Form N-MFP1 FIRST AMERICAN FUNDS For: Sep 30

  
    N-MFP1
    
      
        
          0000356134
          XXXXXXXX
        
      
      
      
      
    
  
  
    
      2016-09-30
      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
      5
      5
      
        2332182588.80
        2094418394.28
        2097500012.74
        2079562236.52
        1366980741.86
      
      
        4444068314.03
        4356261945.96
        4372437018.11
        4286105696.44
        2654049455.18
      
      
        0.4440
        0.4160
        0.4450
        0.4670
        0.4940
      
      
        0.8450
        0.8650
        0.9270
        0.9630
        0.9590
      
      1456.51
      2577706618.50
      2577708055.55
      189913432.81
      39623251.61
      2727998256.21
      2728016741.78
      1.0000
      0.0056
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
    
    
      C000015460
      2500.00
      209000307.18
      209001406.23
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        5280625.68
        26488165.88
      
      
        6787045.40
        30722906.92
      
      
        6111446.10
        22817746.98
      
      
        33314243.45
        13616678.56
      
      
        8386102.07
        84309459.97
      
      
        56430027.09
        158252512.72
      
      0.0002
      Y
      U.S. Bancorp Asset Management, To maintain a zero or positive yield., 42552.65;
    
    
      C000015462
      1.00
      507862863.62
      507866964.67
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        7005601713.09
        7243155394.02
      
      
        117392628.82
        205282996.55
      
      
        170411430.81
        323261489.31
      
      
        123419641.16
        208458753.46
      
      
        126563058.95
        353597546.19
      
      
        735711459.47
        1348650949.34
      
      0.0011
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 41102.91;
    
    
      C000168477
      250000000.00
      10013.53
      10013.57
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        2.50
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        0.00
        0.00
      
      
        2.50
        0.00
      
      0.0042
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 0.90;
    
    
      C000015457
      2500.00
      484945195.46
      484947202.67
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        21763076.50
        38473072.64
      
      
        13486561.70
        23083515.23
      
      
        10874328.70
        25719727.76
      
      
        19949728.26
        56784904.71
      
      
        13378727.96
        89163637.67
      
      
        63757427.13
        213724566.65
      
      0.0002
      Y
      U.S. Bancorp Asset Management, To maintain a zero or positive yield., 164889.89;
    
    
      C000015461
      1.00
      255374482.72
      255375869.23
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        21230608.64
        55720229.80
      
      
        100543372.43
        113120566.98
      
      
        25422498.25
        109554396.93
      
      
        4201014.90
        45340544.45
      
      
        16398526.73
        56044961.05
      
      
        159970181.33
        336227294.42
      
      0.0016
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 16393.49;
    
    
      C000015463
      10000000.00
      1108636067.00
      1108645390.47
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        136634293.35
        613456846.71
      
      
        128006176.90
        196246121.09
      
      
        127424461.02
        226826161.00
      
      
        259927622.34
        372559255.85
      
      
        21976019.34
        1257215049.29
      
      
        612941909.26
        2516325206.53
      
      0.0036
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 109333.19;
    
    
      C000026834
      1.00
      162169326.70
      162169894.94
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        12759879.26
        2865600.60
      
      
        7882386.71
        2142302.04
      
      
        46450562.58
        22651118.69
      
      
        25471474.44
        11582868.74
      
      
        3923653.70
        72534231.90
      
      
        88240857.15
        110749683.63
      
      0.0026
      Y
      U.S. Bancorp Asset Management, Expense cap waiver, 9263.15;
    
    
      855 MRU LLC / 855 LRU LLC / 855 ORU LLC
      New York State Housing Finance Agency, 855 Sixth Avenue Housing, Series 2013A 0.86%
      64986UYZ4
      5493000LS7KCDB02O506
      US64986UYZ47
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0086
      29000000.00
      29000000.00
      0.0106
      N
      N
      Y
      N
    
    
      Albion College
      Minnesota Higher Education Facilities Authority, Albion College Project, Series 2006 0.86%
      594519J92
      US594519J926
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0086
      9410000.00
      9410000.00
      0.0034
      N
      N
      Y
      N
    
    
      Anne Arundel Health System
      Maryland Health & Higher Educational Facilities Authority, Anne Arundel Health System Issue, Series 2009B 0.86%
      5742173V5
      US5742173V53
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0086
      25050000.00
      25050000.00
      0.0092
      N
      N
      Y
      N
    
    
      ATRIUM MED CTR OBLIG GRP
      City of Middletown, Ohio Hospital Facilities, Atrium Medical Center Obligated Group, Series 2008B 0.87%
      597146AM1
      US597146AM12
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2039-11-15
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0085
      8640000.00
      8640000.00
      0.0032
      N
      N
      Y
      N
    
    
      Bank of Nova Scotia/NY
      Bank of Nova Scotia/NY 0.45%
      0000064241
      CR3344528
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS NTS
          
            2023-06-30
          
          1.375000
          74302.80
          74639.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-05-31
          
          2.750000
          497.64
          509.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-11-15
          
          2.625000
          34337.16
          36842.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2041-05-15
          
          4.375000
          77854.92
          110663.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-01-31
          
          1.250000
          5822096.28
          5894203.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-10-31
          
          1.250000
          6847011.60
          6946546.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-11-30
          
          0.875000
          1994850.00
          2005344.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-01-31
          
          1.750000
          377520.00
          388509.91
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-02-15
          
          2.750000
          2081456.52
          2184229.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-05-31
          
          2.375000
          1836.12
          1900.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-11-15
          
          6.125000
          177039.72
          262267.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-31
          
          1.625000
          308262.24
          316221.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2027-01-15
          
          2.375000
          4516906.68
          6646136.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2041-11-15
          
          3.125000
          85800.00
          102034.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-08-15
          
          2.375000
          80669.16
          86476.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-08-15
          
          3.125000
          4362706.92
          5170489.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-01-15
          
          1.625000
          19390.80
          23033.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2017-08-15
          
          8.875000
          156653.64
          169528.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-04-15
          
          0.125000
          16557014.76
          17302862.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-02-28
          
          2.750000
          68.64
          70.76
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2044-02-15
          
          3.625000
          6637848.36
          8582533.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2025-01-15
          
          2.375000
          9729994.56
          14884297.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2025-01-15
          
          0.250000
          24489516.48
          25388520.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-11-15
          
          3.750000
          9471238.92
          10196380.65
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2019-08-15
          
          8.125000
          24555.96
          29870.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-08-15
          
          4.000000
          42110.64
          44907.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-01-15
          
          0.125000
          506185.68
          536773.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-05-31
          
          1.875000
          1316515.20
          1370410.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2021-08-15
          
          8.125000
          857914.20
          1150677.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-07-31
          
          2.000000
          1455099.36
          1520397.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-04-15
          
          3.875000
          6962378.28
          14899879.26
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2040-02-15
          
          2.125000
          788845.20
          1178142.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-06-30
          
          2.500000
          72072.00
          73524.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-03-31
          
          0.750000
          67884.96
          67906.21
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-08-31
          
          2.000000
          843173.76
          878825.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-04-30
          
          1.375000
          533933.40
          544642.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-06-30
          
          2.375000
          5954.52
          6157.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-03-31
          
          2.875000
          23852.40
          24615.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-03-31
          
          2.250000
          645524.88
          677901.83
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-05-31
          
          1.375000
          11785951.32
          12002027.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-08-31
          
          1.875000
          8473024.56
          8778764.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2022-12-31
          
          2.125000
          1023817.08
          1079290.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2020-02-15
          
          8.500000
          8032767.60
          10141369.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2024-07-15
          
