Form N-MFP1 VANGUARD VARIABLE INSURA For: Aug 31

  
    N-MFP1
    
      
        
          0000857490
          XXXXXXXX
        
      
      
      
    
  
  
    
      2016-08-31
      0000857490
      0NONMH8REY0TF2TI6Z60
      S000004391
      1
      N
      N
    
    
      033-32216
      
        The Vanguard Group, Inc.
        801-11953
      
      
        PRICEWATERHOUSECOOPERS LLC
        Philadelphia
        PA
      
      
        The Vanguard Group, Inc.
      
      
        The Vanguard Group, Inc.
        0000735286
        084-00772
      
      N
      N
      N
      Prime
      N
      39
      60
      
        396199408.58
        397631575.31
        390210742.74
        401540731.98
      
      
        563278227.18
        593741083.15
        587418975.27
        585055501.91
        0.00
      
      
        0.3450
        0.3470
        0.3443
        0.3524
      
      
        0.4905
        0.5182
        0.5183
        0.5135
        0.0000
      
      0.00
      1129709824.36
      1129654900.05
      801645.63
      1124716.17
      1129386753.82
      1128881960.4400
      1.0000
      0.0060
      
        1.0005
        1.0005
        1.0005
        1.0005
        0.0000
      
    
    
      C000012147
      5000.00
      1129386753.82
      1128881960.4400
      
        1.0005
        1.0005
        1.0005
        1.0005
        0.0000
      
      
        10184313.74
        28279774.66
      
      
        32328437.97
        35017759.42
      
      
        9700713.80
        23265609.59
      
      
        13428534.56
        6657151.04
      
      
        0.00
        0.00
      
      
        73071115.53
        112448384.75
      
      0.0044
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BJ13
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0029
      549994.50
      549994.50
      0.0005
      N
      Y
      Y
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BJC9
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-09-12
      2016-09-12
      N
      N
      N
      0.0034
      499945.00
      499945.00
      0.0004
      N
      N
      N
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BMG6
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-16
      2016-12-16
      2016-12-16
      N
      N
      N
      0.0101
      498495.00
      498495.00
      0.0004
      N
      N
      N
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BMK7
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-19
      2016-12-19
      2016-12-19
      N
      N
      N
      0.0099
      2990910.00
      2990910.00
      0.0026
      N
      N
      N
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BMN1
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-22
      2016-12-22
      2016-12-22
      N
      N
      N
      0.0094
      1495560.00
      1495560.00
      0.0013
      N
      N
      N
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BN34
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2017-01-03
      2017-01-03
      2017-01-03
      N
      N
      N
      0.0105
      498170.00
      498170.00
      0.0004
      N
      N
      N
      N
    
    
      ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY
      Arizona Health Facilities Authority Revenue (Catholic Healthcare West) VRDO 0.650000%
      040507JT3
      US040507JT36
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2035-07-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0065
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
      Australia & New Zealand Banking Group, Ltd. 0.000000%
      05253AK33
      JHE42UYNWWTJB8YTTU19
      0000859994
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0073
      2997990.00
      2997990.00
      0.0027
      N
      N
      N
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
      Australia & New Zealand Banking Group, Ltd. 0.000000%
      05253AL32
      JHE42UYNWWTJB8YTTU19
      0000859994
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-03
      2016-11-03
      2016-11-03
      N
      N
      N
      0.0083
      1997060.00
      1997060.00
      0.0018
      N
      N
      N
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
      Australia & New Zealand Banking Group, Ltd. 0.986000%
      05253MFU3
      JHE42UYNWWTJB8YTTU19
      0000859994
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0105
      3249870.00
      3249870.00
      0.0029
      N
      N
      N
      N
    
    
      BNP PARIBAS SA (NEW YORK BRANCH)
      BNP Paribas (New York Branch) 0.410000%
      05582WCX0
      R0MUWSFPU8MPRO8K5P83
      0001146028
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0045
      10000000.00
      10000000.00
      0.0089
      N
      N
      Y
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.830000%
      06052TSU5
      B4TYDEB6GKMZO031MB27
      US06052TSU50
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0069
      5000650.00
      5000650.00
      0.0044
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.660000%
      06053PPX9
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0044
      5000100.00
      5000100.00
      0.0044
      N
      N
      Y
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.660000%
      06053PPZ4
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-08
      2016-09-08
      2016-09-08
      N
      N
      N
      0.0047
      2000060.00
      2000060.00
      0.0018
      N
      N
      Y
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.640000%
      06053PQG5
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-14
      2016-09-14
      2016-09-14
      N
      N
      N
      0.0047
      3000060.00
      3000060.00
      0.0027
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.680000%
      06053PQQ3
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-04
      2016-10-04
      2016-10-04
      N
      N
      N
      0.0069
      2000260.00
      2000260.00
      0.0018
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.640000%
      06053PQX8
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0069
      3000180.00
      3000180.00
      0.0027
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.890000%
      06053PRS8
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-12-09
      2016-12-09
      2016-12-09
      N
      N
      N
      0.0076
      1750210.00
      1750210.00
      0.0015
      N
      N
      N
      N
    
    
      Bank of Nova Scotia (Houston Branch)
      Bank of Nova Scotia (Houston Branch) 0.848400%
      06417GFH6
      0000009631
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0089
      4999950.00
      4999950.00
      0.0044
      N
      N
      Y
      N
    
    
      Bank of Nova Scotia (Houston Branch)
      Bank of Nova Scotia (Houston Branch) 0.870000%
      06417GGB8
      0000009631
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2016-09-21
      2016-09-21
      N
      N
      N
      0.0051
      5000750.00
      5000750.00
      0.0044
      N
      N
      N
      N
    
    
      Bank of Nova Scotia (Houston Branch)
      Bank of Nova Scotia (Houston Branch) 1.103150%
      06417GME5
      0000009631
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2017-02-10
      2017-02-10
      N
      N
      N
      0.0116
      9999100.00
      9999100.00
      0.0089
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA
      Bank of Nova Scotia 0.000000%
      06417JLW0
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-30
      2016-11-30
      2016-11-30
      N
      N
      N
      0.0085
      4989200.00
      4989200.00
      0.0044
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA
      Bank of Nova Scotia 0.898400%
      06417LBK2
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-08
      2016-11-08
      2016-11-08
      N
      N
      N
      0.0096
      1999920.00
      1999920.00
      0.0018
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.610000%
      06427E2H3
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-09-19
      2016-09-19
      N
      N
      N
      0.0050
      5000200.00
      5000200.00
      0.0044
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.893900%
      06427E4E8
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2017-01-03
      2017-01-03
      N
      N
      N
      0.0096
      3999720.00
      3999720.00
      0.0035
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.690000%
      06427E4J7
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-05
      2016-10-05
      2016-10-05
      N
      N
      N
      0.0069
      3000000.00
      3000000.00
      0.0027
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.850000%
      06427EP54
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-11-04
      2016-11-04
      2016-11-04
      N
      N
      N
      0.0075
      7001120.00
      7001120.00
      0.0062
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.848400%
      06427EWG2
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0089
      4999950.00
      4999950.00
      0.0044
      N
      N
      Y
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.590000%
      06427EZ79
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-09-19
      2016-09-19
      N
      N
      N
      0.0050
      5000150.00
      5000150.00
      0.0044
      N
      N
      N
      N
    
