Form N-MFP1 VANGUARD VARIABLE INSURA For: Jul 31

  
    N-MFP1
    
      
        
          0000857490
          XXXXXXXX
        
      
      
      
    
  
  
    
      2016-07-31
      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
      46
      65
      
        247385157.41
        241172224.95
        257418963.15
        341395601.62
        343802474.31
      
      
        480883638.36
        474379550.19
        507371502.03
        535801124.29
        517948677.00
      
      
        0.2082
        0.2034
        0.2155
        0.2842
        0.2872
      
      
        0.4048
        0.4001
        0.4248
        0.4460
        0.4327
      
      112.12
      1195880631.19
      1195790210.34
      876511.16
      30502047.66
      1166255206.81
      1165750511.5300
      1.0000
      0.0059
      
        1.0005
        1.0005
        1.0005
        1.0005
        1.0005
      
    
    
      C000012147
      5000.00
      1166255206.81
      1165750511.5300
      
        1.0005
        1.0005
        1.0005
        1.0005
        1.0005
      
      
        14737770.65
        24343708.66
      
      
        10323397.55
        12388211.38
      
      
        14702256.29
        6183673.20
      
      
        11319364.74
        4600479.11
      
      
        6044258.40
        40478868.75
      
      
        45592078.92
        66336815.71
      
      0.0043
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BHJ6
      0000000000
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0040
      1999560.00
      1999560.00
      0.0017
      N
      N
      N
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BHQ0
      0000000000
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-24
      2016-08-24
      2016-08-24
      N
      N
      N
      0.0045
      4998350.00
      4998350.00
      0.0043
      N
      N
      N
      N
    
    
      ABN AMRO FUNDING USA LLC
      ABN Amro Funding USA LLC 0.000000%
      00084BJC9
      0000000000
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2016-09-12
      2016-09-12
      N
      N
      N
      0.0056
      499650.00
      499650.00
      0.0004
      N
      N
      N
      N
    
    
      AMERICAN HONDA FINANCE CORPORATION
      American Honda Finance Corp. 0.000000%
      02665JHF0
      B6Q2VFHD1797Q7NZ3E43
      0000864270
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0040
      2499525.00
      2499525.00
      0.0021
      N
      N
      N
      N
    
    
      AMERICAN HONDA FINANCE CORPORATION
      American Honda Finance Corp. 0.000000%
      02665JHG8
      B6Q2VFHD1797Q7NZ3E43
      0000864270
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-08-16
      2016-08-16
      N
      N
      N
      0.0040
      2999400.00
      2999400.00
      0.0026
      N
      N
      N
      N
    
    
      AMERICAN HONDA FINANCE CORPORATION
      American Honda Finance Corp. 0.000000%
      02665JHJ2
      B6Q2VFHD1797Q7NZ3E43
      0000864270
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0040
      1249725.00
      1249725.00
      0.0011
      N
      N
      N
      N
    
    
      AMERICAN HONDA FINANCE CORPORATION
      American Honda Finance Corp. 0.000000%
      02665JHV5
      B6Q2VFHD1797Q7NZ3E43
      0000864270
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-29
      2016-08-29
      2016-08-29
      N
      N
      N
      0.0045
      749707.50
      749707.50
      0.0006
      N
      N
      N
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
      Australia & New Zealand Banking Group, Ltd. 0.000000%
      05253AH45
      JHE42UYNWWTJB8YTTU19
      0000859994
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-08-04
      2016-08-04
      N
      N
      N
      0.0091
      3999400.00
      3999400.00
      0.0034
      N
      N
      Y
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
      Australia & New Zealand Banking Group, Ltd. 0.000000%
      05253AH94
      JHE42UYNWWTJB8YTTU19
      0000859994
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2016-08-09
      2016-08-09
      N
      N
      N
      0.0055
      4999150.00
      4999150.00
      0.0043
      N
      N
      N
      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
      2995980.00
      2995980.00
      0.0026
      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
      1995520.00
      1995520.00
      0.0017
      N
      N
      N
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
      Australia & New Zealand Banking Group, Ltd. 0.677550%
      05253MFJ8
      JHE42UYNWWTJB8YTTU19
      0000859994
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      0.0073
      999990.00
      999990.00
      0.0009
      N
      N
      Y
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
      Australia & New Zealand Banking Group, Ltd. 0.956550%
      05253MFU3
      JHE42UYNWWTJB8YTTU19
      0000859994
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0102
      3249805.00
      3249805.00
      0.0028
      N
      N
      N
      N
    
    
      BMW US CAPITAL LLC
      BMW US Capital LLC 0.000000%
      0556C2H14
      KK5MZM9DIXLXZL9DZL15
      0001446250
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      0.0030
      1249975.00
      1249975.00
      0.0011
      N
      Y
      Y
      N
    
    
      BMW US CAPITAL LLC
      BMW US Capital LLC 0.000000%
      0556C2H22
      KK5MZM9DIXLXZL9DZL15
      0001446250
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2016-08-02
      N
      N
      N
      0.0030
      749977.50
      749977.50
      0.0006
      N
      N
      Y
      N
    
    
      BMW US CAPITAL LLC
      BMW US Capital LLC 0.000000%
      0556C2HH9
      KK5MZM9DIXLXZL9DZL15
      0001446250
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2016-08-17
      2016-08-17
      N
      N
      N
      0.0040
      749842.50
      749842.50
      0.0006
      N
      N
      N
      N
    
    
      BPCE SA
      BPCE SA 0.000000%
      05571BH48
      0000000000
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-08-04
      2016-08-04
      N
      N
      N
      0.0050
      999930.00
      999930.00
      0.0009
      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
      0.0062
      5002000.00
      5002000.00
      0.0043
      N
      N
      N
      N
    
