state treasury asset reserve of ohio (star ohio) list of … · 2016-12-01 · state treasury asset...

State Treasury Asset Reserve of Ohio (STAR Ohio)

List of Investments as of November 30, 2016 (UNAUDITED)

IssuerCUSIP #Final

Maturity

Reset

Maturity Coupon YieldPrincipal

Amount (a)

Amortized Cost

(a)

Bank Deposits

$ 50,182,00612/02/1612/02/16212121215 STAR Plus - FICA $50,182,006 0.4000 0.400

$50,182,006 $50,182,006

Commercial Paper

$ 4,999,90212/02/1612/02/1600280NM23 Abbey $4,999,903 0.7100 0.000 9,997,60112/12/1612/12/1600280NMC1 Abbey 9,997,617 0.7900 0.000

14,971,46802/01/1702/01/1700280NP12 Abbey 14,971,583 1.1200 0.000 9,981,19302/07/1702/07/1700280NP79 Abbey 9,981,300 1.0800 0.000 4,990,30002/10/1702/10/1700280NPA2 Abbey 4,990,336 1.0000 0.000 9,980,59802/16/1702/16/1700280NPG9 Abbey 9,980,750 0.9200 0.000

14,966,73803/01/1703/01/1700280NQ11 Abbey 14,967,000 0.8900 0.000 14,960,27003/06/1703/06/1700280NQ60 Abbey 14,960,417 1.0200 0.000

9,971,01503/10/1703/10/1700280NQA1 Abbey 9,971,125 1.0700 0.000 9,973,10903/24/1703/24/1700280NQQ6 Abbey 9,973,319 0.8600 0.000 9,968,21503/31/1703/31/1700280NQX1 Abbey 9,968,333 0.9600 0.000 9,964,59104/07/1704/07/1700280NR77 Abbey 9,964,722 1.0100 0.000 9,960,69304/13/1704/13/1700280NRD4 Abbey 9,960,839 1.0700 0.000 9,953,61104/21/1704/21/1700280NRM4 Abbey 9,953,783 1.2000 0.000 9,950,62704/25/1704/25/1700280NRR3 Abbey 9,950,861 1.2500 0.000 9,947,32005/01/1705/01/1700280NS19 Abbey 9,947,569 1.2800 0.000

14,912,46605/11/1705/11/1700280NSB7 Abbey 14,912,792 1.3300 0.000 9,937,23305/18/1705/18/1700280NSJ0 Abbey 9,937,467 1.3700 0.000 9,936,91905/22/1705/22/1700280NSN1 Abbey 9,937,172 1.3900 0.000

19,859,48105/30/1705/30/1700280NSW1 Abbey 19,860,000 1.4300 0.000 9,926,22706/08/1706/08/1700280NT83 Abbey 9,926,500 1.4300 0.000 9,928,57606/13/1706/13/1700280NTD2 Abbey 9,928,867 1.3500 0.000 9,924,14706/22/1706/22/1700280NTN0 Abbey 9,924,439 1.3700 0.000 9,921,69806/27/1706/27/1700280NTT7 Abbey 9,922,000 1.3800 0.000 9,927,37407/06/1707/06/1700280NU65 ABBY 9,927,667 1.2300 0.000 9,921,36407/24/1707/24/1700280NUQ1 ABBY 9,921,667 1.2300 0.000 9,992,99001/10/1701/10/1702665JNA4 American Honda 9,993,111 0.6300 0.000 9,992,82501/11/1701/11/1702665JNB2 American Honda 9,992,939 0.6300 0.000 9,990,31901/20/1701/20/1702665JNL0 American Honda 9,990,417 0.7000 0.000 9,989,28801/26/1701/26/1702665JNS5 American Honda 9,989,422 0.6900 0.000 9,983,34702/22/1702/22/1702665JPN4 American Honda 9,983,515 0.7300 0.000

15,000,00012/01/1612/01/1606538BM18 BTMUFJ 15,000,000 0.8100 0.000 9,995,77012/16/1612/16/1606538BMG5 BTMUFJ 9,995,792 1.0300 0.000

19,988,83612/21/1612/21/1606538BMM2 BTMUFJ 19,988,889 1.0200 0.000 9,988,21601/11/1701/11/1706538BNB5 BTMUFJ 9,988,269 1.0500 0.000 9,987,40501/17/1701/17/1706538BNH2 BTMUFJ 9,987,467 0.9800 0.000 9,982,93101/26/1701/26/1706538BNS8 BTMUFJ 9,983,044 1.1100 0.000 9,981,74802/09/1702/09/1706538BP98 BTMUFJ 9,981,917 0.9500 0.000 9,975,09102/23/1702/23/1706538BPP2 BTMUFJ 9,975,267 1.0800 0.000 9,974,36303/02/1703/02/1706538BQ22 BTMUFJ 9,974,469 1.0300 0.000 9,970,76103/09/1703/09/1706538BQ97 BTMUFJ 9,970,872 1.0900 0.000 4,985,49403/14/1703/14/1706538BQE6 BTMUFJ 4,985,551 1.0300 0.000

19,936,16403/17/1703/17/1706538BQH9 BTMUFJ 19,936,400 1.1000 0.000 9,966,56503/22/1703/22/1706538BQN6 BTMUFJ 9,966,700 1.0900 0.000 9,964,20103/31/1703/31/1706538BQX4 BTMUFJ 9,964,333 1.0800 0.000 9,962,11204/07/1704/07/1706538BR70 BTMUFJ 9,962,253 1.0700 0.000 9,958,15704/14/1704/14/1706538BRE5 BTMUFJ 9,958,311 1.1400 0.000 9,950,71204/19/1704/19/1706538BRK1 BTMUFJ 9,950,964 1.3000 0.000 9,947,47704/27/1704/27/1706538BRT2 BTMUFJ 9,947,733 1.3100 0.000 9,942,89205/04/1705/04/1706538BS46 BTMUFJ 9,943,106 1.3600 0.000 9,941,93805/10/1705/10/1706538BSA2 BTMUFJ 9,942,222 1.3300 0.000 9,933,15906/06/1706/06/1706538BT60 BTMUFJ 9,933,511 1.3100 0.000 9,925,23906/19/1706/19/1706538BTK9 BTMUFJ 9,925,556 1.3700 0.000 9,917,05206/30/1706/30/1706538BTW3 BTMUFJ 9,917,358 1.4100 0.000 9,914,90707/07/1707/07/1706538BU76 BTMUFJ 9,915,222 1.4300 0.000 9,918,51507/12/1707/12/1706538BUC5 BTMUFJ 9,918,853 1.3400 0.000 9,916,04907/17/1707/17/1706538BUH4 BTMUFJ 9,916,400 1.3500 0.000

10,000,00012/01/1612/01/1613607EM14 Canadian Imp Holding 10,000,000 0.7500 0.000 9,998,89512/06/1612/06/1613607EM63 Canadian Imp Holding 9,998,903 0.8000 0.000

24,973,06601/09/1701/09/1713607EN96 Canadian Imp Holding 24,973,188 1.0100 0.000 14,977,65301/25/1701/25/1713607ENR6 Canadian Imp Holding 14,977,771 0.9800 0.000

9,981,04702/09/1702/09/1713607EP94 Canadian Imp Holding 9,981,139 0.9900 0.000 14,968,50102/15/1702/15/1713607EPF0 Canadian Imp Holding 14,968,650 1.0000 0.000 14,957,37703/08/1703/08/1713607EQ85 Canadian Imp Holding 14,957,563 1.0600 0.000

9,973,32303/15/1703/15/1713607EQF9 Canadian Imp Holding 9,973,422 0.9400 0.000 14,949,83503/21/1703/21/1713607EQM4 Canadian Imp Holding 14,950,042 1.1000 0.000

9,961,45503/29/1703/29/1713607EQV4 Canadian Imp Holding 9,961,650 1.1900 0.000 14,950,21604/04/1704/04/1713607ER43 Canadian Imp Holding 14,950,400 0.9800 0.000

9,961,43404/13/1704/13/1713607ERD3 Canadian Imp Holding 9,961,578 1.0600 0.000 9,959,06404/17/1704/17/1713607ERH4 Canadian Imp Holding 9,959,281 1.0900 0.000 9,957,95105/02/1705/02/1713607ES26 Canadian Imp Holding 9,958,200 1.0100 0.000

1

/documents/cms/starohio/FICAHoldings113016.pdf



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,954,56305/11/1705/11/1713607ESB6 Canadian Imp Holding 9,954,831 1.0300 0.000 9,950,23805/23/1705/23/1713607ESP5 Canadian Imp Holding 9,950,503 1.0500 0.000 9,998,45312/07/1612/07/1621687AM75 Rabobank 9,998,467 0.9400 0.000 9,989,44401/09/1701/09/1721687AN90 Rabobank 9,989,492 0.9900 0.000 9,988,82901/13/1701/13/1721687AND1 Rabobank 9,988,892 0.9400 0.000 4,990,17002/06/1702/06/1721687AP64 Rabobank 4,990,229 1.0700 0.000 9,976,78602/16/1702/16/1721687APG2 Rabobank 9,976,900 1.1000 0.000 9,978,27602/21/1702/21/1721687APM9 Rabobank 9,978,361 0.9700 0.000 9,976,42102/28/1702/28/1721687APU1 Rabobank 9,976,514 0.9700 0.000

19,942,91403/16/1703/16/1721687AQG1 Rabobank 19,943,125 0.9900 0.000 9,963,48703/20/1703/20/1721687AQL0 Rabobank 9,963,667 1.2300 0.000 9,970,96603/28/1703/28/1721687AQU0 Rabobank 9,971,075 0.9100 0.000 9,965,65404/07/1704/07/1721687AR70 Rabobank 9,965,781 0.9900 0.000 9,958,66904/11/1704/11/1721687ARB1 Rabobank 9,958,881 1.1500 0.000 9,964,86104/13/1704/13/1721687ARD7 Rabobank 9,965,088 0.9500 0.000 9,960,60604/17/1704/17/1721687ARH8 Rabobank 9,960,803 1.1300 0.000 9,960,47504/18/1704/18/1721687ARJ4 Rabobank 9,960,708 1.1200 0.000 9,954,99904/24/1704/24/1721687ARQ8 Rabobank 9,955,200 1.1600 0.000 9,950,04505/03/1705/03/1721687AS38 Rabobank 9,950,275 1.2000 0.000 9,944,07705/17/1705/17/1721687ASH7 Rabobank 9,944,333 1.2200 0.000 9,946,03105/25/1705/25/1721687ASR5 Rabobank 9,946,285 1.1300 0.000 9,941,60006/01/1706/01/1721687AT11 Rabobank 9,941,861 1.1700 0.000 9,940,72806/07/1706/07/1721687AT78 Rabobank 9,940,989 1.1500 0.000 9,935,52606/20/1706/20/1721687ATL7 Rabobank 9,935,792 1.1700 0.000 9,933,60806/26/1706/26/1721687ATS2 Rabobank 9,933,875 1.1700 0.000 9,998,92412/05/1612/05/1622533TM52 CACPNY 9,998,933 0.9800 0.000 9,998,09712/08/1612/08/1622533TM86 CACPNY 9,998,114 0.9800 0.000

19,994,43412/12/1612/12/1622533TMC7 CACPNY 19,994,500 0.9100 0.000 9,996,43212/14/1612/14/1622533TME3 CACPNY 9,996,461 1.0000 0.000 9,997,39212/20/1612/20/1622533TML7 CACPNY 9,997,467 0.4900 0.000 9,989,92901/06/1701/06/1722533TN69 CACPNY 9,990,000 1.0200 0.000 9,988,35501/12/1701/12/1722533TNC6 CACPNY 9,988,450 1.0100 0.000 9,986,58101/18/1701/18/1722533TNJ1 CACPNY 9,986,667 1.0200 0.000 9,985,34601/24/1701/24/1722533TNQ5 CACPNY 9,985,450 0.9500 0.000 9,980,93202/01/1702/01/1722533TP18 CACPNY 9,981,056 1.1100 0.000 9,977,38702/07/1702/07/1722533TP75 CACPNY 9,977,522 1.2100 0.000 9,974,86602/14/1702/14/1722533TPE0 CACPNY 9,975,000 1.2200 0.000 9,972,18002/22/1702/22/1722533TPN0 CACPNY 9,972,333 1.2200 0.000 9,968,91203/03/1703/03/1722533TQ33 CACPNY 9,969,078 1.2300 0.000 9,967,29503/07/1703/07/1722533TQ74 CACPNY 9,967,467 1.2500 0.000 9,962,19803/22/1703/22/1722533TQN9 CACPNY 9,962,383 1.2500 0.000 9,955,67704/05/1704/05/1722533TR57 CACPNY 9,955,903 1.3000 0.000 9,953,20304/12/1704/12/1722533TRC2 CACPNY 9,953,433 1.3000 0.000 9,952,97804/18/1704/18/1722533TRJ7 CACPNY 9,953,233 1.2400 0.000 9,949,85604/26/1704/26/1722533TRS7 CACPNY 9,950,117 1.2600 0.000 9,951,50305/01/1705/01/1722533TS15 CACPNY 9,951,764 1.1700 0.000 9,949,96005/10/1705/10/1722533TSA5 CACPNY 9,950,222 1.1400 0.000 9,948,08905/16/1705/16/1722533TSG2 CACPNY 9,948,356 1.1400 0.000 9,938,81105/24/1705/24/1722533TSQ0 CACPNY 9,939,100 1.2900 0.000 9,934,60806/05/1706/05/1722533TT55 CACPNY 9,934,900 1.2900 0.000 9,935,36706/12/1706/12/1722533TTC0 CACPNY 9,935,667 1.2200 0.000 9,932,26206/23/1706/23/1722533TTP1 CACPNY 9,932,567 1.2100 0.000

12,929,90305/18/1705/18/1725214P3Q4 Dexia Credit 12,930,233 1.1700 0.000 9,936,57206/22/1706/22/1725214P3U5 Dexia Credit 9,936,844 1.1200 0.000 9,938,74906/15/1706/15/1725214P3X9 Dexia Credit 9,939,022 1.1400 0.000 9,931,60707/06/1707/06/1725214P3Y7 Dexia Credit 9,931,886 1.1500 0.000 9,931,88807/11/1707/11/1725214P3Z4 Dexia Credit 9,932,167 1.1200 0.000 9,943,31506/07/1706/07/1725214P4C4 Dexia Credit 9,943,600 1.1000 0.000 9,990,01501/04/1701/04/1725214T3V5 Dexia Credit 9,990,083 1.0700 0.000

17,352,87105/18/1705/18/1725214T4B8 Dexia Credit 17,353,323 1.2300 0.000 9,953,14004/26/1704/26/1725214V3W8 Dexia Credit 9,953,361 1.1700 0.000 9,936,35806/14/1706/14/1725214V3Y4 Dexia Credit 9,936,625 1.1900 0.000 9,999,76812/02/1612/02/164497W0M21 ING Funding 9,999,769 0.8400 0.000 9,998,60612/07/1612/07/164497W0M70 ING Funding 9,998,617 0.8400 0.000 9,996,98212/14/1612/14/164497W0ME5 ING Funding 9,997,003 0.8400 0.000 9,995,25912/19/1612/19/164497W0MK1 ING Funding 9,995,300 0.9600 0.000 9,986,99601/19/1701/19/174497W0NK0 ING Funding 9,987,069 0.9700 0.000 9,984,45601/23/1701/23/174497W0NP9 ING Funding 9,984,542 1.0700 0.000 9,982,95101/26/1701/26/174497W0NS3 ING Funding 9,983,044 1.1100 0.000 4,990,04202/01/1702/01/174497W0P10 ING Funding 4,990,097 1.1700 0.000 9,980,82402/02/1702/02/174497W0P28 ING Funding 9,980,925 1.1100 0.000 9,979,98302/06/1702/06/174497W0P69 ING Funding 9,980,086 1.0900 0.000 9,978,30402/09/1702/09/174497W0P93 ING Funding 9,978,417 1.1300 0.000 9,976,66202/15/1702/15/174497W0PF9 ING Funding 9,976,778 1.1200 0.000 9,974,30002/17/1702/17/174497W0PH5 ING Funding 9,974,433 1.2000 0.000 9,973,74202/23/1702/23/174497W0PP7 ING Funding 9,973,867 1.1400 0.000 9,970,34903/01/1703/01/174497W0Q19 ING Funding 9,970,500 1.2000 0.000

2



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,968,99203/02/1703/02/174497W0Q27 ING Funding 9,969,161 1.2500 0.000 9,973,10803/13/1703/13/174497W0QD3 ING Funding 9,973,367 0.9600 0.000 9,962,83303/21/1703/21/174497W0QM3 ING Funding 9,963,028 1.2400 0.000 9,964,72904/06/1704/06/174497W0R65 ING Funding 9,965,000 1.0200 0.000 9,963,06204/12/1704/12/174497W0RC2 ING Funding 9,963,333 1.0200 0.000 9,953,09904/20/1704/20/174497W0RL4 ING Funding 9,953,333 1.2200 0.000 4,969,96405/12/1705/12/174497W0SC3 ING Funding 4,970,075 1.3600 0.000 9,939,73605/15/1705/15/174497W0SF6 ING Funding 9,939,958 1.3400 0.000 9,938,22305/23/1705/23/174497W0SP4 ING Funding 9,938,489 1.3100 0.000 9,927,42406/09/1706/09/174497W0T99 ING Funding 9,927,694 1.3900 0.000 9,994,80712/20/1612/20/1646640PML4 JPM SEC 9,994,828 1.0000 0.000

14,988,80012/27/1612/27/1646640PMT7 JPM SEC 14,988,842 1.0500 0.000 4,995,83612/30/1612/30/1646640PMW0 JPM SEC 4,995,851 1.0500 0.000 9,990,26001/06/1701/06/1746640PN66 JPM SEC 9,990,300 0.9900 0.000

14,985,25401/10/1701/10/1746640PNA7 JPM SEC 14,985,333 0.9000 0.000 14,981,90501/18/1701/18/1746640PNJ8 JPM SEC 14,982,000 0.9200 0.000

4,992,82101/20/1701/20/1746640PNL3 JPM SEC 4,992,847 1.0500 0.000 9,981,79902/03/1702/03/1746640PP31 JPM SEC 9,981,867 1.0400 0.000 9,979,79502/08/1702/08/1746640PP80 JPM SEC 9,979,875 1.0700 0.000 4,989,68002/13/1702/13/1746640PPD9 JPM SEC 4,989,722 1.0200 0.000

12,964,59602/27/1702/27/1746640PPT4 JPM SEC 12,964,727 1.1100 0.000 4,986,40503/03/1703/03/1746640PQ30 JPM SEC 4,986,456 1.0800 0.000 9,968,77303/23/1703/23/1746640PQP1 JPM SEC 9,968,889 1.0200 0.000 9,966,82103/30/1703/30/1746640PQW6 JPM SEC 9,966,944 1.0200 0.000

14,948,04604/03/1704/03/1746640PR39 JPM SEC 14,948,238 1.0300 0.000 9,964,23704/07/1704/07/1746640PR70 JPM SEC 9,964,369 1.0300 0.000 9,962,01504/11/1704/11/1746640PRB1 JPM SEC 9,962,156 1.0500 0.000 4,979,60804/18/1704/18/1746640PRJ4 JPM SEC 4,979,683 1.0700 0.000 5,723,83212/16/1612/16/1663743CMG5 Nat. Rural Utilities 5,723,879 0.4800 0.000 9,999,74812/02/1612/02/1663873JM23 Natixis 9,999,750 0.9200 0.000 9,997,75912/09/1612/09/1663873JM98 Natixis 9,997,778 1.0200 0.000 9,996,64012/13/1612/13/1663873JMD9 Natixis 9,996,667 1.0200 0.000 9,994,96112/19/1612/19/1663873JMK3 Natixis 9,995,000 1.0200 0.000 9,990,78001/04/1701/04/1763873JN48 Natixis 9,990,839 0.9900 0.000 9,989,91801/05/1701/05/1763873JN55 Natixis 9,989,986 1.0500 0.000 9,988,13301/12/1701/12/1763873JNC0 Natixis 9,988,217 1.0300 0.000 9,986,20301/17/1701/17/1763873JNH9 Natixis 9,986,292 1.0700 0.000 9,985,32601/20/1701/20/1763873JNL0 Natixis 9,985,417 1.0700 0.000 9,984,15501/24/1701/24/1763873JNQ9 Natixis 9,984,250 1.0700 0.000 9,982,38901/30/1701/30/1763873JNW6 Natixis 9,982,500 1.0700 0.000 9,978,59202/08/1702/08/1763873JP87 Natixis 9,978,725 1.1100 0.000 9,977,04002/13/1702/13/1763873JPD6 Natixis 9,977,183 1.1300 0.000 9,975,80802/17/1702/17/1763873JPH7 Natixis 9,975,950 1.1100 0.000 9,972,50902/21/1702/21/1763873JPM6 Natixis 9,972,667 1.2200 0.000 9,969,49903/02/1703/02/1763873JQ29 Natixis 9,969,667 1.2200 0.000 9,975,27603/08/1703/08/1763873JQ86 Natixis 9,975,481 0.9300 0.000 9,965,01203/14/1703/14/1763873JQE3 Natixis 9,965,381 1.2300 0.000 9,961,85703/23/1703/23/1763873JQP8 Natixis 9,962,044 1.2500 0.000 9,960,81803/27/1703/27/1763873JQT0 Natixis 9,961,011 1.2400 0.000 9,957,76604/05/1704/05/1763873JR51 Natixis 9,957,986 1.2400 0.000 9,954,65604/10/1704/10/1763873JRA0 Natixis 9,954,861 1.2800 0.000 9,951,50104/19/1704/19/1763873JRK8 Natixis 9,951,736 1.2500 0.000 9,960,97204/27/1704/27/1763873JRT9 Natixis 9,961,208 0.9700 0.000 9,952,56605/03/1705/03/1763873JS35 Natixis 9,952,825 1.1300 0.000 9,947,16505/22/1705/22/1763873JSN1 Natixis 9,947,444 1.1200 0.000