    
      BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
      Bank of Tokyo-Mitsubishi UFJ Ltd. (New York Branch) 0.950000%
      06538M5N5
      0000867626
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-12-16
      2016-12-16
      2016-12-16
      N
      N
      N
      0.0075
      3001710.00
      3001710.00
      0.0027
      N
      N
      N
      N
    
    
      BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
      Bank of Tokyo-Mitsubishi UFJ Ltd. (New York Branch) 0.990000%
      06538M7G8
      0000867626
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-12-29
      2016-12-29
      2016-12-29
      N
      N
      N
      0.0075
      5003700.00
      5003700.00
      0.0044
      N
      N
      N
      N
    
    
      BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
      Bank of Tokyo-Mitsubishi UFJ Ltd. (New York Branch) 0.720000%
      06538MD48
      0000867626
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-16
      2016-09-16
      2016-09-16
      N
      N
      N
      0.0048
      5000350.00
      5000350.00
      0.0044
      N
      N
      N
      N
    
    
      BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
      Bank of Tokyo-Mitsubishi UFJ Ltd. (New York Branch) 0.680000%
      06538MZ28
      0000867626
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-12
      2016-10-12
      2016-10-12
      N
      N
      N
      0.0069
      4999950.00
      4999950.00
      0.0044
      N
      N
      N
      N
    
    
      BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
      Bank of Tokyo-Mitsubishi UFJ Ltd. (New York Branch) 0.720000%
      06538MZR3
      0000867626
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0047
      5000050.00
      5000050.00
      0.0044
      N
      N
      Y
      N
    
    
      BIG BEAR LAKE CALIF
      Big Bear Lake CA Industrial Revenue (Southwest Gas Corp. Project) VRDO 0.620000%
      08901KAR9
      US08901KAR95
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2028-12-01
      N
      N
      N
      0.0062
      300000.00
      300000.00
      0.0003
      N
      N
      Y
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RJ85
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-08
      2016-09-08
      2016-09-08
      N
      N
      N
      0.0063
      249965.00
      249965.00
      0.0002
      N
      N
      Y
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RJC6
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-09-12
      2016-09-12
      N
      N
      N
      0.0067
      249945.00
      249945.00
      0.0002
      N
      N
      N
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RJD4
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-13
      2016-09-13
      2016-09-13
      N
      N
      N
      0.0063
      5998620.00
      5998620.00
      0.0053
      N
      N
      N
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RJE2
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-14
      2016-09-14
      2016-09-14
      N
      N
      N
      0.0064
      1749562.50
      1749562.50
      0.0015
      N
      N
      N
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RJG7
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-16
      2016-09-16
      2016-09-16
      N
      N
      N
      0.0088
      2249122.50
      2249122.50
      0.0020
      N
      N
      N
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RK42
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-04
      2016-10-04
      2016-10-04
      N
      N
      N
      0.0067
      499685.00
      499685.00
      0.0004
      N
      N
      N
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RKD2
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-13
      2016-10-13
      2016-10-13
      N
      N
      N
      0.0075
      4995500.00
      4995500.00
      0.0044
      N
      N
      N
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RKM2
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-21
      2016-10-21
      2016-10-21
      N
      N
      N
      0.0078
      1997780.00
      1997780.00
      0.0018
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 0.650000%
      13606AE38
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0056
      5000300.00
      5000300.00
      0.0044
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 0.896900%
      13606AF86
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2017-01-05
      2017-01-05
      N
      N
      N
      0.0096
      3999720.00
      3999720.00
      0.0035
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 1.124390%
      13606AW95
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-23
      2017-02-23
      2017-02-23
      N
      N
      N
      0.0116
      4999500.00
      4999500.00
      0.0044
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 0.930000%
      13606AXS2
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-11-18
      2016-11-18
      2016-11-18
      N
      N
      N
      0.0075
      5001800.00
      5001800.00
      0.0044
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 0.845900%
      13606AZE1
      US13606AZE18
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2016-12-02
      2016-12-02
      N
      N
      N
      0.0094
      4999350.00
      4999350.00
      0.0044
      N
      N
      N
      N
    
    
      CITIBANK NA
      Citibank NA 0.670000%
      17305TAH5
      0000036684
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0042
      4500045.00
      4500045.00
      0.0040
      N
      Y
      Y
      N
    
    
      CITIBANK NA
      Citibank NA 0.670000%
      17305TAJ1
      0000036684
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2016-09-02
      2016-09-02
      N
      N
      N
      0.0042
      4500045.00
      4500045.00
      0.0040
      N
      N
      Y
      N
    
    
      CITIBANK NA
      Citibank NA 0.600000%
      17305TBC5
      0000036684
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-13
      2016-09-13
      2016-09-13
      N
      N
      N
      0.0047
      2000100.00
      2000100.00
      0.0018
      N
      N
      N
      N
    
    
      CITIBANK NA
      Citibank NA 0.600000%
      17305TBL5
      0000036684
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-09-19
      2016-09-19
      N
      N
      N
      0.0050
      2000080.00
      2000080.00
      0.0018
      N
      N
      N
      N
    
    
      CITIBANK NA
      Citibank NA 0.630000%
      17305TCG5
      0000036684
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-29
      2016-09-29
      2016-09-29
      N
      N
      N
      0.0055
      5000250.00
      5000250.00
      0.0044
      N
      N
      N
      N
    
    
      CITIBANK NA
      Citibank NA 0.650000%
      17305TCR1
      0000036684
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0069
      4999800.00
      4999800.00
      0.0044
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AJ77
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0033
      999940.00
      999940.00
      0.0009
      N
      N
      Y
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AJE2
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-14
      2016-09-14
      2016-09-14
      N
      N
      N
      0.0034
      4999350.00
      4999350.00
      0.0044
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AKB6
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0058
      5946073.00
      5946073.00
      0.0053
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
      Commonwealth Bank of Australia (New York Branch) 1.005900%
      20271ELB3
      0000008565
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0107
      999960.00
      999960.00
      0.0009
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 1.013900%
      20272AQE9
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2017-02-03
      2017-02-03
      N
      N
      N
      0.0108
      999910.00
      999910.00
      0.0009
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.869940%
      20272AQJ8
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-26
      2016-09-26
      2016-09-26
      N
      N
      N
      0.0089
      2499975.00
      2499975.00
      0.0022
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.845900%
      20272AQM1
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2016-10-04
      2016-10-04
      N
      N
      N
      0.0090
      4999900.00
      4999900.00
      0.0044
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.863150%
      20272AQQ2
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0089
      2999910.00
      2999910.00
      0.0027
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.893830%
      20272AQR0
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-29
      2016-10-31
      2016-10-31
      N
      N
      N
      0.0096
      2249797.50
      2249797.50
      0.0020
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.893830%
      20272AQT6
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-30
      2016-11-01
      2016-11-01
      N
      N
      N
      0.0093
      2249910.00
      2249910.00
      0.0020
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 1.074390%
      20272ARW8
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-30
      2017-05-26
      2017-05-26
      N
      N
      N
      0.0113
      3748612.50
      3748612.50
      0.0033
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 1.073830%
      20272ARX6
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-27
      2017-05-19
      2017-05-19
      N
      N
      N
      0.0113
      1249550.00
      1249550.00
      0.0011
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.000000%
      20272DJE1
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-14
      2016-09-14
      2016-09-14
      N
      N
      N
      0.0086
      2749065.00
      2749065.00
      0.0024
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.000000%
      20272DJP6
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-23
      2016-09-23
      2016-09-23
      N
      N
      N
      0.0085
      1749055.00
      1749055.00
      0.0015
      N
      N
      N
      N
    