          0.125000
          14475026.28
          14905778.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-01-15
          
          2.375000
          19611546.24
          23725174.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-07-15
          
          1.250000
          2421790.80
          2863615.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-02-28
          
          1.375000
          339236.04
          344181.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-03-31
          
          1.625000
          6036459.00
          6155558.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-09-15
          
          1.000000
          7207.20
          7241.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-04-15
          
          0.125000
          18608286.84
          19304993.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2017-04-15
          
          0.125000
          344521.32
          366037.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2043-08-15
          
          3.625000
          7379314.80
          9541227.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-10-31
          
          2.000000
          290347.20
          304625.09
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2018-09-30
          
          1.375000
          1520444.64
          1538264.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-01-15
          
          2.500000
          209815.32
          300447.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-02-15
          
          2.000000
          5491.20
          5732.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2020-09-30
          
          1.375000
          4582149.00
          4643004.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-07-15
          
          0.625000
          14922765.00
          16761803.74
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0045
      257419773.00
      257419773.00
      0.0944
      N
      Y
      Y
      N
    
    
      Bank of Nova Scotia/NY
      Bank of Nova Scotia/NY 0.47%
      0000064241
      CR4849558
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Fannie Mae
          
            2039-01-01
          
          2.770000
          22809704.00
          928380.02
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2045-10-01
          
          4.000000
          1511136.00
          1455308.62
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2041-03-01
          
          2.701000
          30872150.00
          6657922.89
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-09-01
          
          3.000000
          1070.00
          688.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2026-08-01
          
          3.500000
          53696.00
          21214.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LN MTG CORP PARTN
          
            2026-09-01
          
          4.000000
          57797230.00
          22854642.15
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-05-01
          
          3.000000
          4644609.00
          4733879.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LN MTG CORP PARTN
          
            2042-03-01
          
          4.000000
          9974352.00
          6960829.52
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2032-11-01
          
          3.000000
          281.00
          185.99
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2041-05-15
          
          4.500000
          12520400.00
          5958075.32
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2032-05-01
          
          3.500000
          17376896.00
          10190402.24
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-12-01
          
          3.500000
          51132.00
          38433.16
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2045-09-01
          
          3.500000
          175965.00
          168343.14
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2041-04-01
          
          4.500000
          15050262.00
          7582807.41
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2045-09-20
          
          4.000000
          10277039.00
          8310715.96
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2045-05-20
          
          5.000000
          1133931.00
          729298.65
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2040-05-15
          
          4.500000
          1171406.00
          264920.42
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2045-09-01
          
          3.500000
          1146766.00
          1118121.38
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2042-11-01
          
          3.500000
          406420.00
          344933.49
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2045-06-01
          
          4.000000
          4105.00
          4135.94
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2042-04-01
          
          3.774000
          6188362.00
          2606005.68
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-09-01
          
          3.000000
          1556091.00
          993450.84
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2027-08-01
          
          3.000000
          6130250.00
          4078540.23
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2041-05-01
          
          5.000000
          310583.00
          174992.95
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-10-01
          
          3.500000
          1287.00
          972.10
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-01-01
          
          3.500000
          3040278.00
          3008195.59
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2027-01-01
          
          3.000000
          565607.00
          315199.60
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2029-04-01
          
          3.000000
          445553.00
          344968.33
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2044-09-20
          
          2.000000
          550323.00
          288305.65
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2045-10-20
          
          2.000000
          13926384.00
          10747852.01
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2042-04-01
          
          4.000000
          1243682.00
          901187.76
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2029-02-01
          
          3.000000
          2405.00
          1752.02
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2042-08-01
          
          3.500000
          1016.00
          915.44
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2042-02-01
          
          4.000000
          22712.00
          12898.32
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2027-03-01
          
          3.000000
          3512950.00
          1641599.12
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2044-06-01
          
          4.000000
          11414832.00
          9817345.02
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2045-07-01
          
          4.000000
          1325842.00
          1322247.54
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-04-01
          
          3.500000
          742468.00
          745925.39
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2043-08-01
          
          3.000000
          4290544.00
          3552160.54
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-11-01
          
          3.500000
          5275000.00
          3604635.96
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2043-10-01
          
          4.500000
          1007328.00
          797190.45
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2045-04-01
          
          3.500000
          3953197.00
          3854213.68
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2043-07-01
          
          3.000000
          149389.00
          122606.93
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2041-12-01
          
          4.000000
          11907189.00
          7239075.59
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2042-08-01
          
          3.500000
          1289686.00
          618444.68
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-12-01
          
          3.500000
          8585344.00
          6718949.20
          Agency Mortgage-Backed Securities
        
        
          Fannie Mae
          
            2042-01-01
          
          2.792000
          194341.00
          57910.84
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-01-01
          
          3.500000
          236121.00
          230874.22
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-01-01
          
          3.500000
          4416912.00
          4356960.36
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2043-01-01
          
          3.000000
          6605706.00
          5109822.32
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2044-03-20
          
          3.500000
          12756927.00
          7548937.87
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2028-09-01
          
          3.000000
          844277.00
          590391.23
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-04-01
          
          3.500000
          15655519.00
          16271154.53
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          
            2042-09-01
          
          3.500000
          28523579.00
          18295494.26
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2035-11-01
          
          5.500000
          1128.00
          74.14
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-08-01
          
          3.500000
          1148852.00
          1224392.83
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2034-05-01
          
          5.000000
          1057.00
          73.83
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2044-07-01
          
          4.000000
          7643055.00
          6135220.63
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-07-01
          
          4.000000
          2468711.00
          2651993.47
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-05-01
          
          3.500000
          5685519.00
          5948376.38
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2044-08-01
          
          4.500000
          19752162.00
          16147633.28
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2046-04-01
          
          3.500000
          18113183.00
          18957139.74
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2029-01-01
          
          3.500000
          1352781.00
          880033.46
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2030-02-01
          
          3.000000
          1110676.00
          1018156.71
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2045-08-01
          
          4.000000
          5197184.00
          5384439.86
          Agency Mortgage-Backed Securities
        
        
          FANNIE MAE
          
            2048-11-01
          
          5.500000
          50000000.00
          1387807.61
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2040-04-15
          
          4.500000
          2417282.00
          965446.08
          Agency Mortgage-Backed Securities
        
        
          GINNIE MAE
          
            2045-09-20
          
          3.000000
          6087.00
          4796.93
          Agency Mortgage-Backed Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0047
      250000000.00
      250000000.00
      0.0916
      N
      Y
      Y
      N
    
    
      Bay Area Toll Authority
      Bay Area Toll Authority, San Francisco Area Toll Bridge, Series 2007A-2 0.81%
      072024KR2
      5493001FUZGUQMIP5D78
      US072024KR24
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2047-04-01
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0081
      31050000.00
      31050000.00
      0.0114
      N
      N
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.70%
      0000753835
      CR0434033
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
          
            2023-05-15
          
          9.250000
          3586464.00
          4036664.86
          Corporate Debt Securities
        
        
          COMMUNICATIONS SALES & LEASING INC / CSL CAP LLC
          
            2023-10-15
          
          8.250000
          8500000.00
          9203906.26
          Corporate Debt Securities
        
        
          THL Credit Wind River CLO
          549300H4V7OE3OL7II20
          
            2027-07-20
          
          6.246000
          16369.00
          14233.41
          Asset-Backed Securities
        
        
          SAFEWAY INC "FORMERLY SAFEWAY STORES INC TO 02/2
          549300NKZ6VCN5P3K723
          
            2031-02-01
          
          7.250000
          2503000.00
          2495195.51
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-11-04
      2016-11-04
      Y
      