10,000,00012/07/1608/07/1763873LAD7 Natixis - FLOAT 10,000,000 1.0600 1.060 10,000,00012/16/1608/17/1763873LAE5 Natixis - FLOAT 10,000,000 1.0600 1.060

9,987,01602/07/1702/07/1769372AP71 Paccar Financial 9,987,156 0.6900 0.000 30,000,00012/01/1602/24/1789233ANL9 Toyota Motor - Float 30,000,000 1.1300 1.132 10,000,00012/29/1603/24/1789233ANT2 Toyota Motor - Float 10,000,000 1.1100 1.106 10,000,00001/25/1704/21/1789233APJ2 Toyota Motor - Float 10,000,000 1.2000 1.202 25,000,00002/01/1704/28/1789233APN3 Toyota Motor - Float 25,000,000 1.1700 1.166 10,000,00002/07/1705/02/1789233APP8 Toyota Motor - Float 10,000,000 1.1600 1.161 10,000,00002/09/1705/05/1789233APS2 Toyota Motor - Float 10,000,000 1.1400 1.147 10,000,00002/14/1705/09/1789233APU7 Toyota Motor - FLOAT 10,000,000 1.0800 1.078 10,000,00002/21/1705/15/1789233APV5 Toyota Motor - FLOAT 10,000,000 1.1700 1.171 10,000,00002/28/1705/23/1789233APW3 Toyota Motor - Float 10,000,000 1.2000 1.197

5,000,00002/28/1705/26/1789233APX1 Toyota Motor - Float 5,000,000 1.2000 1.195 10,000,00012/21/1606/14/1789233AQC6 Toyota Motor - Float 10,000,000 1.1600 1.162 10,000,00012/07/1607/03/1789233AQM4 Toyota Motor - Float 10,000,000 1.1200 1.123 10,000,00012/14/1607/10/1789233AQN2 Toyota Motor - Float 10,000,000 1.1000 1.105 10,000,00012/18/1607/14/1789233AQP7 Toyota Motor - Float 10,000,000 1.0900 1.095 10,000,00012/25/1607/19/1789233AQS1 Toyota Motor - Float 10,000,000 1.2200 1.220

9,994,93112/19/1612/19/1689233GMK9 Toyota Motor Credit 9,994,950 1.0300 0.000 4,995,01801/11/1701/11/1789233GNB8 Toyota Motor Credit 4,995,046 0.8800 0.000 9,987,10601/19/1701/19/1789233GNK8 Toyota Motor Credit 9,987,206 0.9600 0.000 9,986,34601/23/1701/23/1789233GNP7 Toyota Motor Credit 9,986,456 0.9400 0.000

3



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

14,976,52602/02/1702/02/1789233GP26 Toyota Motor Credit 14,976,638 0.9100 0.000 9,982,20702/06/1702/06/1789233GP67 Toyota Motor Credit 9,982,319 0.9700 0.000 9,974,30403/07/1703/07/1789233GQ74 Toyota Motor Credit 9,974,400 0.9800 0.000 9,969,91403/20/1703/20/1789233GQL3 Toyota Motor Credit 9,970,025 1.0100 0.000 9,966,87703/31/1703/31/1789233GQX7 Toyota Motor Credit 9,967,000 1.0100 0.000 9,963,81604/06/1704/06/1789233GR65 Toyota Motor Credit 9,963,950 1.0500 0.000

225,000,00012/01/1612/01/16OPNCP8020 CP - US Bank 225,000,000 0.4000 0.400

$2,647,017,287 $2,647,051,587

Corporate Bonds

$ 14,144,56305/05/1705/05/1702665WAV3 HONDA $14,144,574 0.9600 0.950 11,044,93112/20/1609/20/1702665WAY7 Honda - Floater 11,044,328 0.9500 1.307 5,001,21902/06/1705/05/17037833AN0 Apple Inc - Floater 5,001,202 0.8900 0.951 7,121,28305/12/1705/12/17037833BB5 Apple Inc 7,121,193 0.7400 0.900 2,200,48102/13/1705/12/17037833BC3 Apple Inc - Floater 2,200,476 0.9000 0.952

10,571,07212/05/1606/05/1706050TMB5 BAC - Float 10,570,370 0.9100 1.285 17,029,92301/10/1701/10/17084664CA7 BERK - Floater 17,029,925 1.0300 1.026

4,003,75302/14/1708/14/17084664CB5 Berkshire - Floater 4,003,688 0.9000 1.027 4,202,32401/13/1701/13/17084664CC3 BERK - Floater 4,202,087 0.6300 1.048

15,026,45601/31/1701/31/17084670BD9 BERK 15,026,108 0.8500 1.900 1,820,31803/03/1703/03/1714912L5Z0 CATC 1,820,313 0.9300 1.000 2,138,74712/06/1603/03/1714912L6H9 CATC - Floater 2,138,751 1.0200 0.975

17,423,06602/15/1711/15/17166764AK6 CVX - Floater 17,422,744 0.9400 1.076 12,558,33202/22/1702/22/17166764AS9 CVX - Floater 12,558,204 0.9400 1.016 14,513,16702/09/1711/09/17166764AX8 CVX - Floater 14,512,601 0.9200 1.247

8,943,51312/05/1603/03/1717275RAS1 Cisco- Floater 8,943,116 0.7600 1.115 12,070,06710/27/1710/27/17191216BR0 KOC 12,070,215 0.9600 0.875

5,000,00012/01/1603/01/1724422ESV2 JDCC - Floater 5,000,000 0.9700 0.972 24,899,28112/15/1603/15/1730231GAB8 EXXON - Floater 24,899,292 0.9000 0.890

8,695,31402/15/1702/15/1736962G2F0 GECC - FLOATER 8,695,217 0.8400 1.076 5,001,68712/20/1612/20/1636962G3D4 GECC - FLOATER 5,001,507 0.4400 0.987 5,013,25401/09/1701/09/1736962G5N0 GECC 5,011,781 0.7200 2.900 3,188,78103/15/1703/15/1736962G5S9 GE BOND 3,188,563 0.9800 2.450 2,001,98702/15/1705/15/1736962G7H1 GE Bond - Call Float 2,001,947 0.9700 1.186 2,654,83205/15/1705/15/1736962G7J7 GE BOND 2,654,781 0.8500 1.250 1,301,68105/15/1705/15/1736962G7J7A GE BOND 1,301,661 0.9700 1.250 3,076,73101/09/1701/09/1736967FAB7 GECC - Floater 3,076,632 0.6700 1.156 5,001,57711/13/1711/13/1740428HPL0 HSBC 5,001,573 1.4700 1.500 9,441,21002/13/1711/13/1740428HPM8 HSBC - Floater 9,441,175 1.2100 1.242 1,999,46812/06/1603/03/1740428HPT3 HSBC - Floater 1,999,479 1.3900 1.285

21,592,75306/23/1706/23/1740434CAA3 HSBC 21,592,793 1.3600 1.300 1,747,32312/23/1606/23/1740434CAB1 HSBC - Floater 1,747,365 1.4300 1.163

20,375,91502/18/1708/18/17459200JD4 IBM - Float 20,374,918 0.9100 1.359 9,999,93504/24/1704/24/1763743HEM0 National Rural Bond 9,999,937 0.9500 0.950 7,369,93510/15/1710/15/1768389XAN5 Oracle Corp 7,369,936 1.2000 1.200

10,010,04901/07/1707/07/1768389XAT2 ORACLE - Floater 10,009,881 0.9000 1.068 10,009,93101/07/1707/07/1768389XAT20 ORACLE - Floater 10,009,782 0.9100 1.068 15,937,19501/27/1701/27/1769353RCG1 PNCC BOND 15,937,192 1.1100 1.125 10,031,53110/18/1710/18/1769353RDY1 PNCC BOND 10,030,999 1.1500 1.500 17,991,49903/15/1703/15/1769371RK54 Paccar Financial 17,991,215 0.8500 1.600 14,320,11306/06/1706/06/1769371RL87 Paccar Financial 14,319,815 0.8300 1.100 5,003,41012/06/1606/06/1769371RL95 Paccar Fin.- FLOATER 5,003,399 0.8900 1.025 6,399,65911/17/1711/17/1769371RM37 Paccar Financial 6,399,336 1.0800 1.400

17,395,55002/15/1705/15/17717081DP5 PFIZER - Floater 17,395,385 0.9300 1.056 8,457,53406/26/1706/26/1788579YAE1 3M Company 8,457,431 0.7400 1.000

14,873,38801/30/1701/30/1790331HMC4 US Bank 14,873,329 0.9600 1.100 3,759,87601/30/1701/30/1790331HMD2 US BANK - Floater 3,759,878 1.0000 0.982 8,917,33209/11/1709/11/1790331HMH3 US Bank 8,917,040 1.1300 1.375

24,507,88905/15/1705/15/1791159HHD5 US Bancorp 24,506,587 0.9700 1.650 12,995,40912/15/1606/15/17929903DU3 WFC - Floater 12,995,483 1.1800 1.120

1,170,87404/21/1704/21/17931142DN0 WMT 1,170,844 0.8100 1.000 28,517,39712/15/1612/15/1694974BEZ9 Wells Fargo 28,517,217 1.1600 2.625 17,079,09205/08/1705/08/1794974BFD7 Wells Fargo 17,077,934 1.0500 2.100

2,903,44805/08/1705/08/1794974BFD7A Wells Fargo 2,903,237 1.1300 2.100 20,007,21106/02/1706/02/1794974BFW5 Wells Fargo 20,007,095 1.0800 1.150 6,805,30712/02/1606/02/1794974BFX3 Wells Fargo - Float 6,805,345 1.2400 1.139

11,565,41909/08/1709/08/1794974BGB0 Wells Fargo 11,565,142 1.2300 1.400 4,999,71212/08/1609/08/1794974BGC8 Wells Fargo - Float 4,999,717 1.1100 1.101

10,002,17902/03/1702/03/1794988EQA9 Wells Fargo - Float 10,002,129 1.1200 1.241 10,000,00012/14/1603/13/1794988EWX2 Wells Fargo - Float 10,000,000 0.9900 0.988

5,000,00012/21/1606/21/1794988EX52 Wells Fargo - Float 5,000,000 1.2600 1.261 9,996,02312/15/1606/15/1794988J2L0 Wells Fargo - Float 9,996,096 1.1800 1.110 5,515,26812/07/1609/07/1794988J5C7 Wells Fargo - Float 5,515,224 1.0300 1.383

$612,347,176 $612,335,185

Money Market Funds

4



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

$ 558,724,22912/01/1612/01/1631607A208 MMKT- Fidelity Instl $558,724,343 0.6800 0.687 546,111,95312/01/1612/01/1652470G791 MMKT- Western Asset 546,111,953 0.3300 0.328 374,282,33912/01/1612/01/1661747C707 MMKT- MS Government 374,282,339 0.2900 0.294 109,997,86912/01/1612/01/1661747C715 MMKT- MS Liq Prime 110,024,867 0.6700 0.669

3,741,36512/01/1612/01/1661747C772 MMKT- Morgan Stanley 3,741,367 0.6200 0.643 359,243,22312/01/1612/01/16825252885 MMKT- Invesco Govt 359,243,223 0.2900 0.289

$1,952,100,978 $1,952,128,093

Federal Agency Interest Bearing Notes

$ 4,000,09812/28/1612/28/163130A0C65 FHLB - Debenture $4,000,097 0.5900 0.625 10,000,49312/06/1609/06/173130A8DK6 FHLB - Floater 10,000,492 0.5800 0.583 10,000,00007/20/1707/20/173130A8L35 FHLB - Deb Callable 10,000,000 0.7500 0.750 24,997,89612/19/1612/19/173130A9JH5 FHLB - Floater 24,997,900 0.5600 0.552 24,805,01612/09/1612/09/16313371PV2 FHLB - Debenture 24,804,981 0.8200 1.625

3,004,97906/28/1706/28/173133EDEB4 FFCB - Debenture 3,004,967 0.8100 1.100 19,964,55612/01/1601/09/183133EE3H1 FFCB - Floater 19,964,612 0.6600 0.500 24,944,88312/01/1608/06/183133EE5V8 FFCB - Floater 24,944,962 0.6800 0.550

9,989,42412/02/1602/02/183133EEMH0 FFCB - Floater 9,989,456 0.6700 0.584 14,979,67312/01/1606/01/183133EEQ78 FFCB - Floater 14,979,730 0.6300 0.540

9,999,21712/01/1608/21/173133EF3X3 FFCB - Floater 9,999,233 0.6000 0.590 19,995,62012/01/1608/21/173133EFAL1 FFCB - Floater 19,995,626 0.5000 0.470 29,996,85512/01/1605/26/173133EFAY3 FFCB - Floater 29,996,865 0.5000 0.480

9,997,00012/01/1603/30/173133EFFR3 FFCB - Floater 9,997,033 0.5600 0.470 25,000,46812/01/1612/28/163133EFLQ8 FFCB - Floater 25,000,466 0.5000 0.525 17,048,86512/06/1606/12/173133EFNP8 FFCB - Floater 17,048,870 0.7500 0.741 24,992,30912/01/1604/05/183133EFX77 FFCB - Floater 24,992,319 0.6700 0.650

9,998,67912/01/1603/14/183133EGH32 FFCB - Floater 9,998,697 0.5200 0.510 9,999,24912/01/1608/24/173133EGHK4 FFCB - Floater 9,999,263 0.5500 0.540 9,999,80012/28/1609/28/173133EGHR9 FFCB - Floater 9,999,802 0.6700 0.673 6,001,18712/21/1607/21/173134G8HY8 FHLMC - Floater 6,001,184 0.6600 0.692

20,000,00003/09/1703/09/173134G8LG2 FHLMC - Deb Callable 20,000,000 0.7500 0.750 10,000,00012/20/1612/20/173135G0L27 FNMA- Floater 10,000,000 0.8100 0.807

$349,716,268 $349,716,556

Repurchase Agreements

$ 100,000,00012/01/1612/01/16RT113016 Repurchase Agreement $100,000,000 0.2700 0.270

$100,000,000 $100,000,000

$5,711,363,715

WAM:

WAL:

54

82

WAM refers to Weighted Average Maturity computed pursuant to regulations for registered money market funds.

WAM is calculated based on the maturity date or reset date for floating rate and variable rate securities.

WAL refers to Weighted Average Life Maturity computed pursuant to regulations for registered money market funds.

WAL is calculated based on a securities final maturity date and does not take into account reset dates.

Notes:

a.

b.

Rounded to the nearest dollar

The foregoing unaudited information is being presented pursuant to the Fund's Policy of Disclosure of Portfolio Holdings.

$5,711,413,427

5


List of Investments as of October 31, 2016 (UNAUDITED)

IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

Bank Deposits

$ 50,164,96311/02/1611/02/16212121215 STAR Plus - FICA $50,164,963 0.4000 0.400

$50,164,963 $50,164,963

Commercial Paper

$ 15,000,00011/01/1611/01/1600280NL16 Abbey $15,000,000 0.9200 0.000 9,998,93611/07/1611/07/1600280NL73 Abbey 9,998,950 0.6400 0.000 9,996,89811/17/1611/17/1600280NLH1 Abbey 9,996,933 0.7400 0.000 9,993,89612/02/1612/02/1600280NM23 Abbey 9,993,972 0.7100 0.000 9,993,40212/06/1612/06/1600280NM64 Abbey 9,993,486 0.6800 0.000 9,991,05712/12/1612/12/1600280NMC1 Abbey 9,991,117 0.7900 0.000

14,957,66202/01/1702/01/1700280NP12 Abbey 14,957,833 1.1200 0.000 9,972,89602/07/1702/07/1700280NP79 Abbey 9,973,050 1.0800 0.000 4,986,20202/10/1702/10/1700280NPA2 Abbey 4,986,253 1.0000 0.000 9,973,03902/16/1702/16/1700280NPG9 Abbey 9,973,250 0.9200 0.000

14,955,65103/01/1703/01/1700280NQ11 Abbey 14,956,000 0.8900 0.000 14,947,72303/06/1703/06/1700280NQ60 Abbey 14,947,917 1.0200 0.000

9,962,23203/10/1703/10/1700280NQA1 Abbey 9,962,375 1.0700 0.000 9,960,26903/31/1703/31/1700280NQX1 Abbey 9,960,417 0.9600 0.000 9,956,22704/07/1704/07/1700280NR77 Abbey 9,956,389 1.0100 0.000 9,951,82604/13/1704/13/1700280NRD4 Abbey 9,952,006 1.0700 0.000 9,943,74104/21/1704/21/1700280NRM4 Abbey 9,943,950 1.2000 0.000 9,940,41204/25/1704/25/1700280NRR3 Abbey 9,940,694 1.2500 0.000 9,936,85305/01/1705/01/1700280NS19 Abbey 9,937,153 1.2800 0.000


19,836,06205/30/1705/30/1700280NSW1 Abbey 19,836,667 1.4300 0.000 9,914,51706/08/1706/08/1700280NT83 Abbey 9,914,833 1.4300 0.000 9,917,53106/13/1706/13/1700280NTD2 Abbey 9,917,867 1.3500 0.000 9,912,93706/22/1706/22/1700280NTN0 Abbey 9,913,272 1.3700 0.000 9,910,40406/27/1706/27/1700280NTT7 Abbey 9,910,750 1.3800 0.000 9,984,51001/20/1701/20/1702665JNL0 American Honda 9,984,667 0.7000 0.000 9,996,80511/14/1611/14/1606538BLE1 BTMUFJ 9,996,822 0.9000 0.000 9,994,97311/21/1611/21/1606538BLM3 BTMUFJ 9,995,000 0.9200 0.000

11,992,92311/23/1611/23/1606538BLP6 BTMUFJ 11,992,960 0.9800 0.000 9,992,80811/29/1611/29/1606538BLV3 BTMUFJ 9,992,844 0.9400 0.000

14,989,39412/01/1612/01/1606538BM18 BTMUFJ 14,990,000 0.8100 0.000 9,989,92912/08/1612/08/1606538BM83 BTMUFJ 9,990,031 0.9900 0.000 9,987,31112/16/1612/16/1606538BMG5 BTMUFJ 9,987,375 1.0300 0.000

19,972,08912/21/1612/21/1606538BMM2 BTMUFJ 19,972,222 1.0200 0.000 9,979,59301/11/1701/11/1706538BNB5 BTMUFJ 9,979,686 1.0500 0.000 9,979,36601/17/1701/17/1706538BNH2 BTMUFJ 9,979,467 0.9800 0.000 9,973,78801/26/1701/26/1706538BNS8 BTMUFJ 9,973,961 1.1100 0.000 9,973,92502/09/1702/09/1706538BP98 BTMUFJ 9,974,167 0.9500 0.000 9,966,19502/23/1702/23/1706538BPP2 BTMUFJ 9,966,433 1.0800 0.000 9,965,91103/02/1703/02/1706538BQ22 BTMUFJ 9,966,053 1.0300 0.000 9,961,81003/09/1703/09/1706538BQ97 BTMUFJ 9,961,956 1.0900 0.000 4,981,26903/14/1703/14/1706538BQE6 BTMUFJ 4,981,343 1.0300 0.000

19,918,09703/17/1703/17/1706538BQH9 BTMUFJ 19,918,400 1.1000 0.000 9,957,52903/22/1703/22/1706538BQN6 BTMUFJ 9,957,700 1.0900 0.000 9,955,25103/31/1703/31/1706538BQX4 BTMUFJ 9,955,417 1.0800 0.000 9,953,16304/07/1704/07/1706538BR70 BTMUFJ 9,953,336 1.0700 0.000 9,948,78904/14/1704/14/1706538BRE5 BTMUFJ 9,948,978 1.1400 0.000 9,940,07504/19/1704/19/1706538BRK1 BTMUFJ 9,940,381 1.3000 0.000 9,936,75804/27/1704/27/1706538BRT2 BTMUFJ 9,937,067 1.3100 0.000 9,931,76805/04/1705/04/1706538BS46 BTMUFJ 9,932,022 1.3600 0.000 9,931,05105/10/1705/10/1706538BSA2 BTMUFJ 9,931,389 1.3300 0.000 9,914,02506/19/1706/19/1706538BTK9 BTMUFJ 9,914,389 1.3700 0.000 9,905,25906/30/1706/30/1706538BTW3 BTMUFJ 9,905,608 1.4100 0.000 9,903,19707/07/1707/07/1706538BU76 BTMUFJ 9,903,556 1.4300 0.000

14,997,46611/10/1611/10/1613607ELA5 Canadian Imp Holding 14,997,488 0.6800 0.000 9,995,88411/22/1611/22/1613607ELN7 Canadian Imp Holding 9,995,917 0.7100 0.000 9,993,78712/01/1612/01/1613607EM14 Canadian Imp Holding 9,993,833 0.7500 0.000 9,992,26512/06/1612/06/1613607EM63 Canadian Imp Holding 9,992,319 0.8000 0.000