    
      BANK OF AMERICA NA
      Bank of America NA 0.796550%
      06053PMY0
      B4TYDEB6GKMZO031MB27
      0001102113
      Other Instrument
      Bank Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      0.0041
      3500024.31
      3500024.31
      0.0030
      N
      Y
      Y
      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
      0.0052
      5000753.52
      5000753.52
      0.0043
      N
      N
      N
      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
      0.0052
      2000316.94
      2000316.94
      0.0017
      N
      N
      N
      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
      0.0052
      3000467.00
      3000467.00
      0.0026
      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
      0.0062
      2000220.77
      2000220.77
      0.0017
      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
      0.0062
      3000115.11
      3000115.11
      0.0026
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      Bank of Nova Scotia (Houston Branch) 0.850000%
      06417GEN4
      0000009631
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0041
      4000720.00
      4000720.00
      0.0034
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA (HOUSTON BRANCH)
      Bank of Nova Scotia (Houston Branch) 0.820300%
      06417GFH6
      0000009631
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0089
      4999850.00
      4999850.00
      0.0043
      N
      N
      N
      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
      0.0052
      5002350.00
      5002350.00
      0.0043
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA
      Bank of Nova Scotia 0.825800%
      06417LBG1
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-08-12
      2016-08-12
      N
      N
      N
      0.0087
      2999940.00
      2999940.00
      0.0026
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA
      Bank of Nova Scotia 0.872550%
      06417LBK2
      L3I9ZG2KFGXZ61BMYR72
      0000009631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-11-08
      2016-11-08
      N
      N
      N
      0.0093
      1999880.00
      1999880.00
      0.0017
      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
      0.0052
      5000600.00
      5000600.00
      0.0043
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.866550%
      06427E4E8
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2017-01-03
      2017-01-03
      N
      N
      N
      0.0093
      3999640.00
      3999640.00
      0.0034
      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
      0.0062
      3000390.00
      3000390.00
      0.0026
      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
      0.0067
      7003220.00
      7003220.00
      0.0060
      N
      N
      N
      N
    
    
      BANK OF MONTREAL (CHICAGO BRANCH)
      Bank of Montreal (Chicago Branch) 0.820300%
      06427EWG2
      0000927971
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-09-07
      2016-09-07
      N
      N
      N
      0.0089
      4999850.00
      4999850.00
      0.0043
      N
      N
      N
      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
      0.0052
      5000450.00
      5000450.00
      0.0043
      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
      0.0051
      5001250.00
      5001250.00
      0.0043
      N
      N
      N
      N
    
    
      BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH)
      Bank of Tokyo-Mitsubishi UFJ Ltd. (New York Branch) 0.700000%
      06538MWU9
      0000867626
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-08-08
      2016-08-08
      N
      N
      N
      0.0041
      8000320.00
      8000320.00
      0.0069
      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
      0.0062
      5000600.00
      5000600.00
      0.0043
      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
      5001150.00
      5001150.00
      0.0043
      N
      N
      N
      N
    
    
      CDP FINANCIAL INC
      CDP Financial Inc. 0.000000%
      12509RH20
      0000898286
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2016-08-02
      N
      N
      N
      0.0067
      9999300.00
      9999300.00
      0.0086
      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
      249820.00
      249820.00
      0.0002
      N
      N
      N
      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
      249790.00
      249790.00
      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
      5995140.00
      5995140.00
      0.0051
      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
      1748530.00
      1748530.00
      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
      2247300.00
      2247300.00
      0.0019
      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
      499375.00
      499375.00
      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
      4992050.00
      4992050.00
      0.0043
      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
      1996360.00
      1996360.00
      0.0017
      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
      0.0060
      5000450.00
      5000450.00
      0.0043
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 0.870300%
      13606AF86
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2017-01-05
      2017-01-05
      N
      N
      N
      0.0093
      3999600.00
      3999600.00
      0.0034
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 0.797550%
      13606APD4
      US13606APD45
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      0.0085
      4999950.00
      4999950.00
      0.0043
      N
      N
      Y
      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
      0.0067
      5003850.00
      5003850.00
      0.0043
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)
      Canadian Imperial Bank of Commerce (New York Branch) 0.817550%
      13606AZE1
      US13606AZE18
      0001045520
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-12-02
      2016-12-02
      N
      N
      N
      0.0091
      4999100.00
      4999100.00
      0.0043
      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
      0.0052
      4500540.00
      4500540.00
      0.0039
      N
      N
      N
      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
      0.0052
      4500540.00
      4500540.00
      0.0039
      N
      N
      N
      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
      0.0052
      2000200.00
      2000200.00
      0.0017
      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
      0.0052
      2000200.00
      2000200.00
      0.0017
      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
      0.0053
      5000800.00
      5000800.00
      0.0043
      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
      0.0062
      5000250.00
      5000250.00
      0.0043
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AHA2
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-10
      2016-08-10
      2016-08-10
      N
      N
      N
      0.0035
      749910.00
      749910.00
      0.0006
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AHB0
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-11
      2016-08-11
      2016-08-11
      N
      N
      N
      0.0035
      499935.00
      499935.00
      0.0004
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AHC8
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-08-12
      2016-08-12
      N
      N
      N
      0.0035
      249965.00
      249965.00
      0.0002
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AHF1
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0040
      2499525.00
      2499525.00
      0.0021
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AHG9
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-08-16
      2016-08-16
      N
      N
      N
      0.0040
      2749450.00
      2749450.00
      0.0024
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AHH7
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2016-08-17
      2016-08-17
      N
      N
      N
      0.0040
      999790.00
      999790.00
      0.0009
      N
      N
      N
      N
    