        BNP Paribas SA
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      N
      N
      0.0070
      15000000.00
      15000000.00
      0.0055
      N
      N
      N
      Y
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.70%
      0000753835
      CR1130333
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CITIZENS COMMUNICATIONS CO NAME CHANGED TO FRONT
          
            2027-01-15
          
          7.875000
          9610000.00
          8806664.06
          Corporate Debt Securities
        
        
          SAFEWAY INC "FORMERLY SAFEWAY STORES INC TO 02/2
          549300NKZ6VCN5P3K723
          
            2031-02-01
          
          7.250000
          6593000.00
          6572442.66
          Corporate Debt Securities
        
        
          Centurion CDO
          
            2025-10-29
          
          5.702000
          88830.00
          76986.37
          Asset-Backed Securities
        
        
          CHS / CMNTY HEALTH SYS INC
          5493007X5NC5XI1BB106
          
            2022-02-01
          
          6.875000
          7934000.00
          6863047.74
          Corporate Debt Securities
        
        
          BROOKFIELD RESIDENTIAL PPTYS INC
          549300C2SXDXVIUV3Q14
          
            2025-05-15
          
          6.375000
          8918000.00
          9153490.93
          Corporate Debt Securities
        
        
          THL Credit Wind River CLO
          549300H4V7OE3OL7II20
          
            2027-07-20
          
          6.246000
          31614.00
          27489.45
          Asset-Backed Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-04
      2016-10-04
      Y
      
        BNP Paribas SA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      0.0070
      30000000.00
      30000000.00
      0.0110
      N
      N
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.68%
      0000753835
      CR4827737
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          BARCLAYS BK PLC
          G5GSEF7VJP5I7OUK5573
          
            2022-11-21
          
          7.625000
          4200000.00
          4776756.24
          Corporate Debt Securities
        
        
          EQUINIX INC
          549300EVUN2BTLJ3GT74
          
            2026-01-15
          
          5.875000
          828000.00
          903704.50
          Corporate Debt Securities
        
        
          BM&F BOVESPA SA BOLSA DE VALORES ME
          4GTK5S46E6H318LMDS44
          
            2020-07-16
          
          5.500000
          621000.00
          665280.75
          Corporate Debt Securities
        
        
          ALBERTSONS INC
          549300NTX8OHLI2I0Q54
          
            2029-08-01
          
          7.450000
          4869000.00
          4794551.64
          Corporate Debt Securities
        
        
          FELCOR LODGING LTD PARTNERSHIP
          
            2025-06-01
          
          6.000000
          667000.00
          706908.83
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO HLDGS CAP CORP
          
            2024-04-01
          
          5.875000
          4387000.00
          4712475.80
          Corporate Debt Securities
        
        
          CARRIZO OIL & GAS INC
          6X88M1NLGKDIRGWMPT94
          
            2023-04-15
          
          6.250000
          695000.00
          713171.36
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC
          549300U5NFR7S6E3GM41
          
            2038-07-01
          
          7.300000
          446000.00
          583085.78
          Corporate Debt Securities
        
        
          SILVER II BORROWER S C A / SILVER II US HLDGS LL
          
            2020-12-15
          
          7.750000
          560000.00
          456458.33
          Corporate Debt Securities
        
        
          NGPL PIPECO LLC
          549300K3NT1HSQFEM073
          
            2017-12-15
          
          7.119000
          500000.00
          532256.87
          Corporate Debt Securities
        
        
          SIEMENS FINANCIERINGSMAATSCHAPPIJ N V
          TAFO772JB70PDRN5VS48
          
            2046-09-15
          
          0.000000
          198132.00
          194653.79
          Corporate Debt Securities
        
        
          ENSCO PLC FORMERLY ENSCO INTL PLC TO 03/31/2010
          7N0UJMJLXD0MDT5D5086
          
            2044-10-01
          
          5.750000
          185000.00
          118601.70
          Corporate Debt Securities
        
        
          IHEARTCOMMUNICATIONS INC
          54930076J6KDZL504O62
          
            2023-03-15
          
          10.625000
          909000.00
          681229.22
          Corporate Debt Securities
        
        
          MACK-CALI RLTY L P
          549300MJC9VNA6VSEE11
          
            2023-05-15
          
          3.150000
          404000.00
          385449.33
          Corporate Debt Securities
        
        
          TIME WARNER ENTMT CO L P
          
            2023-03-15
          
          8.375000
          3729000.00
          4866343.45
          Corporate Debt Securities
        
        
          CORNERSTONE CHEM CO
          BL03B05TRUKQ14Y1HC46
          
            2018-03-15
          
          9.375000
          1850000.00
          1847976.56
          Corporate Debt Securities
        
        
          FREEPORT-MCMORAN COPPER & GOLD INC FORMERLY FREE
          
            2017-11-14
          
          2.300000
          500000.00
          501844.44
          Corporate Debt Securities
        
        
          NEPTUNE FINCO CORP
          3HG2WD2W22M120IUNG49
          
            2025-10-15
          
          6.625000
          235000.00
          257337.24
          Corporate Debt Securities
        
        
          VALEANT PHARMACEUTICALS INTL INC CDA
          B3BS7ACMDUWISF18KY76
          
            2023-03-01
          
          5.500000
          704000.00
          603279.11
          Corporate Debt Securities
        
        
          HOCKEY MERGER SUB 2 INC
          549300JQT6ATTUNS5E06
          
            2021-10-01
          
          7.875000
          678000.00
          713022.94
          Corporate Debt Securities
        
        
          MOMENTIVE PERFORMANCE MATLS INC
          H2OFQI2FJX0T8IHKL414
          
            2021-10-24
          
          3.880000
          590000.00
          503879.67
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO HLDGS CAP CORP
          
            2023-02-15
          
          5.125000
          709000.00
          741015.78
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC
          549300U5NFR7S6E3GM41
          
            2020-02-01
          
          5.000000
          1988000.00
          2173966.35
          Corporate Debt Securities
        
        
          NUMERICABLE-SFR S A
          5493001ZMCICV4N02J21
          
            2026-05-01
          
          7.375000
          2289528.00
          2363352.87
          Corporate Debt Securities
        
        
          ENERGY TRANSFER EQUITY L P
          MTLVN9N7JE8MIBIJ1H73
          
            2027-06-01
          
          5.500000
          457000.00
          463023.51
          Corporate Debt Securities
        
        
          CAESARS ENTMT RESORT PPTYS LLC / HARRAHS LAS VEG
          
            2020-10-01
          
          8.000000
          2783000.00
          2984149.06
          Corporate Debt Securities
        
        
          KINETIC CONCEPTS INC / KCI USA INC
          
            2021-10-01
          
          9.625000
          123507.00
          123837.21
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUN
          
            2045-10-23
          
          6.484000
          1453144.00
          1783828.71
          Corporate Debt Securities
        
        
          DRIVETIME AUTOMOTIVE GROUP INC / DT ACCEP CORP
          
            2021-06-01
          
          8.000000
          436000.00
          433359.78
          Corporate Debt Securities
        
        
          PARSLEY ENERGY LLC / PARSLEY FIN CORP
          
            2022-02-15
          
          7.500000
          515000.00
          552015.63
          Corporate Debt Securities
        
        
          CROWN AMERS LLC / CROWN AMERS CAP CORP V
          
            2026-09-30
          
          0.000000
          199812.00
          199812.00
          Corporate Debt Securities
        
        
          HOWARD HUGHES CORP
          549300BVHY25JZC1KI49
          
            2021-10-01
          
          6.875000
          4232000.00
          4593556.80
          Corporate Debt Securities
        