    
      CONNECTICUT HEALTH & EDUCATIONAL FACILITIES AUTHORITY
      Connecticut Health & Educational Facilities Authority Revenue (Yale University) VRDO 0.640000%
      20774YQN0
      US20774YQN03
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2048-07-01
      N
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0064
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH)
      Credit Agricole CIB (New York) 0.000000%
      22533TJ15
      0001330437
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0029
      21999780.00
      21999780.00
      0.0195
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL (NY BRANCH)
      Credit Industriel et Commercial (New York Branch) 0.410000%
      22536T5T6
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0045
      5000000.00
      5000000.00
      0.0044
      N
      N
      Y
      N
    
    
      CREDIT SUISSE AG (NEW YORK BRANCH)
      Credit Suisse (New York Branch) 0.680000%
      22549V4C4
      0001321482
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0043
      3000030.00
      3000030.00
      0.0027
      N
      N
      Y
      N
    
    
      CREDIT SUISSE AG (NEW YORK BRANCH)
      Credit Suisse (New York Branch) 0.680000%
      22549V6Q1
      0001321482
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0043
      5000050.00
      5000050.00
      0.0044
      N
      N
      Y
      N
    
    
      DANSKE CORP
      Danske Corp. 0.000000%
      2363F6M80
      MAES062Z21O4RZ2U7M96
      0000800177
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-08
      2016-12-08
      2016-12-08
      N
      N
      N
      0.0094
      2742877.50
      2742877.50
      0.0024
      N
      N
      N
      N
    
    
      DANSKE CORP
      Danske Corp. 0.000000%
      2363F6M98
      MAES062Z21O4RZ2U7M96
      0000800177
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-09
      2016-12-09
      2016-12-09
      N
      N
      N
      0.0094
      1246725.00
      1246725.00
      0.0011
      N
      N
      N
      N
    
    
      DANSKE CORP
      Danske Corp. 0.000000%
      2363F6MP2
      MAES062Z21O4RZ2U7M96
      0000800177
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-23
      2016-12-23
      2016-12-23
      N
      N
      N
      0.0096
      3987800.00
      3987800.00
      0.0035
      N
      N
      N
      N
    
    
      EXPORT DEVELOPMENT CANADA
      Export Development Canada 0.000000%
      30215GKH4
      Z6MHCSLXHKYG4B6PHW02
      0000276328
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-17
      2016-10-17
      2016-10-17
      N
      N
      N
      0.0065
      1998300.00
      1998300.00
      0.0018
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384E39
      US313384E397
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0025
      3344966.55
      3344966.55
      0.0030
      N
      Y
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384E96
      US313384E967
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0023
      1999920.00
      1999920.00
      0.0018
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384J34
      US313384J347
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0029
      29992200.00
      29992200.00
      0.0266
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384J42
      US313384J420
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-04
      2016-10-04
      2016-10-04
      N
      N
      N
      0.0029
      3299142.00
      3299142.00
      0.0029
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384J75
      US313384J750
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0029
      45286863.00
      45286863.00
      0.0401
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384K40
      US313384K402
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-12
      2016-10-12
      2016-10-12
      N
      N
      N
      0.0029
      2299241.00
      2299241.00
      0.0020
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384K99
      US313384K998
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-17
      2016-10-17
      2016-10-17
      N
      N
      N
      0.0029
      899667.00
      899667.00
      0.0008
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384M97
      US313384M978
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-02
      2016-11-02
      2016-11-02
      N
      N
      N
      0.0036
      499695.00
      499695.00
      0.0004
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384N39
      US313384N398
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-04
      2016-11-04
      2016-11-04
      N
      N
      N
      0.0036
      4996850.00
      4996850.00
      0.0044
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      Freddie Mac Discount Notes 0.000000%
      313396G64
      S6XOOCT0IEG5ABCC6L87
      US313396G644
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-20
      2016-09-20
      2016-09-20
      N
      N
      N
      0.0029
      3049542.50
      3049542.50
      0.0027
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      Freddie Mac Discount Notes 0.000000%
      313396J61
      S6XOOCT0IEG5ABCC6L87
      US313396J614
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-06
      2016-10-06
      2016-10-06
      N
      N
      N
      0.0031
      2799160.00
      2799160.00
      0.0025
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      Freddie Mac Discount Notes 0.000000%
      313396L50
      S6XOOCT0IEG5ABCC6L87
      US313396L503
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-21
      2016-10-21
      2016-10-21
      N
      N
      N
      0.0032
      999560.00
      999560.00
      0.0009
      N
      N
      Y
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.915000%
      40428A2F3
      1IE8VN30JCEQV1H4R804
      US40428A2F31
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-12-02
      2016-12-02
      2016-12-02
      N
      N
      N
      0.0076
      1665616.05
      1665616.05
      0.0015
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 1.039260%
      40428A3A3
      1IE8VN30JCEQV1H4R804
      US40428A3A35
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2017-03-01
      2017-03-01
      N
      N
      N
      0.0115
      4999500.00
      4999500.00
      0.0044
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.865900%
      40428AU54
      1IE8VN30JCEQV1H4R804
      US40428AU540
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2016-09-02
      2016-09-02
      N
      N
      N
      0.0092
      5000000.00
      5000000.00
      0.0044
      N
      N
      Y
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.903900%
      40428AW37
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0096
      2999940.00
      2999940.00
      0.0027
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.950000%
      40428AX51
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-19
      2016-10-19
      2016-10-19
      N
      N
      N
      0.0069
      1750542.50
      1750542.50
      0.0015
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.898400%
      40428AY50
      1IE8VN30JCEQV1H4R804
      US40428AY500
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-11-07
      2016-11-07
      N
      N
      N
      0.0096
      1999920.00
      1999920.00
      0.0018
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.893900%
      40428AY68
      1IE8VN30JCEQV1H4R804
      US40428AY682
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-11-04
      2016-11-04
      N
      N
      N
      0.0096
      999960.00
      999960.00
      0.0009
      N
      N
      N
      N
    
    
      HENKEL OF AMERICA INC
      Henkel of America Inc. 0.000000%
      42550LJ67
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0033
      9399530.00
      9399530.00
      0.0083
      N
      N
      Y
      N
    
