Form N-MFP1 FIRST AMERICAN FUNDS For: May 31

  
    N-MFP1
    
      
        
          0000356134
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      2016-05-31
      0000356134
      549300CT9R07YCUBE977
      S000005655
      7
      N
      N
    
    
      002-74747
      
        U.S. Bancorp Asset Management, Inc.
        801-60125
      
      
        Ernst & Young, LLP
        Minneapolis
        MN
      
      
        U.S. Bancorp Asset Management, Inc.
      
      
        U.S. Bancorp Fund Services, LLC
        0001094770
        085-11357
      
      N
      N
      N
      Prime
      N
      14
      16
      
        2193511820.50
        1820233829.73
        2087494472.54
        2337566087.38
      
      
        3974087881.25
        3785461034.24
        3909867918.93
        4626324361.17
      
      
        0.2020
        0.1690
        0.1980
        0.2170
      
      
        0.3660
        0.3510
        0.3700
        0.4300
      
      14050.38
      11121848710.49
      11121357719.74
      4932792.84
      5019727.61
      11121775826.10
      11121301966.11
      1.0000
      0.0050
      
        1.0001
        1.0001
        1.0001
        1.0000
      
    
    
      C000015460
      2500.00
      585510876.56
      585378485.34
      
        1.0003
        1.0003
        1.0003
        1.0002
      
      
        14381770.76
        62622266.57
      
      
        8910692.17
        10247672.65
      
      
        6192547.26
        27969437.41
      
      
        66968558.36
        44520457.36
      
      
        136325428.67
        145359833.99
      
      0.0002
      Y
      U.S. Bancorp Asset Management, To maintain a zero or positive yield., 72447.75;
    
    
      C000015462
      1.00
      3124668410.14
      3124516075.36
      
        1.0001
        1.0001
        1.0001
        1.0000
      
      
        341115346.40
        216129143.81
      
      
        269337261.29
        256541304.99
      
      
        415715510.42
        446914962.37
      
      
        374429384.36
        485263924.80
      
      
        1495406604.31
        1473803039.56
      
      0.0005
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 125710.95;
    
    
      C000168477
      250000000.00
      10003.12
      10002.68
      
        1.0001
        1.0001
        1.0001
        1.0000
      
      
        2.68
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        2.68
        0.00
      
      0.0036
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 0.93;
    
    
      C000015457
      2500.00
      1461030095.14
      1461123578.41
      
        1.0000
        1.0000
        0.9999
        0.9999
      
      
        32230428.42
        39771519.48
      
      
        41433481.50
        17437856.53
      
      
        41405040.09
        53677139.86
      
      
        26420231.16
        47820114.64
      
      
        145079072.54
        163361346.14
      
      0.0002
      Y
      U.S. Bancorp Asset Management, To maintain a zero or positive yield., 385634.64;
    
    
      C000015461
      1.00
      821754056.15
      821789764.28
      
        0.9999
        0.9999
        1.0000
        0.9999
      
      
        41983307.53
        79788492.32
      
      
        96807537.99
        47532842.59
      
      
        222186384.86
        57690143.70
      
      
        102183355.68
        30802629.04
      
      
        514514991.00
        249751258.93
      
      0.0010
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 25285.85;
    
    
      C000015463
      10000000.00
      4867354013.54
      4867230153.39
      
        1.0001
        1.0000
        1.0000
        1.0000
      
      
        621388027.88
        1353816822.45
      
      
        275935801.95
        382303863.35
      
      
        576017498.81
        963443937.09
      
      
        790967227.91
        505929478.04
      
      
        2707759513.09
        3382831757.34
      
      0.0030
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 184776.66;
    
    
      C000026834
      1.00
      261448371.45
      261253906.65
      
        1.0008
        1.0008
        1.0008
        1.0008
      
      
        7712493.36
        22922284.42
      
      
        5433967.26
        31184271.42
      
      
        40427084.64
        36417597.05
      
      
        13429098.85
        14840674.91
      
      
        83306488.85
        105930800.72
      
      0.0020
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 10137.19;
    
    
      855 MRU LLC / 855 LRU LLC / 855 ORU LLC
      New York State Housing Finance Agency, Series 2013A 0.42%
      64986UYZ4
      5493000LS7KCDB02O506
      US64986UYZ47
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2047-11-01
      Y
      
        Wells Fargo Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Wells Fargo Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0042
      39000000.00
      39000000.00
      39000000.00
      0.0035
      N
      N
      Y
      N
    
    
      American Honda Finance Corp
      American Honda Finance Corp 0.40%
      02665JFP0
      B6Q2VFHD1797Q7NZ3E43
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-23
      2016-06-23
      2016-06-23
      N
      N
      N
      0.0040
      24992700.75
      24992700.75
      24992700.75
      0.0022
      N
      N
      N
      N
    
    
      ANNE ARUNDEL HLTH SYS OBL
      Maryland Health & Higher Educational Facilities Authority, Anne Arundel Health System Issue, Series 2009B 0.40%
      5742173V5
      US5742173V53
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2043-07-01
      Y
      
        Bank of America NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Bank of America NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      25050000.00
      25050000.00
      25050000.00
      0.0023
      N
      N
      Y
      N
    
    
      Arizona Health Facilities Authority, Catholic Healthcare West Loan Program, Series 2005B
      Arizona Health Facilities Authority, Catholic Healthcare West Loan Program, Series 2005B 0.40%
      040507GM1
      US040507GM10
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2035-07-01
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      20390000.00
      20390000.00
      20390000.00
      0.0018
      N
      N
      Y
      N
    
    
      Atlantic Asset Securitization Corp
      Atlantic Asset Securitization Corp 0.57%
      04821QDC2
      549300BUNY5BIX4CVW20
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-22
      2016-07-05
      2016-07-05
      Y
      
        Atlantic Asset Securitization LLC
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      Y
      
        Credit Agricole CIB
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0057
      25003450.00
      25003450.00
      25003450.00
      0.0022
      N
      N
      N
      N
    
    
      Atlantic Asset Securitization Corp
      Atlantic Asset Securitization Corp 0.60%
      04821TG66
      549300BUNY5BIX4CVW20
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      N
      Y
      
        Credit Agricole CIB
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0060
      49976000.00
      49976000.00
      49976000.00
      0.0045
      N
      N
      N
      N
    
    
      Atlantic Asset Securitization Corp
      Atlantic Asset Securitization Corp 0.51%
      04821TGB5
      549300BUNY5BIX4CVW20
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      Y
      
        Credit Agricole CIB
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0051
      24985849.25
      24985849.25
      24985849.25
      0.0022
      N
      N
      N
      N
    
    
      Australia & New Zealand Banking Group LTD
      Australia & New Zealand Banking Group LTD 0.61%
      05253AF13
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0061
      24999831.25
      24999831.25
      24999831.25
      0.0022
      N
      Y
      Y
      N
    
    
      Australia & New Zealand Banking Group LTD
      Australia & New Zealand Banking Group LTD 0.61%
      05253AF21
      JHE42UYNWWTJB8YTTU19
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0061
      30099588.53
      30099588.53
      30099588.53
      0.0027
      N
      N
      Y
      N
    
    
      Banco del Estado de Chile/NY
      Banco del Estado de Chile/NY 0.58%
      05969YLD3
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      N
      N
      N
      0.0058
      50006777.50
      50006777.50
      50006777.50
      0.0045
      N
      N
      N
      N
    
    
      Banco del Estado de Chile/NY
      Banco del Estado de Chile/NY 0.58%
      05969YKZ5
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      N
      N
      0.0058
      60008022.60
      60008022.60
      60008022.60
      0.0054
      N
      N
      N
      N
    
    
      Banco del Estado de Chile/NY
      Banco del Estado de Chile/NY 0.61%
      05969YJL8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0061
      50006986.00
      50006986.00
      50006986.00
      0.0045
      N
      N
      N
      N
    
    
      Banco del Estado de Chile/NY
      Banco del Estado de Chile/NY 0.61%
      05969YJU8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-29
      2016-06-29
      2016-06-29
      N
      N
      N
      0.0061
      50007303.50
      50007303.50
      50007303.50
      0.0045
      N
      N
      N
      N
    
    
      Bank of Montreal/Chicago
      Bank of Montreal/Chicago 0.36%
      06427EU82
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-03
      2016-06-03
      2016-06-03
      N
      N
      N
      0.0036
      49999700.00
      49999700.00
      49999700.00
      0.0045
      N
      N
      Y
      N
    
    
      Bank of Montreal/Chicago
      Bank of Montreal/Chicago 0.37%
      06427EV24
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0037
      199997558.00
      199997558.00
      199997558.00
      0.0180
      N
      N
      Y
      N
    
    
      Bank of Montreal/Chicago
      Bank of Montreal/Chicago 0.57%
      06427EXT3
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-16
      2016-06-16
      2016-06-16
      N
      N
      N
      0.0047
      21001254.75
      21001254.75
      21001254.75
      0.0019
      N
      N
      N
      N
    
    
      Bank of New York Mellon
      Bank of New York Mellon 0.25%
      06406WF19
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0025
      99999014.00
      99999014.00
      99999014.00
      0.0090
      N
      Y
      Y
      N
    
    
      Bank of New York Mellon
      Bank of New York Mellon 0.31%
      06406WF27
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0031
      249997847.50
      249997847.50
      249997847.50
      0.0225
      N
      N
      Y
      N
    
    
      Bank of Nova Scotia
      Bank of Nova Scotia 1.38%
      064159CQ7
      L3I9ZG2KFGXZ61BMYR72
      US064159CQ78
      Other Instrument
      Corporate Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-07-15
      2016-07-15
      2016-07-15
      N
      N
      N
      0.0052
      51669499.18
      51669499.18
      51669499.18
      0.0046
      N
      N
      N
      N
    
    
      Bank of Nova Scotia/Houston
      Bank of Nova Scotia/Houston 0.79%
      06417GDC9
      US06417GDC96
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-07-06
      2016-07-06
      N
      N
      N
      0.0055
      100035900.00
      100035900.00
      100035900.00
      0.0090
      N
      N
      N
      N
    
    
      Bank of Nova Scotia/Houston
      Bank of Nova Scotia/Houston 0.66%
      06417GAA6
      US06417GAA67
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-07-15
      2016-07-15
      N
      N
      N
      0.0048
      33008745.00
      33008745.00
      33008745.00
      0.0030
      N
      N
      N
      N
    
    
      Bank of Nova Scotia/NY
      Bank of Nova Scotia/NY 0.28%
      0000064241
      CR3344092
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS BDS
          
            2028-04-15
          
          3.625000
          8844094.88
          17802358.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-04-15
          
          3.875000
          5013651.52
          10321706.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-15
          
          0.125000
          14765036.00
          15237052.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-02-28
          
          1.750000
          53120.00
          54055.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-11-15
          
          2.000000
          59361.60
          61115.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-09-15
          
          1.000000
          1274880.00
          1279294.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-09-30
          
          1.375000
          6294.72
          6372.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-08-15
          
          2.625000
          13.28
          14.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-09-30
          
          1.000000
          33465.60
          33417.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-07-31
          
          0.625000
          1184841.60
          1185265.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2016-07-15
          
          2.500000
          18302124.16
          21962280.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-31
          
          2.625000
          26.56
          27.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-02-15
          
          1.000000
          3984.00
          4004.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2040-05-15
          
          4.375000
          44355.20
          59624.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          2.375000
          318720.00
          328082.40
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-07-15
          
          0.375000
          3819792.80
          3995653.81
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-01-15
          
          2.375000
          11452472.80
          16461972.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-05-15
          
          3.375000
          3551682.88
          4105185.63
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-09-30
          
          1.750000
          9516262.08
          9745477.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-10-31
          
          1.500000
          131405.60
          133240.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-06-30
          
          2.500000
          49162.56
          50593.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-06-30
          
          0.750000
          929600.00
          932511.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          1.000000
          10962414.24
          10983023.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2045-02-15
          
          2.500000
          1186302.40
          1160276.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-02-15
          
          3.500000
          26692.80
          28151.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-01-15
          
          2.375000
          18440727.52
          22463917.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-01-15
          
          2.500000
          1297867.68
          1804115.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-05-31
          
          2.750000
          6160525.60
          6283489.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-31
          
          1.625000
          3639676.16
          3709091.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2039-05-15
          
          4.250000
          466154.56
          615748.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-10-31
          
          1.750000
          221842.40
          226433.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-08-31
          
          1.625000
          1557850.24
          1591192.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2043-05-15
          
          2.875000
          22576.00
          23782.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-06-30
          
          1.000000
          109692.80
          109996.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2020-02-15
          
          8.500000
          967288.64
          1248772.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-15
          
          0.875000
          321376.00
          320373.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-08-31
          
          1.500000
          714849.12
          726687.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-11-30
          
          1.875000
          7790672.16
          7957470.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-02-29
          
          1.375000
          19649858.24
          19839430.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-04-30
          
          1.750000
          808088.00
          819226.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2025-02-15
          
          7.625000
          3891.04
          5825.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-01-31
          
          1.250000
          3818690.56
          3860811.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-08-15
          
          4.750000
          697731.20
          740743.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-15
          
          1.250000
          13313478.88
          15566036.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-03-31
          
          1.125000
          6118640.48
          6112907.31
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0028
      205817195.00
      205817195.00
      205817195.00
      0.0185
      N
      Y
      Y
      N
    
    
      Bank of Nova Scotia/NY
      Bank of Nova Scotia/NY 0.30%
      0000064241
      CR4529754
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FANNIE MAE
          
            2041-07-01
          
          4.500000
          151649.00
          90915.76
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2042-04-01
          
          2.788000
          515203.00
          222157.09
          Agency Mortgage-Backed Securities
        
        
          Freddie Mac
          
            2042-06-01
          
          2.178000
          14131243.00
          5528744.12
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2042-11-01
          
          3.500000
          651270.00
          487172.06
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2044-09-01
          
          4.500000
          15631292.00
          11509132.49
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2027-09-01
          
          2.500000
          186179.00
          119330.22
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-04-01
          
          3.500000
          106110.00
          111066.61
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-05-01
          
          3.000000
          540772.00
          554567.85
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2027-02-01
          
          3.000000
          68838.00
          33355.78
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2035-05-01
          
          3.000000
          504288.00
          470231.58
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2043-02-01
          
          3.500000
          1922048.00
          1603934.60
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-05-01
          
          3.000000
          5041920.00
          3083518.63
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2026-12-01
          