        
          ENDO LTD / ENDO FIN LLC / ENDO FINCO INC
          
            2023-07-15
          
          6.000000
          459000.00
          418837.50
          Corporate Debt Securities
        
        
          TOYS R US PPTY CO II LLC
          
            2017-12-01
          
          8.500000
          581000.00
          594419.49
          Corporate Debt Securities
        
        
          PENNEY J C CORP INC
          8TDNUQ07MEFMWW1VHP39
          
            2037-04-01
          
          7.400000
          320000.00
          307774.22
          Corporate Debt Securities
        
        
          ZAYO GROUP LLC / ZAYO CAP INC
          
            2025-05-15
          
          6.375000
          589000.00
          639157.03
          Corporate Debt Securities
        
        
          ANADARKO PETE CORP
          B78FQ7XBQFLP4AYJ6F79
          
            2036-10-10
          
          0.000000
          30000000.00
          11733300.00
          Corporate Debt Securities
        
        
          SIEMENS FINANCIERINGSMAATSCHAPPIJ N V
          TAFO772JB70PDRN5VS48
          
            2019-09-13
          
          0.000000
          1052424.00
          1048365.74
          Corporate Debt Securities
        
        
          HD SUPPLY INC
          
            2021-12-15
          
          5.250000
          613000.00
          662231.56
          Corporate Debt Securities
        
        
          BLUELINE RENT FIN CORP / VOLVO CONSTR EQUIP RENT
          
            2019-02-01
          
          7.000000
          518000.00
          454012.61
          Corporate Debt Securities
        
        
          ARAMARK SVCS INC
          42YMHYH0XMHJEXDUB065
          
            2024-01-15
          
          5.125000
          729000.00
          765943.59
          Corporate Debt Securities
        
        
          SPRINT NEXTEL CORP REORGANIZED AS SPRINT CORP 07
          
            2017-03-01
          
          9.125000
          1202000.00
          1237880.53
          Corporate Debt Securities
        
        
          CENTURY TEL ENTERPRISES INC NAME CHANGED TO CENT
          8M3THTGWLTYZVE6BBY25
          
            2028-01-15
          
          6.875000
          28000.00
          27351.04
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIONS CORP
          
            2022-09-15
          
          10.500000
          967792.00
          1025864.36
          Corporate Debt Securities
        
        
          HD SUPPLY INC
          
            2024-04-15
          
          5.750000
          647000.00
          695507.03
          Corporate Debt Securities
        
        
          PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
          
            2023-05-15
          
          9.250000
          16815.00
          18925.75
          Corporate Debt Securities
        
        
          LIBERTY MUT GROUP INC
          QUR0DG15Z6FFGYCHH861
          
            2087-03-07
          
          7.800000
          12000.00
          14079.00
          Corporate Debt Securities
        
        
          GUITAR CTR INC FORMERLY GUITAR CTR MGMT CO INC T
          
            2020-04-15
          
          9.625000
          1329000.00
          1040427.03
          Corporate Debt Securities
        
        
          STAPLES INC
          XQM2JINI1UL7642TU573
          
            2018-01-12
          
          2.750000
          166000.00
          168670.66
          Corporate Debt Securities
        
        
          BARCLAYS PLC
          213800LBQA1Y9L22JB70
          
            2026-05-12
          
          5.200000
          408290.00
          429248.89
          Corporate Debt Securities
        
        
          CAIXA ECONOMICA FED GLOBAL MEDIUM TERM NTS BOOK
          
            2022-11-07
          
          3.500000
          5000000.00
          4559513.89
          Corporate Debt Securities
        
        
          SIEMENS FINANCIERINGSMAATSCHAPPIJ N V
          TAFO772JB70PDRN5VS48
          
            2026-10-15
          
          0.000000
          700000.00
          694400.00
          Corporate Debt Securities
        
        
          PETROBRAS GLOBAL FIN B V
          549300FNENFFSMO3GT38
          
            2021-05-23
          
          8.375000
          748000.00
          839439.36
          Corporate Debt Securities
        
        
          National Collegiate Trust
          
            2029-04-25
          
          0.805000
          1.00
          0.45
          Asset-Backed Securities
        
        
          CALPINE CORP
          43R4VPJBXTU2O15HEF41
          
            2023-01-15
          
          5.375000
          191000.00
          194511.61
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0068
      70000000.00
      70000000.00
      0.0257
      N
      Y
      Y
      N
    
    
      BNP Paribas Securities Corp
      BNP Paribas Securities Corp 0.50%
      0000753835
      CR4715668
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Ginnie Mae REMIC Trust
          549300M8ZYFG0OCMTT87
          
            2043-12-20
          
          5.628000
          50000000.00
          7347000.10
          Agency Collateralized Mortgage Obligation
        
        
          Ginnie Mae REMIC Trust
          549300M8ZYFG0OCMTT87
          
            2046-01-20
          
          5.688000
          31976143.00
          7058571.08
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corporation
          
            2045-02-15
          
          5.642000
          49451516.00
          8046709.85
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corporation
          
            2046-02-15
          
          5.542000
          51000000.00
          10869150.80
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corporation
          
            2046-04-15
          
          5.542000
          30635940.00
          6399307.31
          Agency Collateralized Mortgage Obligation
        
        
          Ginnie Mae REMIC Trust
          549300M8ZYFG0OCMTT87
          
            2046-03-20
          
          5.538000
          45319639.00
          8715594.41
          Agency Collateralized Mortgage Obligation
        
        
          Ginnie Mae REMIC Trust
          549300M8ZYFG0OCMTT87
          
            2044-08-20
          
          5.688000
          62422894.00
          8763792.76
          Agency Collateralized Mortgage Obligation
        
        
          Ginnie Mae REMIC Trust
          549300M8ZYFG0OCMTT87
          
            2046-06-20
          
          5.588000
          66122517.00
          13437553.74
          Agency Collateralized Mortgage Obligation
        
        
          Ginnie Mae REMIC Trust
          549300M8ZYFG0OCMTT87
          
            2044-04-20
          
          5.688000
          69750000.00
          10687422.83
          Agency Collateralized Mortgage Obligation
        
        
          Fannie Mae REMIC Trust
          
            2042-03-25
          
          4.000000
          7935000.00
          10784536.91
          Agency Collateralized Mortgage Obligation
        
        
          Ginnie Mae REMIC Trust
          549300M8ZYFG0OCMTT87
          
            2044-09-20
          
          5.688000
          57430828.00
          9443121.82
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corporation
          
            2045-08-15
          
          5.692000
          30392936.00
          7092239.53
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corporation
          
            2046-08-15
          
          5.585800
          50000000.00
          9057009.94
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corporation
          
            2045-09-15
          
          5.202000
          132216752.00
          13547989.00
          Agency Collateralized Mortgage Obligation
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0050
      125000000.00
      125000000.00
      0.0458
      N
      Y
      Y
      N
    
    
      Chicago Midway International Airport
      City of Chicago, Chicago Midway Airport, Series 2004C-2 0.88%
      167562LX3
      US167562LX39
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2035-01-01
      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
      0.0088
      28200000.00
      28200000.00
      0.0103
      N
      N
      Y
      N
    
    
      Chicago O'Hare International Airport
      City of Chicago, Chicago O'Hare International Airport, Series 2005C 0.83%
      1675926Z2
      US1675926Z22
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2035-01-01
      Y
      
        Citibank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Citibank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0083
      85400000.00
      85400000.00
      0.0313
      N
      N
      Y
      N
    
