIBERTY MUT GROUP INC SR REGS NT 44
QUR0DG15Z6FFGYCHH861
2044-08-01
4.850000
440000.00
483870.20
Corporate Debt Securities
LIBERTY MUT GROUP INC SR GLBL REGS 22
QUR0DG15Z6FFGYCHH861
2022-05-01
4.950000
200000.00
223532.00
Corporate Debt Securities
APPLE INC SR NT 4.375%45
HWUPKR0MPOU8FGXBT394
2045-05-13
4.375000
335000.00
376096.68
Corporate Debt Securities
CELGENE CORP SR GLBL NT 5%45
4SIHMF0MOSTTL8CD0X64
2045-08-15
5.000000
152000.00
170646.68
Corporate Debt Securities
CNA FINL CORP SR GLBL NT 21
549300YX2GSZD7YG1R84
2021-08-15
5.750000
24000.00
26871.09
Corporate Debt Securities
DUQUESNE LT HLDGS INC SR 144A NT6.4%20
4CUJ1D8WDXK9X7QI6B93
2020-09-15
6.400000
23000.00
25639.89
Corporate Debt Securities
GENERAL ELECTRIC CO SR NT 4.5%44
3C7474T6CDKPR9K6YT90
2044-03-11
4.500000
354000.00
390444.30
Corporate Debt Securities
EXPRESS SCRIPTS INC SR NT 7.25%19
2019-06-15
7.250000
2000.00
2213.88
Corporate Debt Securities
REINSURANCE GROUP AMER INC SR NT 6.45%19
LORM1GNEU1DKEW527V90
2019-11-15
6.450000
6945000.00
7730074.35
Corporate Debt Securities
VALERO ENERGY CORP NEW SR NT 6.125%20
549300XTO5VR8SKV1V74
2020-02-01
6.125000
29000.00
31907.03
Corporate Debt Securities
UNITED TECHNOLOGIES CORP SR NT 4.5%42
I07WOS4YJ0N7YRFE7309
2042-06-01
4.500000
3926000.00
4354640.68
Corporate Debt Securities
LINCOLN NATL CORP IND SR NT 6.25%20
EFQMQROEDSNBRIP7LE47
2020-02-15
6.250000
3000.00
3304.57
Corporate Debt Securities
LIBERTY MUT GROUP INC SR GLBL 144A 22
QUR0DG15Z6FFGYCHH861
2022-05-01
4.950000
6610000.00
7387732.60
Corporate Debt Securities
PERKINELMER INC SR NT 5%21
549300IKL1SDPFI7N655
2021-11-15
5.000000
60000.00
66206.73
Corporate Debt Securities
PNC FUNDING CORP GTD SR NT 6.7%19
CFGNEKW0P8842LEUIA51
2019-06-10
6.700000
179000.00
197190.28
Corporate Debt Securities
ALLSTATE CORP SR -B NT 7.45%19
OBT0W1ED8G0NWVOLOJ77
2019-05-16
7.450000
4000.00
4461.62
Corporate Debt Securities
BLOCK FINL CORP CR SEN SR NT 22
2022-11-01
5.500000
68000.00
75926.08
Corporate Debt Securities
BAE SYS HLDGS INC SR 144A NT 44
MF62XBVMNYTYMC18DL76
2044-10-07
4.750000
19000.00
21090.89
Corporate Debt Securities
ALLEGHANY CORP DEL SR GLBL NT 22
549300DCJE6AYX159479
2022-06-27
4.950000
3120000.00
3450096.00
Corporate Debt Securities
XL GROUP PLC SR GLBL NT 21
635400XCGXK8NVDIVE95
2021-10-01
5.750000
115000.00
128471.29
Corporate Debt Securities
WILLIS GROUP HLDGS PUBLIC LTD SR NT 5.75%21
549300WHC56FF48KL350
2021-03-15
5.750000
1160000.00
1281402.38
Corporate Debt Securities
CANADIAN PAC RY CO NEW SR GLBL NT 19
54930036474DURYNB481
2019-05-15
7.250000
25000.00
27817.01
Corporate Debt Securities
FRESENIUS MEDICAL CARE SR NT 144A 21
B8RI7LM5Z25R6H3S2R89
2021-02-15
5.750000
3000.00
3320.97
Corporate Debt Securities
ENTERTAINMENT PPTYS TR SR NT 5.75%22
549300YSSXFHMPOWZ492
2022-08-15
5.750000
190000.00
211853.59
Corporate Debt Securities
HEALTH CARE REIT INC SR NT 5.25%22
T6IZ0MBEG5ACZDTR7D06
2022-01-15
5.250000
155000.00
172632.54
Corporate Debt Securities
HSBC HLDGS PLC SR GLBL NT 22
MLU0ZO3ML4LN2LL2TL39
2022-01-14
4.875000
26000.00
28724.01
Corporate Debt Securities
GOLDMAN SACHS GROUP INC SR GBL NT5.25%21
784F5XWPLTWKTBV3E584
2021-07-27
5.250000
354000.00
392918.17