          3.000000
          17647784.00
          9165325.69
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2041-11-01
          
          4.000000
          91524.00
          53427.01
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2027-09-01
          
          2.500000
          19645615.00
          12254680.77
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-05-01
          
          3.000000
          21862476.00
          22427119.86
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2044-08-01
          
          4.500000
          150627.00
          133777.85
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2027-11-01
          
          2.500000
          2561944.00
          1645141.83
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2045-06-01
          
          3.500000
          3537475.00
          3517991.22
          Agency Mortgage-Backed Securities
        
        
          Freddie Mac
          
            2042-11-01
          
          2.266000
          1883478.00
          1170258.11
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2034-07-01
          
          4.000000
          22750123.00
          18630522.12
          Agency Mortgage-Backed Securities
        
        
          Freddie Mac
          
            2042-07-01
          
          2.286000
          34279928.00
          17426441.37
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2043-12-01
          
          4.500000
          17943751.00
          10998164.25
          Agency Mortgage-Backed Securities
        
        
          Freddie Mac
          
            2044-06-01
          
          3.103000
          16744880.00
          9104753.81
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2044-04-01
          
          3.134000
          3436975.00
          1543273.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATL MTG ASSN GTD MTG
          
            2042-01-01
          
          3.245000
          47752062.00
          16377328.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATL MTG ASSN GTD MTG
          
            2027-07-01
          
          3.000000
          311288.00
          200177.10
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2041-05-01
          
          3.423000
          228308.00
          61870.01
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2042-10-01
          
          3.500000
          1938883.00
          1640669.93
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2043-08-01
          
          3.000000
          505165.00
          430965.83
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-04-01
          
          3.500000
          44711.00
          46643.23
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-05-01
          
          4.000000
          12768.00
          13773.29
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2042-11-01
          
          2.277000
          21285045.00
          14323888.56
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2044-04-01
          
          2.712000
          6794302.00
          4056623.91
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2044-10-01
          
          4.000000
          1370076.00
          1362754.45
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-01-01
          
          3.500000
          18208122.00
          18712153.80
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-02-01
          
          4.000000
          11789572.00
          12592556.30
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2033-03-01
          
          4.000000
          64135.00
          46782.84
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2046-03-01
          
          2.460000
          2234955.00
          2248807.96
          Agency Mortgage-Backed Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0030
      200000000.00
      200000000.00
      200000000.00
      0.0180
      N
      Y
      Y
      N
    
    
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.61%
      06538MTJ8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2016-06-08
      2016-06-08
      N
      N
      N
      0.0061
      20001077.60
      20001077.60
      20001077.60
      0.0018
      N
      N
      N
      N
    
    
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.37%
      06538MJ34
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0037
      50000000.00
      50000000.00
      50000000.00
      0.0045
      N
      N
      Y
      N
    
    
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.85%
      06538MKP3
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      N
      N
      0.0066
      15005705.40
      15005705.40
      15005705.40
      0.0013
      N
      N
      N
      N
    
    
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY
      Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.37%
      06538MJ26
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-03
      2016-06-03
      2016-06-03
      N
      N
      N
      0.0037
      125000208.75
      125000208.75
      125000208.75
      0.0112
      N
      N
      Y
      N
    
    
      Barton Capital LLC
      Barton Capital LLC 0.59%
      06945JEX7
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-09-15
      2016-09-15
      Y
      
        Barton Capital SA
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      Y
      
        Societe Generale SA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0060
      49998000.00
      49998000.00
      49998000.00
      0.0045
      N
      N
      N
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.56%
      0000753835
      CR4510739
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          RITE AID CORP
          
            2027-02-15
          
          7.700000
          5425000.00
          6578746.80
          Corporate Debt Securities
        
        
          WIDEOPENWEST FIN LLC / WIDEOPENWEST CAP CORP
          
            2019-07-15
          
          10.250000
          18194000.00
          19671757.09
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0056
      25000000.00
      25000000.00
      25000000.00
      0.0022
      N
      Y
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.43%
      0000753835
      CR2184032
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          BROOKFIELD ASSET MGMT INC
          C6J3FGIWG6MBDGTE8F80
          
            2025-01-15
          
          4.000000
          6163000.00
          6298469.59
          Corporate Debt Securities
        
        
          CHUBB CORP
          
            2067-03-29
          
          6.375000
          4991000.00
          4432735.85
          Corporate Debt Securities
        
        
          PRUDENTIAL FINL INC
          5PRBRS5FEH7NREC8OR45
          
            2042-09-15
          
          5.875000
          3720000.00
          4077688.33
          Corporate Debt Securities
        
        
          PRUDENTIAL FINL INC
          5PRBRS5FEH7NREC8OR45
          
            2043-06-15
          
          5.625000
          11188000.00
          12093528.74
          Corporate Debt Securities
        
        
          FIRST UN CAP II
          
            2029-11-15
          
          7.950000
          4673000.00
          6131225.23
          Corporate Debt Securities
        
        
          EVEREST REINS HLDGS INC REORGANIZED AS EVEREST R
          
            2067-05-01
          
          6.600000
          2000.00
          1655.87
          Corporate Debt Securities
        
        
          PPL CAP FDG INC
          
            2067-03-30
          
          6.700000
          14372000.00
          11800314.24
          Corporate Debt Securities
        
        
          BANK ONE CAP III
          
            2030-09-01
          
          8.750000
          3350000.00
          4914801.75
          Corporate Debt Securities
        
        
          DOMINION RES INC VA NEW
          ILUL7B6Z54MRYCF6H308
          
            2066-06-30
          
          7.500000
          8010000.00
          6940331.25
          Corporate Debt Securities
        
        
          ESTEE LAUDER COS INC
          549300VFZ8XJ9NUPU221
          
            2045-06-15
          
          4.375000
          150000.00
          167832.54
          Corporate Debt Securities
        
        
          METLIFE INC
          C4BXATY60WC6XEOZDX54
          
            2069-08-01
          
          10.750000
          2235000.00
          3545455.01
          Corporate Debt Securities
        
        
          RALI
          
            2035-04-25
          
          3.171000
          61561862.00
          11088371.50
          Private Label Collateralized Mortgage Obligations
        
        
          AXA SA
          F5WCUMTUM4RKZ1MAIE39
          
            2049-01-01
          
          6.379000
          3397000.00
          3688603.49
          Corporate Debt Securities
        
        
          Sequoia Mortgage Trust
          549300DFASAA48I36408
          
            2043-06-25
          
          3.553000
          7711000.00
          7030662.54
          Private Label Collateralized Mortgage Obligations
        
        
          FPL GROUP CAP INC
          UMI46YPGBLUE4VGNNT48
          
            2067-06-15
          
          6.650000
          4091000.00
          3295970.97
          Corporate Debt Securities
        
        
          J P MORGAN MADISON AVE SECS TR SER 2014-1
          
            2024-11-25
          
          0.000000
          7250000.00
          7500864.37
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT Alternative Loan Trust
          
            2036-02-25
          
          6.000000
          2604092.00
          528997.30
          Private Label Collateralized Mortgage Obligations
        
        
          EQUIFAX INC
          5493004MCF8JDC86VS77
          
            2026-06-01
          
          3.250000
          300000.00
          300658.58
          Corporate Debt Securities
        
        
          CWALT Alternative Loan Trust
          
            2035-08-25
          
          5.500000
          11792864.00
          5190361.94
          Private Label Collateralized Mortgage Obligations
        
        
          MICRON TECHNOLOGY INC
          B3DXGBC8GAIYWI2Z0172
          
            2023-09-15
          
          7.500000
          892.00
          941.99
          Corporate Debt Securities
        
        
          Sequoia Mortgage Trust
          
            2043-05-25
          
          3.531000
          7012000.00
          6298178.78
          Private Label Collateralized Mortgage Obligations
        
        
          First Horizon Alternative Mortgage Securities Trust
          
            2037-02-25
          
          0.946000
          37500000.00
          4685192.57
          Private Label Collateralized Mortgage Obligations
        
        
          LIBERTY MUT INS CO
          CNC20I6IOMGF7KY49D67
          
            2097-10-15
          
          7.697000
          4820000.00
          6224524.17
          Corporate Debt Securities
        
        
          MASTR Adjustable Rate Mortgages
          
            2047-05-25
          
          0.646000
          29358631.00
          9547088.77
          Private Label Collateralized Mortgage Obligations
        
        
          Fannie Mae REMIC Trust
          
            2042-12-25
          
          0.594000
          120223314.00
          189925.31
          Agency Collateralized Mortgage Obligation
        
        
          GSR Mortgage Loan Trust
          
            2037-05-25
          
          2.921000
          112377.00
          24592.66
          Private Label Collateralized Mortgage Obligations
        
        
          NATIONWIDE FINL SVCS INC
          
            2087-05-15
          
          6.750000
          1000.00
          1026.75
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-07-05
      2016-07-05
      Y
      
        BNP Paribas SA
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      N
      N
      0.0043
      120000000.00
      120000000.00
      120000000.00
      0.0108
      N
      N
      N
      Y
    
    
      BNP Paribas/Chicago
      BNP Paribas/Chicago 0.37%
      05567V2G9
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0037
      100000022.00
      100000022.00
      100000022.00
      0.0090
      N
      Y
      Y
      N
    
    
      CAFCO LLC
      CAFCO LLC 0.40%
      12476EFN4
      8O46YQAGJ63WE5QHIG35
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-22
      2016-06-22
      2016-06-22
      N
      Y
      
        Citibank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      74982445.50
      74982445.50
      74982445.50
      0.0067
      N
      N
      N
      N
    
    
      CAFCO LLC
      CAFCO LLC 0.59%
      12476EFH7
      8O46YQAGJ63WE5QHIG35
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      Y
      
        Citibank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      34994264.90
      34994264.90
      34994264.90
      0.0031
      N
      N
      N
      N
    
    
      Canadian Imperial Bank of Commerce/NY
      Canadian Imperial Bank of Commerce/NY 0.37%
      13606AYU6
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0037
      100000028.00
      100000028.00
      100000028.00
      0.0090
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce/NY
      Canadian Imperial Bank of Commerce/NY 0.37%
      13606AZC5
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-03
      2016-06-03
      2016-06-03
      N
      N
      N
      0.0037
      50000000.00
      50000000.00
      50000000.00
      0.0045
      N
      N
      Y
      N
    
    
      Canadian Imperial Bank of Commerce/NY
      Canadian Imperial Bank of Commerce/NY 0.37%
      13606AYK8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0037
      150000033.00
      150000033.00
      150000033.00
      0.0135
      N
      Y
      Y
      N
    
    
      Canadian Imperial Bank of Commerce/NY
      Canadian Imperial Bank of Commerce/NY 0.67%
      13606ADP0
      US13606ADP03
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0050
      57586515.00
      57586515.00
      57586515.00
      0.0052
      N
      N
      N
      N
    
    
      Canadian Imperial Bank of Commerce/NY
      Canadian Imperial Bank of Commerce/NY 0.54%
      13606ATV0
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-28
      2016-06-28
      2016-06-28
      N
      N
      N
      0.0054
      50004453.00
      50004453.00
      50004453.00
      0.0045
      N
      N
      N
      N
    
    
      CDP Financial Inc
      CDP Financial Inc 0.58%
      12509RG54
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      N
      N
      0.0058
      44983068.75
      44983068.75
      44983068.75
      0.0040
      N
      N
      N
      N
    
    
      CDP Financial Inc
      CDP Financial Inc 0.53%
      12509RFN6
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-22
      2016-06-22
      2016-06-22
      N
      N
      N
      0.0053
      51988210.56
      51988210.56
      51988210.56
      0.0047
      N
      N
      N
      N
    
    
      CDP Financial Inc
      CDP Financial Inc 0.41%
      12509RF22
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0041
      15999709.28
      15999709.28
      15999709.28
      0.0014
      N
      N
      Y
      N
    
    
      CDP Financial Inc
      CDP Financial Inc 0.65%
      12509RFH9
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      N
      N
      0.0065
      44992286.10
      44992286.10
      44992286.10
      0.0040
      N
      N
      N
      N
    
    
      CDP Financial Inc
      CDP Financial Inc 0.59%
      12509RFF3
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-06-15
      2016-06-15
      N
      N
      N
      0.0059
      62790580.00
      62790580.00
      62790580.00
      0.0056
      N
      N
      N
      N
    
    
      CDP Financial Inc
      CDP Financial Inc 0.57%
      12509RGE5
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2016-07-14
      2016-07-14
      N
      N
      N
      0.0057
      74963424.75
      74963424.75
      74963424.75
      0.0067
      N
      N
      N
      N
    
    
      Citibank
      Citibank 0.58%
      17304U6L9
      E57ODZWZ7FF32TWEFA76
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-13
      2016-07-13
      2016-07-13
      N
      N
      N
      0.0058
      80014771.20
      80014771.20
      80014771.20
      0.0072
      N
      N
      N
      N
    
    
      Coca-Cola Co
      Coca-Cola Co 0.61%
      19121AF22
      UWJKFUJFZ02DKWI3RY53
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0061
      49999153.00
      49999153.00
      49999153.00
      0.0045
      N
      N
      Y
      N
    
    
      County of Clark Department of Aviation
      Clark County, Nevada Airport System, Series 2008C-3 0.41%
      18085PKB9
      549300LDD8NZB2EOVG83
      US18085PKB93
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2029-07-01
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0041
      40000000.00
      40000000.00
      40000000.00
      0.0036
      N
      N
      Y
      N
    
    
      County of Clark Department of Aviation
      Clark County, Nevada Airport System, Series 2008B-2 0.41%
      18085PNY6
      549300LDD8NZB2EOVG83
      US18085PNY69
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2022-07-01
      Y
      
        State Street Bank & Trust Co
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        State Street Bank & Trust Co
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0041
      24730000.00
      24730000.00
      24730000.00
      0.0022
      N
      N
      Y
      N
    
    
      Credit Agricole Corporate & Investment Bank
      Credit Agricole Corporate & Investment Bank 0.28%
      0000033738
      CR3344093
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS NTS
          
            2021-04-15
          
          0.125000
          55964761.92
          56944221.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-05-31
          
          0.625000
          58608544.32
          58548763.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-02-15
          
          2.750000
          38039975.68
          41252765.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-05-15
          
          2.500000
          53259041.60
          56395837.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BD STRIPPED PRIN PMT
          
            2044-02-15
          
          0.000000
          124832000.00
          58773402.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-09-30
          