    
      COCA-COLA CO
      The Coca-Cola Co. 0.000000%
      19121AHS3
      UWJKFUJFZ02DKWI3RY53
      0000021344
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-26
      2016-08-26
      2016-08-26
      N
      N
      N
      0.0045
      2499125.00
      2499125.00
      0.0021
      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
      0.0056
      999380.00
      999380.00
      0.0009
      N
      N
      N
      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
      0.0056
      4996350.00
      4996350.00
      0.0043
      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
      0.0077
      5940599.00
      5940599.00
      0.0051
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH)
      Commonwealth Bank of Australia (New York Branch) 0.977550%
      20271ELB3
      0000008565
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0104
      999950.00
      999950.00
      0.0009
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.984300%
      20272AQE9
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2017-02-03
      2017-02-03
      N
      N
      N
      0.0105
      999890.00
      999890.00
      0.0009
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.832100%
      20272AQG4
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2016-08-17
      2016-08-17
      N
      N
      N
      0.0087
      2999940.00
      2999940.00
      0.0026
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.840400%
      20272AQJ8
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-26
      2016-09-26
      2016-09-26
      N
      N
      N
      0.0087
      2499950.00
      2499950.00
      0.0021
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.817550%
      20272AQM1
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-10-04
      2016-10-04
      N
      N
      N
      0.0088
      4999800.00
      4999800.00
      0.0043
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.824300%
      20272AQQ2
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0088
      2999850.00
      2999850.00
      0.0026
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.865650%
      20272AQR0
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-30
      2016-10-31
      2016-10-31
      N
      N
      N
      0.0094
      2249707.50
      2249707.50
      0.0019
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 0.865650%
      20272AQT6
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-30
      2016-11-01
      2016-11-01
      N
      N
      N
      0.0090
      2249887.50
      2249887.50
      0.0019
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 1.045650%
      20272ARW8
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-31
      2017-05-26
      2017-05-26
      N
      N
      N
      0.0111
      3748425.00
      3748425.00
      0.0032
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      Commonwealth Bank of Australia 1.040900%
      20272ARX6
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-30
      2017-05-19
      2017-05-19
      N
      N
      N
      0.0111
      1249487.50
      1249487.50
      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
      2746920.00
      2746920.00
      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
      1747690.00
      1747690.00
      0.0015
      N
      N
      N
      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
      0.0052
      3000450.00
      3000450.00
      0.0026
      N
      N
      N
      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
      0.0052
      5000750.00
      5000750.00
      0.0043
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG (NEW YORK BRANCH)
      Credit Suisse (New York Branch) 0.620000%
      22549VX81
      0001321482
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2016-08-02
      N
      N
      N
      0.0037
      5000050.00
      5000050.00
      0.0043
      N
      N
      Y
      N
    
    
      DANSKE CORP
      Danske Corp. 0.000000%
      2363F6HJ2
      MAES062Z21O4RZ2U7M96
      0000800177
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0058
      1999360.00
      1999360.00
      0.0017
      N
      N
      N
      N
    
    
      DANSKE CORP
      Danske Corp. 0.000000%
      2363F6HK9
      MAES062Z21O4RZ2U7M96
      0000800177
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2016-08-19
      2016-08-19
      N
      N
      N
      0.0058
      1999320.00
      1999320.00
      0.0017
      N
      N
      N
      N
    
    
      EXPORT DEVELOPMENT CANADA
      Export Development Canada 0.000000%
      30215GH13
      Z6MHCSLXHKYG4B6PHW02
      0000276328
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      0.0094
      499975.00
      499975.00
      0.0004
      N
      Y
      Y
      N
    
    
      EXPORT DEVELOPMENT CANADA
      Export Development Canada 0.000000%
      30215GH21
      Z6MHCSLXHKYG4B6PHW02
      0000276328
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2016-08-02
      N
      N
      N
      0.0049
      499980.00
      499980.00
      0.0004
      N
      N
      Y
      N
    
    
      EXPORT DEVELOPMENT CANADA
      Export Development Canada 0.000000%
      30215GH88
      Z6MHCSLXHKYG4B6PHW02
      0000276328
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-08-08
      2016-08-08
      N
      N
      N
      0.0041
      1249875.00
      1249875.00
      0.0011
      N
      N
      N
      N
    
    
      EXPORT DEVELOPMENT CANADA
      Export Development Canada 0.000000%
      30215GH96
      Z6MHCSLXHKYG4B6PHW02
      0000276328
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2016-08-09
      2016-08-09
      N
      N
      N
      0.0033
      3999640.00
      3999640.00
      0.0034
      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
      0.0067
      1997100.00
      1997100.00
      0.0017
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384A41
      US313384A411
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      0.0029
      2499975.00
      2499975.00
      0.0021
      N
      Y
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384A58
      US313384A585
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2016-08-02
      N
      N
      N
      0.0029
      13399866.00
      13399866.00
      0.0115
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384A66
      US313384A668
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      0.0027
      11816763.66
      11816763.66
      0.0101
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384A82
      US313384A825
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-08-05
      N
      N
      N
      0.0028
      10323690.28
      10323690.28
      0.0089
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384B57
      US313384B575
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-10
      2016-08-10
      2016-08-10
      N
      N
      N
      0.0028
      21398502.00
      21398502.00
      0.0183
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384B73
      US313384B732
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-08-12
      2016-08-12
      N
      N
      N
      0.0027
      21498280.00
      21498280.00
      0.0184
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384C49
      US313384C490
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2016-08-17
      2016-08-17
      N
      N
      N
      0.0028
      30996280.00
      30996280.00
      0.0266
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384C64
      US313384C649
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2016-08-19
      2016-08-19
      N
      N
      N
      0.0028
      10398544.00
      10398544.00
      0.0089
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384C98
      US313384C987
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2016-08-22
      2016-08-22
      N
      N
      N
      0.0028
      7498800.00
      7498800.00
      0.0064
      N
      N
      Y
      N
    