9,952,73504/13/1704/13/1713607ERD3 Canadian Imp Holding 9,952,911 1.0600 0.000 9,950,10004/17/1704/17/1713607ERH4 Canadian Imp Holding 9,950,364 1.0900 0.000

1




IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,998,75511/09/1611/09/1614912DL98 CAT Financial 9,998,778 0.5600 0.000 14,999,64411/02/1611/02/1621687AL27 Rabobank 14,999,646 0.8700 0.000

9,996,19111/18/1611/18/1621687ALJ0 Rabobank 9,996,222 0.8100 0.000 9,990,71712/07/1612/07/1621687AM75 Rabobank 9,990,800 0.9400 0.000 9,981,32401/09/1701/09/1721687AN90 Rabobank 9,981,408 0.9900 0.000 9,981,03501/13/1701/13/1721687AND1 Rabobank 9,981,142 0.9400 0.000 4,985,76802/06/1702/06/1721687AP64 Rabobank 4,985,854 1.0700 0.000 9,967,74202/16/1702/16/1721687APG2 Rabobank 9,967,900 1.1000 0.000 9,970,32802/21/1702/21/1721687APM9 Rabobank 9,970,444 0.9700 0.000 9,968,47302/28/1702/28/1721687APU1 Rabobank 9,968,597 0.9700 0.000

19,926,60303/16/1703/16/1721687AQG1 Rabobank 19,926,875 0.9900 0.000 9,953,43703/20/1703/20/1721687AQL0 Rabobank 9,953,667 1.2300 0.000 9,963,52103/28/1703/28/1721687AQU0 Rabobank 9,963,658 0.9100 0.000 9,957,54104/07/1704/07/1721687AR70 Rabobank 9,957,697 0.9900 0.000 9,949,20304/11/1704/11/1721687ARB1 Rabobank 9,949,464 1.1500 0.000 4,974,15904/17/1704/17/1721687ARH8 Rabobank 4,974,254 1.1300 0.000 4,974,19304/18/1704/18/1721687ARJ4 Rabobank 4,974,333 1.1200 0.000 9,945,62404/24/1704/24/1721687ARQ8 Rabobank 9,945,867 1.1600 0.000 9,940,25005/03/1705/03/1721687AS38 Rabobank 9,940,525 1.2000 0.000 9,934,03105/17/1705/17/1721687ASH7 Rabobank 9,934,333 1.2200 0.000 9,936,78005/25/1705/25/1721687ASR5 Rabobank 9,937,076 1.1300 0.000 9,931,97406/01/1706/01/1721687AT11 Rabobank 9,932,278 1.1700 0.000 9,931,26906/07/1706/07/1721687AT78 Rabobank 9,931,572 1.1500 0.000 9,925,90306/20/1706/20/1721687ATL7 Rabobank 9,926,208 1.1700 0.000 9,923,98606/26/1706/26/1721687ATS2 Rabobank 9,924,292 1.1700 0.000

10,000,00011/01/1611/01/1622533TL12 CACPNY 10,000,000 0.8600 0.000 9,999,53411/03/1611/03/1622533TL38 CACPNY 9,999,539 0.8400 0.000 9,998,13711/09/1611/09/1622533TL95 CACPNY 9,998,156 0.8400 0.000 9,996,68011/14/1611/14/1622533TLE4 CACPNY 9,996,714 0.9300 0.000 9,996,29811/16/1611/16/1622533TLG9 CACPNY 9,996,333 0.8900 0.000 9,992,85911/29/1611/29/1622533TLV6 CACPNY 9,992,922 0.9300 0.000 9,992,01412/01/1612/01/1622533TM11 CACPNY 9,992,083 0.9700 0.000 9,990,85212/05/1612/05/1622533TM52 CACPNY 9,990,933 0.9800 0.000 9,989,94212/08/1612/08/1622533TM86 CACPNY 9,990,031 0.9800 0.000

19,979,25312/12/1612/12/1622533TMC7 CACPNY 19,979,500 0.9100 0.000 9,988,19812/14/1612/14/1622533TME3 CACPNY 9,988,294 1.0000 0.000 9,981,53701/06/1701/06/1722533TN69 CACPNY 9,981,667 1.0200 0.000 9,980,03601/12/1701/12/1722533TNC6 CACPNY 9,980,200 1.0100 0.000 9,978,19401/18/1701/18/1722533TNJ1 CACPNY 9,978,333 1.0200 0.000 9,977,20501/24/1701/24/1722533TNQ5 CACPNY 9,977,367 0.9500 0.000 9,971,70502/01/1702/01/1722533TP18 CACPNY 9,971,889 1.1100 0.000 9,967,41002/07/1702/07/1722533TP75 CACPNY 9,967,606 1.2100 0.000 9,964,81202/14/1702/14/1722533TPE0 CACPNY 9,965,000 1.2200 0.000 9,962,12502/22/1702/22/1722533TPN0 CACPNY 9,962,333 1.2200 0.000 9,958,77403/03/1703/03/1722533TQ33 CACPNY 9,958,994 1.2300 0.000 9,957,07403/07/1703/07/1722533TQ74 CACPNY 9,957,300 1.2500 0.000 9,951,98103/22/1703/22/1722533TQN9 CACPNY 9,952,217 1.2500 0.000 9,945,03904/05/1704/05/1722533TR57 CACPNY 9,945,319 1.3000 0.000 9,942,56704/12/1704/12/1722533TRC2 CACPNY 9,942,850 1.3000 0.000 9,942,75604/18/1704/18/1722533TRJ7 CACPNY 9,943,067 1.2400 0.000 9,939,55204/26/1704/26/1722533TRS7 CACPNY 9,939,867 1.2600 0.000 9,941,86805/01/1705/01/1722533TS15 CACPNY 9,942,181 1.1700 0.000 9,928,26205/24/1705/24/1722533TSQ0 CACPNY 9,928,600 1.2900 0.000 9,924,06106/05/1706/05/1722533TT55 CACPNY 9,924,400 1.2900 0.000

12,917,38505/18/1705/18/1725214P3Q4 Dexia Credit 12,917,775 1.1700 0.000 9,981,20501/04/1701/04/1725214T3V5 Dexia Credit 9,981,333 1.0700 0.000

17,335,52605/18/1705/18/1725214T4B8 Dexia Credit 17,336,059 1.2300 0.000 9,943,51104/26/1704/26/1725214V3W8 Dexia Credit 9,943,778 1.1700 0.000 9,926,56606/14/1706/14/1725214V3Y4 Dexia Credit 9,926,875 1.1900 0.000

19,999,00611/03/1611/03/164497W0L30 ING Funding 19,999,011 0.9100 0.000 9,998,50911/07/1611/07/164497W0L71 ING Funding 9,998,517 0.9100 0.000 9,996,31411/16/1611/16/164497W0LG1 ING Funding 9,996,333 0.9000 0.000 9,992,79712/02/1612/02/164497W0M21 ING Funding 9,992,853 0.8400 0.000 9,991,63812/07/1612/07/164497W0M70 ING Funding 9,991,700 0.8400 0.000 9,990,01612/14/1612/14/164497W0ME5 ING Funding 9,990,086 0.8400 0.000 9,987,35912/19/1612/19/164497W0MK1 ING Funding 9,987,467 0.9600 0.000 9,979,03401/19/1701/19/174497W0NK0 ING Funding 9,979,153 0.9700 0.000 9,975,65801/23/1701/23/174497W0NP9 ING Funding 9,975,792 1.0700 0.000 9,973,81701/26/1701/26/174497W0NS3 ING Funding 9,973,961 1.1100 0.000 4,985,22402/01/1702/01/174497W0P10 ING Funding 4,985,306 1.1700 0.000 9,971,69202/02/1702/02/174497W0P28 ING Funding 9,971,842 1.1100 0.000 9,971,02102/06/1702/06/174497W0P69 ING Funding 9,971,169 1.0900 0.000 9,969,00602/09/1702/09/174497W0P93 ING Funding 9,969,167 1.1300 0.000 9,967,45002/15/1702/15/174497W0PF9 ING Funding 9,967,611 1.1200 0.000 9,964,41602/17/1702/17/174497W0PH5 ING Funding 9,964,600 1.2000 0.000 9,964,36402/23/1702/23/174497W0PP7 ING Funding 9,964,533 1.1400 0.000 9,960,46503/01/1703/01/174497W0Q19 ING Funding 9,960,667 1.2000 0.000

2



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,958,76903/02/1703/02/174497W0Q27 ING Funding 9,958,994 1.2500 0.000 9,952,69703/21/1703/21/174497W0QM3 ING Funding 9,952,944 1.2400 0.000 9,943,04904/20/1704/20/174497W0RL4 ING Funding 9,943,333 1.2200 0.000 4,964,40105/12/1705/12/174497W0SC3 ING Funding 4,964,533 1.3600 0.000 9,928,77905/15/1705/15/174497W0SF6 ING Funding 9,929,042 1.3400 0.000 9,927,51005/23/1705/23/174497W0SP4 ING Funding 9,927,822 1.3100 0.000 9,915,96406/09/1706/09/174497W0T99 ING Funding 9,916,278 1.3900 0.000

15,000,79411/10/1611/10/1644988KAF6 ING - Float 15,000,775 0.7300 0.920 9,998,31911/08/1611/08/1646640PL84 JPM SEC 9,998,328 0.8600 0.000 9,986,60712/20/1612/20/1646640PML4 JPM SEC 9,986,661 1.0000 0.000





14,935,37404/03/1704/03/1746640PR39 JPM SEC 14,935,613 1.0300 0.000 9,955,79004/07/1704/07/1746640PR70 JPM SEC 9,955,953 1.0300 0.000 9,953,31704/11/1704/11/1746640PRB1 JPM SEC 9,953,489 1.0500 0.000 4,975,17504/18/1704/18/1746640PRJ4 JPM SEC 4,975,267 1.0700 0.000 9,999,75511/02/1611/02/1663873JL24 Natixis 9,999,758 0.8800 0.000 9,998,38911/08/1611/08/1663873JL81 Natixis 9,998,406 0.8300 0.000 9,998,36611/14/1611/14/1663873JLE8 Natixis 9,998,447 0.4400 0.000 9,996,57911/15/1611/15/1663873JLF5 Natixis 9,996,617 0.8700 0.000 9,998,11911/16/1611/16/1663873JLG3 Natixis 9,998,208 0.4400 0.000 9,996,32211/17/1611/17/1663873JLH1 Natixis 9,996,356 0.8300 0.000 9,995,17411/22/1611/22/1663873JLN8 Natixis 9,995,217 0.8300 0.000 9,993,41211/28/1611/28/1663873JLU2 Natixis 9,993,475 0.8800 0.000 9,992,18712/02/1612/02/1663873JM23 Natixis 9,992,250 0.9200 0.000 9,989,35712/09/1612/09/1663873JM98 Natixis 9,989,444 1.0200 0.000 9,988,24012/13/1612/13/1663873JMD9 Natixis 9,988,333 1.0200 0.000 9,986,56312/19/1612/19/1663873JMK3 Natixis 9,986,667 1.0200 0.000 9,982,64501/04/1701/04/1763873JN48 Natixis 9,982,756 0.9900 0.000 9,981,27601/05/1701/05/1763873JN55 Natixis 9,981,403 1.0500 0.000 9,979,65601/12/1701/12/1763873JNC0 Natixis 9,979,800 1.0300 0.000 9,977,39701/17/1701/17/1763873JNH9 Natixis 9,977,542 1.0700 0.000 9,976,52201/20/1701/20/1763873JNL0 Natixis 9,976,667 1.0700 0.000 9,975,35201/24/1701/24/1763873JNQ9 Natixis 9,975,500 1.0700 0.000 9,973,58401/30/1701/30/1763873JNW6 Natixis 9,973,750 1.0700 0.000 9,969,28402/08/1702/08/1763873JP87 Natixis 9,969,475 1.1100 0.000 9,967,73202/13/1702/13/1763873JPD6 Natixis 9,967,933 1.1300 0.000 9,966,50302/17/1702/17/1763873JPH7 Natixis 9,966,700 1.1100 0.000 9,962,45102/21/1702/21/1763873JPM6 Natixis 9,962,667 1.2200 0.000 9,959,44403/02/1703/02/1763873JQ29 Natixis 9,959,667 1.2200 0.000 9,954,82203/14/1703/14/1763873JQE3 Natixis 9,955,297 1.2300 0.000 9,951,64003/23/1703/23/1763873JQP8 Natixis 9,951,878 1.2500 0.000 9,950,68503/27/1703/27/1763873JQT0 Natixis 9,950,928 1.2400 0.000 9,947,63004/05/1704/05/1763873JR51 Natixis 9,947,903 1.2400 0.000 9,944,19204/10/1704/10/1763873JRA0 Natixis 9,944,444 1.2800 0.000 9,941,03304/19/1704/19/1763873JRK8 Natixis 9,941,319 1.2500 0.000

30,000,00012/01/1602/24/1789233ANL9 Toyota Motor - Float 30,000,000 1.1300 1.132 10,000,00011/29/1603/24/1789233ANT2 Toyota Motor - Float 10,000,000 1.0300 1.027 10,000,00001/25/1704/21/1789233APJ2 Toyota Motor - Float 10,000,000 1.2000 1.202 25,000,00011/01/1604/28/1789233APN3 Toyota Motor - Float 25,000,000 1.0400 1.037 10,000,00011/07/1605/02/1789233APP8 Toyota Motor - Float 10,000,000 1.0600 1.058 10,000,00011/09/1605/05/1789233APS2 Toyota Motor - Float 10,000,000 1.0500 1.052 10,000,00011/14/1605/09/1789233APU7 Toyota Motor - FLOAT 10,000,000 1.0800 1.078 10,000,00011/21/1605/15/1789233APV5 Toyota Motor - FLOAT 10,000,000 1.0700 1.071 10,000,00011/28/1605/23/1789233APW3 Toyota Motor - Float 10,000,000 1.0900 1.085

5,000,00011/30/1605/26/1789233APX1 Toyota Motor - Float 5,000,000 1.0900 1.089 10,000,00011/21/1606/14/1789233AQC6 Toyota Motor - Float 10,000,000 1.1300 1.128 10,000,00011/07/1607/03/1789233AQM4 Toyota Motor - Float 10,000,000 1.1200 1.116 10,000,00011/14/1607/10/1789233AQN2 Toyota Motor - Float 10,000,000 1.1200 1.116 10,000,00011/18/1607/14/1789233AQP7 Toyota Motor - Float 10,000,000 1.0800 1.076 10,000,00011/25/1607/19/1789233AQS1 Toyota Motor - Float 10,000,000 1.0500 1.054

9,991,12612/05/1612/05/1689233GM52 Toyota Motor Credit 9,991,217 0.9500 0.000 9,987,45412/16/1612/16/1689233GMG8 Toyota Motor Credit 9,987,500 1.0200 0.000 9,986,48312/19/1612/19/1689233GMK9 Toyota Motor Credit 9,986,533 1.0300 0.000 4,991,37301/11/1701/11/1789233GNB8 Toyota Motor Credit 4,991,421 0.8800 0.000 9,979,21201/19/1701/19/1789233GNK8 Toyota Motor Credit 9,979,372 0.9600 0.000

3



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,978,61801/23/1701/23/1789233GNP7 Toyota Motor Credit 9,978,789 0.9400 0.000 14,965,34802/02/1702/02/1789233GP26 Toyota Motor Credit 14,965,513 0.9100 0.000

9,974,24002/06/1702/06/1789233GP67 Toyota Motor Credit 9,974,403 0.9700 0.000 9,966,27403/07/1703/07/1789233GQ74 Toyota Motor Credit 9,966,400 0.9800 0.000 9,961,63303/20/1703/20/1789233GQL3 Toyota Motor Credit 9,961,775 1.0100 0.000 9,958,59603/31/1703/31/1789233GQX7 Toyota Motor Credit 9,958,750 1.0100 0.000 9,955,20104/06/1704/06/1789233GR65 Toyota Motor Credit 9,955,367 1.0500 0.000

235,000,00011/01/1611/01/16OPNCP8020 CP - US Bank 235,000,000 0.4000 0.400

$2,697,942,432 $2,697,979,084

Corporate Bonds

$ 14,144,47805/05/1705/05/1702665WAV3 HONDA $14,144,492 0.9600 0.950 4,844,86312/20/1609/20/1702665WAY7 Honda - Floater 4,844,635 0.9900 1.307 5,001,45511/06/1605/05/17037833AN0 Apple Inc - Floater 5,001,435 0.8000 0.858 7,122,26105/12/1705/12/17037833BB5 Apple Inc 7,122,154 0.7400 0.900 2,200,57011/13/1605/12/17037833BC3 Apple Inc - Floater 2,200,564 0.8200 0.867

17,029,86601/10/1701/10/17084664CA7 BERK - Floater 17,029,868 1.0300 1.026 4,004,19311/14/1608/14/17084664CB5 Berkshire - Floater 4,004,120 0.8100 0.942

15,039,46801/31/1701/31/17084670BD9 BERK 15,038,948 0.8400 1.900 5,000,95311/25/1611/25/1614912L5W7 CATC 5,000,931 0.7200 1.000 1,820,42203/03/1703/03/1714912L5Z0 CATC 1,820,415 0.9300 1.000 2,138,66412/06/1603/03/1714912L6H9 CATC - Floater 2,138,670 1.0200 0.975

15,644,91911/09/1611/09/16166764AJ9 CVX - Floater 15,644,921 0.9100 0.892 12,418,64511/15/1611/15/17166764AK6 CVX - Floater 12,418,365 0.8500 0.987

6,200,05711/22/1602/22/17166764AS9 CVX - Floater 6,199,993 0.9100 0.911 14,517,11811/09/1611/09/17166764AX8 CVX - Floater 14,516,502 0.8300 1.152 8,946,29012/05/1603/03/1717275RAS1 Cisco- Floater 8,945,763 0.7600 1.115 8,000,00011/01/1611/01/16191216BC3 KOC - Floater 8,000,000 0.8500 0.857 1,900,00011/01/1611/01/16191216BD1 KOC 1,900,000 0.7500 0.750 5,000,00012/01/1603/01/1724422ESV2 JDCC - Floater 5,000,000 0.9700 0.972

24,899,07412/15/1603/15/1730231GAB8 EXXON - Floater 24,899,088 0.9000 0.890 8,697,01711/15/1602/15/1736962G2F0 GECC - FLOATER 8,696,881 0.7500 0.987 5,004,35212/20/1612/20/1636962G3D4 GECC - FLOATER 5,003,885 0.4300 0.987 3,192,75703/15/1703/15/1736962G5S9 GE BOND 3,192,476 0.9600 2.450 2,002,34811/15/1605/15/1736962G7H1 GE Bond - Call Float 2,002,301 0.8800 1.097 2,655,71005/15/1705/15/1736962G7J7 GE BOND 2,655,650 0.8500 1.250 1,301,98605/15/1705/15/1736962G7J7A GE BOND 1,301,964 0.9700 1.250 5,001,71411/13/1711/13/1740428HPL0 HSBC 5,001,709 1.4700 1.500 1,999,29512/06/1603/03/1740428HPT3 HSBC - Floater 1,999,309 1.3900 1.285


20,383,52111/18/1608/18/17459200JD4 IBM - Float 20,382,408 0.8100 1.251 14,722,73811/28/1611/28/16478160BE3 JOHNSON - Floater 14,722,599 0.6700 0.899

5,000,67611/23/1611/23/1663743HEH1 National Rur - Float 5,000,658 0.9100 1.117 9,999,92204/24/1704/24/1763743HEM0 National Rural Bond 9,999,924 0.9500 0.950 7,369,92910/15/1710/15/1768389XAN5 Oracle Corp 7,369,930 1.2000 1.200

10,011,43201/07/1707/07/1768389XAT2 ORACLE - Floater 10,011,241 0.9000 1.068 10,011,29801/07/1707/07/1768389XAT20 ORACLE - Floater 10,011,129 0.9100 1.068 15,937,29801/27/1701/27/1769353RCG1 PNCC BOND 15,937,293 1.1100 1.125 18,002,89303/15/1703/15/1769371RK54 Paccar Financial 18,002,526 0.8400 1.600 14,323,34006/06/1706/06/1769371RL87 Paccar Financial 14,322,994 0.8300 1.100

5,003,95712/06/1606/06/1769371RL95 Paccar Fin.- FLOATER 5,003,944 0.8900 1.025 17,397,46911/15/1605/15/17717081DP5 PFIZER - Floater 17,397,273 0.8400 0.967

7,500,01711/04/1611/04/16742718EF2 PGC - Floater 7,500,017 0.8300 0.848 8,459,35006/26/1706/26/1788579YAE1 3M Company 8,459,232 0.7400 1.000


24,521,86805/15/1705/15/1791159HHD5 US Bancorp 24,520,330 0.9700 1.650 12,994,70612/15/1606/15/17929903DU3 WFC - Floater 12,994,791 1.1800 1.120 28,554,67712/15/1612/15/1694974BEZ9 Wells Fargo 28,554,110 1.0600 2.625 17,094,10905/08/1705/08/1794974BFD7 Wells Fargo 17,092,731 1.0400 2.100

2,905,81105/08/1705/08/1794974BFD7A Wells Fargo 2,905,561 1.1200 2.100 20,008,39306/02/1706/02/1794974BFW5 Wells Fargo 20,008,258 1.0800 1.150