          1.375000
          50689773.28
          51312835.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-01-31
          
          2.125000
          53790640.00
          56048979.43
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0028
      371798805.00
      371798805.00
      371798805.00
      0.0334
      N
      Y
      Y
      N
    
    
      Credit Agricole Corporate & Investment Bank/NY
      Credit Agricole Corporate & Investment Bank/NY 0.55%
      22532XDX3
      US22532XDX30
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2016-07-08
      2016-07-08
      N
      N
      N
      0.0055
      30003900.00
      30003900.00
      30003900.00
      0.0027
      N
      N
      N
      N
    
    
      Credit Agricole, Cayman Islands Branch - Time Deposit
      Credit Agricole, Cayman Islands Branch - Time Deposit 0.30%
      0000033738
      CR3344094
      Non-Negotiable Time Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0030
      359157000.00
      359157000.00
      359157000.00
      0.0323
      N
      Y
      Y
      N
    
    
      Credit Suisse/NY
      Credit Suisse/NY 0.91%
      22549VQC0
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      N
      N
      0.0060
      10004749.80
      10004749.80
      10004749.80
      0.0009
      N
      N
      N
      N
    
    
      Credit Suisse/NY
      Credit Suisse/NY 0.70%
      22549VVL4
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0063
      45003200.85
      45003200.85
      45003200.85
      0.0040
      N
      N
      Y
      N
    
    
      Credit Suisse/NY
      Credit Suisse/NY 0.70%
      22549VVC4
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-09
      2016-06-09
      2016-06-09
      N
      N
      N
      0.0070
      45004018.95
      45004018.95
      45004018.95
      0.0040
      N
      N
      N
      N
    
    
      Credit Suisse/NY
      Credit Suisse/NY 0.65%
      22549VWC3
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-03
      2016-06-03
      2016-06-03
      N
      N
      N
      0.0052
      50001397.50
      50001397.50
      50001397.50
      0.0045
      N
      N
      Y
      N
    
    
      DNB Bank ASA
      DNB Bank ASA 0.60%
      2332K0FT4
      549300GKFG0RYRRQ1414
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0060
      49986162.50
      49986162.50
      49986162.50
      0.0045
      N
      N
      N
      N
    
    
      DnB Bank ASA - Georgetown, Cayman Islands Branch - Time Deposit
      DnB Bank ASA - Georgetown, Cayman Islands Branch - Time Deposit 0.27%
      0001498632
      CR3344091
      Non-Negotiable Time Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0027
      270000000.00
      270000000.00
      270000000.00
      0.0243
      N
      Y
      Y
      N
    
    
      Dnb NOR Bank ASA/NY
      Dnb NOR Bank ASA/NY 0.62%
      23340QCM3
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-16
      2016-06-16
      2016-06-16
      N
      N
      N
      0.0062
      50005642.50
      50005642.50
      50005642.50
      0.0045
      N
      N
      N
      N
    
    
      Dnb NOR Bank ASA/NY
      Dnb NOR Bank ASA/NY 0.54%
      23340QFR9
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-20
      2016-06-20
      2016-06-20
      N
      N
      N
      0.0054
      50004793.50
      50004793.50
      50004793.50
      0.0045
      N
      N
      N
      N
    
    
      DZ Bank/NY
      DZ Bank/NY 0.68%
      23328ANG5
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-20
      2016-06-20
      2016-06-20
      N
      N
      N
      0.0068
      99014252.04
      99014252.04
      99014252.04
      0.0089
      N
      N
      N
      N
    
    
      DZ Bank/NY
      DZ Bank/NY 0.67%
      23328ANA8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      N
      N
      0.0066
      45001867.50
      45001867.50
      45001867.50
      0.0040
      N
      N
      Y
      N
    
    
      DZ Bank/NY
      DZ Bank/NY 0.71%
      23328ANB6
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0057
      25006018.25
      25006018.25
      25006018.25
      0.0022
      N
      N
      N
      N
    
    
      DZ Bank/NY
      DZ Bank/NY 0.68%
      23328AND2
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-24
      2016-06-24
      2016-06-24
      N
      N
      N
      0.0068
      50008635.00
      50008635.00
      50008635.00
      0.0045
      N
      N
      N
      N
    
    
      DZ Bank/NY
      DZ Bank/NY 0.55%
      23328APF5
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      N
      N
      0.0055
      60007080.00
      60007080.00
      60007080.00
      0.0054
      N
      N
      N
      N
    
    
      Elmhurst, Illinois Community Accredation
      Elmhurst, Illinois Community Accredation 0.41%
      289470AA4
      US289470AA40
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2018-07-01
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0041
      3795000.00
      3795000.00
      3795000.00
      0.0003
      N
      N
      Y
      N
    
    
      Fairway Finance Corp
      Fairway Finance Corp 0.28%
      30601VF14
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      Y
      
        Bank of Montreal
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0028
      57999334.74
      57999334.74
      57999334.74
      0.0052
      N
      Y
      Y
      N
    
    
      Fairway Finance Corp
      Fairway Finance Corp 0.58%
      30601VFE6
      549300GKD6SUOVFV4H89
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-14
      2016-06-14
      2016-06-14
      N
      Y
      
        Bank of Montreal
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0058
      14497580.97
      14497580.97
      14497580.97
      0.0013
      N
      N
      N
      N
    
    
      Fairway Finance Corp
      Fairway Finance Corp 0.58%
      30601VFF3
      549300GKD6SUOVFV4H89
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-06-15
      2016-06-15
      N
      Y
      
        Bank of Montreal
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0058
      34993729.05
      34993729.05
      34993729.05
      0.0031
      N
      N
      N
      N
    
    
      Fairway Finance Corp
      Fairway Finance Corp 0.58%
      30601VFT3
      549300GKD6SUOVFV4H89
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      Y
      
        Bank of Montreal
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0058
      69976217.50
      69976217.50
      69976217.50
      0.0063
      N
      N
      N
      N
    
    
      Fairway Finance Corp
      Fairway Finance Corp 0.55%
      30601VGB1
      549300GKD6SUOVFV4H89
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      Y
      
        Bank of Montreal
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0055
      34980188.95
      34980188.95
      34980188.95
      0.0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank
      Federal Home Loan Bank 0.40%
      3130A5FW4
      US3130A5FW41
      U.S. Government Agency Debt
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      N
      N
      0.0040
      28500912.00
      28500912.00
      28500912.00
      0.0026
      N
      N
      N
      N
    
    
      Goldman Sachs Financial Square Money Market Fund
      Goldman Sachs Financial Square Money Market Fund 0.42%
      38141W232
      US38141W2329
      Investment Company
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0042
      200000000.00
      200000000.00
      200000000.00
      0.0180
      N
      N
      Y
      N
    
    
      Gotham Funding Corp
      HSBC Bank PLC 0.66%
      40433FFW4
      MP6I5ZYZBEU3UXPYFY54
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0055
      35000280.00
      35000280.00
      35000280.00
      0.0031
      N
      Y
      Y
      N
    
    
      Gotham Funding Corp
      Gotham Funding Corp 0.50%
      38346LFH4
      549300Z2ZR7VTUMRPR17
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      3999182.12
      3999182.12
      3999182.12
      0.0004
      N
      N
      N
      N
    
    
      Gotham Funding Corp
      Gotham Funding Corp 0.51%
      38346LG59
      549300Z2ZR7VTUMRPR17
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0051
      31985160.00
      31985160.00
      31985160.00
      0.0029
      N
      N
      N
      N
    
    
      Gotham Funding Corp
      Gotham Funding Corp 0.53%
      38346LG83
      549300Z2ZR7VTUMRPR17
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-08
      2016-07-08
      2016-07-08
      N
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0053
      54971726.70
      54971726.70
      54971726.70
      0.0049
      N
      N
      N
      N
    
    
      Gotham Funding Corp
      Gotham Funding Corp 0.51%
      38346LG75
      549300Z2ZR7VTUMRPR17
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-07
      2016-07-07
      N
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0051
      49975179.00
      49975179.00
      49975179.00
      0.0045
      N
      N
      N
      N
    
    
      Gotham Funding Corp
      Gotham Funding Corp 0.56%
      38346LGC4
      549300Z2ZR7VTUMRPR17
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-12
      2016-07-12
      2016-07-12
      N
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0056
      19988333.40
      19988333.40
      19988333.40
      0.0018
      N
      N
      N
      N
    
    
      HSBC Bank USA
      HSBC Bank USA 0.76%
      40428AU47
      1IE8VN30JCEQV1H4R804
      US40428AU474
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0076
      25006975.00
      25006975.00
      25006975.00
      0.0022
      N
      N
      N
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.38%
      0000853784
      CR4268395
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UTD MEXICAN STS
          
            2046-01-23
          
          4.600000
          935000.00
          924460.50
          Corporate Debt Securities
        
        
          BNP PARIBAS
          R0MUWSFPU8MPRO8K5P83
          
            2049-06-29
          
          7.195000
          1600000.00
          1789885.52
          Corporate Debt Securities
        
        
          TIME WARNER ENTERTAINMENT COMP
          
            2033-07-15
          
          8.375000
          1500000.00
          2011869.19
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC.
          B1WXCWLJVJXMWJX6O298
          
            2037-05-01
          
          6.550000
          3605000.00
          4079044.63
          Corporate Debt Securities
        
        
          MASCO CORPORATION
          5GCSNMQXHEYA1JO8QN11
          
            2026-04-01
          
          4.375000
          2435000.00
          2523564.82
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2017-08-14
          
          2.000000
          3065000.00
          3109408.59
          Corporate Debt Securities
        
        
          NEWELL RUBBERMAID INC  <
          549300LWGYFM1TVO1Z12
          
            2036-04-01
          
          5.375000
          1460000.00
          1635547.92
          Corporate Debt Securities
        
        
          NEWELL RUBBERMAID INC  <
          549300LWGYFM1TVO1Z12
          
            2046-04-01
          
          5.500000
          17065000.00
          19627251.79
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC.
          B1WXCWLJVJXMWJX6O298
          
            2017-05-01
          
          5.850000
          1130000.00
          1176739.65
          Corporate Debt Securities
        
        
          INTEL CORPORATION
          
            2026-05-19
          
          2.600000
          25000.00
          24827.36
          Corporate Debt Securities
        
        
          ENCANA CORPORATION +
          CZ72ZHBVKZXQRV3XFE26
          
            2038-02-01
          
          6.500000
          13074000.00
          11586651.18
          Corporate Debt Securities
        
        
          MARATHON OIL CORP
          1FRVQX2CRLGC1XLP5727
          
            2045-06-01
          
          5.200000
          290000.00
          247103.20
          Corporate Debt Securities
        
        
          NOBLE ENERGY INC       COM
          02VFQXG2D1LR5ZH3K186
          
            2044-11-15
          
          5.050000
          72000.00
          68542.14
          Corporate Debt Securities
        
        
          CARPENTER TECHNOLOGY CORPORATI
          DX6I6ZD3X5WNNCDJKP85
          
            2023-03-01
          
          4.450000
          1000000.00
          956711.35
          Corporate Debt Securities
        
        
          PRIDE INTERNATIONAL  INC (DELA
          
            2020-08-15
          
          6.875000
          1000000.00
          908802.09
          Corporate Debt Securities
        
        
          NOBLE HOLDING INTERNATIONAL LI
          
            2042-03-15
          
          5.250000
          2095000.00
          1185387.61
          Corporate Debt Securities
        
        
          ENCANA CORPORATION +
          CZ72ZHBVKZXQRV3XFE26
          
            2034-08-15
          
          6.500000
          1805000.00
          1628016.85
          Corporate Debt Securities
        
        
          NOBLE HOLDING INTERNATIONAL LI
          
            2021-03-01
          
          4.625000
          515000.00
          397288.51
          Corporate Debt Securities
        
        
          BLOCK FINANCIAL CORPORATION
          
            2022-11-01
          
          5.500000
          17360000.00
          18584410.07
          Corporate Debt Securities
        
        
          ENSCO PLC
          7N0UJMJLXD0MDT5D5086
          
            2025-03-15
          
          5.200000
          320000.00
          216106.66
          Corporate Debt Securities
        
        
          STAPLES
          XQM2JINI1UL7642TU573
          
            2018-01-12
          
          2.750000
          2000000.00
          2034503.22
          Corporate Debt Securities
        
        
          REGIONS BANK
          EQTWLK1G7ODGC2MGLV11
          
            2018-05-15
          
          7.500000
          33000.00
          36208.09
          Corporate Debt Securities
        
        
          BLOCK FINANCIAL CORPORATION
          
            2020-10-01
          
          4.125000
          3395000.00
          3451697.81
          Corporate Debt Securities
        
        
          XLIT LTD
          635400XCGXK8NVDIVE95
          
            2045-03-31
          
          5.500000
          254000.00
          247677.09
          Corporate Debt Securities
        
        
          FAMILY DLR STORES INC
          
            2021-02-01
          
          5.000000
          55000.00
          59484.03
          Corporate Debt Securities
        
        
          CENOVUS ENERGY INC.
          549300DK79J32SE1QE52
          
            2023-09-15
          
          3.800000
          382000.00
          343749.06
          Corporate Debt Securities
        
        
          THE NASDAQ STOCK MARKET  INC.
          549300L8X1Q78ERXFD06
          
            2024-06-01
          
          4.250000
          3000000.00
          3210240.13
          Corporate Debt Securities
        
        
          LLOYDS BANKING GROUP PLC
          549300PPXHEU2JF0AM85
          
            2045-12-01
          
          5.300000
          15000.00
          15847.95
          Corporate Debt Securities
        
        
          NOBLE HOLDING INTERNATIONAL LI
          
            2041-03-01
          
          6.050000
          140000.00
          83993.97
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC.
          B1WXCWLJVJXMWJX6O298
          
            2040-11-15
          
          5.875000
          4965000.00
          5205593.28
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC.
          B1WXCWLJVJXMWJX6O298
          
            2021-09-01
          
          4.000000
          3905000.00
          4083298.18
          Corporate Debt Securities
        
        
          CBRE SERVICES  INC
          549300CTE3HOMEUMM603
          
            2026-03-01
          
          4.875000
          4000000.00
          4099288.46
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0038
      91000000.00
      91000000.00
      91000000.00
      0.0082
      N
      Y
      Y
      N
    
    
      Hydro-Quebec
      Hydro-Quebec 0.40%
      44881LF18
      6THEVG93PYJH84S4D167
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0040
      39999638.80
      39999638.80
      39999638.80
      0.0036
      N
      Y
      Y
      N
    
    
      Hydro-Quebec
      Hydro-Quebec 0.41%
      44881LF83
      6THEVG93PYJH84S4D167
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2016-06-08
      2016-06-08
      N
      N
      N
      0.0041
      19823493.30
      19823493.30
      19823493.30
      0.0018
      N
      N
      N
      N
    
    
      Illinois Finance Authority, The Carle Foundation, Series 2009D
      Illinois Finance Authority, The Carle Foundation, Series 2009D 0.41%
      45200FVE6
      549300ZG6UBPNNNRN315
      US45200FVE68
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2033-02-15
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0041
      11400000.00
      11400000.00
      11400000.00
      0.0010
      N
      N
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.38%
      0000877559
      CR3344090
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          COMMONWEALTH BK AUSTRA
          
            2021-03-15
          
          2.550000
          9050000.00
          9282788.66
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BK
          
            2021-01-14
          
          2.625000
          3498000.00
          3607685.71
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2026-05-13
          
          2.850000
          150000.00
          149018.37
          Corporate Debt Securities
        
        
          HYDRO-QUEBEC
          6THEVG93PYJH84S4D167
          
            2022-01-15
          
          8.400000
          2595000.00
          3463961.61
          Corporate Debt Securities
        
        
          SAN DIEGO GAS & ELECTRIC COMPA
          KNIRVXKVNJJ4P8OTMS63
          
            2037-09-15
          
          6.125000
          880000.00
          1186645.29
          Corporate Debt Securities
        
        
          SOUTHERN CALIFORNIA GAS COMPAN
          XY0N0J73VHV5F4CUJV89
          
            2024-09-15
          
          3.150000
          620000.00
          652743.72
          Corporate Debt Securities
        
        
          WESTPAC BANKING CORPORATION
          EN5TNI6CI43VEPAMHL14
          
            2021-05-13
          
          2.100000
          1000000.00
          996001.66
          Corporate Debt Securities
        
        
          ROCHE HOLDINGS INC.
          