    
      FEDERAL HOME LOAN BANKS
      Federal Home Loan Bank Discount Notes 0.000000%
      313384E21
      US313384E215
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-31
      2016-08-31
      2016-08-31
      N
      N
      N
      0.0028
      1569638.90
      1569638.90
      0.0013
      N
      N
      Y
      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
      0.0031
      3806048.25
      3806048.25
      0.0033
      N
      N
      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
      0.0031
      1999380.00
      1999380.00
      0.0017
      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
      0.0036
      29981400.00
      29981400.00
      0.0257
      N
      N
      N
      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
      0.0036
      6195908.00
      6195908.00
      0.0053
      N
      N
      N
      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
      0.0036
      2298367.00
      2298367.00
      0.0020
      N
      N
      N
      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
      0.0041
      499485.00
      499485.00
      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
      0.0041
      4994700.00
      4994700.00
      0.0043
      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
      0.0037
      3048475.00
      3048475.00
      0.0026
      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
      0.0038
      999160.00
      999160.00
      0.0009
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      Fannie Mae Discount Notes 0.000000%
      313588A62
      B1V7KEBTPIMZEU4LTD58
      US313588A623
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      0.0025
      20412795.87
      20412795.87
      0.0175
      N
      N
      Y
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.840000%
      40428AT49
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      0.0066
      1000010.00
      1000010.00
      0.0009
      N
      Y
      Y
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.845000%
      40428AT64
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      0.0041
      1000010.00
      1000010.00
      0.0009
      N
      N
      Y
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.840000%
      40428AT72
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-08-05
      N
      N
      N
      0.0041
      1750035.00
      1750035.00
      0.0015
      N
      N
      Y
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.840000%
      40428AT98
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-08-05
      N
      N
      N
      0.0059
      3500035.00
      3500035.00
      0.0030
      N
      N
      Y
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.837550%
      40428AU54
      1IE8VN30JCEQV1H4R804
      US40428AU540
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-09-02
      2016-09-02
      N
      N
      N
      0.0091
      4999900.00
      4999900.00
      0.0043
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.877550%
      40428AW37
      1IE8VN30JCEQV1H4R804
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0094
      2999880.00
      2999880.00
      0.0026
      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
      0.0062
      1751225.00
      1751225.00
      0.0015
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.870300%
      40428AY50
      1IE8VN30JCEQV1H4R804
      US40428AY500
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-11-07
      2016-11-07
      N
      N
      N
      0.0093
      1999880.00
      1999880.00
      0.0017
      N
      N
      N
      N
    
    
      HSBC BANK USA NA
      HSBC Bank USA NA 0.867550%
      40428AY68
      1IE8VN30JCEQV1H4R804
      US40428AY682
      0001388002
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-11-04
      2016-11-04
      N
      N
      N
      0.0094
      999940.00
      999940.00
      0.0009
      N
      N
      N
      N
    
    
      HENKEL OF AMERICA INC
      Henkel of America Inc. 0.000000%
      42550LH85
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-08-08
      2016-08-08
      N
      N
      N
      0.0035
      249975.00
      249975.00
      0.0002
      N
      N
      N
      N
    
    
      HENKEL OF AMERICA INC
      Henkel of America Inc. 0.000000%
      42550LHN2
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2016-08-22
      2016-08-22
      N
      N
      N
      0.0045
      749775.00
      749775.00
      0.0006
      N
      N
      N
      N
    
    
      HENKEL OF AMERICA INC
      Henkel of America Inc. 0.000000%
      42550LHP7
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-23
      2016-08-23
      2016-08-23
      N
      N
      N
      0.0045
      749767.50
      749767.50
      0.0006
      N
      N
      N
      N
    
    
      HENKEL OF AMERICA INC
      Henkel of America Inc. 0.000000%
      42550LJ67
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0056
      9394266.00
      9394266.00
      0.0081
      N
      N
      N
      N
    
    
      HENKEL OF AMERICA INC
      Henkel of America Inc. 0.000000%
      42550LKB4
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2016-10-11
      2016-10-11
      N
      N
      N
      0.0077
      499210.00
      499210.00
      0.0004
      N
      N
      N
      N
    
    
      ING US FUNDING LLC
      ING US Funding LLC 0.000000%
      4497W0H35
      0001039765
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      0.0029
      5999760.00
      5999760.00
      0.0051
      N
      N
      Y
      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
      0.0056
      2498475.00
      2498475.00
      0.0021
      N
      N
      N
      N
    
    
      LOS ANGELES, CITY OF (CA) - DEPARTMENT OF WATER & POWER
      Los Angeles CA Department of Water & Power Revenue TOB VRDO 0.660000%
      46633VJ75
      549300S8NXV6YU61GG95
      US46633VJ753
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2050-07-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0066
      145000.00
      145000.00
      0.0001
      N
      N
      Y
      N
    
    
      MASSACHUSETTS, COMMONWEALTH OF
      Massachusetts Transportation Fund Revenue TOB VRDO 0.660000%
      46633VK99
      5493001N1YCXNI1O7K10
      US46633VK991
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-06-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0066
      100000.00
      100000.00
      0.0001
      N
      N
      Y
      N
    
    
      SEATTLE MUNICIPAL POWER & LIGHT (WA)
      Seattle WA Municipal Light & Power Revenue TOB VRDO 0.660000%
      46633VTB5
      US46633VTB52
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2040-02-01
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
        5
        Y
      
      N
      N
      0.0066
      100000.00
      100000.00
      0.0001
      N
      N
      Y
      N
    
    
      BLACKROCK MUNIVEST FUND II, INC. (MVT) (VMTP)
      BlackRock MuniVest Fund II, Inc. TOB VRDO 0.480000%
      46636YHW3
      US46636YHW30
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      1150000.00
      1150000.00
      0.0010
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL INCOME TRUST
      BlackRock Municipal Income Trust TOB VRDO 0.480000%
      46636YHY9
      US46636YHY95
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      1650000.00
      1650000.00
      0.0014
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIVEST FUND, INC. (MVP) (VMTP)
      BlackRock MuniVest Fund, Inc. TOB VRDO 0.480000%
      46636YJA9
      US46636YJA91
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      1000000.00
      1000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL INCOME TRUST II (BLE) (VMTP)
      BlackRock Municipal Income Trust II TOB VRDO 0.480000%
      46636YKK5
      US46636YKK54
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      2000000.00
      2000000.00
      0.0017
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS QUALITY FUND II INC
      BlackRock MuniHoldings Quality Fund II, Inc. TOB VRDO 0.480000%
      46636YKM1
      US46636YKM11
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      1550000.00
      1550000.00
      0.0013
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
      BlackRock MuniYield Investment Quality Fund TOB VRDO 0.480000%
      46636YKP4
      US46636YKP42
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      1000000.00
      1000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL BOND TRUST
      BlackRock Municipal Bond Trust TOB VRDO 0.480000%
      46636YLF5
      US46636YLF50
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      285000.00
      285000.00
      0.0002
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
      BlackRock Municipal Income Investment Quality Trust TOB VRDO 0.480000%
      46636YLH1
      US46636YLH17
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      300000.00
      300000.00
      0.0003
      N
      Y
      Y
      N
    