    
      HENKEL OF AMERICA INC
      Henkel of America Inc. 0.000000%
      42550LKB4
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0058
      499670.00
      499670.00
      0.0004
      N
      N
      N
      N
    
    
      ING US FUNDING LLC
      ING US Funding LLC 0.000000%
      4497W0J66
      0001039765
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0033
      2499875.00
      2499875.00
      0.0022
      N
      N
      Y
      N
    
    
      ING US FUNDING LLC
      ING US Funding LLC 0.000000%
      4497W0M70
      0001039765
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-07
      2016-12-07
      2016-12-07
      N
      N
      N
      0.0094
      4987150.00
      4987150.00
      0.0044
      N
      N
      N
      N
    
    
      ING US FUNDING LLC
      ING US Funding LLC 0.000000%
      4497W0M88
      0001039765
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-08
      2016-12-08
      2016-12-08
      N
      N
      N
      0.0094
      2742850.00
      2742850.00
      0.0024
      N
      N
      N
      N
    
    
      ING US FUNDING LLC
      ING US Funding LLC 0.000000%
      4497W0MK1
      0001039765
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-19
      2016-12-19
      2016-12-19
      N
      N
      N
      0.0095
      1994180.00
      1994180.00
      0.0018
      N
      N
      N
      N
    
    
      ILLINOIS FINANCE AUTHORITY
      Illinois Finance Authority Revenue (Northwestern University) VRDO 0.600000%
      45203HYX4
      549300ZG6UBPNNNRN315
      US45203HYX42
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2046-12-01
      N
      N
      N
      0.0060
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      INDIANA FINANCE AUTHORITY
      Indiana Finance Authority Health System Revenue (Sisters of St. Francis Health Services Inc. Obligated Group) VRDO 0.650000%
      45470YBE0
      549300PS0PAS7NDSSI20
      US45470YBE05
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2048-09-01
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0065
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      LOS ANGELES, CITY OF (CA) - DEPARTMENT OF WATER & POWER
      Los Angeles CA Department of Water & Power Revenue TOB VRDO 0.780000%
      46633VJ75
      549300S8NXV6YU61GG95
      US46633VJ753
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2050-07-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        7
        Y
      
      N
      N
      0.0078
      145000.00
      145000.00
      0.0001
      N
      N
      Y
      N
    
    
      MASSACHUSETTS, COMMONWEALTH OF
      Massachusetts Transportation Fund Revenue TOB VRDO 0.780000%
      46633VK99
      5493001N1YCXNI1O7K10
      US46633VK991
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2040-06-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        7
        Y
      
      N
      N
      0.0078
      100000.00
      100000.00
      0.0001
      N
      N
      Y
      N
    
    
      SEATTLE MUNICIPAL POWER & LIGHT (WA)
      Seattle WA Municipal Light & Power Revenue TOB VRDO 0.780000%
      46633VTB5
      US46633VTB52
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2040-02-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        7
        Y
      
      N
      N
      0.0078
      100000.00
      100000.00
      0.0001
      N
      N
      Y
      N
    
    
      BLACKROCK MUNIVEST FUND II, INC. (MVT) (VMTP)
      BlackRock MuniVest Fund II, Inc. TOB VRDO 0.590000%
      46636YHW3
      US46636YHW30
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      1150000.00
      1150000.00
      0.0010
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL INCOME TRUST
      BlackRock Municipal Income Trust TOB VRDO 0.590000%
      46636YHY9
      US46636YHY95
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      1650000.00
      1650000.00
      0.0015
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIVEST FUND, INC. (MVP) (VMTP)
      BlackRock MuniVest Fund, Inc. TOB VRDO 0.590000%
      46636YJA9
      US46636YJA91
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      1000000.00
      1000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL INCOME TRUST II (BLE) (VMTP)
      BlackRock Municipal Income Trust II TOB VRDO 0.590000%
      46636YKK5
      US46636YKK54
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      2000000.00
      2000000.00
      0.0018
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS QUALITY FUND II INC
      BlackRock MuniHoldings Quality Fund II, Inc. TOB VRDO 0.590000%
      46636YKM1
      US46636YKM11
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      1550000.00
      1550000.00
      0.0014
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
      BlackRock MuniYield Investment Quality Fund TOB VRDO 0.590000%
      46636YKP4
      US46636YKP42
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      1000000.00
      1000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL BOND TRUST
      BlackRock Municipal Bond Trust TOB VRDO 0.590000%
      46636YLF5
      US46636YLF50
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      285000.00
      285000.00
      0.0003
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
      BlackRock Municipal Income Investment Quality Trust TOB VRDO 0.590000%
      46636YLH1
      US46636YLH17
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      300000.00
      300000.00
      0.0003
      N
      Y
      Y
      N
    
    
      BLACKROCK STRATEGIC MUNICIPAL TRUST
      BlackRock Strategic Municipal Trust TOB VRDO 0.590000%
      46636YLK4
      US46636YLK46
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      200000.00
      200000.00
      0.0002
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS FUND INC
      BlackRock MuniHoldings Fund, Inc. TOB VRDO 0.590000%
      46636YLM0
      US46636YLM02
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      195000.00
      195000.00
      0.0002
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
      BlackRock MuniYield Investment Quality Fund TOB VRDO 0.590000%
      46636YLP3
      US46636YLP33
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      380000.00
      380000.00
      0.0003
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS FUND II INC
      BlackRock MuniHoldings Fund II, Inc. TOB VRDO 0.590000%
      46636YLR9
      US46636YLR98
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      330000.00
      330000.00
      0.0003
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS QUALITY FUND INC
      BlackRock MuniHoldings Quality Fund II, Inc. TOB VRDO 0.590000%
      46636YLT5
      US46636YLT54
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      390000.00
      390000.00
      0.0003
      N
      Y
      Y
      N
    
    
      JPMORGAN CHASE BANK NA
      JPMorgan Chase Bank NA 1.062440%
      46639XBH1
      7H6GLXDRUGQFU57RNE97
      US46639XBH17
      0001327421
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2017-04-21
      2017-04-21
      N
      N
      N
      0.0110
      499930.00
      499930.00
      0.0004
      N
      N
      N
      N
    
    
      JPMORGAN CHASE BANK NA
      JPMorgan Chase Bank NA 1.045900%
      46639XBK4
      7H6GLXDRUGQFU57RNE97
      US46639XBK46
      0001327421
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2017-05-02
      2017-05-02
      N
      N
      N
      0.0109
      499965.00
      499965.00
      0.0004
      N
      N
      N
      N
    
    
      LLOYDS BANK PLC
      Lloyds Bank plc 0.000000%
      53943RJL4
      H7FNTJ4851HG0EXQ1Z70
      0001167831
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-20
      2016-09-20
      2016-09-20
      N
      N
      N
      0.0070
      2998830.00
      2998830.00
      0.0027
      N
      N
      N
      N
    