Corporate Debt Securities
HOME DEPOT INC SR GLBL NT4.4%45
QEKMOTMBBKA8I816DO57
2045-03-15
4.400000
120000.00
133320.27
Corporate Debt Securities
MEDTRONIC INC SR GLBL NT 35
D56MRZY2INAN94ZONZ37
2035-03-15
4.375000
2759000.00
3060007.67
Corporate Debt Securities
REALTY INCOME CORP SR GLBL NT 23
549300CUWDAUZSH43859
2023-08-01
4.650000
383000.00
420823.17
Corporate Debt Securities
PRUDENTIAL FINL INC JR SB NT5.875%42
5PRBRS5FEH7NREC8OR45
2042-09-15
5.875000
5000.00
5531.28
Corporate Debt Securities
PRUDENTIAL FINL INC JR SB FIX/FLT 43
5PRBRS5FEH7NREC8OR45
2043-06-15
5.625000
4578000.00
5064412.50
Corporate Debt Securities
21ST CENTY FOX AMER INC SR GLBL NT 45
8RS0AKOLN987042F2V04
2045-10-15
4.950000
70000.00
77702.10
Corporate Debt Securities
TIME WARNER INC SR DEB 5.35%43
KNG3XRAA0RHN9H62OK76
2043-12-15
5.350000
608000.00
670837.47
Corporate Debt Securities
SPECTRA ENERGY PARTNERS LP SR NT 4.75%24
2HKVXE7U4NF5B6UGSU72
2024-03-15
4.750000
14000.00
15388.79
Corporate Debt Securities
WEYERHAEUSER CO SR NT 7.375%19
08IRJODWFYBI7QWRGS31
2019-10-01
7.375000
19000.00
20927.47
Corporate Debt Securities
ORACLE CORP SR GLBL NT 55
1Z4GXXU7ZHVWFCD8TV52
2055-05-15
4.375000
312000.00
347566.01
Corporate Debt Securities
NATIONAL RETAIL PPTYS INC NT 5.5%21
5493008JKH5SOTI0JS97
2021-07-15
5.500000
376000.00
415925.35
Corporate Debt Securities
MOODYS CORP SR NT 4.875%24
549300GCEDD8YCF5WU84
2024-02-15
4.875000
28000.00
31149.21
Corporate Debt Securities
MERCK & CO INC SR NT 4.15%43
4YV9Y5M8S0BRK1RP0397
2043-05-18
4.150000
5655000.00
6256297.73
Corporate Debt Securities
PACKAGING CORP AMER SR NT 4.5%23
549300XZP8MFZFY8TJ84
2023-11-01
4.500000
112000.00
124167.68
Corporate Debt Securities
ORACLE CORP SR GLBL BD4.3%34
1Z4GXXU7ZHVWFCD8TV52
2034-07-08
4.300000
23000.00
25618.03
Corporate Debt Securities
SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT25
549300KJYBG7C6WJYZ11
2025-03-01
5.625000
144000.00
161410.32
Corporate Debt Securities
CMS ENERGY CORP SR GLBL NT 22
549300IA9XFBAGNIBW29
2022-03-15
5.050000
6510000.00
7186146.69
Corporate Debt Securities
BURLINGTON NORTHN SANTA FE CP
2043-03-15
4.450000
30000.00
33059.58
Corporate Debt Securities
BERKSHIRE HATHAWAY FINANCE CORP
2043-05-15
4.300000
2459000.00
2737673.00
Corporate Debt Securities
AMGEN INC SR GLBL NT 51
62QBXGPJ34PQ72Z12S66
2051-06-15
4.663000
79000.00
87228.31
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 4.7%35
ODVCVCQG2BP6VHV36M30
2035-07-10
4.700000
1850000.00
2032764.58
Corporate Debt Securities
AMERICAN INTL GROUP INC SR NT 4.875%22
ODVCVCQG2BP6VHV36M30
2022-06-01
4.875000
2898000.00
3236232.82
Corporate Debt Securities
ALTERA CORP SR GLBL NT4.1%23
2023-11-15
4.100000
475000.00
522122.64
Corporate Debt Securities
DOMINION ENERGY GAS HLDGS LLC SR -C NT 4.8%43
549300BFOD6TDMVV4O24
2043-11-01
4.800000
95000.00
105897.45
Corporate Debt Securities
CVS HEALTH CORP SR GLBL NT 35
549300EJG376EN5NQE29
2035-07-20
4.875000
55000.00
61135.09
Corporate Debt Securities
EQT CORP SR NT 4.875%21
4NT01YGM4X7ZX86ISY52
2021-11-15
4.875000
204000.00
224742.55
Corporate Debt Securities
HARTFORD FINL SVCS GROUP INC D SR NT 5.125%22
IU7C3FTM7Y3BQM112U94
2022-04-15
5.125000
4646000.00
5149151.48