    
      City of Baltimore MD
      Mayor and City Council of Baltimore, Maryland, Baltimore City Parking System Facilities, Series 2008 0.80%
      059231TD2
      US059231TD27
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2032-07-01
      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
      0.0080
      28460000.00
      28460000.00
      0.0104
      N
      N
      Y
      N
    
    
      City of New York NY
      The City of New York, Series 2006E-4 0.88%
      64966FHP2
      549300ABYZD2SFD5JB29
      US64966FHP27
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2034-08-01
      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
      0.0088
      7290000.00
      7290000.00
      0.0027
      N
      N
      Y
      N
    
    
      County of Clark Department of Aviation
      Clark County, Nevada Airport System, Series 2008C-3 0.86%
      18085PKB9
      549300LDD8NZB2EOVG83
      US18085PKB93
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2029-07-01
      Y
      
        Sumitomo Mitsui Banking Corp/New York
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Sumitomo Mitsui Banking Corp/New York
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0086
      38525000.00
      38525000.00
      0.0141
      N
      N
      Y
      N
    
    
      County of Clark Department of Aviation
      Clark County, Nevada Airport System, Series 2008B-2 0.86%
      18085PNY6
      549300LDD8NZB2EOVG83
      US18085PNY69
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0085
      24200000.00
      24200000.00
      0.0089
      N
      N
      Y
      N
    
    
      Credit Agricole Corporate & Investment Bank
      Credit Agricole Corporate & Investment Bank 0.45%
      0000033738
      CR3344529
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS NTS
          
            2022-09-30
          
          1.750000
          27836952.00
          28593783.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS BDS
          
            2029-01-15
          
          2.500000
          21230901.12
          30401872.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-04-30
          
          1.625000
          27755527.80
          28428769.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2019-10-31
          
          1.500000
          29808636.00
          30544146.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2021-06-30
          
          1.125000
          3558829.56
          3570938.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREAS NTS
          
            2023-05-15
          
          1.750000
          952688.88
          982906.74
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0045
      120129227.00
      120129227.00
      0.0440
      N
      Y
      Y
      N
    
    
      Credit Agricole, Cayman Islands Branch - Time Deposit
      Credit Agricole, Cayman Islands Branch - Time Deposit 0.29%
      0000033738
      CR3344532
      Non-Negotiable Time Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0029
      83036000.00
      83036000.00
      0.0304
      N
      Y
      Y
      N
    
    
      Drake Cement LLC
      Yavapai County Industrial Development Authority Revenue, Drake Cement LLC Project 1.00%
      98521YAB5
      US98521YAB56
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0100
      9375000.00
      9375000.00
      0.0034
      N
      N
      Y
      N
    
    
      DURST PYRAMID LLC
      New York State Housing Finance Agency, 625 West 57th Street Housing, Series 2015A-1 0.74%
      64986U2F3
      5493000LS7KCDB02O506
      US64986U2F37
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2049-05-01
      Y
      
        Bank of New York Mellon Corp/The
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Bank of New York Mellon Corp/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0074
      25000000.00
      25000000.00
      0.0092
      N
      N
      Y
      N
    
    
      DWS Money Market Series Fund
      DWS Money Market Series Fund 0.32%
      25160K207
      US25160K2078
      Investment Company
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0032
      30000000.00
      30000000.00
      0.0110
      N
      N
      Y
      N
    
    
      El Dorado Irrigation District / El Dorado County Water Agency
      El Dorado Irrigation District, Series 2008A 0.80%
      283059ED1
      US283059ED11
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2036-03-01
      Y
      
        Citibank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Citibank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0080
      16300000.00
      16300000.00
      0.0060
      N
      N
      Y
      N
    
    
      Elmhurst, Illinois Community Accredation
      Elmhurst, Illinois Community Accredation 0.87%
      289470AA4
      US289470AA40
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0086
      2635000.00
      2635000.00
      0.0010
      N
      N
      Y
      N
    
    
      Federal Reserve Bank of New York
      Federal Reserve Bank of New York 0.25%
      0001457970
      CR1648748
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREAS NTS
          
            2021-11-15
          
          2.000000
          143073000.00
          150003169.97
          U.S. Treasuries (including strips)
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0025
      150000000.00
      150000000.00
      0.0550
      N
      Y
      Y
      N
    
    
      Florida Keys Aqueduct Authority
      Florida Keys Aqueduct Authority Water Revenue, Series 2008 0.85%
      340765HC3
      549300EMJ277J3MYQ645
      US340765HC38
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2035-09-01
      Y
      
        TD Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        TD Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0085
      15050000.00
      15050000.00
      0.0055
      N
      N
      Y
      N
    
    
      Goldman Sachs Financial Square Money Market Fund
      Goldman Sachs Financial Square Money Market Fund 0.46%
      38141W232
      US38141W2329
      Investment Company
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2016-10-07
      N
      N
      N
      0.0046
      50000000.00
      50000000.00
      0.0183
      N
      N
      Y
      N
    
    
      HOPE HOSPICE & CMNTY SVC
      Lee County Industrial Development Authority, Health Care Facilities, Hope Hospice Project, Series 2008 0.78%
      52349ECN8
      US52349ECN85
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2027-10-01
      Y
      
        Northern Trust Co/The
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Northern Trust Co/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0078
      8900000.00
      8900000.00
      0.0033
      N
      N
      Y
      N
    
    
      HSBC Securities (USA) Inc
      HSBC Securities (USA) Inc 0.50%
      0000853784
      CR4050900
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          BNP PARIBAS/BNP PARIBA
          R0MUWSFPU8MPRO8K5P83
          
            2018-08-20
          
          2.700000
          6438000.00
          6579829.11
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE
          B6Q2VFHD1797Q7NZ3E43
          
            2019-02-22
          
          1.700000
          2830000.00
          2859133.26
          Corporate Debt Securities
        
        
          WELLS FARGO & CO.
          PBLD0EJDB5FWOLXP3B76
          
            2027-07-22
          
          4.300000
          2444000.00
          2659370.78
          Corporate Debt Securities
        
        
          STANDARD CHARTERED PLC
          U4LOSYZ7YG4W3S5F2G91
          
            2025-04-17
          
          3.200000
          1010000.00
          1013301.53
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE
          B6Q2VFHD1797Q7NZ3E43
          
            2026-09-09
          
          2.300000
          1000000.00
          1002401.71
          Corporate Debt Securities
        
        
          WELLS FARGO & CO.
          PBLD0EJDB5FWOLXP3B76
          
            2045-11-17
          
          4.900000
          740000.00
          831902.70
          Corporate Debt Securities
        
        
          WELLS FARGO & CO.
          PBLD0EJDB5FWOLXP3B76
          
            2044-11-04
          
          4.650000
          405000.00
          438140.48
          Corporate Debt Securities
        
        
          BNP PARIBAS/BNP PARIBA
          R0MUWSFPU8MPRO8K5P83
          
            2018-12-12
          
          2.400000
          379000.00
          387622.26
          Corporate Debt Securities
        
        
          PNC BANK NA
          AD6GFRVSDT01YPT1CS68
          
            2018-06-01
          
          1.600000
          335000.00
          338252.48
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE
          B6Q2VFHD1797Q7NZ3E43
          
            2018-10-01
          
          7.625000
          5000000.00
          5802115.80
          Corporate Debt Securities
        
        
          BMW US CAP LLC
          
            2021-09-15
          
          1.850000
          1740000.00
          1738261.37
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2018-01-25
          
          1.800000
          3000.00
          3023.94
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2020-01-23
          
          2.250000
          350000.00
          356190.60
          Corporate Debt Securities
        
        
          AMERICAN HONDA FINANCE
          B6Q2VFHD1797Q7NZ3E43
          
            2018-02-16
          
          1.600000
          790000.00
          795249.99
          Corporate Debt Securities
        