    
      MARYLAND ECONOMIC DEVELOPMENT CORPORATION
      Maryland Economic Development Corp. Revenue (Howard Hughes Medical Institute) VRDO 0.620000%
      574205FZ8
      549300JJ16DDBSZWSN94
      US574205FZ84
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2043-05-15
      N
      N
      N
      0.0062
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.000000%
      63254EJC5
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-09-12
      2016-09-12
      N
      N
      N
      0.0034
      2999670.00
      2999670.00
      0.0027
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.000000%
      63254EKD1
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-13
      2016-10-13
      2016-10-13
      N
      N
      N
      0.0058
      4996500.00
      4996500.00
      0.0044
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.000000%
      63254EKQ2
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-24
      2016-10-24
      2016-10-24
      N
      N
      N
      0.0058
      3996520.00
      3996520.00
      0.0035
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.000000%
      63254ELM0
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-21
      2016-11-21
      2016-11-21
      N
      N
      N
      0.0083
      4990500.00
      4990500.00
      0.0044
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.923900%
      63254GCD5
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2017-03-03
      2017-03-03
      N
      N
      N
      0.0097
      2999760.00
      2999760.00
      0.0027
      N
      N
      N
      N
    
    
      NATIXIS (NEW YORK BRANCH)
      Natixis (New York Branch) 0.000000%
      63873JJ19
      KX1WK48MPD4Y2NCUIZ63
      0001274981
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0029
      15999840.00
      15999840.00
      0.0142
      N
      Y
      Y
      N
    
    
      NESTLE CAPITAL CORP
      Nestle Capital Corp. 0.000000%
      64105GJ13
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0029
      499995.00
      499995.00
      0.0004
      N
      Y
      Y
      N
    
    
      NESTLE CAPITAL CORP
      Nestle Capital Corp. 0.000000%
      64105GJ62
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0033
      499975.00
      499975.00
      0.0004
      N
      N
      Y
      N
    
    
      NESTLE FINANCE INTERNATIONAL LTD
      Nestle Finance International Ltd. 0.000000%
      64105RJ68
      0KLLMNHINTFDRMU6DI05
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0057
      999900.00
      999900.00
      0.0009
      N
      N
      Y
      N
    
    
      NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY
      New Jersey Housing & Mortgage Finance Agency Multi-Family Housing Revenue 0.550000%
      646108RL6
      5493002ONULJL0FIGU24
      US646108RL64
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2028-05-01
      N
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0055
      4375000.00
      4375000.00
      0.0039
      N
      N
      Y
      N
    
    
      NEW YORK CITY HEALTH & HOSPITALS CORP. (NY)
      New York City NY Health & Hospital Corp. Revenue (Health System) VRDO 0.640000%
      649674GR3
      US649674GR36
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2031-02-15
      N
      Y
      
        TD BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0064
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      New York State Housing Finance Agency Housing Revenue (10 Liberty Street) VRDO 0.640000%
      64986MC78
      5493000LS7KCDB02O506
      US64986MC780
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2035-05-01
      N
      Y
      
        FEDERAL HOME LOAN MORTGAGE CORPO
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0064
      300000.00
      300000.00
      0.0003
      N
      N
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      NEW YORK ST HSG FIN AGY REV ISSUES DTD PRIOR TO12/10/2009 SEE 64986M FOR ADDLISSUES SE 64987B VAR-RIVERSIDE CTR 2 HSG-A-3 0.650000%
      64986UB48
      5493000LS7KCDB02O506
      US64986UB488
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2046-11-01
      N
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0065
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FJE6
      6SCPQ280AIY8EP3XFW53
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-14
      2016-09-14
      2016-09-14
      N
      N
      N
      0.0085
      2749092.50
      2749092.50
      0.0024
      N
      N
      N
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FJL0
      6SCPQ280AIY8EP3XFW53
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-20
      2016-09-20
      2016-09-20
      N
      N
      N
      0.0083
      1999080.00
      1999080.00
      0.0018
      N
      N
      N
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FJM8
      6SCPQ280AIY8EP3XFW53
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2016-09-21
      2016-09-21
      N
      N
      N
      0.0083
      5997120.00
      5997120.00
      0.0053
      N
      N
      N
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FLE3
      6SCPQ280AIY8EP3XFW53
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-14
      2016-11-14
      2016-11-14
      N
      N
      N
      0.0091
      2994300.00
      2994300.00
      0.0027
      N
      N
      N
      N
    
    
      NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
      Nordea Bank Finland plc (New York Branch) 0.630000%
      65558LQY1
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-28
      2016-09-28
      2016-09-28
      N
      N
      N
      0.0055
      5500275.00
      5500275.00
      0.0049
      N
      N
      N
      N
    
    
      ONTARIO TEACHERS FINANCE TRUST
      Ontario Teachers' Finance Trust 0.000000%
      68325KJC5
      0000937567
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-09-12
      2016-09-12
      N
      N
      N
      0.0091
      999700.00
      999700.00
      0.0009
      N
      N
      N
      N
    
    
      ONTARIO TEACHERS FINANCE TRUST
      Ontario Teachers' Finance Trust 0.000000%
      68325KKB5
      0000937567
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0092
      737225.10
      737225.10
      0.0007
      N
      N
      N
      N
    
    
      ONTARIO TEACHERS FINANCE TRUST
      Ontario Teachers' Finance Trust 0.000000%
      68325KKS8
      0000937567
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-26
      2016-10-26
      2016-10-26
      N
      N
      N
      0.0093
      998550.00
      998550.00
      0.0009
      N
      N
      N
      N
    
    
      ONTARIO TEACHERS FINANCE TRUST
      Ontario Teachers' Finance Trust 0.000000%
      68325KKX7
      0000937567
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-31
      2016-10-31
      2016-10-31
      N
      N
      N
      0.0094
      9984100.00
      9984100.00
      0.0088
      N
      N
      N
      N
    
    
      ONTARIO TEACHERS FINANCE TRUST
      Ontario Teachers' Finance Trust 0.000000%
      68325KLF5
      0000937567
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-15
      2016-11-15
      2016-11-15
      N
      N
      N
      0.0099
      997910.00
      997910.00
      0.0009
      N
      N
      N
      N
    
    
      ONTARIO TEACHERS FINANCE TRUST
      Ontario Teachers' Finance Trust 0.000000%
      68325KM56
      0000937567
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-05
      2016-12-05
      2016-12-05
      N
      N
      N
      0.0102
      4986400.00
      4986400.00
      0.0044
      N
      N
      N
      N
    
    
      ONTARIO TEACHERS FINANCE TRUST
      Ontario Teachers' Finance Trust 1.139940%
      68327AAG5
      0000937567
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2017-03-02
      2017-03-02
      N
      N
      N
      0.0117
      999900.00
      999900.00
      0.0009
      N
      N
      N
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370AJ62
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0066
      249972.50
      249972.50
      0.0002
      N
      N
      Y
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370AJ88
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-08
      2016-09-08
      2016-09-08
      N
      N
      N
      0.0063
      249965.00
      249965.00
      0.0002
      N
      N
      Y
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370AJK1
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-09-19
      2016-09-19
      N
      N
      N
      0.0063
      4998350.00
      4998350.00
      0.0044
      N
      N
      N
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370AK37
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0066
      5057912.79
      5057912.79
      0.0045
      N
      N
      N
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370AK45
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-04
      2016-10-04
      2016-10-04
      N
      N
      N
      0.0068
      1998720.00
      1998720.00
      0.0018
      N
      N
      N
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370ALH5
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-17
      2016-11-17
      2016-11-17
      N
      N
      N
      0.0075
      1247962.50
      1247962.50
      0.0011
      N
      N
      N
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370ALM4
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-21
      2016-11-21
      2016-11-21
      N
      N
      N
      0.0075
      2495725.00
      2495725.00
      0.0022
      N
      N
      N
      N
    