    
      BLACKROCK STRATEGIC MUNICIPAL TRUST
      BlackRock Strategic Municipal Trust TOB VRDO 0.480000%
      46636YLK4
      US46636YLK46
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      200000.00
      200000.00
      0.0002
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS FUND INC
      BlackRock MuniHoldings Fund, Inc. TOB VRDO 0.480000%
      46636YLM0
      US46636YLM02
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      195000.00
      195000.00
      0.0002
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
      BlackRock MuniYield Investment Quality Fund TOB VRDO 0.480000%
      46636YLP3
      US46636YLP33
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      380000.00
      380000.00
      0.0003
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS FUND II INC
      BlackRock MuniHoldings Fund II, Inc. TOB VRDO 0.480000%
      46636YLR9
      US46636YLR98
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      330000.00
      330000.00
      0.0003
      N
      Y
      Y
      N
    
    
      BLACKROCK MUNIHOLDINGS QUALITY FUND INC
      BlackRock MuniHoldings Quality Fund II, Inc. TOB VRDO 0.480000%
      46636YLT5
      US46636YLT54
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2019-01-02
      N
      Y
      
        JPMORGAN CHASE BANK NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      390000.00
      390000.00
      0.0003
      N
      Y
      Y
      N
    
    
      JPMORGAN CHASE BANK NA
      JPMorgan Chase Bank NA 1.035300%
      46639XBH1
      7H6GLXDRUGQFU57RNE97
      US46639XBH17
      0001327421
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2017-04-21
      2017-04-21
      N
      N
      N
      0.0108
      499925.00
      499925.00
      0.0004
      N
      N
      N
      N
    
    
      JPMORGAN CHASE BANK NA
      JPMorgan Chase Bank NA 1.017550%
      46639XBK4
      7H6GLXDRUGQFU57RNE97
      US46639XBK46
      0001327421
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2017-05-02
      2017-05-02
      N
      N
      N
      0.0107
      499960.00
      499960.00
      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
      2996910.00
      2996910.00
      0.0026
      N
      N
      N
      N
    
    
      LLOYDS BANK PLC (NEW YORK BRANCH)
      Lloyds Bank plc (New York Branch) 0.690000%
      53945GML2
      0001167831
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2016-08-22
      2016-08-22
      N
      N
      N
      0.0044
      750097.50
      750097.50
      0.0006
      N
      N
      N
      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
      0.0056
      2997900.00
      2997900.00
      0.0026
      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
      0.0077
      4991850.00
      4991850.00
      0.0043
      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
      0.0077
      3992560.00
      3992560.00
      0.0034
      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
      0.0086
      4986250.00
      4986250.00
      0.0043
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      National Australia Bank Ltd. 0.897550%
      63254GCD5
      F8SB4JFBSYQFRQEH3Z21
      0000833029
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2017-03-03
      2017-03-03
      N
      N
      N
      0.0095
      2999790.00
      2999790.00
      0.0026
      N
      N
      N
      N
    
    
      NESTLE CAPITAL CORP
      Nestle Capital Corp. 0.000000%
      64105GH80
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-08-08
      2016-08-08
      N
      N
      N
      0.0064
      499910.00
      499910.00
      0.0004
      N
      N
      N
      N
    
    
      NESTLE CAPITAL CORP
      Nestle Capital Corp. 0.000000%
      64105GJ13
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0056
      499735.00
      499735.00
      0.0004
      N
      N
      N
      N
    
    
      NESTLE CAPITAL CORP
      Nestle Capital Corp. 0.000000%
      64105GJ62
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-09-06
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0056
      499695.00
      499695.00
      0.0004
      N
      N
      N
      N
    
    
      NESTLE FINANCE INTERNATIONAL LTD
      Nestle Finance International Ltd. 0.000000%
      64105RH45
      0KLLMNHINTFDRMU6DI05
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-08-04
      2016-08-04
      N
      N
      N
      0.0059
      499950.00
      499950.00
      0.0004
      N
      N
      Y
      N
    
    
      NESTLE FINANCE INTERNATIONAL LTD
      Nestle Finance International Ltd. 0.000000%
      64105RHC7
      0KLLMNHINTFDRMU6DI05
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-08-12
      2016-08-12
      N
      N
      N
      0.0056
      499890.00
      499890.00
      0.0004
      N
      N
      N
      N
    
    
      NESTLE FINANCE INTERNATIONAL LTD
      Nestle Finance International Ltd. 0.000000%
      64105RJ68
      0KLLMNHINTFDRMU6DI05
      0000000000
      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
      999380.00
      999380.00
      0.0009
      N
      N
      N
      N
    
    
      NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY
      New Jersey Housing & Mortgage Finance Agency Multi-Family Housing Revenue 0.500000%
      646108RL6
      5493002ONULJL0FIGU24
      US646108RL64
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2028-05-01
      N
      Y
      
        BANK OF AMERICA NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      4375000.00
      4375000.00
      0.0038
      N
      N
      Y
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FJE6
      6SCPQ280AIY8EP3XFW53
      0000000000
      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
      2746947.50
      2746947.50
      0.0024
      N
      N
      N
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FJL0
      6SCPQ280AIY8EP3XFW53
      0000000000
      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
      1997560.00
      1997560.00
      0.0017
      N
      N
      N
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FJM8
      6SCPQ280AIY8EP3XFW53
      0000000000
      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
      5992560.00
      5992560.00
      0.0051
      N
      N
      N
      N
    