            2024-09-30
          
          3.350000
          1000000.00
          1067543.39
          Corporate Debt Securities
        
        
          MERCK & CO INC NEW
          4YV9Y5M8S0BRK1RP0397
          
            2023-05-18
          
          2.800000
          800000.00
          825434.59
          Corporate Debt Securities
        
        
          PFD GOOGLE INC SR A
          7ZW8QJWVPR4P1J1KQY45
          
            2021-05-19
          
          3.625000
          550000.00
          601220.25
          Corporate Debt Securities
        
        
          ROCHE HOLDINGS INC.
          
            2019-09-30
          
          2.250000
          9400000.00
          9670343.59
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BK
          
            2021-01-14
          
          2.625000
          1960000.00
          2021459.12
          Corporate Debt Securities
        
        
          US BANCORP
          N1GZ7BBF3NP8GI976H15
          
            2026-04-27
          
          3.100000
          950000.00
          959564.32
          Corporate Debt Securities
        
        
          WELLS FARGO & CO.
          PBLD0EJDB5FWOLXP3B76
          
            2025-02-19
          
          3.000000
          703000.00
          710266.66
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE
          
            2019-08-15
          
          2.250000
          551000.00
          568187.02
          Corporate Debt Securities
        
        
          US BANCORP
          N1GZ7BBF3NP8GI976H15
          
            2022-07-15
          
          2.950000
          166000.00
          172318.37
          Corporate Debt Securities
        
        
          WELLS FARGO & CO.
          PBLD0EJDB5FWOLXP3B76
          
            2043-11-02
          
          5.375000
          250000.00
          284312.64
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2038-05-15
          
          6.400000
          500000.00
          669413.33
          Corporate Debt Securities
        
        
          IBM CORPORATION
          
            2042-06-20
          
          4.000000
          561000.00
          585211.53
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2022-09-23
          
          3.250000
          500000.00
          517824.29
          Corporate Debt Securities
        
        
          GEORGIA POWER COMPANY
          D981X4Z4RWS7PDMJUZ03
          
            2043-03-15
          
          4.300000
          569000.00
          599571.43
          Corporate Debt Securities
        
        
          NATIONAL RURAL UTILITIES
          4NYF266XZC35SCTGX023
          
            2020-11-01
          
          2.300000
          630000.00
          642878.99
          Corporate Debt Securities
        
        
          THE PROCTER AND GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2034-02-01
          
          5.500000
          726000.00
          953282.03
          Corporate Debt Securities
        
        
          UNITEDHEALTH GROUP INC COM
          549300GHBMY8T5GXDE41
          
            2020-07-15
          
          2.700000
          11500000.00
          12012612.22
          Corporate Debt Securities
        
        
          THE BANK OF TOKYO-MITUBISHI UF
          
            2021-09-08
          
          2.850000
          600000.00
          614713.03
          Corporate Debt Securities
        
        
          COCA COLA COMPANY
          
            2026-06-01
          
          2.550000
          1000000.00
          1002179.98
          Corporate Debt Securities
        
        
          THE PROCTER AND GAMBLE COMPANY
          2572IBTT8CCZW6AU4141
          
            2026-01-15
          
          6.450000
          5900000.00
          8026758.56
          Corporate Debt Securities
        
        
          ABN AMRO BANK N.V.
          X3CZP3CK64YBHON1LE12
          
            2018-06-04
          
          4.650000
          1155000.00
          1217096.58
          Corporate Debt Securities
        
        
          ROYAL BANK OF SCOTLAND GROUP P
          2138005O9XJIJN4JPN90
          
            2023-06-10
          
          6.100000
          1000000.00
          1073325.63
          Corporate Debt Securities
        
        
          NORSK HYDRO A.S.
          OW6OFBNCKXC4US5C7523
          
            2016-10-01
          
          7.500000
          7000000.00
          7232691.41
          Corporate Debt Securities
        
        
          AMAZON. COM
          ZXTILKJKG63JELOEG630
          
            2021-12-05
          
          3.300000
          633000.00
          685369.11
          Corporate Debt Securities
        
        
          ORACLE CORP
          1Z4GXXU7ZHVWFCD8TV52
          
            2019-07-08
          
          5.000000
          5000000.00
          5637810.83
          Corporate Debt Securities
        
        
          CISCO SYSTEMS  INC.
          8E6NF1YAL0WT6CWXXV93
          
            2020-01-15
          
          4.450000
          890000.00
          993887.45
          Corporate Debt Securities
        
        
          NOBLE HOLDING INTERNATIONAL LI
          
            2045-04-01
          
          6.950000
          3000000.00
          2077920.91
          Corporate Debt Securities
        
        
          LLOYDS BK PLC
          H7FNTJ4851HG0EXQ1Z70
          
            2018-05-14
          
          1.750000
          8500000.00
          8499131.11
          Corporate Debt Securities
        
        
          COCA COLA COMPANY
          UWJKFUJFZ02DKWI3RY53
          
            2023-11-01
          
          3.200000
          507000.00
          541915.92
          Corporate Debt Securities
        
        
          INTEL CORPORATION
          
            2017-12-15
          
          1.350000
          778000.00
          785031.17
          Corporate Debt Securities
        
        
          SUMITOMO TRUST AND BANKING COM
          
            2026-03-09
          
          3.784000
          1815000.00
          1935341.70
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2020-12-14
          
          2.200000
          1365000.00
          1400536.89
          Corporate Debt Securities
        
        
          STATOIL ASA
          OW6OFBNCKXC4US5C7523
          
            2040-08-17
          
          5.100000
          504000.00
          580004.04
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0038
      90000000.00
      90000000.00
      90000000.00
      0.0081
      N
      Y
      Y
      N
    
    
      ING Funding LLC
      ING Funding LLC 0.40%
      4497W0F86
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2016-06-08
      2016-06-08
      N
      N
      N
      0.0040
      14998223.40
      14998223.40
      14998223.40
      0.0013
      N
      N
      N
      N
    
    
      ING Funding LLC
      ING Funding LLC 0.67%
      4497W0F29
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0067
      14999564.10
      14999564.10
      14999564.10
      0.0013
      N
      N
      Y
      N
    
    
      ING Funding LLC
      ING Funding LLC 0.59%
      4497W0F78
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0059
      29996902.50
      29996902.50
      29996902.50
      0.0027
      N
      N
      Y
      N
    
    
      ING Funding LLC
      ING Funding LLC 0.47%
      4497W0G10
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0047
      14992689.15
      14992689.15
      14992689.15
      0.0013
      N
      N
      N
      N
    
    
      ING Funding LLC
      ING Funding LLC 0.60%
      4497W0FQ6
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-24
      2016-06-24
      2016-06-24
      N
      N
      N
      0.0060
      24990733.25
      24990733.25
      24990733.25
      0.0022
      N
      N
      N
      N
    
    
      ING Funding LLC
      ING Funding LLC 0.60%
      4497W0GB8
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      N
      N
      0.0060
      99933831.00
      99933831.00
      99933831.00
      0.0090
      N
      N
      N
      N
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 0.60%
      0000782124
      CR49929P8
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ACCESS GROUP  INC.
          
            2029-05-25
          
          0.989100
          108224000.00
          21034773.35
          Asset-Backed Securities
        
        
          J.P. MORGAN MORTGAGE ACQUISITI
          
            2036-11-25
          
          0.586000
          40845933.00
          3856522.69
          Asset-Backed Securities
        
        
          SLM PRIVATE CREDIT STUDENT LOA
          54930054KUX5HFXZUQ43
          
            2033-06-15
          
          1.033850
          29760000.00
          26541264.27
          Asset-Backed Securities
        
        
          NORTHSTAR GUARANTEE  INC.  DIV
          
            2045-10-30
          
          1.371100
          25614000.00
          6813160.71
          Asset-Backed Securities
        
        
          JPMORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2017-02-15
          
          1.350000
          23879000.00
          24023886.18
          Corporate Debt Securities
        
        
          NELNET STUDENT LOAN TRUST 2002
          
            2037-03-23
          
          0.794300
          21000000.00
          9762013.52
          Asset-Backed Securities
        
        
          ACCESS GROUP  INC.
          
            2037-09-22
          
          1.194300
          17600000.00
          11415573.69
          Asset-Backed Securities
        
        
          SLM PRIVATE CREDIT STUDENT LOA
          549300HIOV1ESFZYQ040
          
            2033-09-15
          
          1.103850
          16000000.00
          7404700.76
          Asset-Backed Securities
        
        
          NELNET STUDENT LOAN TRUST 2002
          
            2037-09-22
          
          0.904300
          15000000.00
          7207797.02
          Asset-Backed Securities
        
        
          SLM PRIVATE CREDIT STUDENT LOA
          549300FE2YWO5PJ3Q820
          
            2039-06-15
          
          1.033850
          13946000.00
          7724187.38
          Asset-Backed Securities
        
        
          NORTHSTAR GUARANTEE  INC.  DIV
          
            2035-11-28
          
          0.956700
          12500000.00
          6502626.09
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TRUST 2007-7
          
            2017-04-25
          
          0.878100
          4075000.00
          198898.08
          Asset-Backed Securities
        
        
          COLLEGE LOAN CORPORATION TRUST
          
            2025-04-15
          
          0.758350
          1425000.00
          88416.78
          Asset-Backed Securities
        
        
          BRAZOS HIGHER EDUCATION AUTHOR
          
            2019-12-26
          
          0.750100
          1260000.00
          223384.90
          Asset-Backed Securities
        
        
          GOAL CAPITAL FUNDING TRUST  SE
          
            2030-05-28
          
          0.832300
          1000000.00
          561066.57
          Asset-Backed Securities
        
        
          SSSI  LLC CLASS  A-N  UNITS
          
            2028-05-15
          
          1.026100
          888000.00
          447726.57
          Asset-Backed Securities
        
        
          SPS COMMERCE INC02/2010 $0.075
          
            2023-04-25
          
          1.388100
          700000.00
          544670.89
          Asset-Backed Securities
        
        
          SLM PRIVATE CREDIT STUDENT LOA
          549300HIOV1ESFZYQ040
          
            2033-09-15
          
          1.103850
          612000.00
          283229.80
          Asset-Backed Securities
        
        
          NORTHSTAR GUARANTEE  INC.  DIV
          
            2045-10-30
          
          1.371100
          500000.00
          132996.81
          Asset-Backed Securities
        
        
          NELNET STUDENT LOAN TRUST 2002
          
            2041-01-25
          
          0.938100
          437000.00
          163114.73
          Asset-Backed Securities
        
        
          COLLEGIATE FUNDING SERVICES ED
          
            2037-12-28
          
          0.930100
          437000.00
          218875.71
          Asset-Backed Securities
        
        
          CHASE ISSUANCE TRUST
          5493008SHVCX2Y068L12
          
            2019-11-15
          
          1.380000
          375000.00
          376412.63
          Asset-Backed Securities
        
        
          ASSOCIATES MANUFACTURED HOUSIN
          
            2028-03-15
          
          7.150000
          250000.00
          251597.76
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TRUST
          
            2025-04-25
          
          0.738100
          100000.00
          46950.89
          Asset-Backed Securities
        
        
          SLM STUDENT LOAN TRUST
          
            2026-07-27
          
          1.838100
          100000.00
          39289.80
          Asset-Backed Securities
        
        
          ACCESS GROUP  INC.
          
            2044-02-22
          
          1.253900
          855.00
          550.49
          Asset-Backed Securities
        
        
          GREEN TREE ACCEPTANCE  INC.
          