        
          AUSTRALIA & NEW ZEALAND BKG
          JHE42UYNWWTJB8YTTU19
          
            2024-03-19
          
          4.500000
          690000.00
          733314.76
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2021-03-01
          
          2.550000
          590000.00
          602439.67
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2019-03-22
          
          1.850000
          1150000.00
          1157821.30
          Corporate Debt Securities
        
        
          WELLS FARGO & COMPANY
          PBLD0EJDB5FWOLXP3B76
          
            2044-01-15
          
          5.606000
          500000.00
          612494.59
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2026-10-01
          
          2.950000
          2415000.00
          2443531.09
          Corporate Debt Securities
        
        
          PEPSICO
          FJSUNZKFNQ5YPJ5OT455
          
            2025-04-30
          
          2.750000
          65000.00
          68567.74
          Corporate Debt Securities
        
        
          WELLS FARGO & CO.
          PBLD0EJDB5FWOLXP3B76
          
            2023-08-15
          
          4.125000
          2205000.00
          2382339.81
          Corporate Debt Securities
        
        
          J P MORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2023-05-18
          
          2.700000
          1625000.00
          1664357.48
          Corporate Debt Securities
        
        
          AUSTRALIA & NEW ZEALAND BKG
          JHE42UYNWWTJB8YTTU19
          
            2026-05-19
          
          4.400000
          4045000.00
          4361485.29
          Corporate Debt Securities
        
        
          PEPSICO
          FJSUNZKFNQ5YPJ5OT455
          
            2046-04-14
          
          4.450000
          6800000.00
          8271583.41
          Corporate Debt Securities
        
        
          PNC BANK NA
          AD6GFRVSDT01YPT1CS68
          
            2018-11-05
          
          1.800000
          230000.00
          233723.68
          Corporate Debt Securities
        
        
          PNC BANK NA
          AD6GFRVSDT01YPT1CS68
          
            2017-01-27
          
          1.125000
          40000.00
          40104.35
          Corporate Debt Securities
        
        
          ING BK N V
          3TK20IVIUJ8J3ZU0QE75
          
            2021-08-15
          
          2.050000
          1500000.00
          1508178.77
          Corporate Debt Securities
        
        
          SUMITOMO BMITSUI BANKING CORPO
          5U0XI89JRFVHWIBS4F54
          
            2018-07-19
          
          2.500000
          2420000.00
          2466683.17
          Corporate Debt Securities
        
        
          THE BANK OF TOKYO-MITUBISHI UF
          C3GTMMZIHMY46P4OIX74
          
            2017-09-08
          
          1.150670
          14000000.00
          13967704.53
          Corporate Debt Securities
        
        
          STANDARD CHARTERED PLC
          U4LOSYZ7YG4W3S5F2G91
          
            2026-04-12
          
          4.050000
          9860000.00
          10397666.04
          Corporate Debt Securities
        
        
          ING BANK N.V
          3TK20IVIUJ8J3ZU0QE75
          
            2021-03-22
          
          2.750000
          150000.00
          155236.67
          Corporate Debt Securities
        
        
          BMW US CAPITAL LLC
          
            2026-04-11
          
          2.800000
          5955000.00
          6186496.98
          Corporate Debt Securities
        
        
          SANTANDER UK PLC
          PTCQB104N23FMNK2RZ28
          
            2020-03-16
          
          2.375000
          197000.00
          198860.40
          Corporate Debt Securities
        
        
          SIEMENS
          TAFO772JB70PDRN5VS48
          
            2021-09-15
          
          1.700000
          1000000.00
          993888.32
          Corporate Debt Securities
        
        
          ABN AMRO BK N.V.
          BFXS5XCH7N0Y05NIXW11
          
            2018-06-04
          
          1.800000
          1050000.00
          1060216.48
          Corporate Debt Securities
        
        
          THE BANK OF TOKYO-MITUBISHI UF
          C3GTMMZIHMY46P4OIX74
          
            2017-02-23
          
          2.350000
          1000000.00
          1006595.25
          Corporate Debt Securities
        
        
          BG ENERGY CAPITAL PLC
          S2M8QDKEE05NZN8JD460
          
            2041-10-15
          
          5.125000
          890000.00
          1040747.84
          Corporate Debt Securities
        
        
          SUMITOMO TRUST AND BANKING COM
          
            2026-07-14
          
          2.632000
          11850000.00
          11788456.65
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2045-12-14
          
          4.300000
          70000.00
          82588.18
          Corporate Debt Securities
        
        
          SIEMENS
          TAFO772JB70PDRN5VS48
          
            2026-10-15
          
          2.350000
          5000000.00
          4964895.55
          Corporate Debt Securities
        
        
          STANDARD CHARTERED PLC
          U4LOSYZ7YG4W3S5F2G91
          
            2017-09-08
          
          1.500000
          90000.00
          89799.90
          Corporate Debt Securities
        
        
          LLOYDS TSB BNK PLC
          H7FNTJ4851HG0EXQ1Z70
          
            2020-01-13
          
          5.800000
          106000.00
          119890.83
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2025-12-14
          
          3.150000
          98000.00
          104822.26
          Corporate Debt Securities
        
        
          VISA INC.
          549300JZ4OKEHW3DPJ59
          
            2017-12-14
          
          1.200000
          302000.00
          303646.91
          Corporate Debt Securities
        
        
          JPMORGAN CHASE & CO
          8I5DZWZKVSZI1NUHU748
          
            2019-10-22
          
          2.200000
          72000.00
          73848.64
          Corporate Debt Securities
        
        
          NORDEA BANK AB (PUBL)
          6SCPQ280AIY8EP3XFW53
          
            2021-05-13
          
          4.875000
          300000.00
          339717.65
          Corporate Debt Securities
        
        
          LLOYDS BK PLC
          H7FNTJ4851HG0EXQ1Z70
          
            2025-05-14
          
          3.500000
          575000.00
          618833.51
          Corporate Debt Securities
        
        
          RECKITT BENCKISER TREAS SVCS
          
            2018-09-21
          
          2.125000
          155000.00
          156509.88
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0050
      100000000.00
      100000000.00
      0.0367
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.50%
      0000877559
      CR4356273
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CONSOLIDATED EDISON COMPANY OF
          VZFZPMWDHTQCFKYOBP05
          
            2036-03-15
          
          5.850000
          7285000.00
          9492627.50
          Corporate Debt Securities
        
        
          B.A.T. INTERNATIONAL FINANCE P
          21380041YBGOQDFAC823
          
            2022-06-07
          
          3.250000
          19500000.00
          20893107.53
          Corporate Debt Securities
        
        
          UNITED TECHNOLOGIES
          I07WOS4YJ0N7YRFE7309
          
            2028-08-01
          
          6.700000
          10000000.00
          13701804.88
          Corporate Debt Securities
        
        
          GILEAD SCIENCES INC.
          549300WTZWR07K8MNV44
          
            2047-03-01
          
          4.150000
          1000000.00
          1030342.82
          Corporate Debt Securities
        
        
          COMCAST CORPORATION SPL A
          51M0QTTNCGUN7KFCFZ59
          
            2023-03-01
          
          2.750000
          6700000.00
          6975070.66
          Corporate Debt Securities
        
        
          BURLINGTON NORTHERN SANTA FE
          
            2025-09-01
          
          3.650000
          4500000.00
          4983256.28
          Corporate Debt Securities
        
        
          DIAGEO CAPITAL PLC
          213800L23DJLALFC4O95
          
            2043-04-29
          
          3.875000
          20000000.00
          21627070.90
          Corporate Debt Securities
        