6,804,70212/02/1606/02/1794974BFX3 Wells Fargo - Float 6,804,745 1.2400 1.139 11,567,06609/08/1709/08/1794974BGB0 Wells Fargo 11,566,759 1.2300 1.400 4,999,68112/08/1609/08/1794974BGC8 Wells Fargo - Float 4,999,686 1.1100 1.101

10,499,84011/10/1611/10/1694988ELS5 Wells Fargo - Float 10,499,841 0.9200 0.871 10,003,20111/03/1602/03/1794988EQA9 Wells Fargo - Float 10,003,127 1.0000 1.119 10,000,00011/14/1603/13/1794988EWX2 Wells Fargo - Float 10,000,000 0.9800 0.985


$601,211,360 $601,200,865

Money Market Funds

4



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

$ 603,420,37611/01/1611/01/1631607A208 MMKT- Fidelity Instl $603,420,376 0.5900 0.590 600,724,19811/01/1611/01/1652470G791 MMKT- Western Asset 600,724,198 0.3100 0.306 549,837,70611/01/1611/01/1661747C707 MMKT- MS Government 549,837,706 0.3000 0.297 129,966,00911/01/1611/01/1661747C715 MMKT- MS Liq Prime 130,000,000 0.6000 0.603

3,730,05211/01/1611/01/1661747C772 MMKT- Morgan Stanley 3,730,052 0.5800 0.581 478,676,32911/01/1611/01/16825252885 MMKT- Invesco Govt 478,676,329 0.2900 0.291

$2,366,354,671 $2,366,388,661


$ 4,000,20712/28/1612/28/163130A0C65 FHLB - Debenture $4,000,206 0.5900 0.625 10,000,54611/06/1609/06/173130A8DK6 FHLB - Floater 10,000,544 0.5700 0.577 10,000,00007/20/1707/20/173130A8L35 FHLB - Deb Callable 10,000,000 0.7500 0.750 24,997,73111/19/1612/19/173130A9JH5 FHLB - Floater 24,997,736 0.5300 0.518 24,823,82812/09/1612/09/16313371PV2 FHLB - Debenture 24,823,658 0.7200 1.625

9,998,75605/09/1705/09/173133ECP40 FFCB- Deb Callable 9,998,764 0.6600 0.640 3,005,69406/28/1706/28/173133EDEB4 FFCB - Debenture 3,005,679 0.8100 1.100

19,961,92411/01/1601/09/183133EE3H1 FFCB - Floater 19,961,984 0.6600 0.500 24,942,18511/01/1608/06/183133EE5V8 FFCB - Floater 24,942,268 0.6800 0.550



9,996,24411/01/1603/30/173133EFFR3 FFCB - Floater 9,996,285 0.5600 0.470 25,000,98811/01/1612/28/163133EFLQ8 FFCB - Floater 25,000,984 0.5000 0.525 17,048,68911/01/1606/12/173133EFNP8 FFCB - Floater 17,048,695 0.6000 0.590 24,991,83811/01/1604/05/183133EFX77 FFCB - Floater 24,991,849 0.6700 0.650

9,999,16511/01/1608/24/173133EGHK4 FFCB - Floater 9,999,180 0.5500 0.540 9,999,78011/28/1609/28/173133EGHR9 FFCB - Floater 9,999,783 0.6100 0.605 6,001,34011/21/1607/21/173134G8HY8 FHLMC - Floater 6,001,337 0.6200 0.655


$349,726,724 $349,726,891



$100,000,000 $100,000,000

United States Treasury Notes

$ 9,999,97111/30/1611/30/16912828G46 U.S. T-Note $9,999,971 0.5000 0.500

$9,999,971 $9,999,971

$6,175,400,120

WAM:

WAL:

52

79





Notes:

a.

b.



$6,175,460,436

5


List of Investments as of September 30, 2016 (UNAUDITED)

IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

Bank Deposits

$ 50,148,47610/04/1610/04/16212121215 STAR Plus - FICA $50,148,476 0.3700 0.400

$50,148,476 $50,148,476

Commercial Paper

$ 14,998,84510/04/1610/04/1600280NK41 Abbey $14,998,850 0.9400 0.000 9,999,15210/06/1610/06/1600280NK66 Abbey 9,999,167 0.6100 0.000

19,994,22910/12/1610/12/1600280NKC3 Abbey 19,994,256 0.9600 0.000 4,997,92410/17/1610/17/1600280NKH2 Abbey 4,997,933 0.9500 0.000 9,995,62510/26/1610/26/1600280NKS8 Abbey 9,995,694 0.6300 0.000

14,988,32111/01/1611/01/1600280NL16 Abbey 14,988,375 0.9200 0.000 9,993,43611/07/1611/07/1600280NL73 Abbey 9,993,525 0.6400 0.000 9,990,88611/17/1611/17/1600280NLH1 Abbey 9,990,992 0.7400 0.000 9,987,79212/02/1612/02/1600280NM23 Abbey 9,987,944 0.7100 0.000 9,987,55712/06/1612/06/1600280NM64 Abbey 9,987,717 0.6800 0.000 9,984,29612/12/1612/12/1600280NMC1 Abbey 9,984,400 0.7900 0.000

14,943,39602/01/1702/01/1700280NP12 Abbey 14,943,625 1.1200 0.000 4,980,93602/07/1702/07/1700280NP79 Abbey 4,981,008 1.0800 0.000 4,981,96702/10/1702/10/1700280NPA2 Abbey 4,982,033 1.0000 0.000

14,934,75803/06/1703/06/1700280NQ60 Abbey 14,935,000 1.0200 0.000 9,953,15603/10/1703/10/1700280NQA1 Abbey 9,953,333 1.0700 0.000 9,952,05803/31/1703/31/1700280NQX1 Abbey 9,952,236 0.9600 0.000 9,947,58404/07/1704/07/1700280NR77 Abbey 9,947,778 1.0100 0.000 9,942,66504/13/1704/13/1700280NRD4 Abbey 9,942,878 1.0700 0.000 9,933,54204/21/1704/21/1700280NRM4 Abbey 9,933,789 1.2000 0.000 9,929,85604/25/1704/25/1700280NRR3 Abbey 9,930,189 1.2500 0.000


19,811,86105/30/1705/30/1700280NSW1 Abbey 19,812,556 1.4300 0.000 9,902,41606/08/1706/08/1700280NT83 Abbey 9,902,778 1.4300 0.000

14,998,95110/05/1610/05/1606538BK51 BTMUFJ 14,998,967 0.6300 0.000 9,997,45910/11/1610/11/1606538BKB8 BTMUFJ 9,997,472 0.9300 0.000 9,996,65110/19/1610/19/1606538BKK8 BTMUFJ 9,996,700 0.6700 0.000 9,996,17110/25/1610/25/1606538BKR3 BTMUFJ 9,996,267 0.5700 0.000 9,994,87410/27/1610/27/1606538BKT9 BTMUFJ 9,994,944 0.7100 0.000 9,989,18511/14/1611/14/1606538BLE1 BTMUFJ 9,989,244 0.9000 0.000 9,987,18211/21/1611/21/1606538BLM3 BTMUFJ 9,987,250 0.9200 0.000

11,982,95011/23/1611/23/1606538BLP6 BTMUFJ 11,983,040 0.9800 0.000 9,984,84511/29/1611/29/1606538BLV3 BTMUFJ 9,984,922 0.9400 0.000

14,978,43412/01/1612/01/1606538BM18 BTMUFJ 14,979,667 0.8100 0.000 9,981,49212/08/1612/08/1606538BM83 BTMUFJ 9,981,678 0.9900 0.000 9,978,57012/16/1612/16/1606538BMG5 BTMUFJ 9,978,678 1.0300 0.000

19,954,78512/21/1612/21/1606538BMM2 BTMUFJ 19,955,000 1.0200 0.000 9,970,68301/11/1701/11/1706538BNB5 BTMUFJ 9,970,817 1.0500 0.000 9,971,05901/17/1701/17/1706538BNH2 BTMUFJ 9,971,200 0.9800 0.000 9,964,33901/26/1701/26/1706538BNS8 BTMUFJ 9,964,575 1.1100 0.000 9,957,17803/02/1703/02/1706538BQ22 BTMUFJ 9,957,356 1.0300 0.000 9,952,56103/09/1703/09/1706538BQ97 BTMUFJ 9,952,742 1.0900 0.000 4,976,90303/14/1703/14/1706538BQE6 BTMUFJ 4,976,994 1.0300 0.000

19,899,42803/17/1703/17/1706538BQH9 BTMUFJ 19,899,800 1.1000 0.000 9,948,19103/22/1703/22/1706538BQN6 BTMUFJ 9,948,400 1.0900 0.000 9,946,00303/31/1703/31/1706538BQX4 BTMUFJ 9,946,203 1.0800 0.000 9,943,91404/07/1704/07/1706538BR70 BTMUFJ 9,944,122 1.0700 0.000 9,939,10904/14/1704/14/1706538BRE5 BTMUFJ 9,939,333 1.1400 0.000 9,920,27205/04/1705/04/1706538BS46 BTMUFJ 9,920,569 1.3600 0.000

14,997,47210/11/1610/11/1613607EKB4 Canadian Imp Holding 14,997,500 0.6100 0.000 14,993,74010/25/1610/25/1613607EKR9 Canadian Imp Holding 14,993,800 0.6300 0.000 14,988,73911/10/1611/10/1613607ELA5 Canadian Imp Holding 14,988,833 0.6800 0.000

9,989,80711/22/1611/22/1613607ELN7 Canadian Imp Holding 9,989,889 0.7100 0.000 9,987,36712/01/1612/01/1613607EM14 Canadian Imp Holding 9,987,461 0.7500 0.000 9,985,41312/06/1612/06/1613607EM63 Canadian Imp Holding 9,985,517 0.8000 0.000





9,943,74604/13/1704/13/1713607ERD3 Canadian Imp Holding 9,943,956 1.0600 0.000 9,998,45410/12/1610/12/1614912DKC2 CAT Financial 9,998,472 0.5100 0.000

19,996,63010/13/1610/13/1614912DKD0 CAT Financial 19,996,667 0.5200 0.000 9,997,69810/19/1610/19/1614912DKK4 CAT Financial 9,997,775 0.4500 0.000 9,993,93111/09/1611/09/1614912DL98 CAT Financial 9,994,042 0.5600 0.000

1




IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,998,80010/06/1610/06/1621687AK69 Rabobank 9,998,806 0.8800 0.000 9,998,64310/07/1610/07/1621687AK77 Rabobank 9,998,650 0.8300 0.000 9,996,95310/13/1610/13/1621687AKD4 Rabobank 9,996,967 0.9300 0.000 4,998,38610/14/1610/14/1621687AKE2 Rabobank 4,998,393 0.9100 0.000 9,995,84810/18/1610/18/1621687AKJ1 Rabobank 9,995,868 0.8900 0.000 9,995,06910/20/1610/20/1621687AKL6 Rabobank 9,995,092 0.9500 0.000 9,994,35210/24/1610/24/1621687AKQ5 Rabobank 9,994,378 0.9000 0.000 9,993,25410/27/1610/27/1621687AKT9 Rabobank 9,993,283 0.9500 0.000

14,988,60411/02/1611/02/1621687AL27 Rabobank 14,988,667 0.8700 0.000 9,989,24411/18/1611/18/1621687ALJ0 Rabobank 9,989,333 0.8100 0.000 9,982,72412/07/1612/07/1621687AM75 Rabobank 9,982,878 0.9400 0.000 9,972,93401/09/1701/09/1721687AN90 Rabobank 9,973,056 0.9900 0.000 9,972,98201/13/1701/13/1721687AND1 Rabobank 9,973,133 0.9400 0.000 4,981,22002/06/1702/06/1721687AP64 Rabobank 4,981,333 1.0700 0.000 9,958,39602/16/1702/16/1721687APG2 Rabobank 9,958,600 1.1000 0.000 9,962,11502/21/1702/21/1721687APM9 Rabobank 9,962,264 0.9700 0.000 9,960,26002/28/1702/28/1721687APU1 Rabobank 9,960,417 0.9700 0.000

19,909,74903/16/1703/16/1721687AQG1 Rabobank 19,910,083 0.9900 0.000 9,943,05303/20/1703/20/1721687AQL0 Rabobank 9,943,333 1.2300 0.000 9,955,82803/28/1703/28/1721687AQU0 Rabobank 9,955,994 0.9100 0.000 9,949,15704/07/1704/07/1721687AR70 Rabobank 9,949,344 0.9900 0.000 9,939,42304/11/1704/11/1721687ARB1 Rabobank 9,939,733 1.1500 0.000 4,969,36204/17/1704/17/1721687ARH8 Rabobank 4,969,475 1.1300 0.000 4,967,70704/24/1704/24/1721687ARQ8 Rabobank 4,967,826 1.1600 0.000 9,930,12805/03/1705/03/1721687AS38 Rabobank 9,930,450 1.2000 0.000

24,995,63910/14/1610/14/1622533TKE5 CACPNY 24,995,757 0.4800 0.000 9,997,85010/17/1610/17/1622533TKH8 CACPNY 9,997,911 0.4800 0.000 9,996,78810/25/1610/25/1622533TKR6 CACPNY 9,996,867 0.4800 0.000 9,994,31410/28/1610/28/1622533TKU9 CACPNY 9,994,375 0.7600 0.000 9,992,58711/01/1611/01/1622533TL12 CACPNY 9,992,681 0.8600 0.000 9,992,31011/03/1611/03/1622533TL38 CACPNY 9,992,392 0.8400 0.000 9,990,91811/09/1611/09/1622533TL95 CACPNY 9,991,008 0.8400 0.000 9,988,76411/14/1611/14/1622533TLE4 CACPNY 9,988,878 0.9300 0.000 9,988,64811/16/1611/16/1622533TLG9 CACPNY 9,988,756 0.8900 0.000 9,984,95311/29/1611/29/1622533TLV6 CACPNY 9,985,086 0.9300 0.000 9,983,76212/01/1612/01/1622533TM11 CACPNY 9,983,903 0.9700 0.000 9,982,51212/05/1612/05/1622533TM52 CACPNY 9,982,667 0.9800 0.000 9,981,51612/08/1612/08/1622533TM86 CACPNY 9,981,678 0.9800 0.000

19,963,56612/12/1612/12/1622533TMC7 CACPNY 19,964,000 0.9100 0.000 9,979,68912/14/1612/14/1622533TME3 CACPNY 9,979,856 1.0000 0.000 9,972,86401/06/1701/06/1722533TN69 CACPNY 9,973,056 1.0200 0.000 9,971,44101/12/1701/12/1722533TNC6 CACPNY 9,971,675 1.0100 0.000 9,969,52801/18/1701/18/1722533TNJ1 CACPNY 9,969,722 1.0200 0.000 9,968,79301/24/1701/24/1722533TNQ5 CACPNY 9,969,014 0.9500 0.000 9,962,17102/01/1702/01/1722533TP18 CACPNY 9,962,417 1.1100 0.000 9,957,10102/07/1702/07/1722533TP75 CACPNY 9,957,358 1.2100 0.000 9,954,42302/14/1702/14/1722533TPE0 CACPNY 9,954,667 1.2200 0.000 9,951,73502/22/1702/22/1722533TPN0 CACPNY 9,952,000 1.2200 0.000 9,948,29903/03/1703/03/1722533TQ33 CACPNY 9,948,575 1.2300 0.000 9,946,51303/07/1703/07/1722533TQ74 CACPNY 9,946,794 1.2500 0.000 9,941,42403/22/1703/22/1722533TQN9 CACPNY 9,941,711 1.2500 0.000 9,934,04704/05/1704/05/1722533TR57 CACPNY 9,934,383 1.3000 0.000 9,931,57704/12/1704/12/1722533TRC2 CACPNY 9,931,914 1.3000 0.000 9,972,10101/04/1701/04/1725214T3V5 Dexia Credit 9,972,292 1.0700 0.000 9,933,56204/26/1704/26/1725214V3W8 Dexia Credit 9,933,875 1.1700 0.000

14,999,32910/03/1610/03/164497W0K31 ING Funding 14,999,333 0.8100 0.000 19,983,59411/03/1611/03/164497W0L30 ING Funding 19,983,683 0.9100 0.000

9,990,80311/07/1611/07/164497W0L71 ING Funding 9,990,853 0.9100 0.000 9,988,69611/16/1611/16/164497W0LG1 ING Funding 9,988,756 0.9000 0.000 9,985,59512/02/1612/02/164497W0M21 ING Funding 9,985,706 0.8400 0.000 9,984,43812/07/1612/07/164497W0M70 ING Funding 9,984,553 0.8400 0.000 9,982,81812/14/1612/14/164497W0ME5 ING Funding 9,982,939 0.8400 0.000 9,979,19412/19/1612/19/164497W0MK1 ING Funding 9,979,372 0.9600 0.000 9,970,80701/19/1701/19/174497W0NK0 ING Funding 9,970,972 0.9700 0.000 9,966,56601/23/1701/23/174497W0NP9 ING Funding 9,966,750 1.0700 0.000 9,964,37901/26/1701/26/174497W0NS3 ING Funding 9,964,575 1.1100 0.000 4,980,24502/01/1702/01/174497W0P10 ING Funding 4,980,354 1.1700 0.000 9,962,25602/02/1702/02/174497W0P28 ING Funding 9,962,456 1.1100 0.000 9,961,75902/06/1702/06/174497W0P69 ING Funding 9,961,956 1.0900 0.000 9,959,39802/09/1702/09/174497W0P93 ING Funding 9,959,608 1.1300 0.000 9,957,93102/15/1702/15/174497W0PF9 ING Funding 9,958,139 1.1200 0.000 9,954,20202/17/1702/17/174497W0PH5 ING Funding 9,954,439 1.2000 0.000 9,954,67302/23/1702/23/174497W0PP7 ING Funding 9,954,889 1.1400 0.000 9,950,25203/01/1703/01/174497W0Q19 ING Funding 9,950,506 1.2000 0.000 9,948,20603/02/1703/02/174497W0Q27 ING Funding 9,948,489 1.2500 0.000 9,942,22303/21/1703/21/174497W0QM3 ING Funding 9,942,525 1.2400 0.000 4,958,65405/12/1705/12/174497W0SC3 ING Funding 4,958,807 1.3600 0.000

2



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,917,45705/15/1705/15/174497W0SF6 ING Funding 9,917,761 1.3400 0.000 9,904,12306/09/1706/09/174497W0T99 ING Funding 9,904,481 1.3900 0.000

15,003,52710/10/1611/10/1644988KAF6 ING - Float 15,003,447 0.7000 0.908 9,999,07310/05/1610/05/1646640PK51 JPM SEC 9,999,078 0.8500 0.000 4,998,78510/11/1610/11/1646640PKB8 JPM SEC 4,998,792 0.8900 0.000 9,995,14010/21/1610/21/1646640PKM4 JPM SEC 9,995,167 0.8900 0.000

14,988,44510/31/1610/31/1646640PKX0 JPM SEC 14,988,500 0.9400 0.000 9,990,87411/08/1611/08/1646640PL84 JPM SEC 9,990,922 0.8600 0.000 9,978,13312/20/1612/20/1646640PML4 JPM SEC 9,978,222 1.0000 0.000





14,922,28004/03/1704/03/1746640PR39 JPM SEC 14,922,567 1.0300 0.000 9,947,06004/07/1704/07/1746640PR70 JPM SEC 9,947,256 1.0300 0.000 9,944,32804/11/1704/11/1746640PRB1 JPM SEC 9,944,533 1.0500 0.000 4,970,59404/18/1704/18/1746640PRJ4 JPM SEC 4,970,703 1.0700 0.000 9,997,38110/17/1610/17/1663873JKH2 Natixis 9,997,422 0.5900 0.000 9,994,73410/26/1610/26/1663873JKS8 Natixis 9,994,792 0.7600 0.000 9,992,16811/02/1611/02/1663873JL24 Natixis 9,992,267 0.8800 0.000 9,991,25711/08/1611/08/1663873JL81 Natixis 9,991,344 0.8300 0.000 9,989,00411/15/1611/15/1663873JLF5 Natixis 9,989,125 0.8700 0.000 9,989,19511/17/1611/17/1663873JLH1 Natixis 9,989,294 0.8300 0.000 9,988,05111/22/1611/22/1663873JLN8 Natixis 9,988,156 0.8300 0.000 9,985,84711/28/1611/28/1663873JLU2 Natixis 9,985,983 0.8800 0.000 9,984,37412/02/1612/02/1663873JM23 Natixis 9,984,500 0.9200 0.000 9,980,67512/09/1612/09/1663873JM98 Natixis 9,980,833 1.0200 0.000 9,979,56012/13/1612/13/1663873JMD9 Natixis 9,979,722 1.0200 0.000 9,977,88512/19/1612/19/1663873JMK3 Natixis 9,978,056 1.0200 0.000 9,974,23901/04/1701/04/1763873JN48 Natixis 9,974,403 0.9900 0.000 9,972,34601/05/1701/05/1763873JN55 Natixis 9,972,533 1.0500 0.000 9,970,89601/12/1701/12/1763873JNC0 Natixis 9,971,103 1.0300 0.000 9,968,29701/17/1701/17/1763873JNH9 Natixis 9,968,500 1.0700 0.000 9,967,42401/20/1701/20/1763873JNL0 Natixis 9,967,625 1.0700 0.000 9,966,25501/24/1701/24/1763873JNQ9 Natixis 9,966,458 1.0700 0.000 9,964,48501/30/1701/30/1763873JNW6 Natixis 9,964,708 1.0700 0.000 9,959,66602/08/1702/08/1763873JP87 Natixis 9,959,917 1.1100 0.000 9,958,11302/13/1702/13/1763873JPD6 Natixis 9,958,375 1.1300 0.000 9,956,88802/17/1702/17/1763873JPH7 Natixis 9,957,142 1.1100 0.000 9,952,05802/21/1702/21/1763873JPM6 Natixis 9,952,333 1.2200 0.000 9,949,05303/02/1703/02/1763873JQ29 Natixis 9,949,333 1.2200 0.000 9,944,29103/14/1703/14/1763873JQE3 Natixis 9,944,878 1.2300 0.000 9,941,08203/23/1703/23/1763873JQP8 Natixis 9,941,372 1.2500 0.000 9,940,21403/27/1703/27/1763873JQT0 Natixis 9,940,508 1.2400 0.000 9,937,15604/05/1704/05/1763873JR51 Natixis 9,937,483 1.2400 0.000 9,933,37904/10/1704/10/1763873JRA0 Natixis 9,933,681 1.2800 0.000 9,930,21704/19/1704/19/1763873JRK8 Natixis 9,930,556 1.2500 0.000