            2026-01-15
          
          7.250000
          322.00
          161.02
          Asset-Backed Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2018-01-25
          
          1.538100
          178000.00
          179177.54
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2018-05-15
          
          1.625000
          4205000.00
          4209697.45
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2017-02-15
          
          0.750933
          58000.00
          58052.37
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2020-01-23
          
          2.250000
          41000.00
          41624.74
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2020-10-29
          
          2.550000
          3128000.00
          3170840.58
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2021-03-01
          
          2.115600
          5000.00
          5140.95
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2019-03-22
          
          1.850000
          35000.00
          35202.41
          Corporate Debt Securities
        
        
          BEAR STEARNS CO. INC
          549300L8HTN2UIEXSQ93
          
            2016-11-21
          
          0.648500
          130000.00
          130058.78
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2019-01-28
          
          0.865350
          25000.00
          24926.98
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2024-05-13
          
          3.625000
          115000.00
          120789.31
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2025-01-23
          
          3.125000
          3121000.00
          3175194.24
          Corporate Debt Securities
        
        
          THE BEAR STEARNS
          549300L8HTN2UIEXSQ93
          
            2017-10-02
          
          6.400000
          8000.00
          8585.85
          Corporate Debt Securities
        
        
          METLIFE CAPITAL TRUST X
          
            2038-04-08
          
          9.250000
          100000.00
          138336.11
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2021-05-10
          
          4.625000
          258000.00
          284537.72
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2016-07-05
          
          3.150000
          346000.00
          351147.63
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2041-07-15
          
          5.600000
          90000.00
          112879.80
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2021-08-15
          
          4.350000
          1470000.00
          1618363.38
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2019-10-22
          
          2.200000
          7895000.00
          7972467.60
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-07-05
      2016-07-05
      Y
      
        JP Morgan Securities LLC
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      N
      N
      0.0061
      150000000.00
      150000000.00
      150000000.00
      0.0135
      N
      N
      N
      Y
    
    
      JPMorgan Prime Money Market Fund
      JPMorgan Prime Money Market Fund 0.41%
      4812A0367
      US4812A03674
      Investment Company
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0041
      100000000.00
      100000000.00
      100000000.00
      0.0090
      N
      N
      Y
      N
    
    
      Kells Funding LLC
      Kells Funding LLC 0.59%
      48803MAM1
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      Y
      
        FMS Wertmanagement AoeR
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      49981357.00
      49981357.00
      49981357.00
      0.0045
      N
      N
      N
      N
    
    
      Kells Funding LLC
      Kells Funding LLC 0.59%
      48803MAS8
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      Y
      
        FMS Wertmanagement AoeR
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      54970747.70
      54970747.70
      54970747.70
      0.0049
      N
      N
      N
      N
    
    
      Kells Funding LLC
      Kells Funding LLC 0.59%
      48802WE46
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      N
      Y
      
        FMS Wertmanagement AoeR
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      49977500.00
      49977500.00
      49977500.00
      0.0045
      N
      N
      N
      N
    
    
      Kells Funding LLC
      Kells Funding LLC 0.61%
      48803MAK5
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-14
      2016-06-14
      2016-06-14
      N
      Y
      
        FMS Wertmanagement AoeR
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0061
      49992241.50
      49992241.50
      49992241.50
      0.0045
      N
      N
      N
      N
    
    
      Liberty Street Funding LLC
      Liberty Street Funding LLC 0.59%
      53127TF81
      549300F33VRHM10B9391
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2016-06-08
      2016-06-08
      N
      Y
      
        Bank of Nova Scotia/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      24997661.00
      24997661.00
      24997661.00
      0.0022
      N
      N
      N
      N
    
    
      Liberty Street Funding LLC
      Liberty Street Funding LLC 0.30%
      53127TF16
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      Y
      
        Bank of Nova Scotia/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0030
      25818703.86
      25818703.86
      25818703.86
      0.0023
      N
      Y
      Y
      N
    
    
      Liberty Street Funding LLC
      Liberty Street Funding LLC 0.59%
      53127TF65
      549300F33VRHM10B9391
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      Y
      
        Bank of Nova Scotia/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      29997905.10
      29997905.10
      29997905.10
      0.0027
      N
      N
      Y
      N
    
    
      Liberty Street Funding LLC
      Liberty Street Funding LLC 0.58%
      53127TGB3
      549300F33VRHM10B9391
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      Y
      
        Bank of Nova Scotia/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0058
      49971698.50
      49971698.50
      49971698.50
      0.0045
      N
      N
      N
      N
    
    
      Liberty Street Funding LLC
      Liberty Street Funding LLC 0.58%
      53127TGC1
      549300F33VRHM10B9391
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-12
      2016-07-12
      2016-07-12
      N
      Y
      
        Bank of Nova Scotia/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0058
      44973750.15
      44973750.15
      44973750.15
      0.0040
      N
      N
      N
      N
    
    
      Liberty Street Funding LLC
      Liberty Street Funding LLC 0.59%
      53127TFD0
      549300F33VRHM10B9391
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-13
      2016-06-13
      2016-06-13
      N
      Y
      
        Bank of Nova Scotia/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0059
      24996136.00
      24996136.00
      24996136.00
      0.0022
      N
      N
      N
      N
    
    
      Lloyds Bank PLC/NY
      Lloyds Bank PLC/NY 0.64%
      53945GME8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      N
      N
      0.0064
      25002729.50
      25002729.50
      25002729.50
      0.0022
      N
      N
      N
      N
    
    
      Macquarie Bank LTD
      Macquarie Bank LTD 0.61%
      55607KGE0
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2016-07-14
      2016-07-14
      N
      N
      N
      0.0061
      49973783.50
      49973783.50
      49973783.50
      0.0045
      N
      N
      N
      N
    
    
      Macquarie Bank LTD
      Macquarie Bank LTD 0.61%
      55607KGF7
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-15
      2016-07-15
      2016-07-15
      N
      N
      N
      0.0061
      49973125.00
      49973125.00
      49973125.00
      0.0045
      N
      N
      N
      N
    
    
      Macquarie Bank LTD
      Macquarie Bank LTD 0.63%
      55607KF27
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0063
      59998806.60
      59998806.60
      59998806.60
      0.0054
      N
      N
      Y
      N
    
    
      Macquarie Bank LTD
      Macquarie Bank LTD 0.63%
      55607KFM3
      4ZHCHI4KYZG2WVRT8631
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-21
      2016-06-21
      2016-06-21
      N
      N
      N
      0.0063
      19995333.40
      19995333.40
      19995333.40
      0.0018
      N
      N
      N
      N
    
    
      Manhattan Asset Funding Co
      Manhattan Asset Funding Co 0.57%
      56274TAE7
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-07-15
      2016-07-15
      N
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0057
      40006080.00
      40006080.00
      40006080.00
      0.0036
      N
      N
      N
      N
    
    
      Manhattan Asset Funding Co
      Manhattan Asset Funding Co 0.52%
      56274LF74
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      19998366.60
      19998366.60
      19998366.60
      0.0018
      N
      N
      Y
      N
    
    
      Manhattan Asset Funding Co
      Manhattan Asset Funding Co 0.48%
      56274LG57
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0048
      19990725.00
      19990725.00
      19990725.00
      0.0018
      N
      N
      N
      N
    
    
      Manhattan Asset Funding Co
      Manhattan Asset Funding Co 0.47%
      56274LFT6
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0047
      59979615.00
      59979615.00
      59979615.00
      0.0054
      N
      N
      N
      N
    
    
      Manhattan Asset Funding Co
      Manhattan Asset Funding Co 0.59%
      56274TAA5
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-07-05
      2016-07-05
      N
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0061
      30004740.00
      30004740.00
      30004740.00
      0.0027
      N
      N
      N
      N
    
    
      Manhattan Asset Funding Company
      Manhattan Asset Funding Co 0.50%
      56274LFE9
      549300S0NSJYSOB32S63
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-14
      2016-06-14
      2016-06-14
      N
      Y
      
        Sumitomo Mitsui Banking Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      34994160.95
      34994160.95
      34994160.95
      0.0031
      N
      N
      N
      N
    
    
      Maryland Transportation Authority, Baltimore/Washington International Thurgood Marshall Airport, Series 2012C
      Maryland Transportation Authority, Baltimore/Washington International Thurgood Marshall Airport, Series 2012C 0.42%
      57429NBN1
      US57429NBN12
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2032-06-01
      Y
      
        Wells Fargo Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Wells Fargo Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0042
      20500000.00
      20500000.00
      20500000.00
      0.0018
      N
      N
      Y
      N
    
    
      Merrill Lynch, Pierce, Fenner & Smith Inc
      Merrill Lynch, Pierce, Fenner & Smith Inc 0.53%
      0000065106
      CR1445855
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          DORMAN PRODUCTS
          