    
      NORDEA BANK AB
      Nordea Bank AB 0.000000%
      65558FLE3
      6SCPQ280AIY8EP3XFW53
      0000000000
      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
      2991810.00
      2991810.00
      0.0026
      N
      N
      N
      N
    
    
      NORDEA BANK FINLAND PLC (NEW YORK BRANCH)
      Nordea Bank Finland plc (New York Branch) 0.630000%
      65558LQY1
      0000000000
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-09-28
      2016-09-28
      2016-09-28
      N
      N
      N
      0.0052
      5500935.00
      5500935.00
      0.0047
      N
      N
      N
      N
    
    
      NOVARTIS SECURITIES INVESTMENT LTD
      Novartis Securities Investment Ltd. 0.000000%
      66989MHP5
      0001114448
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-23
      2016-08-23
      2016-08-23
      N
      N
      N
      0.0055
      1999240.00
      1999240.00
      0.0017
      N
      N
      N
      N
    
    
      NOVARTIS SECURITIES INVESTMENT LTD
      Novartis Securities Investment Ltd. 0.000000%
      66989MHQ3
      0001114448
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-24
      2016-08-24
      2016-08-24
      N
      N
      N
      0.0055
      499800.00
      499800.00
      0.0004
      N
      N
      N
      N
    
    
      NOVARTIS SECURITIES INVESTMENT LTD
      Novartis Securities Investment Ltd. 0.000000%
      66989MHR1
      0001114448
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-25
      2016-08-25
      2016-08-25
      N
      N
      N
      0.0055
      249897.50
      249897.50
      0.0002
      N
      N
      N
      N
    
    
      NOVARTIS FINANCE CORP
      Novartis Finance Corp. 0.000000%
      6698M4HP0
      0001114448
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-23
      2016-08-23
      2016-08-23
      N
      N
      N
      0.0045
      999690.00
      999690.00
      0.0009
      N
      N
      N
      N
    
    
      NOVARTIS FINANCE CORP
      Novartis Finance Corp. 0.000000%
      6698M4HQ8
      0001114448
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-24
      2016-08-24
      2016-08-24
      N
      N
      N
      0.0045
      1249587.50
      1249587.50
      0.0011
      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
      998860.00
      998860.00
      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
      736605.18
      736605.18
      0.0006
      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
      997700.00
      997700.00
      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
      9975400.00
      9975400.00
      0.0086
      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
      997000.00
      997000.00
      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
      4981700.00
      4981700.00
      0.0043
      N
      N
      N
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370AHB3
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-11
      2016-08-11
      2016-08-11
      N
      N
      N
      0.0063
      249942.50
      249942.50
      0.0002
      N
      N
      N
      N
    
    
      PSP CAPITAL INC
      PSP Capital Inc. 0.000000%
      69370AHJ6
      0001396318
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0058
      749760.00
      749760.00
      0.0006
      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
      249820.00
      249820.00
      0.0002
      N
      N
      N
      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
      249820.00
      249820.00
      0.0002
      N
      N
      N
      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
      4995450.00
      4995450.00
      0.0043
      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
      5054876.19
      5054876.19
      0.0043
      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
      1997460.00
      1997460.00
      0.0017
      N
      N
      N
      N
    
    
      PFIZER INC
      Pfizer Inc 0.000000%
      71708EHB4
      765LHXWGK1KXCLTFYQ30
      0000078003
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-11
      2016-08-11
      2016-08-11
      N
      N
      N
      0.0035
      3999480.00
      3999480.00
      0.0034
      N
      N
      N
      N
    
    
      PFIZER INC
      Pfizer Inc 0.000000%
      71708EHC2
      765LHXWGK1KXCLTFYQ30
      0000078003
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-08-12
      2016-08-12
      N
      N
      N
      0.0035
      999860.00
      999860.00
      0.0009
      N
      N
      N
      N
    
    
      PFIZER INC
      Pfizer Inc 0.000000%
      71708EHF5
      765LHXWGK1KXCLTFYQ30
      0000078003
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0040
      1249762.50
      1249762.50
      0.0011
      N
      N
      N
      N
    
    
      PFIZER INC
      Pfizer Inc 0.000000%
      71708EHG3
      765LHXWGK1KXCLTFYQ30
      0000078003
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-08-16
      2016-08-16
      N
      N
      N
      0.0040
      1499700.00
      1499700.00
      0.0013
      N
      N
      N
      N
    
    
      RECKITT BENCKISER TREASURY SERVICES PLC
      Reckitt Benckiser Treasury Services plc 0.000000%
      7562E0HF6
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0058
      499865.00
      499865.00
      0.0004
      N
      N
      N
      N
    
    
      RECKITT BENCKISER TREASURY SERVICES PLC
      Reckitt Benckiser Treasury Services plc 0.000000%
      7562E0HG4
      0000000000
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-08-16
      2016-08-16
      N
      N
      N
      0.0058
      499855.00
      499855.00
      0.0004
      N
      N
      N
      N
    