    
      RECKITT BENCKISER TREASURY SERVICES PLC
      Reckitt Benckiser Treasury Services plc 0.000000%
      7562E0K39
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0078
      1628826.40
      1628826.40
      0.0014
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.877440%
      78009NA63
      US78009NA639
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-10-18
      2016-10-18
      N
      N
      N
      0.0091
      4499820.00
      4499820.00
      0.0040
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.863900%
      78009NB39
      US78009NB397
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-11-04
      2016-11-04
      N
      N
      N
      0.0093
      1999920.00
      1999920.00
      0.0018
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.960000%
      78009NC79
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-12-16
      2016-12-16
      2016-12-16
      N
      N
      N
      0.0076
      1750962.50
      1750962.50
      0.0016
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.980000%
      78009NC95
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-12-21
      2016-12-21
      2016-12-21
      N
      N
      N
      0.0076
      3001920.00
      3001920.00
      0.0027
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.893900%
      78009NE28
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0096
      4999550.00
      4999550.00
      0.0044
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 1.107440%
      78009NG75
      US78009NG750
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2017-02-17
      2017-02-17
      N
      N
      N
      0.0117
      2999700.00
      2999700.00
      0.0027
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.853900%
      78009NZV1
      US78009NZV18
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0091
      2249955.00
      2249955.00
      0.0020
      N
      N
      N
      N
    
    
      SACRAMENTO CALIF MUN UTIL DIST
      Sacramento CA Municipal Utility District Revenue VRDO 0.560000%
      786005SD1
      E3GSVR6ZOU1MX2V7HF33
      US786005SD12
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2041-08-15
      N
      Y
      
        US BANK NATIONAL ASSOCIATION
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0003
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      SANOFI SA
      Sanofi 0.000000%
      8010M2JD5
      549300E9PC51EN656011
      0001121404
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-13
      2016-09-13
      2016-09-13
      N
      N
      N
      0.0055
      1999600.00
      1999600.00
      0.0018
      N
      N
      N
      N
    
    
      SANOFI SA
      Sanofi 0.000000%
      8010M2JW3
      549300E9PC51EN656011
      0001121404
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-30
      2016-09-30
      2016-09-30
      N
      N
      N
      0.0060
      1999000.00
      1999000.00
      0.0018
      N
      N
      N
      N
    
    
      SIEMENS CAPITAL CO LLC
      Siemens Capital Co. LLC 0.000000%
      82619TJS7
      0001135644
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-26
      2016-09-26
      2016-09-26
      N
      N
      N
      0.0045
      1749440.00
      1749440.00
      0.0015
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
      Skandinaviska Enskilda Banken (New York Branch) 0.590000%
      83050FHM6
      0001534653
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-09-12
      2016-09-12
      N
      N
      N
      0.0046
      5000100.00
      5000100.00
      0.0044
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH)
      Skandinaviska Enskilda Banken (New York Branch) 0.400000%
      83050FKS9
      0001534653
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0044
      11000000.00
      11000000.00
      0.0097
      N
      N
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      Skandinaviska Enskilda Banken AB 0.000000%
      83050TJ28
      F3JS33DEI6XQ4ZBPTN86
      0001534653
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2016-09-02
      2016-09-02
      N
      N
      N
      0.0081
      249990.00
      249990.00
      0.0002
      N
      N
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      Skandinaviska Enskilda Banken AB 0.000000%
      83050TJ77
      F3JS33DEI6XQ4ZBPTN86
      0001534653
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0082
      4999200.00
      4999200.00
      0.0044
      N
      N
      Y
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB
      Skandinaviska Enskilda Banken AB 0.000000%
      83050TMU2
      F3JS33DEI6XQ4ZBPTN86
      0001534653
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-28
      2016-12-28
      2016-12-28
      N
      N
      N
      0.0089
      3988200.00
      3988200.00
      0.0035
      N
      N
      N
      N
    
    
      SOCIETE GENERALE SA
      Societe Generale SA 0.000000%
      83369BJ15
      O2RNE8IBXP4R0TD8PU41
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0030
      22000000.00
      22000000.00
      0.0195
      N
      Y
      Y
      N
    
    
      STATE STREET BANK AND TRUST COMPANY
      State Street Bank & Trust Co. 0.848400%
      8574P1HW9
      571474TGEMMWANRLN572
      0000093748
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-10-06
      2016-10-06
      N
      N
      N
      0.0089
      2999940.00
      2999940.00
      0.0027
      N
      N
      N
      N
    
    
      STATE STREET BANK AND TRUST COMPANY
      State Street Bank & Trust Co. 0.857440%
      8574P1HX7
      571474TGEMMWANRLN572
      0000093748
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-10-18
      2016-10-18
      N
      N
      N
      0.0089
      2999880.00
      2999880.00
      0.0027
      N
      N
      N
      N
    
    
      STATE STREET BANK AND TRUST COMPANY
      State Street Bank & Trust Co. 0.871060%
      8574P1JE7
      571474TGEMMWANRLN572
      US8574P1JE78
      0000093748
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-23
      2016-11-23
      2016-11-23
      N
      N
      N
      0.0091
      1499925.00
      1499925.00
      0.0013
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      Sumitomo Mitsui Banking Corporation (New York Branch) 0.680000%
      86563Q2S8
      0001022837
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-22
      2016-09-22
      2016-09-22
      N
      N
      N
      0.0055
      7000420.00
      7000420.00
      0.0062
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      Sumitomo Mitsui Banking Corporation (New York Branch) 0.730000%
      86563Q5H9
      0001022837
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0069
      5000200.00
      5000200.00
      0.0044
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      Sumitomo Mitsui Banking Corporation (New York Branch) 0.880000%
      86563YBP7
      0001022837
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-11-15
      2016-11-15
      2016-11-15
      N
      N
      N
      0.0075
      5001250.00
      5001250.00
      0.0044
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      Sumitomo Mitsui Banking Corporation (New York Branch) 0.900000%
      86563YCV3
      0001022837
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-12-01
      2016-12-01
      2016-12-01
      N
      N
      N
      0.0075
      4001480.00
      4001480.00
      0.0035
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      Svenska HandelsBanken (New York Branch) 0.868400%
      86958D2U5
      0001448613
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-11-07
      2016-11-07
      N
      N
      N
      0.0092
      4999900.00
      4999900.00
      0.0044
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      Svenska HandelsBanken (New York Branch) 0.883900%
      86958D5H1
      US86958D5H15
      0001448613
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2017-01-09
      2017-01-09
      N
      N
      N
      0.0094
      4999600.00
      4999600.00
      0.0044
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      Svenska HandelsBanken (New York Branch) 0.850000%
      86958DW73
      0001448613
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2016-09-09
      2016-09-09
      N
      N
      N
      0.0045
      1000030.00
      1000030.00
      0.0009
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      Svenska HandelsBanken (New York Branch) 0.860000%
      86958DY22
      0001448613
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-14
      2016-09-14
      2016-09-14
      N
      N
      N
      0.0047
      7000630.00
      7000630.00
      0.0062
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB
      Svenska Handelsbanken AB 0.000000%
      86960JL11
      0001448613
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-11-01
      2016-11-01
      2016-11-01
      N
      N
      N
      0.0084
      4992750.00
      4992750.00
      0.0044
      N
      N
      N
      N
    