        
          DIAGEO CAPITAL PLC
          213800L23DJLALFC4O95
          
            2018-04-29
          
          1.125000
          2560000.00
          2567958.37
          Corporate Debt Securities
        
        
          SOUTHWEST GAS
          OQQR1IQTGBKH0UR88X59
          
            2046-09-29
          
          3.800000
          500000.00
          508627.77
          Corporate Debt Securities
        
        
          COMCAST CORPORATION SPL A
          51M0QTTNCGUN7KFCFZ59
          
            2035-11-15
          
          6.500000
          12557000.00
          17856243.25
          Corporate Debt Securities
        
        
          BURLINGTON NORTHERN SANTA FE
          
            2042-09-01
          
          4.375000
          1600000.00
          1818247.03
          Corporate Debt Securities
        
        
          ENTERGY MISSISSIPPI  INC.
          FKUZOUT82DOBGXFS6K20
          
            2028-06-01
          
          2.850000
          665000.00
          688624.66
          Corporate Debt Securities
        
        
          DEVON ENERGY CORPORATION
          54930042348RKR3ZPN35
          
            2042-05-15
          
          4.750000
          639000.00
          603249.56
          Corporate Debt Securities
        
        
          STANLEY BLACK & DECKER INC. <
          549300DJ09SMTO561131
          
            2021-12-01
          
          3.400000
          690000.00
          749408.25
          Corporate Debt Securities
        
        
          ADR EMBRAER SA
          549300EM51WYXFHUY333
          
            2022-06-15
          
          5.150000
          1000000.00
          1068770.89
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC.
          549300U5NFR7S6E3GM41
          
            2021-09-01
          
          4.000000
          412000.00
          439320.62
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0050
      100000000.00
      100000000.00
      0.0367
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 0.52%
      0000877559
      CR5319684
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CONSOLIDATED EDISON COMPANY OF
          VZFZPMWDHTQCFKYOBP05
          
            2036-03-15
          
          5.850000
          1715000.00
          2234709.15
          Corporate Debt Securities
        
        
          AMERICAN WATER CAPITAL CORP
          
            2037-10-15
          
          6.593000
          16305000.00
          24021374.81
          Corporate Debt Securities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-06
      2016-10-06
      2016-10-06
      N
      N
      N
      0.0052
      25000000.00
      25000000.00
      0.0092
      N
      N
      Y
      N
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 0.80%
      0000782124
      CR2921292
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ALTERNATIVE LOAN TRUST 2007-16
          
            2037-08-25
          
          5.074720
          60000000.00
          2827010.53
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT  INC.  2005-13CB
          
            2035-09-25
          
          4.474720
          85000000.00
          1830644.55
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT  INC.  2005-43
          
            2035-12-25
          
          4.174720
          55000000.00
          2592991.48
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC MORTGAGE-BACKED TRUST 200
          
            2036-07-25
          
          5.374720
          41135000.00
          2236316.91
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC INDX MORTGAGE LOAN TRU
          
            2035-10-25
          
          4.275610
          80910000.00
          2390793.38
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC INDX MORTGAGE LOAN TRU
          
            2035-11-25
          
          4.474720
          56000000.00
          1114878.24
          Private Label Collateralized Mortgage Obligations
        
        
          LEHMAN MORTGAGE TRUST 2005-1
          
            2036-01-25
          
          4.234720
          60000000.00
          2268984.99
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY MORTGAGE LOAN T
          
            2036-02-25
          
          4.324720
          54000000.00
          488475.22
          Private Label Collateralized Mortgage Obligations
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-11-04
      2016-11-04
      Y
      
        JP Morgan Securities LLC
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      N
      N
      0.0078
      15000000.00
      15000000.00
      0.0055
      N
      N
      N
      Y
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 0.80%
      0000782124
      CR1111382
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          BANC OF AMERICA COMMERCIAL MOR
          
            2045-05-10
          
          5.853900
          5000000.00
          3538503.65
          Private Label Collateralized Mortgage Obligations
        
        
          BANC OF AMERICA COMMERCIAL MOR
          
            2051-02-10
          
          6.004830
          7313000.00
          6615400.57
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC SERIES 2010-3R  LTD.
          
            2036-12-26
          
          4.500000
          6971000.00
          6255319.33
          Private Label Collateralized Mortgage Obligations
        
        
          CHEVY CHASE FUNDING LLC
          549300TC8R2SGZ2KM445
          
            2035-08-25
          
          0.968070
          17145000.00
          4491249.52
          Private Label Collateralized Mortgage Obligations
        
        
          COMMERCIAL MORTGAGE TRUST 2007
          
            2049-12-10
          
          6.334430
          2365000.00
          2164326.34
          Private Label Collateralized Mortgage Obligations
        
        
          GMAC COMMERCIAL MORTGAGE SECUR
          
            2045-11-10
          
          5.349000
          26060206.00
          24088512.81
          Private Label Collateralized Mortgage Obligations
        
        
          GMAC COMMERCIAL MORTGAGE SECUR
          
            2045-11-10
          
          5.349000
          7798595.00
          7208559.89
          Private Label Collateralized Mortgage Obligations
        
        
          LB-UBS COMMERCIAL MORTGAGE TRU
          
            2040-02-15
          
          5.612000
          6500000.00
          5837285.16
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAPITAL I TRUST
          
            2049-06-11
          
          6.102500
          15250000.00
          11141834.51
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO MORTGAGE BACKED SE
          
            2035-06-25
          
          2.957590
          4841200.00
          2159488.77
          Private Label Collateralized Mortgage Obligations
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-04
      2016-10-04
      Y
      
        JP Morgan Securities LLC
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      0.0080
      70000000.00
      70000000.00
      0.0257
      N
      N
      Y
      N
    
    
      LAKE FOREST OPEN LANDS
      Illinois Educational Facilities Authority, Lake Forest Open Lands Association, Series 1999 0.78%
      452001Q29
      549300ZG6UBPNNNRN315
      US452001Q293
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2033-08-01
      Y
      
        Northern Trust Co/The
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Northern Trust Co/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0078
      9800000.00
      9800000.00
      0.0036
      N
      N
      Y
      N
    
    
      Maryland Community Development Administration
      Maryland Department of Housing and Community Development, Series 2008D 0.90%
      57419P5F2
      US57419P5F27
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2038-09-01
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0090
      25175000.00
      25175000.00
      0.0092
      N
      N
      Y
      N
    
    
      Maryland State Transportation Authority
      Maryland Transportation Authority, Baltimore/Washington International Thurgood Marshall Airport, Series 2012C 0.88%
      57429NBN1
      US57429NBN12
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0088
      20500000.00
      20500000.00
      0.0075
      N
      N
      Y
      N
    
    
      Merrill Lynch, Pierce, Fenner & Smith Inc
      Merrill Lynch, Pierce, Fenner & Smith Inc 0.65%
      0000065106
      CR1445855
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          T-MOB US 5.5% MCP-A
          549300QHIJYOHPACPG31
          
            2049-01-01
          
          0.000000
          203043.00
          15750045.51
          Equities
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-11-04
      2016-11-04
      Y
      
        Merrill Lynch Pierce Fenner & Smith Inc
        
          N/A
          N/A
        
        1.0000
        35
        N
      
      N
      N
      0.0065
      15000000.00
      15000000.00
      0.0055
      N
      N
      N
      Y
    
    
      Metropolitan Transportation Authority
      Metropolitan Transportation Authority, Series 2015-2 0.84%
      59259Y7B9
      5493000TKYODLXADQD60
      US59259Y7B94
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2050-11-15
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Bank of Tokyo-Mitsubishi UFJ Ltd/New York NY
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0084
      38200000.00
      38200000.00
      0.0140
      N
      N
      Y
      N
    