5,000,00011/30/1605/26/1789233APX1 Toyota Motor - Float 5,000,000 1.0900 1.089 10,000,00010/19/1606/14/1789233AQC6 Toyota Motor - Float 10,000,000 1.1300 1.131

9,997,12110/18/1610/18/1689233GKJ4 Toyota Motor Credit 9,997,167 0.6000 0.000 14,992,19610/24/1610/24/1689233GKQ8 Toyota Motor Credit 14,992,238 0.8300 0.000

9,983,03512/05/1612/05/1689233GM52 Toyota Motor Credit 9,983,208 0.9500 0.000 9,978,81012/16/1612/16/1689233GMG8 Toyota Motor Credit 9,978,889 1.0200 0.000 9,977,75412/19/1612/19/1689233GMK9 Toyota Motor Credit 9,977,836 1.0300 0.000 4,987,60701/11/1701/11/1789233GNB8 Toyota Motor Credit 4,987,675 0.8800 0.000 9,971,05501/19/1701/19/1789233GNK8 Toyota Motor Credit 9,971,278 0.9600 0.000 9,970,63201/23/1701/23/1789233GNP7 Toyota Motor Credit 9,970,867 0.9400 0.000

14,953,79802/02/1702/02/1789233GP26 Toyota Motor Credit 14,954,017 0.9100 0.000 9,966,00702/06/1702/06/1789233GP67 Toyota Motor Credit 9,966,222 0.9700 0.000

3



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,957,97603/07/1703/07/1789233GQ74 Toyota Motor Credit 9,958,133 0.9800 0.000 9,953,07703/20/1703/20/1789233GQL3 Toyota Motor Credit 9,953,250 1.0100 0.000 9,950,03903/31/1703/31/1789233GQX7 Toyota Motor Credit 9,950,225 1.0100 0.000 9,946,29804/06/1704/06/1789233GR65 Toyota Motor Credit 9,946,497 1.0500 0.000

220,000,00010/03/1610/03/16OPNCP8020 CP - US Bank 220,000,000 0.3000 0.400

$2,682,931,785 $2,682,968,922

Corporate Bonds

$ 25,338,82410/07/1610/07/1602665WAA9 Honda - Floater $25,338,777 0.7900 1.157 14,144,39005/05/1705/05/1702665WAV3 HONDA 14,144,406 0.9600 0.950

4,846,19412/20/1609/20/1702665WAY7 Honda - Floater 4,845,944 0.9900 1.307 5,001,69811/06/1605/05/17037833AN0 Apple Inc - Floater 5,001,675 0.8000 0.858 7,123,27205/12/1705/12/17037833BB5 Apple Inc 7,123,148 0.7400 0.900 2,200,66211/13/1605/12/17037833BC3 Apple Inc - Floater 2,200,655 0.8200 0.867

17,029,80710/11/1601/10/17084664CA7 BERK - Floater 17,029,810 0.8200 0.815 4,004,64811/14/1608/14/17084664CB5 Berkshire - Floater 4,004,566 0.8100 0.942

15,052,91301/31/1701/31/17084670BD9 BERK 15,052,217 0.8500 1.900 5,002,18411/25/1611/25/1614912L5W7 CATC 5,002,134 0.7200 1.000 1,820,53003/03/1703/03/1714912L5Z0 CATC 1,820,521 0.9300 1.000 2,138,57912/06/1603/03/1714912L6H9 CATC - Floater 2,138,586 1.0200 0.975

15,644,60711/09/1611/09/16166764AJ9 CVX - Floater 15,644,617 0.9100 0.892 2,197,40411/22/1602/22/17166764AS9 CVX - Floater 2,197,443 1.2000 0.911 8,000,52611/01/1611/01/16191216BC3 KOC - Floater 8,000,519 0.7800 0.857 1,899,97411/01/1611/01/16191216BD1 KOC 1,899,974 0.7600 0.750 6,882,79210/11/1610/11/1624422ESD2 JDCC 6,882,783 0.6700 1.050 9,245,55810/11/1610/11/1624422ESE0 JDCC - Floater 9,245,544 0.7600 0.955 5,000,00012/01/1603/01/1724422ESV2 JDCC - Floater 5,000,000 0.9700 0.972

24,898,85912/15/1603/15/1730231GAB8 EXXON - Floater 24,898,877 0.9000 0.890 8,698,77611/15/1602/15/1736962G2F0 GECC - FLOATER 8,698,601 0.7500 0.987 8,201,70210/17/1610/17/1636962G5H3 GE BOND 8,201,531 0.8700 3.350 3,196,86503/15/1703/15/1736962G5S9 GE BOND 3,196,519 0.9600 2.450 2,002,72211/15/1605/15/1736962G7H1 GE Bond - Call Float 2,002,667 0.8800 1.097 2,656,61805/15/1705/15/1736962G7J7 GE BOND 2,656,548 0.8500 1.250 1,302,30205/15/1705/15/1736962G7J7A GE BOND 1,302,276 0.9700 1.250 1,999,11612/06/1603/03/1740428HPT3 HSBC - Floater 1,999,134 1.3900 1.285


20,391,38011/18/1608/18/17459200JD4 IBM - Float 20,390,149 0.8100 1.251 14,725,88111/28/1611/28/16478160BE3 JOHNSON - Floater 14,725,584 0.6700 0.899

5,001,62911/23/1611/23/1663743HEH1 National Rur - Float 5,001,585 0.9000 1.117 9,999,90804/24/1704/24/1763743HEM0 National Rural Bond 9,999,911 0.9500 0.950

10,012,86110/07/1607/07/1768389XAT2 ORACLE - Floater 10,012,646 0.6900 0.857 10,012,71010/07/1607/07/1768389XAT20 ORACLE - Floater 10,012,520 0.7000 0.857 11,412,15111/01/1611/01/1669349LAP3 PNCC BOND 11,412,112 0.9300 1.150 15,937,40501/27/1701/27/1769353RCG1 PNCC BOND 15,937,398 1.1200 1.125 18,014,66603/15/1703/15/1769371RK54 Paccar Financial 18,014,215 0.8400 1.600 14,326,67406/06/1706/06/1769371RL87 Paccar Financial 14,326,279 0.8300 1.100

5,004,52212/06/1606/06/1769371RL95 Paccar Fin.- FLOATER 5,004,507 0.8900 1.025 17,399,45111/15/1605/15/17717081DP5 PFIZER - Floater 17,399,224 0.8400 0.967

7,500,19411/04/1611/04/16742718EF2 PGC - Floater 7,500,191 0.8200 0.848 8,461,22706/26/1706/26/1788579YAE1 3M Company 8,461,094 0.7400 1.000


22,676,84811/15/1611/15/1691159HHB9 US Bancorp 22,675,866 0.9900 2.200 24,536,31405/15/1705/15/1791159HHD5 US Bancorp 24,534,531 0.9700 1.650 12,993,98012/15/1606/15/17929903DU3 WFC - Floater 12,994,077 1.1800 1.120 28,593,19912/15/1612/15/1694974BEZ9 Wells Fargo 28,592,233 1.0600 2.625 17,109,62705/08/1705/08/1794974BFD7 Wells Fargo 17,108,022 1.0400 2.100


6,804,07612/02/1606/02/1794974BFX3 Wells Fargo - Float 6,804,126 1.2400 1.139 11,568,76709/08/1709/08/1794974BGB0 Wells Fargo 11,568,430 1.2300 1.400 4,999,64912/08/1609/08/1794974BGC8 Wells Fargo - Float 4,999,655 1.1100 1.101

10,000,08110/19/1610/19/1694985HR48 Wells Fargo - Float 10,000,080 1.0100 1.027 9,999,59810/19/1610/19/1694985HY40 Wells Fargo - Float 9,999,607 0.8600 0.782

10,000,13910/13/1610/13/1694988EKG2 Wells Fargo - Float 10,000,138 0.8900 0.929 10,499,28910/13/1611/10/1694988ELS5 Wells Fargo - Float 10,499,293 0.9300 0.867 10,004,25711/03/1602/03/1794988EQA9 Wells Fargo - Float 10,004,158 1.0000 1.119 10,000,00010/14/1603/13/1794988EWX2 Wells Fargo - Float 10,000,000 0.9800 0.978


$652,831,255 $652,819,806

Money Market Funds

4



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

$ 347,630,47010/03/1610/03/16066922766 MMKT- Blackrock $347,630,470 0.4800 0.479 603,197,28910/03/1610/03/1631607A208 MMKT- Fidelity Instl 603,197,289 0.4900 0.494 626,911,23910/03/1610/03/1652470G791 MMKT- Western Asset 626,911,239 0.3000 0.305 173,531,91510/03/1610/03/16608919775 MMKT-Federated Prime 173,531,915 0.4800 0.478 456,465,42510/03/1610/03/1661747C707 MMKT- MS Government 456,465,425 0.3100 0.308 158,629,56910/03/1610/03/1661747C772 MMKT- Morgan Stanley 158,629,569 0.5100 0.512

$2,366,365,907 $2,366,365,907


$ 4,000,31912/28/1612/28/163130A0C65 FHLB - Debenture $4,000,317 0.5900 0.625 10,000,00010/28/1610/28/163130A6MW4 FHLB - Debenture 10,000,000 0.4000 0.400 10,000,60010/06/1609/06/173130A8DK6 FHLB - Floater 10,000,599 0.5700 0.573 10,000,00007/20/1707/20/173130A8L35 FHLB - Deb Callable 10,000,000 0.7500 0.750 24,997,56010/19/1612/19/173130A9JH5 FHLB - Floater 24,997,566 0.5300 0.521 24,843,26712/09/1612/09/16313371PV2 FHLB - Debenture 24,842,957 0.7200 1.625

5,000,08610/03/1610/03/16313375WR4 FHLB - Floater 5,000,086 0.5200 0.730 9,998,55205/09/1705/09/173133ECP40 FFCB- Deb Callable 9,998,561 0.6600 0.640 3,006,43206/28/1706/28/173133EDEB4 FFCB - Debenture 3,006,416 0.8100 1.100

19,959,20510/03/1601/09/183133EE3H1 FFCB - Floater 19,959,268 0.6600 0.500 24,939,39810/03/1608/06/183133EE5V8 FFCB - Floater 24,939,485 0.6800 0.550



9,995,46310/03/1603/30/173133EFFR3 FFCB - Floater 9,995,512 0.5500 0.460 19,999,63410/03/1610/20/163133EFKG1 FFCB - Floater 19,999,642 0.5600 0.530 25,001,52510/03/1612/28/163133EFLQ8 FFCB - Floater 25,001,519 0.5000 0.525 17,048,50710/04/1606/12/173133EFNP8 FFCB - Floater 17,048,513 0.5100 0.500 24,991,35210/03/1604/05/183133EFX77 FFCB - Floater 24,991,363 0.6700 0.650



4,500,06110/03/1610/03/163136FTBZ1 FNMA- Floater 4,500,060 0.5700 0.730 10,000,51910/14/1610/14/163137EADS5 FHLMC - Debenture 10,000,515 0.7400 0.875

$399,237,543 $399,237,601



$100,000,000 $100,000,000


$ 9,999,94011/30/1611/30/16912828G46 U.S. T-Note $9,999,940 0.5000 0.500 10,020,80710/31/1610/31/16912828LU2 U.S. T-Note 10,020,568 0.6700 3.125

$20,020,747 $20,020,508

$6,271,535,714

WAM:

WAL:

54

80





Notes:

a.

b.



$6,271,561,220

5


List of Investments as of August 31, 2016 (UNAUDITED)

IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

Bank Deposits

$ 50,131,44509/01/1609/01/16212121215 STAR Plus - FICA $50,131,445 0.3700 0.400

$50,131,445 $50,131,445

Commercial Paper

$ 15,000,00009/01/1609/01/1600280NJ19 Abbey $15,000,000 0.8600 0.000 4,999,91309/02/1609/02/1600280NJ27 Abbey 4,999,914 0.6300 0.000

14,997,59609/08/1609/08/1600280NJ84 Abbey 14,997,608 0.8400 0.000 9,997,17309/12/1609/12/1600280NJC5 Abbey 9,997,189 0.9400 0.000

14,995,53609/14/1609/14/1600280NJE1 Abbey 14,995,558 0.8400 0.000 9,995,43909/20/1609/20/1600280NJL5 Abbey 9,995,461 0.8800 0.000

14,989,07409/30/1609/30/1600280NJW1 Abbey 14,989,125 0.9200 0.000 14,987,29110/04/1610/04/1600280NK41 Abbey 14,987,350 0.9400 0.000

9,994,06110/06/1610/06/1600280NK66 Abbey 9,994,167 0.6100 0.000 19,978,49110/12/1610/12/1600280NKC3 Abbey 19,978,589 0.9600 0.000

4,994,03210/17/1610/17/1600280NKH2 Abbey 4,994,058 0.9500 0.000 9,990,37510/26/1610/26/1600280NKS8 Abbey 9,990,528 0.6300 0.000

14,977,01811/01/1611/01/1600280NL16 Abbey 14,977,125 0.9200 0.000 9,988,11411/07/1611/07/1600280NL73 Abbey 9,988,275 0.6400 0.000 4,992,02111/17/1611/17/1600280NLH1 Abbey 4,992,086 0.7400 0.000 9,977,75312/12/1612/12/1600280NMC1 Abbey 9,977,900 0.7900 0.000

14,929,59002/01/1702/01/1700280NP12 Abbey 14,929,875 1.1200 0.000 4,976,50302/07/1702/07/1700280NP79 Abbey 4,976,592 1.0800 0.000 4,977,86802/10/1702/10/1700280NPA2 Abbey 4,977,950 1.0000 0.000

14,922,21203/06/1703/06/1700280NQ60 Abbey 14,922,500 1.0200 0.000 9,944,37303/10/1703/10/1700280NQA1 Abbey 9,944,583 1.0700 0.000 9,944,11203/31/1703/31/1700280NQX1 Abbey 9,944,319 0.9600 0.000 9,939,21904/07/1704/07/1700280NR77 Abbey 9,939,444 1.0100 0.000 9,933,79804/13/1704/13/1700280NRD4 Abbey 9,934,044 1.0700 0.000 9,923,67204/21/1704/21/1700280NRM4 Abbey 9,923,956 1.2000 0.000


14,994,40709/16/1609/16/1606538BJG9 BTMUFJ 14,994,438 0.9100 0.000 14,990,78409/26/1609/26/1606538BJS3 BTMUFJ 14,990,833 0.9000 0.000 14,991,07910/05/1610/05/1606538BK51 BTMUFJ 14,991,217 0.6300 0.000

9,989,83710/11/1610/11/1606538BKB8 BTMUFJ 9,989,889 0.9300 0.000 9,991,07110/19/1610/19/1606538BKK8 BTMUFJ 9,991,200 0.6700 0.000 9,988,96010/27/1610/27/1606538BKT9 BTMUFJ 9,989,111 0.7100 0.000 9,981,81211/14/1611/14/1606538BLE1 BTMUFJ 9,981,911 0.9000 0.000 9,979,64211/21/1611/21/1606538BLM3 BTMUFJ 9,979,750 0.9200 0.000

11,973,29911/23/1611/23/1606538BLP6 BTMUFJ 11,973,440 0.9800 0.000 9,977,14011/29/1611/29/1606538BLV3 BTMUFJ 9,977,256 0.9400 0.000 9,973,32612/08/1612/08/1606538BM83 BTMUFJ 9,973,594 0.9900 0.000 9,970,11112/16/1612/16/1606538BMG5 BTMUFJ 9,970,261 1.0300 0.000

19,938,03812/21/1612/21/1606538BMM2 BTMUFJ 19,938,333 1.0200 0.000 9,962,06101/11/1701/11/1706538BNB5 BTMUFJ 9,962,233 1.0500 0.000 9,963,02001/17/1701/17/1706538BNH2 BTMUFJ 9,963,200 0.9800 0.000 9,955,19501/26/1701/26/1706538BNS8 BTMUFJ 9,955,492 1.1100 0.000 9,948,72603/02/1703/02/1706538BQ22 BTMUFJ 9,948,939 1.0300 0.000 9,943,61003/09/1703/09/1706538BQ97 BTMUFJ 9,943,825 1.0900 0.000 4,972,67803/14/1703/14/1706538BQE6 BTMUFJ 4,972,786 1.0300 0.000

19,881,36103/17/1703/17/1706538BQH9 BTMUFJ 19,881,800 1.1000 0.000 9,939,15503/22/1703/22/1706538BQN6 BTMUFJ 9,939,400 1.0900 0.000 9,937,05303/31/1703/31/1706538BQX4 BTMUFJ 9,937,286 1.0800 0.000 9,934,96504/07/1704/07/1706538BR70 BTMUFJ 9,935,206 1.0700 0.000 9,929,74104/14/1704/14/1706538BRE5 BTMUFJ 9,930,000 1.1400 0.000 9,909,14705/04/1705/04/1706538BS46 BTMUFJ 9,909,486 1.3600 0.000





9,949,98103/15/1703/15/1713607EQF9 Canadian Imp Holding 9,950,167 0.9400 0.000 14,908,33503/21/1703/21/1713607EQM4 Canadian Imp Holding 14,908,713 1.1000 0.000 14,913,68104/04/1704/04/1713607ER43 Canadian Imp Holding 14,914,000 0.9800 0.000

9,935,04704/13/1704/13/1713607ERD3 Canadian Imp Holding 9,935,289 1.0600 0.000 9,997,58509/20/1609/20/1614912DJL4 CAT Financial 9,997,625 0.4600 0.000 9,994,23810/12/1610/12/1614912DKC2 CAT Financial 9,994,306 0.5100 0.000

19,988,20510/13/1610/13/1614912DKD0 CAT Financial 19,988,333 0.5200 0.000

1




IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,998,79909/06/1609/06/1621687AJ61 Rabobank 9,998,806 0.8800 0.000 9,996,63809/15/1609/15/1621687AJF1 Rabobank 9,996,656 0.8800 0.000

14,990,95009/28/1609/28/1621687AJU8 Rabobank 14,991,000 0.8100 0.000 9,991,59810/06/1610/06/1621687AK69 Rabobank 9,991,639 0.8800 0.000 9,991,85610/07/1610/07/1621687AK77 Rabobank 9,991,900 0.8300 0.000 9,989,33410/13/1610/13/1621687AKD4 Rabobank 9,989,383 0.9300 0.000 4,994,66010/14/1610/14/1621687AKE2 Rabobank 4,994,685 0.9100 0.000 9,988,52210/18/1610/18/1621687AKJ1 Rabobank 9,988,576 0.8900 0.000 9,987,28410/20/1610/20/1621687AKL6 Rabobank 9,987,342 0.9500 0.000 9,986,98410/24/1610/24/1621687AKQ5 Rabobank 9,987,044 0.9000 0.000 9,985,47010/27/1610/27/1621687AKT9 Rabobank 9,985,533 0.9500 0.000

14,977,92111/02/1611/02/1621687AL27 Rabobank 14,978,042 0.8700 0.000 9,982,52211/18/1611/18/1621687ALJ0 Rabobank 9,982,667 0.8100 0.000 9,974,98812/07/1612/07/1621687AM75 Rabobank 9,975,211 0.9400 0.000 9,964,81401/09/1701/09/1721687AN90 Rabobank 9,964,972 0.9900 0.000 9,965,18801/13/1701/13/1721687AND1 Rabobank 9,965,383 0.9400 0.000 4,976,81802/06/1702/06/1721687AP64 Rabobank 4,976,958 1.0700 0.000 9,949,35202/16/1702/16/1721687APG2 Rabobank 9,949,600 1.1000 0.000 9,954,16702/21/1702/21/1721687APM9 Rabobank 9,954,347 0.9700 0.000 9,952,31202/28/1702/28/1721687APU1 Rabobank 9,952,500 0.9700 0.000

19,893,43903/16/1703/16/1721687AQG1 Rabobank 19,893,833 0.9900 0.000 9,933,00303/20/1703/20/1721687AQL0 Rabobank 9,933,333 1.2300 0.000 9,948,38403/28/1703/28/1721687AQU0 Rabobank 9,948,578 0.9100 0.000 9,941,04404/07/1704/07/1721687AR70 Rabobank 9,941,261 0.9900 0.000 4,964,72004/17/1704/17/1721687ARH8 Rabobank 4,964,850 1.1300 0.000 4,962,98104/24/1704/24/1721687ARQ8 Rabobank 4,963,118 1.1600 0.000