Corporate Debt Securities
TYSON FOODS INC SR NT 4.875%34
WD6L6041MNRW1JE49D58
2034-08-15
4.875000
6000.00
6697.57
Corporate Debt Securities
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0132
67000140.70
67000140.70
0.0027
N
N
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.050000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.05_1101
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UNITED STATES TREASURY
2017-12-28
0.00
101153700.00
100982946.93
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0105
99000000.00
99000000.00
0.0040
N
Y
Y
N
WELLS FARGO SECURITIES LLC
WELLS FARGO SECURITIES LLC 1.060000%
VYVVCKR63DVZZN70PB21
0000827124
976PTZ007_1.06_1101
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMI SP 784283 X
2045-09-15
3.500000
19534397.00
19122156.39
Agency Mortgage-Backed Securities
GNMI SP 784352 X
2045-09-15
4.000000
52145429.00
51902746.20
Agency Mortgage-Backed Securities
GNMI SP 784306 X
2046-08-15
4.000000
21859165.00
21615483.36
Agency Mortgage-Backed Securities
GNMI SP 784307 X
2046-06-15
4.000000
10803473.00
10545241.16
Agency Mortgage-Backed Securities
GNMI SP 784353 X
2046-06-15
4.000000
249182720.00
249999999.54
Agency Mortgage-Backed Securities
GNMI SP 784297 X
2046-05-15
4.000000
32355810.00
29228313.24
Agency Mortgage-Backed Securities
GNMI SP 784290 X
2045-04-15
3.500000
13459528.00
13537686.46
Agency Mortgage-Backed Securities
GNMI SP 784308 X
2047-03-15
4.000000
14681848.00
14860469.58
Agency Mortgage-Backed Securities
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0106
395000000.00
395000000.00
0.0159
N
Y
Y
N
CREDIT SUISSE SECURITIES (USA) LLC
CREDIT SUISSE SECURITIES (USA) LLC 1.630000%
1V8Y6QCX6YMJ2OELII46
0001230485
988WZK004_1.63_1122
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
N
N
144A BAYC 2006-4A A2
2036-12-25
1.507800
10000000.00
2340527.47
Private Label Collateralized Mortgage Obligations
144A CBAC 2005-1A A
2035-07-25
1.557800
37200000.00
2938688.16
Private Label Collateralized Mortgage Obligations
144A COMM 2014-UBS6 D
2047-12-10
3.964700
15500000.00
12940586.33
Private Label Collateralized Mortgage Obligations
COMM 2014-UBS6 VAR 12/47
2047-12-10
4.464700
132000.00
90443.77
Private Label Collateralized Mortgage Obligations
CSAIL 3.005% 11/48
549300FU8TZDHFLQZL50
2048-11-15
3.005000
23410000.00
14381795.85
Private Label Collateralized Mortgage Obligations
CWALT INC. 2004-13CB
2044-03-25
4.092300
5055000.00
3976198.49
Private Label Collateralized Mortgage Obligations
CSMLT 2015-3 FLT 11/45
2045-11-25
3.653200
2101000.00
1637271.93
Private Label Collateralized Mortgage Obligations
CITIGROUP VAR 01/43
2043-01-14
4.624500
4000000.00
2590335.13
Private Label Collateralized Mortgage Obligations
CITIGROUP 2.85% 02/49
2049-02-10
2.850000
5643000.00
4249520.85
Private Label Collateralized Mortgage Obligations
CMLTI 2005-11 A2B
2035-10-25
3.630000
4854524.00
484872.91
Private Label Collateralized Mortgage Obligations
AHM 2004-1 4A
2044-04-25
3.560700
62160000.00
4164670.55
Private Label Collateralized Mortgage Obligations
BBCCRE TRUST VAR 08/33
2033-08-10
4.562600
5000000.00
4264083.80
Private Label Collateralized Mortgage Obligations
WELLS FARGO 3.356% 09/58