    
      SWEDBANK AB
      Swedbank AB 0.000000%
      87019RJL1
      M312WZV08Y7LYUC71685
      0000946431
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-20
      2016-09-20
      2016-09-20
      N
      N
      N
      0.0059
      6997690.00
      6997690.00
      0.0062
      N
      N
      N
      N
    
    
      SWEDBANK AB NEW YORK BRANCH
      Swedbank AB (New York Branch) 0.820000%
      87019UJF7
      0000946431
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-27
      2016-10-27
      2016-10-27
      N
      N
      N
      0.0065
      10002400.00
      10002400.00
      0.0089
      N
      N
      N
      N
    
    
      SWEDBANK AB NEW YORK BRANCH
      Swedbank AB (New York Branch) 1.082440%
      87019UPP8
      0000946431
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-22
      2017-02-22
      2017-02-22
      N
      N
      N
      0.0113
      4999500.00
      4999500.00
      0.0044
      N
      N
      N
      N
    
    
      SWEDBANK AB NEW YORK BRANCH
      Swedbank AB (New York Branch) 0.890000%
      87019UPZ6
      0000946431
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-12-27
      2016-12-27
      2016-12-27
      N
      N
      N
      0.0075
      5002150.00
      5002150.00
      0.0044
      N
      N
      N
      N
    
    
      SWEDBANK AB NEW YORK BRANCH
      Swedbank AB (New York Branch) 1.093830%
      87019UQA0
      0000946431
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-29
      2017-03-01
      2017-03-01
      N
      N
      N
      0.0109
      3000000.00
      3000000.00
      0.0027
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.871060%
      89113E3G9
      US89113E3G98
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-23
      2016-09-23
      2016-09-23
      N
      N
      N
      0.0089
      5999940.00
      5999940.00
      0.0053
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.868400%
      89113E5W2
      US89113E5W21
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-11-07
      2016-11-07
      N
      N
      N
      0.0094
      4999700.00
      4999700.00
      0.0044
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 1.000000%
      89113EL79
      US89113EL798
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-11-08
      2016-11-08
      2016-11-08
      N
      N
      N
      0.0075
      1800774.00
      1800774.00
      0.0016
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.907440%
      89113WAU0
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-12-19
      2016-12-19
      N
      N
      N
      0.0095
      3999720.00
      3999720.00
      0.0035
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 1.144110%
      89113WHD1
      US89113WHD11
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2017-03-21
      2017-03-21
      N
      N
      N
      0.0118
      4999400.00
      4999400.00
      0.0044
      N
      N
      N
      N
    
    
      TOTAL CAPITAL CANADA LTD
      Total Capital Canada Ltd. 0.000000%
      89153PJK9
      5299005IX98ZZ9LSGK46
      0000879764
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-19
      2016-09-19
      2016-09-19
      N
      N
      N
      0.0060
      499840.00
      499840.00
      0.0004
      N
      N
      N
      N
    
    
      TOTAL CAPITAL CANADA LTD
      Total Capital Canada Ltd. 0.000000%
      89153PK50
      5299005IX98ZZ9LSGK46
      0000879764
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-05
      2016-10-05
      2016-10-05
      N
      N
      N
      0.0063
      249847.50
      249847.50
      0.0002
      N
      N
      N
      N
    
    
      TOTAL CAPITAL CANADA LTD
      Total Capital Canada Ltd. 0.000000%
      89153PK76
      5299005IX98ZZ9LSGK46
      0000879764
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0062
      5246640.00
      5246640.00
      0.0046
      N
      N
      N
      N
    
    
      TOTAL CAPITAL CANADA LTD
      Total Capital Canada Ltd. 0.000000%
      89153PKB7
      5299005IX98ZZ9LSGK46
      0000879764
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0062
      999290.00
      999290.00
      0.0009
      N
      N
      N
      N
    
    
      TOYOTA CREDIT CANADA INC
      Toyota Credit Canada Inc. 0.000000%
      89232CK39
      HJZQGXYTVV2NWJZLPW74
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0034
      499845.00
      499845.00
      0.0004
      N
      N
      N
      N
    
    
      TOYOTA CREDIT CANADA INC
      Toyota Credit Canada Inc. 0.000000%
      89232CM94
      HJZQGXYTVV2NWJZLPW74
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-09
      2016-12-09
      2016-12-09
      N
      N
      N
      0.0090
      4987500.00
      4987500.00
      0.0044
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GJN7
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-22
      2016-09-22
      2016-09-22
      N
      N
      N
      0.0045
      1749527.50
      1749527.50
      0.0015
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GM86
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-08
      2016-12-08
      2016-12-08
      N
      N
      N
      0.0094
      748050.00
      748050.00
      0.0007
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GMD5
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-13
      2016-12-13
      2016-12-13
      N
      N
      N
      0.0094
      747952.50
      747952.50
      0.0007
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GME3
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-14
      2016-12-14
      2016-12-14
      N
      N
      N
      0.0094
      747937.50
      747937.50
      0.0007
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GMK9
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-19
      2016-12-19
      2016-12-19
      N
      N
      N
      0.0094
      997120.00
      997120.00
      0.0009
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GML7
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-12-20
      2016-12-20
      2016-12-20
      N
      N
      N
      0.0094
      498545.00
      498545.00
      0.0004
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GN44
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2017-01-04
      2017-01-04
      2017-01-04
      N
      N
      N
      0.0105
      4981550.00
      4981550.00
      0.0044
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GN69
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2017-01-06
      2017-01-06
      2017-01-06
      N
      N
      N
      0.0106
      1494375.00
      1494375.00
      0.0013
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.857100%
      89236TCS2
      Z2VZBHUMB7PWWJ63I008
      US89236TCS24
      0001094517
      Other Instrument
      Corporate Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0098
      4999450.00
      4999450.00
      0.0044
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 1.044500%
      89236TDB8
      Z2VZBHUMB7PWWJ63I008
      US89236TDB89
      0001094517
      Other Instrument
      Corporate Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-10-24
      2017-04-24
      2017-04-24
      N
      N
      N
      0.0100
      3002940.00
      3002940.00
      0.0027
      N
      N
      N
      N
    
    
      UNILEVER CAPITAL CORP
      Unilever Capital Corp. 0.000000%
      90477DJ64
      MYF1DAS6G5WY7PRWCU78
      0000707848
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0033
      5249737.50
      5249737.50
      0.0046
      N
      N
      Y
      N
    