10,000,00009/01/1609/01/1622533TJ15 CACPNY 10,000,000 0.5100 0.000 14,998,92009/06/1609/06/1622533TJ64 CACPNY 14,998,938 0.5200 0.000 24,997,48609/08/1609/08/1622533TJ80 CACPNY 24,997,531 0.5300 0.000 14,997,50609/13/1609/13/1622533TJD9 CACPNY 14,997,550 0.5000 0.000

9,998,06209/15/1609/15/1622533TJF4 CACPNY 9,998,094 0.5000 0.000 19,994,42009/20/1609/20/1622533TJL1 CACPNY 19,994,511 0.5300 0.000 19,993,83109/22/1609/22/1622533TJN7 CACPNY 19,993,933 0.5300 0.000

9,987,99610/28/1610/28/1622533TKU9 CACPNY 9,988,125 0.7600 0.000 9,985,41311/01/1611/01/1622533TL12 CACPNY 9,985,597 0.8600 0.000 9,985,31911/03/1611/03/1622533TL38 CACPNY 9,985,475 0.8400 0.000 9,983,93111/09/1611/09/1622533TL95 CACPNY 9,984,092 0.8400 0.000 9,981,10411/14/1611/14/1622533TLE4 CACPNY 9,981,294 0.9300 0.000 9,981,24511/16/1611/16/1622533TLG9 CACPNY 9,981,422 0.8900 0.000 9,977,30211/29/1611/29/1622533TLV6 CACPNY 9,977,503 0.9300 0.000 9,975,77512/01/1612/01/1622533TM11 CACPNY 9,975,986 0.9700 0.000 9,974,44012/05/1612/05/1622533TM52 CACPNY 9,974,667 0.9800 0.000 9,973,36112/08/1612/08/1622533TM86 CACPNY 9,973,594 0.9800 0.000 9,971,45512/14/1612/14/1622533TME3 CACPNY 9,971,689 1.0000 0.000 9,964,47201/06/1701/06/1722533TN69 CACPNY 9,964,722 1.0200 0.000 9,961,14101/18/1701/18/1722533TNJ1 CACPNY 9,961,389 1.0200 0.000 9,947,12502/07/1702/07/1722533TP75 CACPNY 9,947,442 1.2100 0.000 9,944,36902/14/1702/14/1722533TPE0 CACPNY 9,944,667 1.2200 0.000 9,941,68002/22/1702/22/1722533TPN0 CACPNY 9,942,000 1.2200 0.000 9,938,16103/03/1703/03/1722533TQ33 CACPNY 9,938,492 1.2300 0.000 9,936,29203/07/1703/07/1722533TQ74 CACPNY 9,936,628 1.2500 0.000 9,931,20703/22/1703/22/1722533TQN9 CACPNY 9,931,544 1.2500 0.000 9,963,29001/04/1701/04/1725214T3V5 Dexia Credit 9,963,542 1.0700 0.000

19,992,43809/29/1609/29/1636960LJV8 GECO 19,992,533 0.4900 0.000 14,999,70209/02/1609/02/164497W0J25 ING Funding 14,999,704 0.7200 0.000 13,197,70109/12/1609/12/164497W0JC3 ING Funding 13,197,741 0.5700 0.000 14,989,26410/03/1610/03/164497W0K31 ING Funding 14,989,333 0.8100 0.000 19,968,67911/03/1611/03/164497W0L30 ING Funding 19,968,850 0.9100 0.000

9,983,34511/07/1611/07/164497W0L71 ING Funding 9,983,436 0.9100 0.000 9,981,32311/16/1611/16/164497W0LG1 ING Funding 9,981,422 0.9000 0.000 9,978,62412/02/1612/02/164497W0M21 ING Funding 9,978,789 0.8400 0.000 9,977,46912/07/1612/07/164497W0M70 ING Funding 9,977,636 0.8400 0.000 9,975,85212/14/1612/14/164497W0ME5 ING Funding 9,976,022 0.8400 0.000 9,971,29412/19/1612/19/164497W0MK1 ING Funding 9,971,539 0.9600 0.000 9,962,84601/19/1701/19/174497W0NK0 ING Funding 9,963,056 0.9700 0.000 9,957,76801/23/1701/23/174497W0NP9 ING Funding 9,958,000 1.0700 0.000 9,955,24601/26/1701/26/174497W0NS3 ING Funding 9,955,492 1.1100 0.000 4,975,42702/01/1702/01/174497W0P10 ING Funding 4,975,563 1.1700 0.000 9,953,12402/02/1702/02/174497W0P28 ING Funding 9,953,372 1.1100 0.000 9,952,79702/06/1702/06/174497W0P69 ING Funding 9,953,039 1.0900 0.000 9,950,10002/09/1702/09/174497W0P93 ING Funding 9,950,358 1.1300 0.000 9,948,71802/15/1702/15/174497W0PF9 ING Funding 9,948,972 1.1200 0.000 9,944,31702/17/1702/17/174497W0PH5 ING Funding 9,944,606 1.2000 0.000 9,945,29502/23/1702/23/174497W0PP7 ING Funding 9,945,556 1.1400 0.000 9,940,36803/01/1703/01/174497W0Q19 ING Funding 9,940,672 1.2000 0.000 4,953,09205/12/1705/12/174497W0SC3 ING Funding 4,953,265 1.3600 0.000 9,906,49905/15/1705/15/174497W0SF6 ING Funding 9,906,844 1.3400 0.000

2



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

14,997,91409/07/1609/07/1646640PJ79 JPM SEC 14,997,925 0.8500 0.000 9,992,12210/05/1610/05/1646640PK51 JPM SEC 9,992,161 0.8500 0.000 4,995,14110/11/1610/11/1646640PKB8 JPM SEC 4,995,167 0.8900 0.000 9,987,85110/21/1610/21/1646640PKM4 JPM SEC 9,987,917 0.8900 0.000






14,909,60804/03/1704/03/1746640PR39 JPM SEC 14,909,942 1.0300 0.000 9,938,61204/07/1704/07/1746640PR70 JPM SEC 9,938,839 1.0300 0.000 9,935,62904/11/1704/11/1746640PRB1 JPM SEC 9,935,867 1.0500 0.000 4,966,16104/18/1704/18/1746640PRJ4 JPM SEC 4,966,286 1.0700 0.000 9,000,00009/01/1609/01/16565656568A CP - US Bank 9,000,000 0.3000 0.400 9,992,47110/17/1610/17/1663873JKH2 Natixis 9,992,589 0.5900 0.000 9,988,41410/26/1610/26/1663873JKS8 Natixis 9,988,542 0.7600 0.000 9,984,82511/02/1611/02/1663873JL24 Natixis 9,985,017 0.8800 0.000 9,984,35511/08/1611/08/1663873JL81 Natixis 9,984,511 0.8300 0.000 9,981,67411/15/1611/15/1663873JLF5 Natixis 9,981,875 0.8700 0.000 9,982,29911/17/1611/17/1663873JLH1 Natixis 9,982,461 0.8300 0.000 9,981,15711/22/1611/22/1663873JLN8 Natixis 9,981,322 0.8300 0.000 9,978,52711/28/1611/28/1663873JLU2 Natixis 9,978,733 0.8800 0.000 9,976,81312/02/1612/02/1663873JM23 Natixis 9,977,000 0.9200 0.000 9,972,27312/09/1612/09/1663873JM98 Natixis 9,972,500 1.0200 0.000 9,971,16012/13/1612/13/1663873JMD9 Natixis 9,971,389 1.0200 0.000 9,969,48812/19/1612/19/1663873JMK3 Natixis 9,969,722 1.0200 0.000 9,966,10401/04/1701/04/1763873JN48 Natixis 9,966,319 0.9900 0.000 9,963,70501/05/1701/05/1763873JN55 Natixis 9,963,950 1.0500 0.000 9,962,42001/12/1701/12/1763873JNC0 Natixis 9,962,686 1.0300 0.000 9,959,49001/17/1701/17/1763873JNH9 Natixis 9,959,750 1.0700 0.000 9,958,62001/20/1701/20/1763873JNL0 Natixis 9,958,875 1.0700 0.000 9,957,45201/24/1701/24/1763873JNQ9 Natixis 9,957,708 1.0700 0.000 9,955,68001/30/1701/30/1763873JNW6 Natixis 9,955,958 1.0700 0.000


5,000,00011/30/1605/26/1789233APX1 Toyota Motor - Float 5,000,000 1.0900 1.089 9,996,47909/19/1609/19/1689233GJK3 Toyota Motor Credit 9,996,500 0.7100 0.000 9,996,03209/21/1609/21/1689233GJM9 Toyota Motor Credit 9,996,056 0.7200 0.000 9,992,04010/18/1610/18/1689233GKJ4 Toyota Motor Credit 9,992,167 0.6000 0.000

14,982,01610/24/1610/24/1689233GKQ8 Toyota Motor Credit 14,982,113 0.8300 0.000 9,975,20512/05/1612/05/1689233GM52 Toyota Motor Credit 9,975,458 0.9500 0.000 9,970,44612/16/1612/16/1689233GMG8 Toyota Motor Credit 9,970,556 1.0200 0.000 9,969,30612/19/1612/19/1689233GMK9 Toyota Motor Credit 9,969,419 1.0300 0.000 4,983,96101/11/1701/11/1789233GNB8 Toyota Motor Credit 4,984,050 0.8800 0.000

14,942,62002/02/1702/02/1789233GP26 Toyota Motor Credit 14,942,892 0.9100 0.000 9,949,94603/07/1703/07/1789233GQ74 Toyota Motor Credit 9,950,133 0.9800 0.000 9,944,79603/20/1703/20/1789233GQL3 Toyota Motor Credit 9,945,000 1.0100 0.000 9,941,75803/31/1703/31/1789233GQX7 Toyota Motor Credit 9,941,975 1.0100 0.000 9,937,68304/06/1704/06/1789233GR65 Toyota Motor Credit 9,937,914 1.0500 0.000 9,998,07909/09/1609/09/1690262CJ99 UBS Financial 9,998,089 0.8800 0.000 9,997,23709/12/1609/12/1690262CJC2 UBS Financial 9,997,250 0.9200 0.000 9,997,08509/13/1609/13/1690262CJD0 UBS Financial 9,997,100 0.8900 0.000

11,997,35909/14/1609/14/1690262CJE8 UBS Financial 11,997,400 0.6100 0.000 4,998,17909/16/1609/16/1690262CJG3 UBS Financial 4,998,188 0.8900 0.000 4,996,73509/27/1609/27/1690262CJT5 UBS Financial 4,996,750 0.9200 0.000

180,000,00009/01/1609/01/16OPNCP8020 CP - US Bank 180,000,000 0.3000 0.400

$2,602,367,010 $2,602,402,257

Corporate Bonds

3



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

$ 25,347,94610/07/1610/07/1602665WAA9 Honda - Floater $25,347,660 0.7500 1.157 4,000,03709/02/1609/02/1602665WAJ0 Honda - Floater 4,000,034 0.6600 0.811 5,001,93411/06/1605/05/17037833AN0 Apple Inc - Floater 5,001,908 0.8000 0.858 7,124,25005/12/1705/12/17037833BB5 Apple Inc 7,124,110 0.7400 0.900 2,200,75111/13/1605/12/17037833BC3 Apple Inc - Floater 2,200,743 0.8200 0.867

17,029,74910/11/1601/10/17084664CA7 BERK - Floater 17,029,753 0.8200 0.815 15,065,92401/31/1701/31/17084670BD9 BERK 15,065,057 0.8500 1.900

8,000,90009/06/1609/06/1614912L5S6 CATC 8,000,886 0.5500 1.350 5,003,37611/25/1611/25/1614912L5W7 CATC 5,003,298 0.7100 1.000 1,820,63303/03/1703/03/1714912L5Z0 CATC 1,820,623 0.9300 1.000 2,138,49709/06/1603/03/1714912L6H9 CATC - Floater 2,138,505 0.8700 0.821

15,644,30511/09/1611/09/16166764AJ9 CVX - Floater 15,644,323 0.9100 0.892 2,196,86411/22/1602/22/17166764AS9 CVX - Floater 2,196,911 1.2000 0.911 8,001,03511/01/1611/01/16191216BC3 KOC - Floater 8,001,021 0.7800 0.857 1,899,94811/01/1611/01/16191216BD1 KOC 1,899,949 0.7600 0.750 6,103,00809/15/1609/15/1624422ERF8 JDCC 6,102,965 0.5900 1.850 6,885,17010/11/1610/11/1624422ESD2 JDCC 6,885,134 0.6400 1.050 9,247,23310/11/1610/11/1624422ESE0 JDCC - Floater 9,247,177 0.7500 0.955 5,000,00009/01/1603/01/1724422ESV2 JDCC - Floater 5,000,000 0.8000 0.803

24,898,65209/15/1603/15/1730231GAB8 EXXON - Floater 24,898,673 0.7000 0.693 8,700,47911/15/1602/15/1736962G2F0 GECC - FLOATER 8,700,266 0.7500 0.987 8,219,89310/17/1610/17/1636962G5H3 GE BOND 8,219,402 0.7200 3.350 3,200,84003/15/1703/15/1736962G5S9 GE BOND 3,200,431 0.9600 2.450 2,003,08311/15/1605/15/1736962G7H1 GE Bond - Call Float 2,003,021 0.8800 1.097 2,657,49605/15/1705/15/1736962G7J7 GE BOND 2,657,417 0.8500 1.250 1,302,60805/15/1705/15/1736962G7J7A GE BOND 1,302,578 0.9700 1.250 1,998,94209/06/1603/03/1740428HPT3 HSBC - Floater 1,998,964 1.2300 1.131

21,589,52106/23/1706/23/1740434CAA3 HSBC 21,589,578 1.3600 1.300 1,746,12909/23/1606/23/1740434CAB1 HSBC - Floater 1,746,190 1.2100 0.942 4,721,78211/28/1611/28/16478160BE3 JOHNSON - Floater 4,721,734 0.6000 0.744 5,002,55011/23/1611/23/1663743HEH1 National Rur - Float 5,002,482 0.9000 1.117

10,014,24310/07/1607/07/1768389XAT2 ORACLE - Floater 10,014,006 0.6900 0.857 10,014,07710/07/1607/07/1768389XAT20 ORACLE - Floater 10,013,866 0.7000 0.857

3,051,01809/06/1609/06/1669349LAN8 PNCC BOND 3,051,000-1.0500 1.300 11,414,23311/01/1611/01/1669349LAP3 PNCC BOND 11,414,156 0.9300 1.150 15,937,50701/27/1701/27/1769353RCG1 PNCC BOND 15,937,499 1.1200 1.125 18,026,06003/15/1703/15/1769371RK54 Paccar Financial 18,025,527 0.8400 1.600 14,329,90106/06/1706/06/1769371RL87 Paccar Financial 14,329,458 0.8300 1.100

5,005,06909/06/1606/06/1769371RL95 Paccar Fin.- FLOATER 5,005,053 0.7400 0.870 11,309,26211/15/1605/15/17717081DP5 PFIZER - Floater 11,309,114 0.8500 0.967 7,500,36511/04/1611/04/16742718EF2 PGC - Floater 7,500,360 0.8200 0.848 8,463,04406/26/1706/26/1788579YAE1 3M Company 8,462,895 0.7400 1.000 4,700,04009/23/1609/23/1689236TBU8 Toyota Motor - Float 4,700,039 0.7300 0.742

14,174,73609/01/1609/23/1689236TBV6 Toyota Motor - Float 14,174,742 0.6800 0.650 14,878,52501/30/1701/30/1790331HMC4 US Bank 14,878,379 0.9600 1.100

3,759,68710/29/1601/30/1790331HMD2 US BANK - Floater 3,759,694 1.0000 0.982 17,238,67909/26/1609/26/1690521APG7 MUFG Union Bk- Float 17,238,583 1.1000 1.390

6,302,02409/26/1609/26/1690521APH5 MUFG Union Bank 6,301,985 1.0400 1.500 22,700,07911/15/1611/15/1691159HHB9 US Bancorp 22,698,444 0.9800 2.200 24,550,29405/15/1705/15/1791159HHD5 US Bancorp 24,548,274 0.9700 1.650 12,993,27709/15/1606/15/17929903DU3 WFC - Floater 12,993,385 0.9900 0.923 28,630,47912/15/1612/15/1694974BEZ9 Wells Fargo 28,629,127 1.0500 2.625 17,124,64405/08/1705/08/1794974BFD7 Wells Fargo 17,122,820 1.0400 2.100


6,803,47109/02/1606/02/1794974BFX3 Wells Fargo - Float 6,803,527 1.0900 0.986 2,999,92809/19/1609/19/1694985HR30 Wells Fargo - Float 2,999,930 0.8600 0.817



5,000,00009/21/1606/21/1794988EX52 Wells Fargo - Float 5,000,000 1.0400 1.044 9,994,17709/15/1606/15/1794988J2L0 Wells Fargo - Float 9,994,283 0.9800 0.913

$624,093,400 $624,081,372

Money Market Funds

$ 662,415,08509/01/1609/01/16066922766 MMKT- Blackrock $662,415,085 0.4000 0.398 662,356,45309/01/1609/01/1631607A208 MMKT- Fidelity Instl 662,356,453 0.4200 0.420 581,991,01809/01/1609/01/1652470G791 MMKT- Western Asset 581,991,018 0.3000 0.304 530,439,10509/01/1609/01/16608919775 MMKT-Federated Prime 530,439,105 0.4100 0.414

10,090,83009/01/1609/01/1661747C707 MMKT- MS Government 10,090,830 0.2700 0.275 343,505,56409/01/1609/01/1661747C772 MMKT- Morgan Stanley 343,505,564 0.3800 0.376

$2,790,798,055 $2,790,798,055

4



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

Federal Agency Discount Notes

$ 34,994,10309/16/1609/16/16313384G29 FHLB Discount Note $34,994,167 0.4100 0.000

$34,994,103 $34,994,167


$ 4,000,42812/28/1612/28/163130A0C65 FHLB - Debenture $4,000,426 0.5900 0.625 20,000,00009/09/1609/09/163130A6BD8 FHLB - Debenture 20,000,000 0.5100 0.510 10,000,00010/28/1610/28/163130A6MW4 FHLB - Debenture 10,000,000 0.4000 0.400

9,999,66409/30/1609/30/163130A7NP6 FHLB - Debenture 9,999,669 0.5400 0.500 10,000,65309/06/1609/06/173130A8DK6 FHLB - Floater 10,000,652 0.5400 0.548 10,000,00007/20/1707/20/173130A8L35 FHLB - Deb Callable 10,000,000 0.7500 0.750 24,862,07812/09/1612/09/16313371PV2 FHLB - Debenture 24,861,635 0.7100 1.625

5,001,38009/01/1610/03/16313375WR4 FHLB - Floater 5,001,374 0.4300 0.730 9,998,35405/09/1705/09/173133ECP40 FFCB- Deb Callable 9,998,364 0.6600 0.640

19,800,61509/01/1609/19/163133ED2E1 FFCB - Floater 19,800,612 0.4700 0.530 3,007,14706/28/1706/28/173133EDEB4 FFCB - Debenture 3,007,129 0.8100 1.100

19,956,57309/01/1601/09/183133EE3H1 FFCB - Floater 19,956,640 0.6600 0.500 9,987,17509/02/1602/02/183133EEMH0 FFCB - Floater 9,987,214 0.6300 0.546

14,976,29109/01/1606/01/183133EEQ78 FFCB - Floater 14,976,357 0.6300 0.540 9,998,94709/01/1608/21/173133EF3X3 FFCB - Floater 9,998,968 0.6000 0.590

19,994,10509/01/1608/21/173133EFAL1 FFCB - Floater 19,994,113 0.5000 0.470 29,995,22909/01/1605/26/173133EFAY3 FFCB - Floater 29,995,244 0.5000 0.480



20,000,00003/09/1703/09/173134G8LG2 FHLMC - Deb Callable 20,000,000 0.7500 0.750 15,009,54609/28/1609/28/163135G0CM3 FNMA - Debenture 15,009,519 0.4000 1.250 10,000,00009/20/1612/20/173135G0L27 FNMA- Floater 10,000,000 0.6000 0.597


$414,126,275 $414,126,091


$ 40,000,00009/01/1609/01/16RP080416 Repurchase Agreement $40,000,000 0.3200 0.320 40,000,00009/01/1609/01/16RT083116 Repurchase Agreement 40,000,000 0.3000 0.300

$80,000,000 $80,000,000


$ 9,999,91011/30/1611/30/16912828G46 U.S. T-Note $9,999,910 0.5000 0.500 10,041,61510/31/1610/31/16912828LU2 U.S. T-Note 10,041,135 0.6300 3.125 10,001,52009/15/1609/15/16912828VW7 U.S. T-Note 10,001,510 0.5000 0.875

$30,043,045 $30,042,556

$6,626,553,332

WAM:

WAL:

51

72





Notes:

a.

b.