549300XO83D3BDYP0P62
2058-09-15
3.356000
11188000.00
6957117.25
Private Label Collateralized Mortgage Obligations
144A COMM 2000-C1 G
2033-08-15
6.850000
5000000.00
351762.47
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
5.388800
6000000.00
6024736.40
Private Label Collateralized Mortgage Obligations
CSMC TR 2015-TOWN
2028-03-15
5.738800
3239129.00
3250924.63
Private Label Collateralized Mortgage Obligations
FHASI 2004-AR7 4A1
2035-02-25
3.050400
500000.00
31599.21
Private Label Collateralized Mortgage Obligations
GSR
2033-03-25
2.420000
1700000.00
44236.17
Private Label Collateralized Mortgage Obligations
HVMLT 2003-3 2A3
2034-02-19
2.237700
1800000.00
881819.02
Private Label Collateralized Mortgage Obligations
144A JPMBB 2014-C23 D
2047-09-15
3.957900
4885000.00
4214355.82
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-LC9 F
2047-12-15
4.372500
3166847.00
2526566.23
Private Label Collateralized Mortgage Obligations
144A JPMCC 2012-C6 G
2045-05-15
2.972000
325000.00
221516.31
Private Label Collateralized Mortgage Obligations
LBUBS 2001-C3 D
2036-06-15
6.731000
100000.00
78834.84
Private Label Collateralized Mortgage Obligations
MLMI
2033-02-25
3.107200
1700000.00
31566.22
Private Label Collateralized Mortgage Obligations
NEW RESIDENTIAL VAR 11/35
2035-11-26
5.688700
173150.00
163229.97
Private Label Collateralized Mortgage Obligations
STRUCTURED FLT 08/46
2046-08-25
1.487800
230161262.00
29529534.72
Private Label Collateralized Mortgage Obligations
144A WFRBS 2014-C19 E
549300FCX3YXSYSLU895
2047-03-15
4.971200
101000.00
75155.90
Private Label Collateralized Mortgage Obligations
WBCMT 2006-C27 AJ
2045-07-15
5.825000
3000.00
966.77
Private Label Collateralized Mortgage Obligations
144A WFRBS 2013-C16 E
2046-09-15
3.850000
6900000.00
5068219.38
Private Label Collateralized Mortgage Obligations
144A BAYC 2006-2A M2
2036-07-25
1.567800
2250000.00
350708.72
Private Label Collateralized Mortgage Obligations
BAYC 2006-2A M4
2036-07-25
1.657800
8708088.00
1331312.59
Private Label Collateralized Mortgage Obligations
144A JPMCC 2014-PHH F
2027-08-15
5.139000
3776116.00
3784234.42
Private Label Collateralized Mortgage Obligations
LEHMAN BROTHERS FLT 06/37
2037-06-25
1.637800
3500000.00
3233746.41
Private Label Collateralized Mortgage Obligations
MORGAN STANLEY VAR 10/46
2046-10-15
4.764000
5000000.00
4160190.52
Private Label Collateralized Mortgage Obligations
SEQUOIA FLT 10/27
2027-10-20
2.438800
8400000.00
1022387.74
Private Label Collateralized Mortgage Obligations
SARM 2004-20 2A1
2035-01-25
3.321700
2100000.00
257030.30
Private Label Collateralized Mortgage Obligations
Y
2017-11-22
2017-11-22
2017-11-22
Y
Credit Suisse Securities (USA) LLC
1.0000
22
N
N
N
0.0163
111003574.20
111003574.20
0.0045
N
N
N
Y
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.150000%
0001002614
ATD0N9QA8
Non-Negotiable Time Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0115
70000000.00
70000000.00
0.0028
N
Y
Y
N
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH)
TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.170000%
0000947263
ATD0NAHN7
Non-Negotiable Time Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0117