    
      MUSIC & DANCE THEATER
      Illinois Finance Authority, Joan W. and Irving B. Harris Theater for Music and Dance Project, Series 2005 1.05%
      45200BLT3
      549300ZG6UBPNNNRN315
      US45200BLT34
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2040-03-01
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0105
      12000000.00
      12000000.00
      0.0044
      N
      N
      Y
      N
    
    
      NetJets Inc
      NetJets Inc 0.35%
      6411M2K37
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      Y
      
        Berkshire Hathaway Inc
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0035
      24999291.75
      24999291.75
      0.0092
      N
      Y
      Y
      N
    
    
      New York Botanical Garden
      The Trust For Cultural Resources of The City of New York, The New York Botanical Garden, Series 2009A 0.86%
      649717QE8
      US649717QE87
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0086
      22000000.00
      22000000.00
      0.0081
      N
      N
      Y
      N
    
    
      New York State Housing Finance Agency
      New York State Housing Finance Agency, Series 2003M-1 0.80%
      64986BBE8
      5493000LS7KCDB02O506
      US64986BBE83
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0080
      25435000.00
      25435000.00
      0.0093
      N
      N
      Y
      N
    
    
      North Broward Hospital District
      North Broward Florida Hospital, Series A 0.83%
      657883CQ5
      549300HZL14T4Q7UDP41
      US657883CQ56
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2020-12-16
      Y
      
        Northern Trust Co/The
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Northern Trust Co/The
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0083
      16680000.00
      16680000.00
      0.0061
      N
      N
      Y
      N
    
    
      NORTON HEALTHCARE OBLIG
      Louisville/Jefferson County Metro Government Health System, Norton Healthcare, Inc., Series 2011A 0.86%
      54659LAK0
      US54659LAK08
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2039-10-01
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0086
      16000000.00
      16000000.00
      0.0059
      N
      N
      Y
      N
    
    
      Novartis Finance Corp
      Novartis Finance Corp 0.38%
      6698M4K35
      Non-Financial Company Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      Y
      
        Novartis AG
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0038
      14999575.05
      14999575.05
      0.0055
      N
      Y
      Y
      N
    
    
      Pacific Gas & Electric
      California Infastructure and Economic Development Bank, Pacific Gas and Electric Company, Series 2009D 0.77%
      13033W3K7
      549300C1OG9RDIM8ET06
      US13033W3K79
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-12-01
      Y
      
        Sumitomo Mitsui Banking Corp/New York
        
          N/A
          N/A
        
        1.0000
        1
        N
      
      Y
      
        Sumitomo Mitsui Banking Corp/New York
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0072
      23915000.00
      23915000.00
      0.0088
      N
      Y
      Y
      N
    
    
      Park at City West LP
      City of Eden Prairie, Minnesota Multifamily Housing Revenue, Park at City West Apartments Project, Series 2001 0.89%
      279540MJ4
      US279540MJ44
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2031-09-01
      Y
      
        Federal Home Loan Mortgage Corp
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        Federal Home Loan Mortgage Corp
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0089
      14805000.00
      14805000.00
      0.0054
      N
      N
      Y
      N
    
    
      State of Illinois
      State of Illinois, Series 2003B-1 0.88%
      452152TR2
      54930048FV8RWPR02D67
      US452152TR23
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0088
      29700000.00
      29700000.00
      0.0109
      N
      N
      Y
      N
    
    
      State of Illinois
      State of Illinois, Series 2003B-2 0.76%
      452152TT8
      54930048FV8RWPR02D67
      US452152TT88
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2033-10-01
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0076
      25000000.00
      25000000.00
      0.0092
      N
      N
      Y
      N
    
    
      State of Illinois
      State of Illinois, Series 2003B-4 0.86%
      452152TX9
      54930048FV8RWPR02D67
      US452152TX90
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2033-10-01
      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
      0.0086
      32000000.00
      32000000.00
      0.0117
      N
      N
      Y
      N
    
    
      Sunshine State Governmental Financing Commission
      Sunshine State Governmental Financing Commission, Miami-Dade County Program, Series 2010B 0.86%
      867868DQ1
      US867868DQ18
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0086
      23105000.00
      23105000.00
      0.0085
      N
      N
      Y
      N
    
    
      Svenska Handelsbanken, Cayman Islands Branch - Time Deposit
      Svenska Handelsbanken, Cayman Islands Branch - Time Deposit 0.28%
      0001448613
      CR3344530
      Non-Negotiable Time Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-03
      2016-10-03
      2016-10-03
      N
      N
      N
      0.0028
      85000000.00
      85000000.00
      0.0312
      N
      Y
      Y
      N
    
    
      Swedbank/NY
      Swedbank/NY 0.37%
      87019URQ4
      Certificate of Deposit
      First Tier Security
      
        N/A
        N/A
      
      2016-10-06
      2016-10-06
      2016-10-06
      N
      N
      N
      0.0037
      119999880.00
      119999880.00
      0.0440
      N
      N
      Y
      N
    
    
      SWEDISH COVENANT HOSPITAL
      Illinois Finance Authority, Swedish Covenant Hospital, Series 2008A 0.86%
      45200FEW5
      549300ZG6UBPNNNRN315
      US45200FEW59
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2038-08-15
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      Y
      
        PNC Bank NA
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0086
      21425000.00
      21425000.00
      0.0079
      N
      N
      Y
      N
    
    
      THE CARLE FNDTN OBLIG GRP
      Illinois Finance Authority, The Carle Foundation, Series 2009D 0.87%
      45200FVE6
      549300ZG6UBPNNNRN315
      US45200FVE68
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      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
      0.0087
      11400000.00
      11400000.00
      0.0042
      N
      N
      Y
      N
    
    
      The Smithsonian Institute
      The Smithsonian Institute 0.75%
      832432AA6
      US832432AA69
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2018-09-01
      2018-09-01
      Y
      
        Northern Trust Corp
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      0.0075
      22500000.00
      22500000.00
      0.0082
      N
      N
      N
      N
    
    
      Thunder Bay Funding LLC
      Thunder Bay Funding LLC 0.50%
      88602TKH5
      Asset Backed Commercial Paper
      First Tier Security
      
        N/A
        N/A
      
      2016-10-17
      2016-10-17
      2016-10-17
      N
      Y
      
        Royal Bank of Canada
        
          N/A
          N/A
        
        1.0000
      
      N
      0.0050
      9997591.70
      9997591.70
      0.0037
      N
      N
      N
      N
    
    
      Triborough Bridge & Tunnel Authority
      Triborough Bridge and Tunnel Authority, MTA Bridges and Tunnels, Series 1B 0.80%
      89602NSP0
      54930020ZN4LQF7K3456
      US89602NSP05
      Variable Rate Demand Note
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2016-10-07
      2032-01-02
      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
      0.0080
      15000000.00
      15000000.00
      0.0055
      N
      N
      Y
      N
    
    
      Wells Fargo Bank
      Wells Fargo Bank 1.02%
      94985H3V4
      KB1H1DSPRFMYMCUFXT09
      US94985H3V47
      Other Instrument
      Corporate Bond
      First Tier Security
      
        N/A
        N/A
      
      2016-10-14
      2016-10-14
      2016-10-14
      N
      N
      N
      0.0070
      20000280.00
      20000280.00
      0.0073
      N
      N
      N
      N
    
    
      First American Funds Inc
      2016-10-06
      Brent G. Smith
      Brent G. Smith
      Assistant Treasurer
    
  

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