$6,626,575,943

5


List of Investments as of July 31, 2016 (UNAUDITED)

IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

Bank Deposits

$ 50,114,99608/02/1608/02/16212121215 STAR Plus - FICA $50,114,996 0.3700 0.400

$50,114,996 $50,114,996

Commercial Paper

$ 14,994,84508/16/1608/16/1600280NHG8 ABBY $14,994,875 0.8400 0.000 24,987,71208/23/1608/23/1600280NHP8 ABBY 24,987,778 0.8100 0.000 14,991,30708/26/1608/26/1600280NHS2 ABBY 14,991,354 0.8500 0.000 14,989,03609/01/1609/01/1600280NJ19 ABBY 14,989,150 0.8600 0.000

4,997,22609/02/1609/02/1600280NJ27 ABBY 4,997,244 0.6300 0.000 14,986,95009/08/1609/08/1600280NJ84 ABBY 14,987,017 0.8400 0.000

9,989,20709/12/1609/12/1600280NJC5 ABBY 9,989,267 0.9400 0.000 14,984,89209/14/1609/14/1600280NJE1 ABBY 14,984,967 0.8400 0.000

9,987,99609/20/1609/20/1600280NJL5 ABBY 9,988,056 0.8800 0.000 14,977,39409/30/1609/30/1600280NJW1 ABBY 14,977,500 0.9200 0.000 14,975,35310/04/1610/04/1600280NK41 ABBY 14,975,467 0.9400 0.000 19,962,22810/12/1610/12/1600280NKC3 ABBY 19,962,400 0.9600 0.000

4,990,00910/17/1610/17/1600280NKH2 ABBY 4,990,054 0.9500 0.000 14,965,33911/01/1611/01/1600280NL16 ABBY 14,965,500 0.9200 0.000

4,988,80811/17/1611/17/1600280NLH1 ABBY 4,988,900 0.7400 0.000 9,970,99112/12/1612/12/1600280NMC1 ABBY 9,971,183 0.7900 0.000

14,915,32402/01/1702/01/1700280NP12 ABBY 14,915,667 1.1200 0.000 4,971,92202/07/1702/07/1700280NP79 ABBY 4,972,028 1.0800 0.000 4,973,63302/10/1702/10/1700280NPA2 ABBY 4,973,731 1.0000 0.000

14,909,24703/06/1703/06/1700280NQ60 ABBY 14,909,583 1.0200 0.000 9,935,29703/10/1703/10/1700280NQA1 ABBY 9,935,542 1.0700 0.000 9,935,90103/31/1703/31/1700280NQX1 ABBY 9,936,139 0.9600 0.000 9,930,57604/07/1704/07/1700280NR77 ABBY 9,930,833 1.0100 0.000 9,924,63704/13/1704/13/1700280NRD4 ABBY 9,924,917 1.0700 0.000 9,913,47304/21/1704/21/1700280NRM4 ABBY 9,913,794 1.2000 0.000

14,999,73008/02/1608/02/1606538BH22 BTMUFJ 14,999,733 0.6500 0.000 14,996,68808/11/1608/11/1606538BHB2 BTMUFJ 14,996,708 0.8000 0.000

9,997,98708/16/1608/16/1606538BHG1 BTMUFJ 9,998,083 0.4700 0.000 9,993,65908/29/1608/29/1606538BHV8 BTMUFJ 9,993,700 0.8200 0.000

14,982,84909/16/1609/16/1606538BJG9 BTMUFJ 14,982,942 0.9100 0.000 14,979,35609/26/1609/26/1606538BJS3 BTMUFJ 14,979,467 0.9000 0.000

9,981,96110/11/1610/11/1606538BKB8 BTMUFJ 9,982,053 0.9300 0.000 9,974,19211/14/1611/14/1606538BLE1 BTMUFJ 9,974,333 0.9000 0.000 9,971,85111/21/1611/21/1606538BLM3 BTMUFJ 9,972,000 0.9200 0.000


19,920,73412/21/1612/21/1606538BMM2 BTMUFJ 19,921,111 1.0200 0.000 9,953,15101/11/1701/11/1706538BNB5 BTMUFJ 9,953,364 1.0500 0.000 9,954,71201/17/1701/17/1706538BNH2 BTMUFJ 9,954,933 0.9800 0.000 9,939,99303/02/1703/02/1706538BQ22 BTMUFJ 9,940,242 1.0300 0.000 9,934,36103/09/1703/09/1706538BQ97 BTMUFJ 9,934,611 1.0900 0.000 4,968,31203/14/1703/14/1706538BQE6 BTMUFJ 4,968,438 1.0300 0.000

19,862,69103/17/1703/17/1706538BQH9 BTMUFJ 19,863,200 1.1000 0.000 9,929,81703/22/1703/22/1706538BQN6 BTMUFJ 9,930,100 1.0900 0.000 9,927,80503/31/1703/31/1706538BQX4 BTMUFJ 9,928,072 1.0800 0.000 9,925,71704/07/1704/07/1706538BR70 BTMUFJ 9,925,992 1.0700 0.000 9,920,06104/14/1704/14/1706538BRE5 BTMUFJ 9,920,356 1.1400 0.000





9,942,02903/15/1703/15/1713607EQF9 Canadian Imp Holding 9,942,244 0.9400 0.000 14,894,19803/21/1703/21/1713607EQM4 Canadian Imp Holding 14,894,633 1.1000 0.000 14,901,23604/04/1704/04/1713607ER43 Canadian Imp Holding 14,901,600 0.9800 0.000

9,926,05804/13/1704/13/1713607ERD3 Canadian Imp Holding 9,926,333 1.0600 0.000 9,993,64609/20/1609/20/1614912DJL4 CAT Financial 9,993,750 0.4600 0.000 9,989,88110/12/1610/12/1614912DKC2 CAT Financial 9,990,000 0.5100 0.000

19,979,49910/13/1610/13/1614912DKD0 CAT Financial 19,979,722 0.5200 0.000 14,999,09408/04/1608/04/1621687AH48 Rabobank 14,999,100 0.7300 0.000 14,997,24608/10/1608/10/1621687AHA4 Rabobank 14,997,263 0.7400 0.000 24,989,94508/19/1608/19/1621687AHK2 Rabobank 24,990,000 0.8100 0.000

9,991,35209/06/1609/06/1621687AJ61 Rabobank 9,991,400 0.8800 0.000

1




IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,989,19309/15/1609/15/1621687AJF1 Rabobank 9,989,250 0.8800 0.000 14,980,55909/28/1609/28/1621687AJU8 Rabobank 14,980,667 0.8100 0.000

9,984,15610/06/1610/06/1621687AK69 Rabobank 9,984,233 0.8800 0.000 9,984,84310/07/1610/07/1621687AK77 Rabobank 9,984,925 0.8300 0.000 9,981,46210/13/1610/13/1621687AKD4 Rabobank 9,981,547 0.9300 0.000 4,990,81110/14/1610/14/1621687AKE2 Rabobank 4,990,853 0.9100 0.000 9,980,95210/18/1610/18/1621687AKJ1 Rabobank 9,981,042 0.8900 0.000 9,979,23910/20/1610/20/1621687AKL6 Rabobank 9,979,333 0.9500 0.000 9,979,37210/24/1610/24/1621687AKQ5 Rabobank 9,979,467 0.9000 0.000 9,977,42610/27/1610/27/1621687AKT9 Rabobank 9,977,525 0.9500 0.000

14,966,88211/02/1611/02/1621687AL27 Rabobank 14,967,063 0.8700 0.000 9,975,57611/18/1611/18/1621687ALJ0 Rabobank 9,975,778 0.8100 0.000 9,956,42301/09/1701/09/1721687AN90 Rabobank 9,956,619 0.9900 0.000 9,957,13401/13/1701/13/1721687AND1 Rabobank 9,957,375 0.9400 0.000 9,940,00602/16/1702/16/1721687APG2 Rabobank 9,940,300 1.1000 0.000 9,945,95402/21/1702/21/1721687APM9 Rabobank 9,946,167 0.9700 0.000 9,944,09802/28/1702/28/1721687APU1 Rabobank 9,944,319 0.9700 0.000

19,876,58503/16/1703/16/1721687AQG1 Rabobank 19,877,042 0.9900 0.000 9,940,69103/28/1703/28/1721687AQU0 Rabobank 9,940,914 0.9100 0.000 9,932,66004/07/1704/07/1721687AR70 Rabobank 9,932,908 0.9900 0.000 4,959,92304/17/1704/17/1721687ARH8 Rabobank 4,960,071 1.1300 0.000 4,958,09804/24/1704/24/1721687ARQ8 Rabobank 4,958,253 1.1600 0.000 9,999,75008/03/1608/03/1622533TH33 CACPNY 9,999,761 0.4400 0.000

19,998,96908/05/1608/05/1622533TH58 CACPNY 19,999,044 0.4400 0.000 24,997,49708/09/1608/09/1622533TH90 CACPNY 24,997,589 0.4400 0.000

9,998,72608/11/1608/11/1622533THB5 CACPNY 9,998,806 0.4300 0.000 9,997,93308/17/1608/17/1622533THH2 CACPNY 9,998,000 0.4600 0.000 9,997,80608/18/1608/18/1622533THJ8 CACPNY 9,997,875 0.4600 0.000 9,997,30008/22/1608/22/1622533THN9 CACPNY 9,997,375 0.4600 0.000 9,996,92108/25/1608/25/1622533THR0 CACPNY 9,997,000 0.4600 0.000 9,996,40808/29/1608/29/1622533THV1 CACPNY 9,996,500 0.4600 0.000 9,996,28208/30/1608/30/1622533THW9 CACPNY 9,996,375 0.4600 0.000 9,996,26008/31/1608/31/1622533THX7 CACPNY 9,996,333 0.4500 0.000 9,995,62009/01/1609/01/1622533TJ15 CACPNY 9,995,694 0.5100 0.000

14,992,22309/06/1609/06/1622533TJ64 CACPNY 14,992,350 0.5200 0.000 24,986,35109/08/1609/08/1622533TJ80 CACPNY 24,986,594 0.5300 0.000 14,991,06409/13/1609/13/1622533TJD9 CACPNY 14,991,221 0.5000 0.000

9,993,76909/15/1609/15/1622533TJF4 CACPNY 9,993,875 0.5000 0.000 19,985,31509/20/1609/20/1622533TJL1 CACPNY 19,985,556 0.5300 0.000 19,984,72309/22/1609/22/1622533TJN7 CACPNY 19,984,978 0.5300 0.000

9,981,46710/28/1610/28/1622533TKU9 CACPNY 9,981,667 0.7600 0.000 19,984,06509/29/1609/29/1636960LJV8 GECO 19,984,267 0.4900 0.000

7,599,82208/03/1608/03/1638480JH34 GWW 7,599,831 0.4000 0.000 9,999,17608/08/1608/08/1638480JH83 GWW 9,999,222 0.4100 0.000

14,990,45609/02/1609/02/164497W0J25 ING Funding 14,990,533 0.7200 0.000 13,191,22209/12/1609/12/164497W0JC3 ING Funding 13,191,376 0.5700 0.000 14,978,86410/03/1610/03/164497W0K31 ING Funding 14,979,000 0.8100 0.000 19,953,26711/03/1611/03/164497W0L30 ING Funding 19,953,522 0.9100 0.000

9,975,63911/07/1611/07/164497W0L71 ING Funding 9,975,772 0.9100 0.000 9,973,70511/16/1611/16/164497W0LG1 ING Funding 9,973,844 0.9000 0.000 9,971,42212/02/1612/02/164497W0M21 ING Funding 9,971,642 0.8400 0.000 9,970,26912/07/1612/07/164497W0M70 ING Funding 9,970,489 0.8400 0.000 9,968,65412/14/1612/14/164497W0ME5 ING Funding 9,968,875 0.8400 0.000 9,954,61901/19/1701/19/174497W0NK0 ING Funding 9,954,875 0.9700 0.000 9,948,67601/23/1701/23/174497W0NP9 ING Funding 9,948,958 1.0700 0.000 9,945,80801/26/1701/26/174497W0NS1 ING Funding 9,946,106 1.1100 0.000 9,943,68802/02/1702/02/174497W0P26 ING Funding 9,943,986 1.1100 0.000 9,943,53502/06/1702/06/174497W0P69 ING Funding 9,943,825 1.0900 0.000 9,939,19902/15/1702/15/174497W0PF9 ING Funding 9,939,500 1.1200 0.000 9,935,60402/23/1702/23/174497W0PP7 ING Funding 9,935,911 1.1400 0.000 9,999,76308/02/1608/02/1646640PH22 JPM SEC 9,999,764 0.8700 0.000 9,998,19008/09/1608/09/1646640PH97 JPM SEC 9,998,200 0.8300 0.000 9,996,40508/15/1608/15/1646640PHF3 JPM SEC 9,996,422 0.9400 0.000

14,991,85708/25/1608/25/1646640PHR7 JPM SEC 14,991,900 0.8300 0.000 14,987,13709/07/1609/07/1646640PJ79 JPM SEC 14,987,204 0.8500 0.000

9,984,94010/05/1610/05/1646640PK51 JPM SEC 9,985,014 0.8500 0.000 4,991,37510/11/1610/11/1646640PKB8 JPM SEC 4,991,421 0.8900 0.000 9,980,31910/21/1610/21/1646640PKM4 JPM SEC 9,980,425 0.8900 0.000




4,975,30301/20/1701/20/1746640PNL3 JPM SEC 4,975,394 1.0500 0.000

2



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,947,10402/03/1702/03/1746640PP31 JPM SEC 9,947,300 1.0400 0.000 9,944,07102/08/1702/08/1746640PP80 JPM SEC 9,944,292 1.0700 0.000 4,972,66702/13/1702/13/1746640PPD9 JPM SEC 4,972,778 1.0200 0.000


14,896,51404/03/1704/03/1746640PR39 JPM SEC 14,896,896 1.0300 0.000 9,929,88304/07/1704/07/1746640PR70 JPM SEC 9,930,142 1.0300 0.000 9,926,64004/11/1704/11/1746640PRB1 JPM SEC 9,926,911 1.0500 0.000 4,961,58004/18/1704/18/1746640PRJ4 JPM SEC 4,961,722 1.0700 0.000 9,000,00008/01/1608/01/16565656568A CP - US Bank 9,000,000 0.3000 0.350 9,981,88410/26/1610/26/1663873JKS8 Natixis 9,982,083 0.7600 0.000 9,997,47108/23/1608/23/1669372AHP0 Paccar Financial 9,997,556 0.4100 0.000

30,000,00009/01/1602/24/1789233ANL9 Toyota Motor - Float 30,000,000 0.9600 0.963 10,000,00008/29/1603/24/1789233ANT2 Toyota Motor - Float 10,000,000 1.0000 0.996 10,000,00004/21/1704/21/1789233APJ2 Toyota Motor Credit 10,000,000 1.0400 0.000 15,000,00008/01/1608/01/1689233GH17 Toyota Motor Credit 15,000,000 0.7300 0.000

9,999,51308/04/1608/04/1689233GH41 Toyota Motor Credit 9,999,517 0.5900 0.000 9,999,29508/05/1608/05/1689233GH58 Toyota Motor Credit 9,999,300 0.6400 0.000 9,998,74608/08/1608/08/1689233GH82 Toyota Motor Credit 9,998,756 0.6500 0.000 9,997,84708/12/1608/12/1689233GHC3 Toyota Motor Credit 9,997,861 0.7100 0.000 9,997,09608/18/1608/18/1689233GHJ8 Toyota Motor Credit 9,997,119 0.6200 0.000

14,993,91508/24/1608/24/1689233GHQ2 Toyota Motor Credit 14,993,963 0.6400 0.000 14,991,97108/30/1608/30/1689233GHW9 Toyota Motor Credit 14,992,025 0.6700 0.000

9,990,41509/19/1609/19/1689233GJK3 Toyota Motor Credit 9,990,472 0.7100 0.000 9,989,88209/21/1609/21/1689233GJM9 Toyota Motor Credit 9,989,942 0.7200 0.000

14,971,49710/24/1610/24/1689233GKQ8 Toyota Motor Credit 14,971,650 0.8300 0.000 9,967,11412/05/1612/05/1689233GM52 Toyota Motor Credit 9,967,450 0.9500 0.000 9,961,80312/16/1612/16/1689233GMG8 Toyota Motor Credit 9,961,944 1.0200 0.000 9,960,57712/19/1612/19/1689233GMK9 Toyota Motor Credit 9,960,722 1.0300 0.000 4,980,19501/11/1701/11/1789233GNB8 Toyota Motor Credit 4,980,304 0.8800 0.000

14,931,06902/02/1702/02/1789233GP26 Toyota Motor Credit 14,931,396 0.9100 0.000 9,941,64803/07/1703/07/1789233GQ74 Toyota Motor Credit 9,941,867 0.9800 0.000 9,936,24003/20/1703/20/1789233GQL3 Toyota Motor Credit 9,936,475 1.0100 0.000 9,933,20203/31/1703/31/1789233GQX7 Toyota Motor Credit 9,933,450 1.0100 0.000 9,928,78104/06/1704/06/1789233GR65 Toyota Motor Credit 9,929,044 1.0500 0.000 9,999,52808/03/1608/03/1690262CH34 UBS Financial 9,999,531 0.8600 0.000

19,992,94408/17/1608/17/1690262CHH3 UBS Financial 19,992,978 0.8000 0.000 9,995,42808/22/1608/22/1690262CHN0 UBS Financial 9,995,450 0.7900 0.000 9,990,63509/09/1609/09/1690262CJ99 UBS Financial 9,990,683 0.8800 0.000 9,989,45109/12/1609/12/1690262CJC2 UBS Financial 9,989,500 0.9200 0.000 9,989,55309/13/1609/13/1690262CJD0 UBS Financial 9,989,608 0.8900 0.000

11,991,06009/14/1609/14/1690262CJE8 UBS Financial 11,991,200 0.6100 0.000 4,994,41609/16/1609/16/1690262CJG3 UBS Financial 4,994,442 0.8900 0.000 4,992,84209/27/1609/27/1690262CJT5 UBS Financial 4,992,875 0.9200 0.000

30,000,00008/01/1608/01/16OPNCP8020 CP - US Bank 30,000,000 0.3000 0.350

$2,295,676,443 $2,295,707,161

Corporate Bonds

$ 25,357,37110/07/1610/07/1602665WAA9 Honda - Floater $25,356,839 0.7500 1.157 4,001,19610/29/1609/02/1602665WAJ0 Honda - Floater 4,001,073 0.5300 0.811 5,002,17808/06/1605/05/17037833AN0 Apple Inc - Floater 5,002,148 0.6200 0.677 7,125,26105/12/1705/12/17037833BB5 Apple Inc 7,125,103 0.7400 0.900 2,200,84308/13/1605/12/17037833BC3 Apple Inc - Floater 2,200,834 0.6300 0.677

17,029,69010/11/1601/10/17084664CA7 BERK - Floater 17,029,695 0.8200 0.815 20,011,88108/15/1608/15/16084670BB3 BERK 20,011,436 0.9000 2.200 15,079,36901/31/1701/31/17084670BD9 BERK 15,078,325 0.8600 1.900

8,000,00008/01/1608/01/1614912L4X6 CATC 8,000,000 2.0300 2.050 8,006,48109/06/1609/06/1614912L5S6 CATC 8,006,377 0.5700 1.350 5,004,60711/25/1611/25/1614912L5W7 CATC 5,004,501 0.7200 1.000 1,820,74103/03/1703/03/1714912L5Z0 CATC 1,820,728 0.9300 1.000 2,138,41209/06/1603/03/1714912L6H9 CATC - Floater 2,138,421 0.8700 0.821

15,643,99308/09/1611/09/16166764AJ9 CVX - Floater 15,644,018 0.7500 0.732 2,196,30508/22/1602/22/17166764AS9 CVX - Floater 2,196,360 1.0400 0.754 8,001,56208/01/1611/01/16191216BC3 KOC - Floater 8,001,539 0.6600 0.737 1,899,92111/01/1611/01/16191216BD1 KOC 1,899,923 0.7600 0.750 6,109,66709/15/1609/15/1624422ERF8 JDCC 6,109,531 0.6200 1.850 6,887,62610/11/1610/11/1624422ESD2 JDCC 6,887,562 0.6400 1.050 9,248,96410/11/1610/11/1624422ESE0 JDCC - Floater 9,248,864 0.7500 0.955 5,000,00009/01/1603/01/1724422ESV2 JDCC - Floater 5,000,000 0.8000 0.803

24,898,43809/15/1603/15/1730231GAB8 EXXON - Floater 24,898,462 0.7000 0.693 8,238,69010/17/1610/17/1636962G5H3 GE BOND 8,237,868 0.7500 3.350 3,204,94803/15/1703/15/1736962G5S9 GE BOND 3,204,474 0.9600 2.450 2,003,45608/15/1605/15/1736962G7H1 GE Bond - Call Float 2,003,387 0.7000 0.906 2,658,40405/15/1705/15/1736962G7J7 GE BOND 2,658,315 0.8500 1.250 1,302,92305/15/1705/15/1736962G7J7A GE BOND 1,302,890 0.9700 1.250

3



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

1,998,76309/06/1603/03/1740428HPT3 HSBC - Floater 1,998,788 1.2300 1.131 21,588,42006/23/1706/23/1740434CAA3 HSBC 21,588,483 1.3600 1.300

1,745,72209/23/1606/23/1740434CAB1 HSBC - Floater 1,745,790 1.2100 0.942 4,722,41008/31/1611/28/16478160BE3 JOHNSON - Floater 4,722,345 0.6000 0.744 5,003,50308/23/1611/23/1663743HEH1 National Rur - Float 5,003,410 0.7400 0.954


3,052,63710/03/1610/03/1669349LAN8 PNCC BOND 3,052,595 0.8100 1.300 11,416,38511/01/1611/01/1669349LAP3 PNCC BOND 11,416,268 0.9300 1.150 15,937,61401/27/1701/27/1769353RCG1 PNCC BOND 15,937,603 1.1200 1.125 18,037,83403/15/1703/15/1769371RK54 Paccar Financial 18,037,216 0.8400 1.600 14,333,23506/06/1706/06/1769371RL87 Paccar Financial 14,332,743 0.8300 1.100