161000000.00
161000000.00
0.0065
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.150000%
0001002614
ATD0NAJ21
Non-Negotiable Time Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0115
118000000.00
118000000.00
0.0048
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.160000%
0000859994
ATD0NAJ70
Non-Negotiable Time Deposit
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0116
215000000.00
215000000.00
0.0087
N
N
Y
N
DNB BANK ASA (GRAND CAYMAN BRANCH)
DNB BANK ASA (GRAND CAYMAN BRANCH) 1.160000%
0001498632
ATD0NB7X4
Non-Negotiable Time Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0116
317999491.20
317999491.20
0.0128
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.160000%
0000917311
ATD0NB888
Non-Negotiable Time Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0116
291999532.80
291999532.80
0.0118
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0NB896
Non-Negotiable Time Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0115
79999848.00
79999848.00
0.0032
N
N
Y
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH)
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.200000%
0000859994
ATD0NBA36
Non-Negotiable Time Deposit
Y
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0120
424999787.50
424999787.50
0.0171
N
N
Y
N
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH)
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.160000%
0000917311
ATD0NBYL0
Non-Negotiable Time Deposit
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0116
11999945.40
11999945.40
0.0005
N
N
Y
N
NATIONAL BANK OF CANADA (MONTREAL BRANCH)
NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.150000%
0000926171
ATD0NBZP0
Non-Negotiable Time Deposit
Y
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0115
56999677.95
56999677.95
0.0023
N
N
Y
N
NORDEA BANK AB (NEW YORK BRANCH)
NORDEA BANK AB (NEW YORK BRANCH) 1.070000%
0001002614
ATD0NCP87
Non-Negotiable Time Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0107
205000000.00
205000000.00
0.0083
N
Y
Y
N
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH)
NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.030000%
6PTKHDJ8HDUF78PFWH30
0000073124
ATD0NCPC8
Non-Negotiable Time Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0103
309000000.00
309000000.00
0.0124
N
Y
Y
N
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH)
BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.030000%
JJKC32MCHWDI71265Z06
0000838135
ATD0NCPD6
Non-Negotiable Time Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0103
296000000.00
296000000.00
0.0119
N
Y
Y
N
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH)
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.050000%
0000833029
ATD0NCPM6
Non-Negotiable Time Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0105
619000000.00
619000000.00
0.0249
N
Y
Y
N
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH)
SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.050000%
0001448613
ATD0NCQ37
Non-Negotiable Time Deposit
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0105
312000000.00
312000000.00
0.0126
N
Y
Y
N
The Charles Schwab Family of Funds
2017-11-07
Mark Fischer
Mark Fischer
Chief Financial Officer