    
      RECKITT BENCKISER TREASURY SERVICES PLC
      Reckitt Benckiser Treasury Services plc 0.000000%
      7562E0K39
      0000000000
      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
      1627669.10
      1627669.10
      0.0014
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.852100%
      78009NA63
      US78009NA639
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-10-18
      2016-10-18
      N
      N
      N
      0.0090
      4499775.00
      4499775.00
      0.0039
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.837550%
      78009NB39
      US78009NB397
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-11-04
      2016-11-04
      N
      N
      N
      0.0090
      1999880.00
      1999880.00
      0.0017
      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
      0.0073
      1751487.50
      1751487.50
      0.0015
      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
      0.0073
      3002880.00
      3002880.00
      0.0026
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.866550%
      78009NE28
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0094
      4999450.00
      4999450.00
      0.0043
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NEW YORK BRANCH
      Royal Bank of Canada (New York Branch) 0.827550%
      78009NZV1
      US78009NZV18
      0001000275
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0089
      2249910.00
      2249910.00
      0.0019
      N
      N
      N
      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
      1998600.00
      1998600.00
      0.0017
      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
      1997900.00
      1997900.00
      0.0017
      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
      0.0056
      1748390.00
      1748390.00
      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
      0.0048
      5000600.00
      5000600.00
      0.0043
      N
      N
      N
      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
      0.0082
      249800.00
      249800.00
      0.0002
      N
      N
      N
      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
      4995450.00
      4995450.00
      0.0043
      N
      N
      N
      N
    
    
      STATE STREET BANK AND TRUST COMPANY
      State Street Bank & Trust Co. 0.775800%
      8574P1HD1
      571474TGEMMWANRLN572
      0000093748
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-08-12
      2016-08-12
      N
      N
      N
      0.0082
      3999920.00
      3999920.00
      0.0034
      N
      N
      N
      N
    
    
      STATE STREET BANK AND TRUST COMPANY
      State Street Bank & Trust Co. 0.819550%
      8574P1HW9
      571474TGEMMWANRLN572
      0000093748
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-10-06
      2016-10-06
      N
      N
      N
      0.0088
      2999850.00
      2999850.00
      0.0026
      N
      N
      N
      N
    
    
      STATE STREET BANK AND TRUST COMPANY
      State Street Bank & Trust Co. 0.832100%
      8574P1HX7
      571474TGEMMWANRLN572
      0000093748
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-10-18
      2016-10-18
      N
      N
      N
      0.0088
      2999850.00
      2999850.00
      0.0026
      N
      N
      N
      N
    
    
      STATE STREET BANK AND TRUST COMPANY
      State Street Bank & Trust Co. 0.837900%
      8574P1JE7
      571474TGEMMWANRLN572
      US8574P1JE78
      0000093748
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-23
      2016-11-23
      2016-11-23
      N
      N
      N
      0.0088
      1499895.00
      1499895.00
      0.0013
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORPORATION
      Sumitomo Mitsui Banking Corporation 0.000000%
      86562KHN7
      5U0XI89JRFVHWIBS4F54
      0001022837
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2016-08-22
      2016-08-22
      N
      N
      N
      0.0045
      2349295.00
      2349295.00
      0.0020
      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
      0.0052
      7001540.00
      7001540.00
      0.0060
      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
      0.0062
      5001050.00
      5001050.00
      0.0043
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      Sumitomo Mitsui Banking Corporation (New York Branch) 0.640000%
      86563QN63
      US86563QN631
      0001022837
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-11
      2016-08-11
      2016-08-11
      N
      N
      N
      0.0041
      2711135.55
      2711135.55
      0.0023
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)
      Sumitomo Mitsui Banking Corporation (New York Branch) 0.640000%
      86563QS35
      US86563QS358
      0001022837
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2016-08-19
      2016-08-19
      N
      N
      N
      0.0042
      2000200.00
      2000200.00
      0.0017
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      Svenska HandelsBanken (New York Branch) 0.840300%
      86958D2U5
      0001448613
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-11-07
      2016-11-07
      N
      N
      N
      0.0089
      4999800.00
      4999800.00
      0.0043
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)
      Svenska HandelsBanken (New York Branch) 0.854300%
      86958D5H1
      US86958D5H15
      0001448613
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2017-01-09
      2017-01-09
      N
      N
      N
      0.0091
      4999500.00
      4999500.00
      0.0043
      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
      0.0048
      1000380.00
      1000380.00
      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
      0.0052
      7002730.00
      7002730.00
      0.0060
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB
      Svenska Handelsbanken AB 0.000000%
      86960JH32
      0001448613
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      0.0073
      999900.00
      999900.00
      0.0009
      N
      N
      Y
      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
      4988900.00
      4988900.00
      0.0043
      N
      N
      N
      N
    
    
      SWEDBANK AB
      Swedbank AB 0.000000%
      87019RH17
      M312WZV08Y7LYUC71685
      0000946431
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      0.0039
      3999880.00
      3999880.00
      0.0034
      N
      Y
      Y
      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
      6993910.00
      6993910.00
      0.0060
      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
      0.0063
      10004500.00
      10004500.00
      0.0086
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.890000%
      89113E2M7
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0042
      5000800.00
      5000800.00
      0.0043
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.900000%
      89113E2N5
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0067
      3000240.00
      3000240.00
      0.0026
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.837900%
      89113E3G9
      US89113E3G98
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-23
      2016-09-23
      2016-09-23
      N
      N
      N
      0.0087
      5999880.00
      5999880.00
      0.0051
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.840300%
      89113E5W2
      US89113E5W21
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-11-07
      2016-11-07
      N
      N
      N
      0.0091
      4999550.00
      4999550.00
      0.0043
      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
      0.0067
      1801566.00
      1801566.00
      0.0015
      N
      N
      N
      N
    