            2049-01-01
          
          0.000000
          78.00
          4286.88
          Equities
        
        
          IRIDM 6.75% CCPP-B
          
            2049-01-01
          
          0.000000
          135.00
          42515.55
          Equities
        
        
          TWENTY-FIRST CENT-A
          5493006FBVCBN6H1JG79
          
            2049-01-01
          
          0.000000
          43700.00
          1264241.00
          Equities
        
        
          UMH PRP 8.25% CRP-A
          
            2049-01-01
          
          0.000000
          375.00
          9656.25
          Equities
        
        
          BIOSCRIP
          549300DI3Q5ACSYJRI17
          
            2049-01-01
          
          0.000000
          33300.00
          90909.00
          Equities
        
        
          CHARTER COMM-A
          
            2049-01-01
          
          0.000000
          239.00
          52572.83
          Equities
        
        
          CORE-MARK HLDG CO
          
            2049-01-01
          
          0.000000
          20.00
          1724.00
          Equities
        
        
          ECLIPSE RESOURCES
          54930070862I62NN3X72
          
            2049-01-01
          
          0.000000
          55200.00
          145176.00
          Equities
        
        
          MEDLEY MANAGEMENT-A
          549300L5L700EFXAPW02
          
            2049-01-01
          
          0.000000
          3729.00
          22821.48
          Equities
        
        
          SOUTHWEST BANCORP
          549300L9BT8XEC918404
          
            2049-01-01
          
          0.000000
          200.00
          3386.00
          Equities
        
        
          W&T OFFSHORE
          549300Q7EOY2YIO3YK85
          
            2049-01-01
          
          0.000000
          6500.00
          14040.00
          Equities
        
        
          ARALEZ PHARMACTICLS
          
            2049-01-01
          
          0.000000
          43.00
          176.30
          Equities
        
        
          BLACK DIAMOND
          F174K6FB0TWGSP17QZ32
          
            2049-01-01
          
          0.000000
          104676.00
          439639.20
          Equities
        
        
          EXCO RESOURCES
          G6D9JBJ3B5USYVP7TB32
          
            2049-01-01
          
          0.000000
          438500.00
          347292.00
          Equities
        
        
          EQUINIX REIT
          549300EVUN2BTLJ3GT74
          
            2049-01-01
          
          0.000000
          22.00
          8064.32
          Equities
        
        
          J.ALXNDR'S HLD-A
          5493002L5CGILX8MQ965
          
            2049-01-01
          
          0.000000
          45289.00
          464212.25
          Equities
        
        
          LANDS' END
          54930016WOL7P2P67Q43
          
            2049-01-01
          
          0.000000
          60700.00
          1058001.00
          Equities
        
        
          STEVEN MADDEN
          549300Z9GZ7GYJWSGF43
          
            2049-01-01
          
          0.000000
          20.00
          678.80
          Equities
        
        
          LIVE OAK BANKSHARES
          
            2049-01-01
          
          0.000000
          19800.00
          320364.00
          Equities
        
        
          OREXIGEN THERAPUTCS
          5493008EJF1IXC1DOC52
          
            2049-01-01
          
          0.000000
          113900.00
          47382.40
          Equities
        
        
          REX ENERGY
          549300WNUD6RTYN7CJ08
          
            2049-01-01
          
          0.000000
          78600.00
          56985.00
          Equities
        
        
          SERVICESOURCE INTL
          
            2049-01-01
          
          0.000000
          328888.00
          1223463.36
          Equities
        
        
          ULTA SALON C&F
          
            2049-01-01
          
          0.000000
          15600.00
          3637140.00
          Equities
        
        
          WSFS FINANCIAL
          
            2049-01-01
          
          0.000000
          2600.00
          94562.00
          Equities
        
        
          NORTH ATLANTIC DRIL
          549300EX09NI6GL4Z774
          
            2049-01-01
          
          0.000000
          50423.00
          173959.35
          Equities
        
        
          BIOTIME
          
            2049-01-01
          
          0.000000
          57955.00
          166910.40
          Equities
        
        
          HALLADOR ENERGY
          
            2049-01-01
          
          0.000000
          33700.00
          140866.00
          Equities
        
        
          VIVINT SOLAR
          549300IMDTS6JXV4CV59
          
            2049-01-01
          
          0.000000
          27300.00
          102102.00
          Equities
        
        
          4.875% PRF PERPETUA
          5493007M0RIN8HY3MM77
          
            2049-01-01
          
          4.875000
          48700.00
          4625039.00
          Equities
        
        
          ALEX REAL EST CCP-D
          MGCJBT4MKTQBVLNUIS88
          
            2049-01-01
          
          0.000000
          50.00
          1644.50
          Equities
        
        
          EPR PPTS 9% CCP-E
          549300YSSXFHMPOWZ492
          
            2049-01-01
          
          0.000000
          10127.00
          347568.77
          Equities
        
        
          ENDOCYTE
          
            2049-01-01
          
          0.000000
          37874.00
          145436.16
          Equities
        
        
          1ST SOURCE CORP
          
            2049-01-01
          
          0.000000
          60.00
          2052.00
          Equities
        
        
          JAKKS PAC
          549300UEF3348JRXQ295
          
            2049-01-01
          
          0.000000
          14500.00
          108025.00
          Equities
        
        
          BOFI HOLDING
          
            2049-01-01
          
          0.000000
          4700.00
          86574.00
          Equities
        
        
          CHESPEAKE 4.5% CCP
          X2MT1W32SPAZ9WSKLE78
          
            2049-01-01
          
          0.000000
          300.00
          7239.00
          Equities
        
        
          GENOCEA BISCNCS
          
            2049-01-01
          
          0.000000
          19000.00
          75620.00
          Equities
        
        
          IROBOT
          5493009PRNKOUKBAT390
          
            2049-01-01
          
          0.000000
          21.00
          807.66
          Equities
        
        
          KEY ENERGY SERVICES
          
            2049-01-01
          
          0.000000
          19400.00
          5917.00
          Equities
        
        
          PANERA BREAD-A
          5493008627EIK5RECQ92
          
            2049-01-01
          
          0.000000
          8.00
          1748.16
          Equities
        
        
          TESLA MOTORS
          
            2049-01-01
          
          0.000000
          10200.00
          2275008.00
          Equities
        
        
          WEYERH 6.375% MCP-A
          08IRJODWFYBI7QWRGS31
          
            2049-01-01
          
          0.000000
          30490.00
          1544013.60
          Equities
        
        
          SECOND SIGHT MED
          
            2049-01-01
          
          0.000000
          23700.00
          90534.00
          Equities
        
        
          BBX CAPITAL-A
          
            2049-01-01
          
          0.000000
          245.00
          3652.95
          Equities
        
        
          FIVE BELOW
          
            2049-01-01
          
          0.000000
          83.00
          3457.78
          Equities
        
        
          ICONIX BRAND GROUP
          ZVNLR337TQLJ2PKYHL98
          
            2049-01-01
          
          0.000000
          19300.00
          145908.00
          Equities
        
        
          INGEVITY
          5493009UTFC4B5IMGF87
          
            2049-01-01
          
          0.000000
          78.00
          2176.20
          Equities
        
        
          T ROWE PRICE GRP
          
            2049-01-01
          
          0.000000
          14.00
          1079.82
          Equities
        
        
          LULULEMON ATHL
          
            2049-01-01
          
          0.000000
          55.00
          3557.95
          Equities
        
        
          CHESAPEAKE ENERGY
          X2MT1W32SPAZ9WSKLE78
          
            2049-01-01
          
          0.000000
          2135780.00
          8884844.80
          Equities
        
        
          CLIFFS NATURAL RES
          549300TM2WLI2BJMDD86
          
            2049-01-01
          
          0.000000
          553500.00
          1699245.00
          Equities
        
        
          AVON PRODUCTS
          5493007RY69UEB1F1B45
          
            2049-01-01
          
          0.000000
          49000.00
          189140.00
          Equities
        
        
          COLONY 7.125%CRPP-C
          G6ZRFL75MXIO4KJEP931
          
            2049-01-01
          
          0.000000
          400.00
          9424.00
          Equities
        
        
          COMMUNITYONE BNC
          549300UTIMMYYWUWVH42
          
            2049-01-01
          
          0.000000
          30300.00
          406323.00
          Equities
        
        
          CORMEDIX
          
            2049-01-01
          
          0.000000
          35100.00
          99333.00
          Equities
        
        
          INTERVAL LEISURE
          
            2049-01-01
          
          0.000000
          8300.00
          117943.00
          Equities
        
        
          SEARS HOLDINGS
          549300KWWR4P1RYUVG65
          
            2049-01-01
          
          0.000000
          46600.00
          619780.00
          Equities
        
        
          COMCAST-A
          51M0QTTNCGUN7KFCFZ59
          
            2049-01-01
          
          0.000000
          49.00
          3081.12
          Equities
        
        
          CONN'S
          
            2049-01-01
          
          0.000000
          27300.00
          304395.00
          Equities
        
        
          CRACKER BARREL OLD
          8P4PHQIUWPIECBFBW745
          
            2049-01-01
          
          0.000000
          300.00
          45831.00
          Equities
        
        
          ENCORE CAP GROUP
          5493000UVC6H49CIH830
          
            2049-01-01
          
          0.000000
          17056.00
          454712.96
          Equities
        
        
          NORTHWEST BIO
          5493002DRWWEOWTT8005
          
            2049-01-01
          
          0.000000
          96200.00
          75998.00
          Equities
        
        
          OFG BANC 8.75%PCP-C
          549300Q4QEXJ37LEXQ06
          
            2049-01-01
          
          0.000000
          2000.00
          1708500.00
          Equities
        
        
          OCLARO
          549300UYJEUZF0E8C578
          
            2049-01-01
          
          0.000000
          62500.00
          311875.00
          Equities
        
        
          PLUG POWER
          549300JPDKRSJ8JSM954
          
            2049-01-01
          
          0.000000
          37800.00
          68796.00
          Equities
        
        
          QUORUM HEALTH
          549300PO3E4YREFT1I57
          
            2049-01-01
          
          0.000000
          134929.00
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          Equities
        
        
          TRANSENTERIX
          5493005KN31IIY2XSQ42
          
            2049-01-01
          
          0.000000
          15700.00
          29359.00
          Equities
        
        
          VALHI INC
          
            2049-01-01
          
          0.000000
          175412.00
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          Equities
        
        
          WYNN RESORTS
          
            2049-01-01
          
          0.000000
          1215.00
          116591.40
          Equities
        
        
          CENTRAL EURO MEDI-A
          54930067ZPEG8H2PPN39
          
            2049-01-01
          
          0.000000
          40000.00
          104000.00
          Equities
        
        
          NORW CRS LINE
          
            2049-01-01
          
          0.000000
          25.00
          1177.25
          Equities
        
        
          AMTRUST FINL SVCS
          549300SNNS1GRWBTGA28
          
            2049-01-01
          
          0.000000
          26.00
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          Equities
        