    
      UNILEVER CAPITAL CORP
      Unilever Capital Corp. 0.000000%
      90477DJC1
      MYF1DAS6G5WY7PRWCU78
      0000707848
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-09-12
      2016-09-12
      N
      N
      N
      0.0034
      499945.00
      499945.00
      0.0004
      N
      N
      N
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Bill 0.000000%
      912796HQ5
      US912796HQ56
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-10
      2016-11-10
      2016-11-10
      N
      N
      N
      0.0028
      74960250.00
      74960250.00
      0.0664
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Bill 0.000000%
      912796JQ3
      US912796JQ39
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-20
      2016-10-20
      2016-10-20
      N
      N
      N
      0.0023
      49984500.00
      49984500.00
      0.0443
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Bill 0.000000%
      912796JR1
      US912796JR12
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-27
      2016-10-27
      2016-10-27
      N
      N
      N
      0.0024
      59977800.00
      59977800.00
      0.0531
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Bill 0.000000%
      912796JU4
      US912796JU41
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-17
      2016-11-17
      2016-11-17
      N
      N
      N
      0.0027
      64962950.00
      64962950.00
      0.0575
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Floating Rate Note 0.388290%
      912828F70
      US912828F700
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-10-31
      2016-10-31
      N
      N
      N
      0.0036
      14500725.00
      14500725.00
      0.0128
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Note/Bond 4.625000%
      912828FY1
      US912828FY19
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-11-15
      2016-11-15
      2016-11-15
      N
      N
      N
      0.0040
      10085900.00
      10085900.00
      0.0089
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Floating Rate Note 0.419280%
      912828H60
      US912828H607
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2017-01-31
      2017-01-31
      N
      N
      N
      0.0037
      24301087.97
      24301087.97
      0.0215
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Note/Bond 3.125000%
      912828LU2
      US912828LU23
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-31
      2016-10-31
      2016-10-31
      N
      N
      N
      0.0034
      5022650.00
      5022650.00
      0.0044
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Note/Bond 3.250000%
      912828MD9
      US912828MD98
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-12-31
      2016-12-31
      2016-12-31
      N
      N
      N
      0.0049
      15135900.00
      15135900.00
      0.0134
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Note/Bond 1.000000%
      912828RM4
      US912828RM43
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-10-31
      2016-10-31
      2016-10-31
      N
      N
      N
      0.0033
      2502725.00
      2502725.00
      0.0022
      N
      Y
      Y
      N
    
    
      BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM
      University of Texas Permanent University Fund Revenue VRDO 0.560000%
      9151153W7
      TEHUYFNKZR6XVWLGEU86
      US9151153W72
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2037-07-01
      N
      N
      N
      0.0056
      250000.00
      250000.00
      0.0002
      N
      N
      Y
      N
    
    
      UNIVERSITY OF TEXAS SYSTEM - REVENUE FINANCING SYSTEM (RFS)
      Board of Regents of the University of Texas System Revenue Financing System Revenue VRDO 0.550000%
      915137T86
      TEHUYFNKZR6XVWLGEU86
      US915137T860
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2025-08-01
      N
      N
      N
      0.0055
      750000.00
      750000.00
      0.0007
      N
      N
      Y
      N
    
    
      UNIVERSITY OF TEXAS SYSTEM - REVENUE FINANCING SYSTEM (RFS)
      Board of Regents of the University of Texas System Revenue Financing System Revenue VRDO 0.550000%
      915137T94
      TEHUYFNKZR6XVWLGEU86
      US915137T944
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2016-09-07
      2032-08-01
      Y
      
        UNIV OF TX INVST MGT CO
        
          N/A
          N/A
        
        1.0000
        7
        Y
      
      N
      N
      0.0055
      1000000.00
      1000000.00
      0.0009
      N
      N
      Y
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.972440%
      94988ENG9
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-22
      2017-01-11
      2017-01-11
      N
      N
      N
      0.0102
      1499880.00
      1499880.00
      0.0013
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 1.005900%
      94988EQE1
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-02
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0107
      3999840.00
      3999840.00
      0.0035
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.863900%
      94988EQL5
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0092
      4999950.00
      4999950.00
      0.0044
      N
      N
      Y
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.893830%
      94988EST6
      KB1H1DSPRFMYMCUFXT09
      US94988EST63
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-28
      2016-10-28
      2016-10-28
      N
      N
      N
      0.0091
      2999910.00
      2999910.00
      0.0027
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.910000%
      94988EUQ9
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-11-10
      2016-11-10
      2016-11-10
      N
      N
      N
      0.0073
      2000620.00
      2000620.00
      0.0018
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.856650%
      94988EVC9
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-16
      2016-11-16
      2016-11-16
      N
      N
      N
      0.0091
      2999850.00
      2999850.00
      0.0027
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.843900%
      96121TL30
      US96121TL303
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0088
      5000000.00
      5000000.00
      0.0044
      N
      Y
      Y
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.841060%
      96121TM21
      US96121TM210
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0084
      2000000.00
      2000000.00
      0.0018
      N
      Y
      Y
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.871060%
      96121TM39
      US96121TM392
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-23
      2016-09-23
      2016-09-23
      N
      N
      N
      0.0089
      999990.00
      999990.00
      0.0009
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.843900%
      96121TM96
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0090
      4999900.00
      4999900.00
      0.0044
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.940000%
      96121TN95
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-17
      2016-10-17
      2016-10-17
      N
      N
      N
      0.0069
      2000560.00
      2000560.00
      0.0018
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.860000%
      96121TQ92
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-28
      2016-09-28
      2016-09-28
      N
      N
      N
      0.0055
      1000190.00
      1000190.00
      0.0009
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.948400%
      96121TT32
      US96121TT322
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2017-03-07
      2017-03-07
      N
      N
      N
      0.0100
      4999450.00
      4999450.00
      0.0044
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      Westpac Banking Corp. 1.013830%
      9612C4SU6
      EN5TNI6CI43VEPAMHL14
      0000719245
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-27
      2017-01-27
      2017-01-27
      N
      N
      N
      0.0104
      6999720.00
      6999720.00
      0.0062
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      Westpac Banking Corp. 1.059940%
      9612C4TK7
      EN5TNI6CI43VEPAMHL14
      0000719245
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-26
      2017-05-26
      2017-05-26
      N
      N
      N
      0.0108
      4249660.00
      4249660.00
      0.0038
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.680000%
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      BVN3XQ899
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0069
      5000000.00
      5000000.00
      0.0044
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.680000%
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      BVN3XTSU4
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-12
      2016-10-12
      2016-10-12
      N
      N
      N
      0.0069
      3000000.00
      3000000.00
      0.0027
      N
      N
      N
      N
    
    
      Vanguard Variable Insurance Funds
      2016-09-08
      Glenn Booraem
      Glenn Booraem
      Treasurer
    
  

You May Also Be Interested In

• American Vanguard Corp. (AVD) PT Raised to $20 at Loop Capital