    
      TORONTO-DOMINION BANK (NEW YORK BRANCH)
      Toronto Dominion Bank (New York Branch) 0.882100%
      89113WAU0
      0000947263
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-12-19
      2016-12-19
      N
      N
      N
      0.0093
      3999640.00
      3999640.00
      0.0034
      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
      499565.00
      499565.00
      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
      249702.50
      249702.50
      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
      5243647.50
      5243647.50
      0.0045
      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
      998720.00
      998720.00
      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
      499690.00
      499690.00
      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
      4983400.00
      4983400.00
      0.0043
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.757900%
      89233AKU2
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0081
      999970.00
      999970.00
      0.0009
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.757900%
      89233AKV0
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2016-08-19
      2016-08-19
      N
      N
      N
      0.0081
      999970.00
      999970.00
      0.0009
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.765650%
      89233AKW8
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-25
      2016-08-25
      2016-08-25
      N
      N
      N
      0.0079
      999990.00
      999990.00
      0.0009
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORP
      Toyota Motor Credit Corp. 0.000000%
      89233GH25
      Z2VZBHUMB7PWWJ63I008
      0001094517
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2016-08-02
      N
      N
      N
      0.0030
      249992.50
      249992.50
      0.0002
      N
      N
      Y
      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
      0.0056
      1748495.00
      1748495.00
      0.0015
      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
      0.0110
      4997800.00
      4997800.00
      0.0043
      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
      0.0112
      2999250.00
      2999250.00
      0.0026
      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
      0.0056
      5246797.50
      5246797.50
      0.0045
      N
      N
      N
      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
      0.0056
      499650.00
      499650.00
      0.0004
      N
      N
      N
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Bill 0.000000%
      912796HA0
      US912796HA05
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0018
      24998000.00
      24998000.00
      0.0214
      N
      Y
      Y
      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
      0.0025
      49965000.00
      49965000.00
      0.0428
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Bill 0.000000%
      912796JF7
      US912796JF73
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-11
      2016-08-11
      2016-08-11
      N
      N
      N
      0.0016
      29998800.00
      29998800.00
      0.0257
      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
      0.0026
      49971500.00
      49971500.00
      0.0428
      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
      0.0027
      59961600.00
      59961600.00
      0.0514
      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
      0.0026
      24980500.00
      24980500.00
      0.0214
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Floating Rate Note 0.373260%
      912828F70
      US912828F700
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-10-31
      2016-10-31
      N
      N
      N
      0.0033
      14501595.00
      14501595.00
      0.0124
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Note/Bond 4.875000%
      912828FQ8
      US912828FQ84
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      0.0040
      9165738.00
      9165738.00
      0.0079
      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
      0.0039
      10121900.00
      10121900.00
      0.0087
      N
      Y
      Y
      N
    
    
      UNITED STATES TREASURY
      United States Treasury Floating Rate Note 0.404260%
      912828H60
      US912828H607
      U.S. Treasury Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2017-01-31
      2017-01-31
      N
      N
      N
      0.0035
      24302788.65
      24302788.65
      0.0208
      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
      5034400.00
      5034400.00
      0.0043
      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
      0.0044
      15173400.00
      15173400.00
      0.0130
      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
      0.0037
      2503900.00
      2503900.00
      0.0021
      N
      Y
      Y
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.947400%
      94988ENG9
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2017-01-11
      2017-01-11
      N
      N
      N
      0.0099
      1499850.00
      1499850.00
      0.0013
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.850000%
      94988EPH5
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-18
      2016-08-18
      2016-08-18
      N
      N
      N
      0.0042
      1000180.00
      1000180.00
      0.0009
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.977550%
      94988EQE1
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2017-02-01
      2017-02-01
      N
      N
      N
      0.0104
      3999800.00
      3999800.00
      0.0034
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.837550%
      94988EQL5
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-09-06
      2016-09-06
      N
      N
      N
      0.0091
      4999850.00
      4999850.00
      0.0043
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.832100%
      94988ER75
      KB1H1DSPRFMYMCUFXT09
      US94988ER751
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-08-16
      2016-08-16
      N
      N
      N
      0.0090
      6999790.00
      6999790.00
      0.0060
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.837400%
      94988ERH3
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-22
      2016-08-22
      2016-08-22
      N
      N
      N
      0.0087
      2999940.00
      2999940.00
      0.0026
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.862650%
      94988EST6
      KB1H1DSPRFMYMCUFXT09
      US94988EST63
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-30
      2016-10-28
      2016-10-28
      N
      N
      N
      0.0090
      2999850.00
      2999850.00
      0.0026
      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
      0.0066
      2001340.00
      2001340.00
      0.0017
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NA
      Wells Fargo Bank NA 0.832100%
      94988EVC9
      KB1H1DSPRFMYMCUFXT09
      0000025728
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-11-16
      2016-11-16
      N
      N
      N
      0.0088
      2999790.00
      2999790.00
      0.0026
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.816550%
      96121TL30
      US96121TL303
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0089
      4999900.00
      4999900.00
      0.0043
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.807900%
      96121TM21
      US96121TM210
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-23
      2016-09-01
      2016-09-01
      N
      N
      N
      0.0085
      1999960.00
      1999960.00
      0.0017
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.837900%
      96121TM39
      US96121TM392
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-23
      2016-09-23
      2016-09-23
      N
      N
      N
      0.0087
      999980.00
      999980.00
      0.0009
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.817550%
      96121TM96
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0088
      4999800.00
      4999800.00
      0.0043
      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
      0.0062
      2001320.00
      2001320.00
      0.0017
      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
      0.0052
      1000530.00
      1000530.00
      0.0009
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP (NEW YORK BRANCH)
      Westpac Banking Corp. (New York Branch) 0.920300%
      96121TT32
      US96121TT322
      0000719245
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2017-03-07
      2017-03-07
      N
      N
      N
      0.0097
      4999350.00
      4999350.00
      0.0043
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      Westpac Banking Corp. 0.980900%
      9612C4SU6
      EN5TNI6CI43VEPAMHL14
      0000719245
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-30
      2017-01-27
      2017-01-27
      N
      N
      N
      0.0101
      6999650.00
      6999650.00
      0.0060
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORP
      Westpac Banking Corp. 1.030400%
      9612C4TK7
      EN5TNI6CI43VEPAMHL14
      0000719245
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-08-26
      2017-05-26
      2017-05-26
      N
      N
      N
      0.0106
      4249617.50
      4249617.50
      0.0036
      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
      0.0062
      5000580.13
      5000580.13
      0.0043
      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
      0.0062
      3000373.28
      3000373.28
      0.0026
      N
      N
      N
      N
    
    
      Vanguard Variable Insurance Funds
      2016-08-05
      Glenn Booraem
      Glenn Booraem
      Treasurer
    
  

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