        
          CPI CARD GROUP
          54930087HHJ1VWIJK062
          
            2049-01-01
          
          0.000000
          14200.00
          58220.00
          Equities
        
        
          MONSTER WORLDWIDE
          549300SUJ0LW6NYJFG31
          
            2049-01-01
          
          0.000000
          86.00
          233.06
          Equities
        
        
          MAIDEN HOLDINGS
          5493000GQUKNWGNXRZ91
          
            2049-01-01
          
          0.000000
          97.00
          1247.42
          Equities
        
        
          NAVIOS MARITIME HLD
          
            2049-01-01
          
          0.000000
          34500.00
          36225.00
          Equities
        
        
          AMERN 5.25% CP-A
          5493006ORUSIL88JOE18
          
            2049-01-01
          
          0.000000
          24570.00
          2567319.30
          Equities
        
        
          CINCINNATI BELL DEP
          
            2049-01-01
          
          0.000000
          250.00
          12212.50
          Equities
        
        
          CROWN 4.5% MCP-A
          54930012H97VSM0I2R19
          
            2049-01-01
          
          0.000000
          125.00
          13642.50
          Equities
        
        
          DUNKIN' BRANDS GRP
          
            2049-01-01
          
          0.000000
          167113.00
          7294482.45
          Equities
        
        
          GLOBALSTAR
          
            2049-01-01
          
          0.000000
          12381.00
          28104.87
          Equities
        
        
          HEMISPHERE MEDIA-A
          549300PUEQ0HSP3IRZ09
          
            2049-01-01
          
          0.000000
          10600.00
          112572.00
          Equities
        
        
          NAVIDEA BIOPHAR
          
            2049-01-01
          
          0.000000
          209000.00
          174724.00
          Equities
        
        
          STERICYCLE DEP-A
          B8PTJH2P0AXSWSMP2136
          
            2049-01-01
          
          0.000000
          4952.00
          393139.28
          Equities
        
        
          UTD COMMUNITY FINL
          
            2049-01-01
          
          0.000000
          843.00
          5159.16
          Equities
        
        
          ISRAMCO
          549300D431UXDJ4KKH56
          
            2049-01-01
          
          0.000000
          200.00
          19082.00
          Equities
        
        
          MATTEL
          549300VELLG24KHTJ564
          
            2049-01-01
          
          0.000000
          94.00
          2987.32
          Equities
        
        
          SIRIUS XM HLDGS
          54930055RWDMVXAGZK98
          
            2049-01-01
          
          0.000000
          57.00
          225.72
          Equities
        
        
          SOUTHWESTERN DEP-B
          EFWMP121W54QV9MGOP87
          
            2049-01-01
          
          0.000000
          845.00
          26389.35
          Equities
        
        
          TIDEWATER
          
            2049-01-01
          
          0.000000
          16745.00
          70998.80
          Equities
        
        
          ASCENA RETL GRP
          
            2049-01-01
          
          0.000000
          25.00
          178.50
          Equities
        
        
          PEBB 6.5% CRP-SBI-C
          
            2049-01-01
          
          0.000000
          103.00
          2649.16
          Equities
        
        
          STARZ-A
          
            2049-01-01
          
          0.000000
          100.00
          2681.00
          Equities
        
        
          TRACTOR SUPPLY
          549300OJ9VZHZRO6I137
          
            2049-01-01
          
          0.000000
          100.00
          9675.00
          Equities
        
        
          ENSTAR GROUP
          213800AMAL5QFXVUCN04
          
            2049-01-01
          
          0.000000
          85.00
          13365.40
          Equities
        
        
          GOLDEN OCEAN GROUP
          
            2049-01-01
          
          0.000000
          43800.00
          33638.40
          Equities
        
        
          BASIC ENERGY SVCS
          
            2049-01-01
          
          0.000000
          23403.00
          46806.00
          Equities
        
        
          ENPHASE ENERGY
          5493008U7KIGMI59Z314
          
            2049-01-01
          
          0.000000
          22500.00
          47475.00
          Equities
        
        
          GOPRO-A
          549300CQJMLT21SZFL16
          
            2049-01-01
          
          0.000000
          55600.00
          567120.00
          Equities
        
        
          MDC PARTNERS
          
            2049-01-01
          
          0.000000
          43.00
          741.32
          Equities
        
        
          TERRAVIA HOLDINGS
          549300MTLN8V6P4VTK11
          
            2049-01-01
          
          0.000000
          81600.00
          201552.00
          Equities
        
        
          SYNCHRONY FINANCIAL
          549300RS7EWPM9MA6C78
          
            2049-01-01
          
          0.000000
          836418.00
          26062784.88
          Equities
        
        
          TD AMERITRADE HLDG
          ZI85ER3E6RXD4HPHW309
          
            2049-01-01
          
          0.000000
          39.00
          1266.33
          Equities
        
        
          BOK FINL
          GRI2NT5QHYW751NMR949
          
            2049-01-01
          
          0.000000
          1800.00
          114390.00
          Equities
        
        
          GALENA BIOPHARMA
          549300VZIH50VYURLQ98
          
            2049-01-01
          
          0.000000
          283700.00
          490801.00
          Equities
        
        
          HIBBETT SPORTS
          
            2049-01-01
          
          0.000000
          4300.00
          150586.00
          Equities
        
        
          NATIONAL COMMERCE
          5493006VAYIZL456AS87
          
            2049-01-01
          
          0.000000
          8700.00
          201666.00
          Equities
        
        
          VIOLIN MEMORY
          549300O31SVAGXFROT92
          
            2049-01-01
          
          0.000000
          155700.00
          65394.00
          Equities
        
        
          UNITED COMNTY BKS
          549300GVW0FV66X3U703
          
            2049-01-01
          
          0.000000
          79.00
          1598.96
          Equities
        
        
          NORTHFIELD BANCORP
          
            2049-01-01
          
          0.000000
          98.00
          1527.82
          Equities
        
        
          PERFORMANCE SP GRP
          549300ACRI5VCJLF7U28
          
            2049-01-01
          
          0.000000
          68.00
          221.68
          Equities
        
        
          SPRINT-1
          549300ZTTY7CXOLJ6539
          
            2049-01-01
          
          0.000000
          385600.00
          1419008.00
          Equities
        
        
          LIBERTY INT QVC-A
          
            2049-01-01
          
          0.000000
          5100.00
          138108.00
          Equities
        
        
          STONE ENERGY
          549300A5B8LWWXD85L17
          
            2049-01-01
          
          0.000000
          71400.00
          46267.20
          Equities
        
        
          WESTAMER BANCORP
          
            2049-01-01
          
          0.000000
          10600.00
          514524.00
          Equities
        
        
          JACK IN THE BOX
          5493002OJW26P0SUUP68
          
            2049-01-01
          
          0.000000
          22.00
          1866.04
          Equities
        
        
          SINCLAIR BRCST GP-A
          
            2049-01-01
          
          0.000000
          5.00
          156.85
          Equities
        
        
          SYNERGY PHARMA
          549300ITFHW1YXFTGH91
          
            2049-01-01
          
          0.000000
          2000.00
          7200.00
          Equities
        
        
          SEADRILL
          213800LZ4WWG15NAC829
          
            2049-01-01
          
          0.000000
          378500.00
          1237695.00
          Equities
        
        
          TRIBUNE MEDIA-A
          5493003IDYU5GPPRFU47
          
            2049-01-01
          
          0.000000
          109962.00
          4421572.02
          Equities
        
        
          WORLD ACCEPTANCE
          
            2049-01-01
          
          0.000000
          2000.00
          86580.00
          Equities
        
        
          ARROW FINANCIAL
          
            2049-01-01
          
          0.000000
          50.00
          1455.00
          Equities
        
        
          BONANZA CREEK ENRGY
          IIVIHPH28S64K95M2381
          
            2049-01-01
          
          0.000000
          183100.00
          463243.00
          Equities
        
        
          EDITAS MEDICINE
          
            2049-01-01
          
          0.000000
          2200.00
          77484.00
          Equities
        
        
          KINDER MORGAN DEP-A
          549300WR7IX8XE0TBO16
          
            2049-01-01
          
          0.000000
          4701.00
          212955.30
          Equities
        
        
          VIRTU FINANCIAL-A
          5493001OPW2K42CH3884
          
            2049-01-01
          
          0.000000
          27.00
          473.85
          Equities
        
        
          GLOBAL INDEMNITY
          
            2049-01-01
          
          0.000000
          35.00
          1062.95
          Equities
        
        
          PERNIX THRPTCS HLDG
          549300F6JPO756YOD443
          
            2049-01-01
          
          0.000000
          67700.00
          29720.30
          Equities
        
        
          VIVUS
          549300PC33SFMFILV612
          
            2049-01-01
          
          0.000000
          158800.00
          195324.00
          Equities
        
        
          ERIN ENERGY
          
            2049-01-01
          
          0.000000
          24300.00
          60264.00
          Equities
        
        
          HALCON RESOURCES
          3XHTN2NNIMMPORDAMJ28
          
            2049-01-01
          
          0.000000
          68480.00
          18284.16
          Equities
        
        
          LIBERTY-A-MEDIA
          
            2049-01-01
          
          0.000000
          100.00
          1983.00
          Equities
        
        
          MATTRESS FIRM
          
            2049-01-01
          
          0.000000
          54753.00
          1853936.58
          Equities
        
        
          MONRO MUFFLER BRAKE
          
            2049-01-01
          
          0.000000
          97.00
          6145.92
          Equities
        
        
          NEXSTAR BROADCTNG-A
          
            2049-01-01
          
          0.000000
          28.00
          1486.80
          Equities
        
        
          OUTERWALL
          549300YPRJTKSH93RD71
          
            2049-01-01
          
          0.000000
          91500.00
          3736860.00
          Equities
        
        
          SCORPIO BULKERS
          
            2049-01-01
          
          0.000000
          43671.00
          167696.64
          Equities
        
        
          CHUYS HLDGS
          
            2049-01-01
          
          0.000000
          63.00
          2097.90
          Equities
        
        
          FRONT 11.125%MCP-A
          
            2049-01-01
          
          0.000000
          23312.00
          2274784.96
          Equities
        
        
          LIBERTY-A-BRAVES
          
            2049-01-01
          
          0.000000
          14.00
          220.08
          Equities
        
        
          INTELSAT
          
            2049-01-01
          
          0.000000
          21800.00
          72376.00
          Equities
        
        
          WPX ENER 6.25%MCP-A
          ZXZE9GCS2BB547GJW219
          
            2049-01-01
          
          0.000000
          62262.00
          3152947.68
          Equities
        
        
          NORDIC AMER OFFSHOR
          
            2049-01-01
          
          0.000000
          12780.00
          61855.20
          Equities
        
        
          AK STEEL HOLDING
          
            2049-01-01
          
          0.000000
          497298.00
          2038921.80
          Equities
        
        
          ARCADIA BIOSCIENCES
          54930027ZPNA80B8O763
          
            2049-01-01
          
          0.000000
          2800.00
          4256.00
          Equities
        
        
          CBOE HLDGS
          
            2049-01-01
          
          0.000000
          88.00
          5624.08
          Equities
        
        
          HANCOCK HOLDING
          549300GRNBWY8HIICT41
          
            2049-01-01
          
          0.000000
          84.00
          2310.00
          Equities
        
        
          IMMUNOMEDICS
          5493007ZU7DDO8PSIM59
          
            2049-01-01
          
          0.000000
          146000.00
          674520.00
          Equities
        
        
          CAESARS ENTMNT
          
            2049-01-01
          
          0.000000
          2400.00
          17712.00
          Equities
        
        
          CLEAN ENERGY FUELS
          
            2049-01-01
          
          0.000000
          7500.00
          23550.00
          Equities
        
        
          LENDINGCLUB
          549300YC50YO7Y1OJR92
          
            2049-01-01
          
          0.000000
          1053000.00
          5064930.00
          Equities
        
        
          PAPA MURPHY'S HLDGS
          549300VNE0ECRV760D98
          
            2049-01-01
          
          0.000000
          50800.00
          387096.00
          Equities
        
        
          PEOPLE'S UNTD
          ROPY7PEPIPIDJNF0BO69
          
            2049-01-01
          
          0.000000
          73.00
          1157.05
          Equities
        
        
          RENTECH
          
            2049-01-01
          
          0.000000
          353269.00
          876107.12
          Equities
        
        
          TAUBMAN 6.25% CRP-K
          
            2049-01-01
          
          0.000000
          232.00
          5920.64
          Equities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-07-05
      2016-07-05
      Y
      
        Merrill Lynch Pierce Fenner & Smith Inc
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      N
      N
      0.0053
      100000000.00
      100000000.00
      100000000.00
      0.0090
      N
      N
      N
      Y
    
    
      Microsoft Corp
      Microsoft Corp 0.40%
      59515MFV2
      INR2EJN1ERAN0W5ZP974
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-29
      2016-06-29
      2016-06-29
      N
      N
      N
      0.0040
      30689959.26
      30689959.26
      30689959.26
      0.0028
      N
      N
      N
      N
    
    
      Minnesota Higher Education Facilities Authority, Albion College Project, Series 2006
      Minnesota Higher Education Facilities Authority, Albion College Project, Series 2006 0.44%
      594519J92
      US594519J926
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2036-11-01
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0044
      9410000.00
      9410000.00
      9410000.00
      0.0008
      N
      N
      Y
      N
    
    
      Mitsubishi UFJ Trust & Banking Corp/NY
      Mitsubishi UFJ Trust & Banking Corp/NY 0.66%
      60682AM86
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0066
      45008596.80
      45008596.80
      45008596.80
      0.0040
      N
      N
      N
      N
    
    
      Mitsubishi UFJ Trust & Banking Corp/NY
      Mitsubishi UFJ Trust & Banking Corp/NY 0.71%
      60682AK88
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0071
      25005457.25
      25005457.25
      25005457.25
      0.0022
      N
      N
      N
      N
    
    
      Mitsubishi UFJ Trust & Banking Corp/NY
      Mitsubishi UFJ Trust & Banking Corp/NY 0.68%
      60682AJ64
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0068
      25000501.75
      25000501.75
      25000501.75
      0.0022
      N
      N
      Y
      N
    
    
      Mitsubishi UFJ Trust & Banking Corp/NY
      Mitsubishi UFJ Trust & Banking Corp/NY 0.71%
      60682AK54
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-20
      2016-06-20
      2016-06-20
      N
      N
      N
      0.0071
      35006204.45
      35006204.45
      35006204.45
      0.0031
      N
      N
      N
      N
    
    
      Nederlandse Waterschapsbank NV
      Nederlandse Waterschapsbank NV 0.62%
      63975UFG2
      JLP5FSPH9WPSHY3NIM24
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-16
      2016-06-16
      2016-06-16
      N
      N
      N
      0.0062
      49991955.50
      49991955.50
      49991955.50
      0.0045
      N
      N
      N
      N
    
    
      Nestle Capital Corp
      Nestle Capital Corp 0.37%
      64105GFM1
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-21
      2016-06-21
      2016-06-21
      N
      N
      N
      0.0037
      49989879.00
      49989879.00
      49989879.00
      0.0045
      N
      N
      N
      N
    
    
      New York State Housing Finance Agency
      New York State Housing Finance Agency, Service Contract Revenue Bonds, Series L 0.40%
      64986BBD0
      5493000LS7KCDB02O506
      US64986BBD01
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2021-09-15
      Y
      
        Bank of America NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Bank of America NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      22545000.00
      22545000.00
      22545000.00
      0.0020
      N
      N
      Y
      N
    
    
      New York State Housing Finance Agency, BAM South Housing, Series B
      New York State Housing Finance Agency, BAM South Housing, Series B 0.43%
      64986U4H7
      5493000LS7KCDB02O506
      US64986U4H74
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2048-11-01
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0042
      12500000.00
      12500000.00
      12500000.00
      0.0011
      N
      N
      Y
      N
    
    
      Nieuw Amsterdam Receivables
      Nieuw Amsterdam Receivables Corp 0.43%
      65409RFL9
      54930052Z500U6IGFJ82
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-20
      2016-06-20
      2016-06-20
      N
      Y
      
        Cooperatieve Rabobank UA/NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0043
      14759407.72
      14759407.72
      14759407.72
      0.0013
      N
      N
      N
      N
    
    
      Nieuw Amsterdam Receivables Corp
      Nieuw Amsterdam Receivables Corp 0.62%
      65409RF39
      54930052Z500U6IGFJ82
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-03
      2016-06-03
      2016-06-03
      N
      Y
      
        Cooperatieve Rabobank UA/NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0062
      24999135.50
      24999135.50
      24999135.50
      0.0022
      N
      N
      Y
      N
    
    
      Nieuw Amsterdam Receivables Corp
      Nieuw Amsterdam Receivables Corp 0.50%
      65409RFG0
      54930052Z500U6IGFJ82
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-16
      2016-06-16
      2016-06-16
      N
      Y
      
        Cooperatieve Rabobank UA/NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      24995200.00
      24995200.00
      24995200.00
      0.0022
      N
      N
      N
      N
    
    
      Nieuw Amsterdam Receivables Corp
      Nieuw Amsterdam Receivables Corp 0.47%
      65409RF88
      54930052Z500U6IGFJ82
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2016-06-08
      2016-06-08
      N
      Y
      
        Cooperatieve Rabobank UA/NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0047
      59994386.40
      59994386.40
      59994386.40
      0.0054
      N
      N
      N
      N
    
    
      Nieuw Amsterdam Receivables Corp
      Nieuw Amsterdam Receivables Corp 0.50%
      65409RFH8
      54930052Z500U6IGFJ82
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      Y
      
        Cooperatieve Rabobank UA/NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      39991821.20
      39991821.20
      39991821.20
      0.0036
      N
      N
      N
      N
    
    
      Nieuw Amsterdam Receivables Corp
      Nieuw Amsterdam Receivables Corp 0.52%
      65409RG79
      54930052Z500U6IGFJ82
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-07
      2016-07-07
      N
      Y
      
        Cooperatieve Rabobank UA/NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      41166553.95
      41166553.95
      41166553.95
      0.0037
      N
      N
      N
      N
    
    
      Nieuw Amsterdam Receivables Corp
      Nieuw Amsterdam Receivables Corp 0.52%
      65409RGL8
      54930052Z500U6IGFJ82
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-20
      2016-07-20
      2016-07-20
      N
      Y
      
        Cooperatieve Rabobank UA/NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0052
      24981701.50
      24981701.50
      24981701.50
      0.0022
      N
      N
      N
      N
    
    
      Nordea Bank AB
      Nordea Bank AB 0.42%
      65558FF18
      6SCPQ280AIY8EP3XFW53
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0042
      14349840.14
      14349840.14
      14349840.14
      0.0013
      N
      Y
      Y
      N
    
    
      Nordea Bank Finland Plc/NY
      Nordea Bank Finland Plc/NY 0.61%
      65558LMZ2
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-09
      2016-06-09
      2016-06-09
      N
      N
      N
      0.0062
      35001751.75
      35001751.75
      35001751.75
      0.0031
      N
      N
      N
      N
    
    
      Nordea Bank Finland Plc/NY
      Nordea Bank Finland Plc/NY 0.61%
      65558LMX7
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      N
      N
      0.0061
      25000846.50
      25000846.50
      25000846.50
      0.0022
      N
      N
      Y
      N
    
    
      Nordea Bank Finland Plc/NY
      Nordea Bank Finland Plc/NY 0.61%
      65558LMS8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0061
      30000173.40
      30000173.40
      30000173.40
      0.0027
      N
      Y
      Y
      N
    
    
      Nordea Bank Finland Plc/NY
      Nordea Bank Finland Plc/NY 0.66%
      65558LMR0
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0066
      30005724.30
      30005724.30
      30005724.30
      0.0027
      N
      N
      N
      N
    
    
      NORTON HEALTHCARE OBLIG
      Louisville/Jefferson County Metro Government Health System, Norton Healthcare, Inc, Series 2011A 0.41%
      54659LAK0
      US54659LAK08
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2039-10-01
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0041
      16000000.00
      16000000.00
      16000000.00
      0.0014
      N
      N
      Y
      N
    
    
      Novartis Finance Corp
      Novartis Finance Corp 0.40%
      6698M4FL1
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-20
      2016-06-20
      2016-06-20
      N
      N
      N
      0.0040
      74984667.00
      74984667.00
      74984667.00
      0.0067
      N
      N
      N
      N
    
    
      Novartis Finance Corp
      Novartis Finance Corp 0.40%
      6698M4F72
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0040
      19998677.80
      19998677.80
      19998677.80
      0.0018
      N
      N
      Y
      N
    
    
      Novartis Finance Corp
      Novartis Finance Corp 0.43%
      6698M4FT4
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0043
      49985862.50
      49985862.50
      49985862.50
      0.0045
      N
      N
      N
      N
    
    
      Novartis Finance Corp
      Novartis Finance Corp 0.40%
      6698M4FD9
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-13
      2016-06-13
      2016-06-13
      N
      N
      N
      0.0040
      29996154.30
      29996154.30
      29996154.30
      0.0027
      N
      N
      N
      N
    
    
      Novartis Finance Corp
      Novartis Finance Corp 0.41%
      6698M4FE7
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-14
      2016-06-14
      2016-06-14
      N
      N
      N
      0.0041
      99986078.00
      99986078.00
      99986078.00
      0.0090
      N
      N
      N
      N
    
    
      Novartis Finance Corp
      Novartis Finance Corp 0.43%
      6698M4G63
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      N
      N
      N
      0.0043
      18992628.00
      18992628.00
      18992628.00
      0.0017
      N
      N
      N
      N
    
    
      Old Line Funding LLC
      Old Line Funding LLC 0.71%
      67984W4R6
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      Y
      
        Royal Bank of Canada
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0071
      29989250.10
      29989250.10
      29989250.10
      0.0027
      N
      N
      N
      N
    
    
      Old Line Funding LLC
      Old Line Funding LLC 0.71%
      67985ECB1
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-10
      2016-06-10
      2016-06-10
      N
      Y
      
        Royal Bank of Canada
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0071
      23997373.44
      23997373.44
      23997373.44
      0.0022
      N
      N
      N
      N
    
    
      Old Line Funding LLC
      Old Line Funding LLC 0.56%
      67984W5E4
      5493004QSN8OZAIU2J90
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-15
      2016-07-15
      2016-07-15
      N
      Y
      
        Royal Bank of Canada
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0056
      29982000.00
      29982000.00
      29982000.00
      0.0027
      N
      N
      N
      N
    
    
      Province of Quebec
      Province of Quebec 0.42%
      74800JFA8
      549300WN65YFEQH74Y36
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-10
      2016-06-10
      2016-06-10
      N
      N
      N
      0.0042
      49995166.50
      49995166.50
      49995166.50
      0.0045
      N
      N
      N
      N
    
    
      PSP Capital Inc
      PSP Capital Inc 0.62%
      69370AFM1
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-21
      2016-06-21
      2016-06-21
      N
      N
      N
      0.0062
      24994604.25
      24994604.25
      24994604.25
      0.0022
      N
      N
      N
      N
    
    
      PSP Capital Inc
      PSP Capital Inc 0.56%
      69370AGF5
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-15
      2016-07-15
      2016-07-15
      N
      N
      N
      0.0056
      49975000.00
      49975000.00
      49975000.00
      0.0045
      N
      N
      N
      N
    
    
      PSP Capital Inc
      PSP Capital Inc 0.51%
      69370AF90
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-09
      2016-06-09
      2016-06-09
      N
      N
      N
      0.0051
      84992668.75
      84992668.75
      84992668.75
      0.0076
      N
      N
      N
      N
    
    
      Rabobank Nederland NV/NY
      Rabobank Nederland NV/NY 0.82%
      21685VLC1
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0053
      25008091.00
      25008091.00
      25008091.00
      0.0022
      N
      N
      N
      N
    
    
      Rabobank Nederland NV/NY
      Rabobank Nederland NV/NY 0.67%
      21685VLP2
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0067
      50009225.50
      50009225.50
      50009225.50
      0.0045
      N
      N
      N
      N
    
    
      Rabobank Nederland NV/NY
      Rabobank Nederland NV/NY 0.67%
      21685VLQ0
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0067
      50009226.00
      50009226.00
      50009226.00
      0.0045
      N
      N
      N
      N
    
    
      Reckitt Benckiser Treasury Service PLC
      Reckitt Benckiser Treasury Service PLC 0.39%
      7562E0F19
      213800LAXWIUOOBZ3908
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0039
      10499896.47
      10499896.47
      10499896.47
      0.0009
      N
      Y
      Y
      N
    
    
      Riverside County Asset Leasing Corp
      County of Riverside Asset Leasing Corporation, Southwest Justice Center Refunding, Series 2008A 0.42%
      768903ED4
      US768903ED43
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2032-11-01
      Y
      
        Wells Fargo Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Wells Fargo Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0042
      36915000.00
      36915000.00
      36915000.00
      0.0033
      N
      N
      Y
      N
    
    
      Royal Bank of Canada/NY
      Royal Bank of Canada/NY 0.61%
      78009NXD3
      US78009NXD38
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      N
      N
      0.0043
      50002050.00
      50002050.00
      50002050.00
      0.0045
      N
      N
      Y
      N
    
    
      Skandinaviska Enskilda Banken, Cayman Islands Branch - Time Deposit
      Skandinaviska Enskilda Banken, Cayman Islands Branch - Time Deposit 0.28%
      0000917311
      CR5319007
      Non-Negotiable Time Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0028
      300000000.00
      300000000.00
      300000000.00
      0.0270
      N
      Y
      Y
      N
    
    
      State of Illinois, Series 2003B-1
      State of Illinois, Series 2003B-1 0.43%
      452152TR2
      54930048FV8RWPR02D67
      US452152TR23
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2033-10-01
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0043
      29700000.00
      29700000.00
      29700000.00
      0.0027
      N
      N
      Y
      N
    
    
      Sumitomo Mitsui Banking Corp/NY
      Sumitomo Mitsui Banking Corp/NY 0.67%
      86563QTW0
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-16
      2016-06-16
      2016-06-16
      N
      N
      N
      0.0067
      25003013.25
      25003013.25
      25003013.25
      0.0022
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp/NY
      Sumitomo Mitsui Banking Corp/NY 0.36%
      86563QX96
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0036
      100000000.00
      100000000.00
      100000000.00
      0.0090
      N
      N
      Y
      N
    
    
      Sumitomo Mitsui Banking Corp/NY
      Sumitomo Mitsui Banking Corp/NY 0.67%
      86563QTG5
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-09
      2016-06-09
      2016-06-09
      N
      N
      N
      0.0067
      25001826.25
      25001826.25
      25001826.25
      0.0022
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp/NY
      Sumitomo Mitsui Banking Corp/NY 0.60%
      86563QC24
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      N
      N
      N
      0.0060
      50007076.00
      50007076.00
      50007076.00
      0.0045
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp/NY
      Sumitomo Mitsui Banking Corp/NY 0.51%
      86563QK33
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      N
      N
      0.0051
      25001331.00
      25001331.00
      25001331.00
      0.0022
      N
      N
      N
      N
    
    
      Sumitomo Mitsui Banking Corp/NY
      Sumitomo Mitsui Banking Corp/NY 0.67%
      86563QSN1
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0067
      25000435.00
      25000435.00
      25000435.00
      0.0022
      N
      N
      Y
      N
    
    
      Suncorp Metway LTD
      Suncorp Metway LTD 0.67%
      8672E2F60
      JEBU6C6ITPD2YZ9N7F22
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      N
      N
      0.0067
      19998773.40
      19998773.40
      19998773.40
      0.0018
      N
      N
      Y
      N
    
    
      Suncorp Metway LTD
      Suncorp Metway LTD 0.75%
      8672E2FP8
      JEBU6C6ITPD2YZ9N7F22
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-23
      2016-06-23
      2016-06-23
      N
      N
      N
      0.0075
      29992295.10
      29992295.10
      29992295.10
      0.0027
      N
      N
      N
      N
    
    
      Suncorp Metway LTD
      Suncorp Metway LTD 0.67%
      8672E2F86
      JEBU6C6ITPD2YZ9N7F22
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-08
      2016-06-08
      2016-06-08
      N
      N
      N
      0.0067
      26997761.97
      26997761.97
      26997761.97
      0.0024
      N
      N
      N
      N
    
    
      Suncorp Metway LTD
      Suncorp Metway LTD 0.67%
      8672E2G77
      JEBU6C6ITPD2YZ9N7F22
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-07
      2016-07-07
      N
      N
      N
      0.0067
      69969855.20
      69969855.20
      69969855.20
      0.0063
      N
      N
      N
      N
    
    
      Suncorp Metway LTD
      Suncorp Metway LTD 0.65%
      8672E2GE2
      JEBU6C6ITPD2YZ9N7F22
      Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2016-07-14
      2016-07-14
      N
      N
      N
      0.0065
      34981648.45
      34981648.45
      34981648.45
      0.0031
      N
      N
      N
      N
    
    
      Sunshine State Governmental Financing Commission
      Sunshine State Governmental Financing Commission, Miami-Dade County Program, Series 2010B 0.38%
      867868DQ1
      US867868DQ18
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2035-09-01
      Y
      
        Bank of New York Mellon/The
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Bank of New York Mellon/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0038
      23105000.00
      23105000.00
      23105000.00
      0.0021
      N
      N
      Y
      N
    
    
      Svenska Handelsbanken/NY
      Svenska Handelsbanken/NY 0.55%
      86958DX49
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-10
      2016-06-10
      2016-06-10
      N
      N
      N
      0.0055
      50002590.50
      50002590.50
      50002590.50
      0.0045
      N
      N
      N
      N
    
    
      Swedbank/NY
      Swedbank/NY 0.37%
      87019UKW8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0037
      349999804.00
      349999804.00
      349999804.00
      0.0315
      N
      N
      Y
      N
    
    
      The Trust For Cultural Resources of The City of New York, The New York Botanical Garden, Series 2009A
      The Trust For Cultural Resources of The City of New York, The New York Botanical Garden, Series 2009A 0.43%
      649717QE8
      US649717QE87
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2032-07-01
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        JPMorgan Chase Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0043
      22900000.00
      22900000.00
      22900000.00
      0.0021
      N
      N
      Y
      N
    
    
      Thunder Bay Funding LLC
      Thunder Bay Funding LLC 0.58%
      88602TFN8
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-22
      2016-06-22
      2016-06-22
      N
      Y
      
        Royal Bank of Canada
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0058
      34990546.15
      34990546.15
      34990546.15
      0.0031
      N
      N
      N
      N
    
    
      Thunder Bay Funding LLC
      Thunder Bay Funding LLC 0.40%
      88602TFG3
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-16
      2016-06-16
      2016-06-16
      N
      Y
      
        Royal Bank of Canada
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0040
      29994240.00
      29994240.00
      29994240.00
      0.0027
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank
      Toronto-Dominion Bank 0.80%
      89114QAU2
      PT3QB789TSUIDF371261
      US89114QAU22
      Other Instrument
      Corporate Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-07-13
      2016-07-13
      2016-07-13
      N
      N
      N
      0.0051
      25006575.00
      25006575.00
      25006575.00
      0.0022
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank/NY
      Toronto-Dominion Bank/NY 0.82%
      89113EW28
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-23
      2016-06-23
      2016-06-23
      N
      N
      N
      0.0066
      100024741.00
      100024741.00
      100024741.00
      0.0090
      N
      N
      N
      N
    
    
      Toronto-Dominion Bank/NY
      Toronto-Dominion Bank/NY 0.40%
      89113WAJ5
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-09
      2016-06-09
      2016-06-09
      N
      N
      N
      0.0040
      24999924.50
      24999924.50
      24999924.50
      0.0022
      N
      N
      N
      N
    
    
      Total Capital Canada LTD
      Total Capital Canada LTD 0.58%
      89153PGB2
      5299005IX98ZZ9LSGK46
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      N
      N
      0.0058
      79964011.20
      79964011.20
      79964011.20
      0.0072
      N
      N
      N
      N
    
    
      Total Capital Canada LTD
      Total Capital Canada LTD 0.58%
      89153PFF4
      5299005IX98ZZ9LSGK46
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-06-15
      2016-06-15
      N
      N
      N
      0.0058
      109833522.50
      109833522.50
      109833522.50
      0.0099
      N
      N
      N
      N
    
    
      Total Capital Canada LTD
      Total Capital Canada LTD 0.60%
      89153PG55
      5299005IX98ZZ9LSGK46
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      N
      N
      N
      0.0060
      123053683.63
      123053683.63
      123053683.63
      0.0111
      N
      N
      N
      N
    
    
      Total Capital SA
      Total Capital SA 0.29%
      89152EF11
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0029
      54999503.35
      54999503.35
      54999503.35
      0.0049
      N
      Y
      Y
      N
    
    
      Toyota Credit Canada Inc
      Toyota Credit Canada Inc 0.58%
      89232CF68
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      N
      N
      0.0058
      19999010.00
      19999010.00
      19999010.00
      0.0018
      N
      N
      Y
      N
    
    
      Toyota Credit Canada Inc
      Toyota Credit Canada Inc 0.45%
      89233GFH4
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      N
      N
      0.0045
      37494103.13
      37494103.13
      37494103.13
      0.0034
      N
      N
      N
      N
    
    
      Toyota Credit Canada Inc
      Toyota Credit Canada Inc 0.62%
      89232CFT8
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0062
      34990418.75
      34990418.75
      34990418.75
      0.0031
      N
      N
      N
      N
    
    
      Toyota Credit Canada Inc
      Toyota Credit Canada Inc 0.64%
      89232CFP6
      HJZQGXYTVV2NWJZLPW74
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-23
      2016-06-23
      2016-06-23
      N
      N
      N
      0.0064
      49988755.50
      49988755.50
      49988755.50
      0.0045
      N
      N
      N
      N
    
    
      Toyota Credit Puerto Rico
      Toyota Credit Puerto Rico 0.45%
      8923A0FH1
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-17
      2016-06-17
      2016-06-17
      N
      N
      N
      0.0045
      37494103.13
      37494103.13
      37494103.13
      0.0034
      N
      N
      N
      N
    
    
      Toyota Motor Credit Corp
      Toyota Motor Credit Corp 0.44%
      89233GFL5
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-20
      2016-06-20
      2016-06-20
      N
      N
      N
      0.0044
      49990472.00
      49990472.00
      49990472.00
      0.0045
      N
      N
      N
      N
    
    
      Toyota Motor Credit Corp
      Toyota Motor Credit Corp 0.63%
      8923A0FW8
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-30
      2016-06-30
      2016-06-30
      N
      N
      N
      0.0063
      34989062.50
      34989062.50
      34989062.50
      0.0031
      N
      N
      N
      N
    
    
      Toyota Motor Credit Corp
      Toyota Motor Credit Corp 0.62%
      8923A0FT5
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-27
      2016-06-27
      2016-06-27
      N
      N
      N
      0.0062
      34990418.75
      34990418.75
      34990418.75
      0.0031
      N
      N
      N
      N
    
    
      Toyota Motor Credit Corp
      Toyota Motor Credit Corp 0.41%
      89233GFF8
      Z2VZBHUMB7PWWJ63I008
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-06-15
      2016-06-15
      N
      N
      N
      0.0041
      24996604.25
      24996604.25
      24996604.25
      0.0022
      N
      N
      N
      N
    
    
      UBS AG of Stamford
      UBS AG of Stamford 0.66%
      90267R5B1
      US90267R5B11
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      N
      N
      0.0072
      25001200.00
      25001200.00
      25001200.00
      0.0022
      N
      N
      Y
      N
    
    
      UBS AG of Stamford
      UBS AG of Stamford 0.67%
      90267R4X4
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2016-06-07
      N
      N
      N
      0.0062
      115006196.20
      115006196.20
      115006196.20
      0.0103
      N
      N
      Y
      N
    
    
      UBS AG of Stamford
      UBS AG of Stamford 0.65%
      90267R5H8
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-06
      2016-06-06
      2016-06-06
      N
      N
      N
      0.0065
      30001295.70
      30001295.70
      30001295.70
      0.0027
      N
      N
      Y
      N
    
    
      UBS AG of Stamford
      UBS AG of Stamford 0.67%
      90267R4M8
      US90267R4M84
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-06-01
      2016-06-01
      N
      N
      N
      0.0039
      50000450.00
      50000450.00
      50000450.00
      0.0045
      N
      Y
      Y
      N
    
    
      Unilever Global Funding
      Unilever Global Funding 0.53%
      90477DFM3
      MYF1DAS6G5WY7PRWCU78
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-06-21
      2016-06-21
      2016-06-21
      N
      N
      N
      0.0053
      43788502.50
      43788502.50
      43788502.50
      0.0039
      N
      N
      N
      N
    
    
      Wells Fargo Bank
      Wells Fargo Bank 0.78%
      94988J2K2
      KB1H1DSPRFMYMCUFXT09
      US94988J2K25
      Other Instrument
      Corporate Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-06-02
      2016-06-02
      2016-06-02
      N
      N
      N
      0.0061
      20000000.00
      20000000.00
      20000000.00
      0.0018
      N
      N
      Y
      N
    
    
      Wells Fargo Bank
      Wells Fargo Bank 0.59%
      94988EH50
      KB1H1DSPRFMYMCUFXT09
      US94988EH505
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-03
      2016-06-03
      2016-06-03
      N
      N
      N
      0.0049
      25499636.37
      25499636.37
      25499636.37
      0.0023
      N
      N
      Y
      N
    
    
      Wells Fargo Bank
      Wells Fargo Bank 0.75%
      94985H3V4
      KB1H1DSPRFMYMCUFXT09
      US94985H3V47
      Other Instrument
      Corporate Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-06-15
      2016-10-14
      2016-10-14
      N
      N
      N
      0.0077
      20003700.00
      20003700.00
      20003700.00
      0.0018
      N
      N
      N
      N
    
    
      Westpac Banking Corp/NY
      Westpac Banking Corp/NY 0.60%
      96121TA57
      US96121TA579
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-06-01
      2016-07-01
      2016-07-01
      N
      N
      N
      0.0055
      58009164.00
      58009164.00
      58009164.00
      0.0052
      N
      N
      N
      N
    
    
      Yavapai County Industrial Development Authority Revenue, Drake Cement LLC Project
      Yavapai County Industrial Development Authority Revenue, Drake Cement LLC Project 0.55%
      98521YAB5
      US98521YAB56
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-06-07
      2016-06-07
      2035-09-01
      Y
      
        Bank of Nova Scotia/New York
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Bank of Nova Scotia/New York
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0055
      9375000.00
      9375000.00
      9375000.00
      0.0008
      N
      N
      Y
      N
    
    
      First American Funds Inc
      2016-06-06
      Brent G. Smith
      Brent G. Smith
      Assistant Treasurer