5,005,63409/06/1606/06/1769371RL95 Paccar Fin.- FLOATER 5,005,616 0.7400 0.870 11,310,38308/16/1605/15/17717081DP5 PFIZER - Floater 11,310,218 0.6600 0.776 7,500,54208/04/1611/04/16742718EF2 PGC - Floater 7,500,535 0.6900 0.717 8,464,92106/26/1706/26/1788579YAE1 3M Company 8,464,757 0.7400 1.000 4,700,09809/23/1609/23/1689236TBU8 Toyota Motor - Float 4,700,095 0.7300 0.742



6,304,53409/26/1609/26/1690521APH5 MUFG Union Bank 6,304,445 1.0500 1.500 22,724,08511/15/1611/15/1691159HHB9 US Bancorp 22,721,774 1.0000 2.200 24,564,73905/15/1705/15/1791159HHD5 US Bancorp 24,562,475 0.9700 1.650 12,992,55109/15/1606/15/17929903DU3 WFC - Floater 12,992,671 0.9900 0.923 33,701,88412/15/1612/15/1694974BEZ9 Wells Fargo 33,699,629 1.0400 2.625 17,140,16205/08/1705/08/1794974BFD7 Wells Fargo 17,138,111 1.0400 2.100






$648,632,820 $648,616,721

Money Market Funds



$2,973,732,904 $2,973,732,904


$ 19,995,75408/19/1608/19/16313384C64 FHLB Discount Note $19,995,800 0.4300 0.000 10,797,69508/19/1608/19/16313384C64A FHLB Discount Note 10,797,721 0.4300 0.000 34,981,91509/16/1609/16/16313384G29 FHLB Discount Note 34,982,111 0.4100 0.000

$65,775,364 $65,775,632


$ 4,000,54112/28/1612/28/163130A0C65 FHLB - Debenture $4,000,537 0.5900 0.625 3,799,83711/28/1611/28/163130A5FK0 FHLB - Deb Callable 3,799,838 0.6100 0.600

10,000,00008/12/1608/12/163130A5XU8 FHLB - Debenture 10,000,000 0.4300 0.430 20,000,00009/09/1609/09/163130A6BD8 FHLB - Debenture 20,000,000 0.5100 0.510 19,999,92508/18/1608/18/163130A6C39 FHLB - Floater 19,999,925 0.4300 0.427 15,000,00008/24/1608/24/163130A6DR5 FHLB - Floater 15,000,000 0.4500 0.448 10,000,00010/28/1610/28/163130A6MW4 FHLB - Debenture 10,000,000 0.4000 0.400

5,000,00004/17/1704/17/173130A7L94 FHLB - Deb Callable 5,000,000 0.8500 0.850 9,999,30409/30/1609/30/163130A7NP6 FHLB - Debenture 9,999,315 0.5400 0.500

10,000,70808/06/1609/06/173130A8DK6 FHLB - Floater 10,000,707 0.5100 0.518 10,000,00007/20/1707/20/173130A8L35 FHLB - Deb Callable 10,000,000 0.7500 0.750 24,881,51712/09/1612/09/16313371PV2 FHLB - Debenture 24,880,934 0.7200 1.625

5,002,71608/01/1610/03/16313375WR4 FHLB - Floater 5,002,704 0.4300 0.730 9,998,15005/09/1705/09/173133ECP40 FFCB- Deb Callable 9,998,162 0.6600 0.640


19,953,85308/01/1601/09/183133EE3H1 FFCB - Floater 19,953,925 0.6600 0.500 19,999,94408/11/1608/11/163133EE4G2 FFCB - Debenture 19,999,945 0.4100 0.400

9,986,40908/02/1602/02/183133EEMH0 FFCB - Floater 9,986,451 0.6000 0.515

4



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

14,975,13908/01/1606/01/183133EEQ78 FFCB - Floater 14,975,209 0.6300 0.540 9,998,85408/01/1608/21/173133EF3X3 FFCB - Floater 9,998,877 0.6000 0.590

19,993,58908/01/1608/21/173133EFAL1 FFCB - Floater 19,993,598 0.5000 0.470 29,994,67508/01/1605/26/173133EFAY3 FFCB - Floater 29,994,692 0.5000 0.480





$487,954,036 $487,953,694


$ 40,000,00008/04/1608/04/16RP070716 Repurchase Agreement $40,000,000 0.3200 0.320 30,000,00008/11/1608/11/16RP071416 Repurchase Agreement 30,000,000 0.3200 0.320 40,000,00008/18/1608/18/16RP072116 Repurchase Agreement 40,000,000 0.3100 0.310 40,000,00008/25/1608/25/16RP072816 Repurchase Agreement 40,000,000 0.3100 0.310 40,000,00008/01/1608/01/16RT072916 Repurchase Agreement 40,000,000 0.3200 0.320

$190,000,000 $190,000,000



$30,067,881 $30,067,123

$6,741,954,444

WAM:

WAL:

53

75





Notes:

a.

b.



$6,741,968,231

5


List of Investments as of June 30, 2016 (UNAUDITED)

IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

Bank Deposits

$ 50,099,76007/05/1607/05/16212121215 STAR Plus - FICA $50,099,760 0.3700 0.370

$50,099,760 $50,099,760

Commercial Paper

$ 14,996,43507/19/1607/19/1600280NGK0 ABBY $14,996,475 0.4800 0.000 14,984,19208/16/1608/16/1600280NHG8 ABBY 14,984,283 0.8400 0.000 24,970,39708/23/1608/23/1600280NHP8 ABBY 24,970,556 0.8100 0.000 14,980,52908/26/1608/26/1600280NHS2 ABBY 14,980,633 0.8500 0.000 14,978,07209/01/1609/01/1600280NJ19 ABBY 14,978,300 0.8600 0.000

4,994,53909/02/1609/02/1600280NJ27 ABBY 4,994,575 0.6300 0.000 14,976,30509/08/1609/08/1600280NJ84 ABBY 14,976,425 0.8400 0.000

9,981,24109/12/1609/12/1600280NJC5 ABBY 9,981,344 0.9400 0.000 14,974,24809/14/1609/14/1600280NJE1 ABBY 14,974,375 0.8400 0.000

9,980,55409/20/1609/20/1600280NJL5 ABBY 9,980,650 0.8800 0.000 14,965,71509/30/1609/30/1600280NJW1 ABBY 14,965,875 0.9200 0.000 14,963,41410/04/1610/04/1600280NK41 ABBY 14,963,583 0.9400 0.000 19,945,96510/12/1610/12/1600280NKC3 ABBY 19,946,211 0.9600 0.000

4,985,98710/17/1610/17/1600280NKH2 ABBY 4,986,050 0.9500 0.000 14,953,65911/01/1611/01/1600280NL16 ABBY 14,953,875 0.9200 0.000 14,901,05802/01/1702/01/1700280NP12 ABBY 14,901,458 1.1200 0.000

4,967,34102/07/1702/07/1700280NP79 ABBY 4,967,464 1.0800 0.000 4,969,39802/10/1702/10/1700280NPA2 ABBY 4,969,511 1.0000 0.000

14,896,28303/06/1703/06/1700280NQ60 ABBY 14,896,667 1.0200 0.000 9,926,22103/10/1703/10/1700280NQA1 ABBY 9,926,500 1.0700 0.000

19,998,56207/05/1607/05/1606538BG56 BTMUFJ 19,998,578 0.6500 0.000 14,994,44207/18/1607/18/1606538BGJ6 BTMUFJ 14,994,475 0.7900 0.000 14,991,37308/02/1608/02/1606538BH22 BTMUFJ 14,991,467 0.6500 0.000 14,986,42008/11/1608/11/1606538BHB2 BTMUFJ 14,986,504 0.8000 0.000

9,986,63808/29/1608/29/1606538BHV8 BTMUFJ 9,986,725 0.8200 0.000 14,971,29109/16/1609/16/1606538BJG9 BTMUFJ 14,971,446 0.9100 0.000 14,967,92809/26/1609/26/1606538BJS3 BTMUFJ 14,968,100 0.9000 0.000

9,974,08510/11/1610/11/1606538BKB8 BTMUFJ 9,974,217 0.9300 0.000 9,966,57311/14/1611/14/1606538BLE1 BTMUFJ 9,966,756 0.9000 0.000 9,964,06011/21/1611/21/1606538BLM3 BTMUFJ 9,964,250 0.9200 0.000


19,903,42912/21/1612/21/1606538BMM2 BTMUFJ 19,903,889 1.0200 0.000 9,944,24101/11/1701/11/1706538BNB5 BTMUFJ 9,944,494 1.0500 0.000 9,946,40501/17/1701/17/1706538BNH2 BTMUFJ 9,946,667 0.9800 0.000 9,925,11103/09/1703/09/1706538BQ97 BTMUFJ 9,925,397 1.0900 0.000

19,844,02203/17/1703/17/1706538BQH9 BTMUFJ 19,844,600 1.1000 0.000 24,867,40301/09/1701/09/1713607EN96 Canadian Imp Holding 24,868,000 1.0100 0.000

9,934,07703/15/1703/15/1713607EQF9 Canadian Imp Holding 9,934,322 0.9400 0.000 19,996,66407/13/1607/13/1614912DGD5 CAT Financial 19,996,700 0.5000 0.000 29,992,83907/18/1607/18/1614912DGJ2 CAT Financial 29,992,917 0.5100 0.000 14,994,94307/25/1607/25/1614912DGR4 CAT Financial 14,995,000 0.5100 0.000 14,994,12707/21/1607/21/1621687AGM9 Rabobank 14,994,167 0.7100 0.000 14,991,96107/28/1607/28/1621687AGU1 Rabobank 14,992,013 0.7200 0.000 14,989,73708/04/1608/04/1621687AH48 Rabobank 14,989,800 0.7300 0.000 14,987,76008/10/1608/10/1621687AHA4 Rabobank 14,987,833 0.7400 0.000 24,972,62808/19/1608/19/1621687AHK2 Rabobank 24,972,778 0.8100 0.000

9,983,90609/06/1609/06/1621687AJ61 Rabobank 9,983,994 0.8800 0.000 9,981,74909/15/1609/15/1621687AJF1 Rabobank 9,981,844 0.8800 0.000

14,970,16909/28/1609/28/1621687AJU8 Rabobank 14,970,333 0.8100 0.000 9,976,71410/06/1610/06/1621687AK69 Rabobank 9,976,828 0.8800 0.000 9,977,83010/07/1610/07/1621687AK77 Rabobank 9,977,950 0.8300 0.000 9,973,58910/13/1610/13/1621687AKD4 Rabobank 9,973,711 0.9300 0.000 4,986,96210/14/1610/14/1621687AKE2 Rabobank 4,987,021 0.9100 0.000 9,973,38110/18/1610/18/1621687AKJ1 Rabobank 9,973,507 0.8900 0.000 9,971,19510/20/1610/20/1621687AKL6 Rabobank 9,971,325 0.9500 0.000 9,971,75910/24/1610/24/1621687AKQ5 Rabobank 9,971,889 0.9000 0.000 9,969,38210/27/1610/27/1621687AKT9 Rabobank 9,969,517 0.9500 0.000

14,955,84211/02/1611/02/1621687AL27 Rabobank 14,956,083 0.8700 0.000 9,948,03301/09/1701/09/1721687AN90 Rabobank 9,948,267 0.9900 0.000 9,937,74102/21/1702/21/1721687APM9 Rabobank 9,937,986 0.9700 0.000 9,935,88502/28/1702/28/1721687APU1 Rabobank 9,936,139 0.9700 0.000

19,859,73003/16/1703/16/1721687AQG1 Rabobank 19,860,250 0.9900 0.000 9,999,09207/06/1607/06/1636164JG65 GECTSY 9,999,097 0.6600 0.000 9,994,77107/27/1607/27/1636164JGT5 GECTSY 9,994,800 0.7300 0.000

14,981,21109/02/1609/02/164497W0J25 ING Funding 14,981,363 0.7200 0.000 14,968,46310/03/1610/03/164497W0K31 ING Funding 14,968,667 0.8100 0.000 19,937,85511/03/1611/03/164497W0L30 ING Funding 19,938,194 0.9100 0.000

9,967,93311/07/1611/07/164497W0L71 ING Funding 9,968,108 0.9100 0.000

1




IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

9,966,08711/16/1611/16/164497W0LG1 ING Funding 9,966,267 0.9000 0.000 9,998,79007/08/1607/08/1646640PG80 JPM SEC 9,998,794 0.6300 0.000 9,997,62607/11/1607/11/1646640PGB3 JPM SEC 9,997,639 0.8700 0.000 4,998,45707/14/1607/14/1646640PGE7 JPM SEC 4,998,465 0.8700 0.000 9,996,67607/15/1607/15/1646640PGF4 JPM SEC 9,996,694 0.8700 0.000 9,992,40608/02/1608/02/1646640PH22 JPM SEC 9,992,444 0.8700 0.000 9,991,17808/09/1608/09/1646640PH97 JPM SEC 9,991,225 0.8300 0.000 9,988,44608/15/1608/15/1646640PHF3 JPM SEC 9,988,500 0.9400 0.000

14,981,33908/25/1608/25/1646640PHR7 JPM SEC 14,981,438 0.8300 0.000 14,976,36009/07/1609/07/1646640PJ79 JPM SEC 14,976,483 0.8500 0.000

9,977,75710/05/1610/05/1646640PK51 JPM SEC 9,977,867 0.8500 0.000 4,987,60910/11/1610/11/1646640PKB8 JPM SEC 4,987,675 0.8900 0.000 9,972,78610/21/1610/21/1646640PKM4 JPM SEC 9,972,933 0.8900 0.000


14,922,89512/27/1612/27/1646640PMT7 JPM SEC 14,923,179 1.0500 0.000 4,973,86712/30/1612/30/1646640PMW0 JPM SEC 4,973,964 1.0500 0.000 9,948,86701/06/1701/06/1746640PN66 JPM SEC 9,949,075 0.9900 0.000 4,970,85201/20/1701/20/1746640PNL3 JPM SEC 4,970,960 1.0500 0.000 9,938,28802/03/1702/03/1746640PP31 JPM SEC 9,938,517 1.0400 0.000 9,934,99302/08/1702/08/1746640PP80 JPM SEC 9,935,250 1.0700 0.000 4,968,34402/13/1702/13/1746640PPD9 JPM SEC 4,968,472 1.0200 0.000

12,903,04002/27/1702/27/1746640PPT4 JPM SEC 12,903,399 1.1100 0.000 4,963,79703/03/1703/03/1746640PQ30 JPM SEC 4,963,931 1.0800 0.000 9,926,11403/23/1703/23/1746640PQP1 JPM SEC 9,926,389 1.0200 0.000 9,000,00007/01/1607/01/16565656568A CP - US Bank 9,000,000 0.3000 0.350 4,999,15807/13/1607/13/1669372AGD8 Paccar Financial 4,999,167 0.5100 0.000

15,094,37707/27/1607/27/1669372AGT3 Paccar Financial 15,094,438 0.5200 0.000 30,000,00009/01/1602/24/1789233ANL9 Toyota Motor - Float 30,000,000 0.9600 0.963 10,000,00003/24/1703/24/1789233ANT2 Toyota Motor Credit 10,000,000 0.9600 0.000 13,998,54207/07/1607/07/1689233GG75 Toyota Motor Credit 13,998,553 0.6300 0.000

9,995,80007/26/1607/26/1689233GGS9 Toyota Motor Credit 9,995,833 0.6100 0.000 14,990,64908/01/1608/01/1689233GH17 Toyota Motor Credit 14,990,700 0.7300 0.000

9,994,47708/04/1608/04/1689233GH41 Toyota Motor Credit 9,994,522 0.5900 0.000 9,993,83008/05/1608/05/1689233GH58 Toyota Motor Credit 9,993,875 0.6400 0.000 9,993,19508/08/1608/08/1689233GH82 Toyota Motor Credit 9,993,244 0.6500 0.000 9,991,78108/12/1608/12/1689233GHC3 Toyota Motor Credit 9,991,833 0.7100 0.000 9,991,79908/18/1608/18/1689233GHJ8 Toyota Motor Credit 9,991,867 0.6200 0.000

14,985,71308/24/1608/24/1689233GHQ2 Toyota Motor Credit 14,985,825 0.6400 0.000 14,983,38908/30/1608/30/1689233GHW9 Toyota Motor Credit 14,983,500 0.6700 0.000

9,984,35109/19/1609/19/1689233GJK3 Toyota Motor Credit 9,984,444 0.7100 0.000 9,983,73209/21/1609/21/1689233GJM9 Toyota Motor Credit 9,983,828 0.7200 0.000

14,960,97810/24/1610/24/1689233GKQ8 Toyota Motor Credit 14,961,188 0.8300 0.000 9,959,02412/05/1612/05/1689233GM52 Toyota Motor Credit 9,959,442 0.9500 0.000 9,953,16012/16/1612/16/1689233GMG8 Toyota Motor Credit 9,953,333 1.0200 0.000 9,951,84712/19/1612/19/1689233GMK9 Toyota Motor Credit 9,952,025 1.0300 0.000 9,933,35003/07/1703/07/1789233GQ74 Toyota Motor Credit 9,933,600 0.9800 0.000 9,927,68303/20/1703/20/1789233GQL3 Toyota Motor Credit 9,927,950 1.0100 0.000 9,992,21208/03/1608/03/1690262CH34 UBS Financial 9,992,254 0.8600 0.000

19,979,27408/17/1608/17/1690262CHH3 UBS Financial 19,979,372 0.8000 0.000 9,988,68008/22/1608/22/1690262CHN0 UBS Financial 9,988,733 0.7900 0.000 9,983,19009/09/1609/09/1690262CJ99 UBS Financial 9,983,278 0.8800 0.000 9,981,66609/12/1609/12/1690262CJC2 UBS Financial 9,981,750 0.9200 0.000 9,982,02209/13/1609/13/1690262CJD0 UBS Financial 9,982,117 0.8900 0.000 4,990,65309/16/1609/16/1690262CJG3 UBS Financial 4,990,696 0.8900 0.000 4,988,94909/27/1609/27/1690262CJT5 UBS Financial 4,989,000 0.9200 0.000

30,000,00007/01/1607/01/16OPNCP8020 CP - US Bank 30,000,000 0.3000 0.350

$1,579,129,943 $1,579,148,828

Corporate Bonds

$ 25,366,79707/07/1610/07/1602665WAA9 HONDA - Floater $25,366,019 0.7100 1.127 25,001,78307/01/1607/29/1602665WAP6 Honda - Floater 25,001,745 0.6200 0.710

7,126,27205/12/1705/12/17037833BB5 Apple Inc 7,126,097 0.7400 0.900 2,200,93508/13/1605/12/17037833BC3 Apple Inc - Floater 2,200,925 0.6300 0.677

17,029,63107/11/1601/10/17084664CA7 BERK - Floater 17,029,637 0.7800 0.779 20,038,18808/15/1608/15/16084670BB3 BERK 20,036,758 0.7200 2.200 15,092,81401/31/1701/31/17084670BD9 BERK 15,091,593 0.8500 1.900

8,009,65908/01/1608/01/1614912L4X6 CATC 8,009,434 0.6700 2.050 8,012,06209/06/1609/06/1614912L5S6 CATC 8,011,868 0.5400 1.350 5,005,83911/25/1611/25/1614912L5W7 CATC 5,005,704 0.7200 1.000 1,820,84803/03/1703/03/1714912L5Z0 CATC 1,820,834 0.9300 1.000 2,138,34009/06/1603/03/1714912L6H9 CATC - Floater 2,138,351 0.8700 0.821

15,643,68108/09/1611/09/16166764AJ9 CVX - Floater 15,643,714 0.7500 0.732 2,195,74608/22/1602/22/17166764AS9 CVX - Floater 2,195,810 1.0400 0.754 8,002,08808/01/1611/01/16191216BC3 KOC - Floater 8,002,058 0.6600 0.737 1,899,89511/01/1611/01/16191216BD1 KOC 1,899,897 0.7700 0.750

2



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

6,116,32709/15/1609/15/1624422ERF8 JDCC 6,116,097 0.5800 1.850 6,890,08310/11/1610/11/1624422ESD2 JDCC 6,889,991 0.6300 1.050 9,250,69407/11/1610/11/1624422ESE0 JDCC - Floater 9,250,551 0.7100 0.919 5,000,00009/01/1603/01/1724422ESV2 JDCC - Floater 5,000,000 0.8000 0.803

24,898,22409/15/1603/15/1730231GAB8 EXXON - Floater 24,898,251 0.7000 0.693 8,257,48710/17/1610/17/1636962G5H3 GECC 8,256,335 0.7000 3.350 3,209,05603/15/1703/15/1736962G5S9 GE BOND 3,208,517 0.9500 2.450

16,004,36407/12/1607/12/1636962G6Z2 GECC 16,004,275 0.6900 1.500 8,538,45207/12/1607/12/1636962G7A6 GECC - Floater 8,538,430 0.7800 1.281 2,659,31205/15/1705/15/1736962G7J7 GECC 2,659,214 0.8500 1.250 1,303,23905/15/1705/15/1736962G7J7A GECC 1,303,202 0.9700 1.250

10,000,22207/05/1607/05/1636967FAC5 GECC - Floater 10,000,218 0.6700 0.829 1,998,58409/06/1603/03/1740428HPT3 HSBC - Floater 1,998,613 1.2300 1.131


10,002,52707/05/1607/05/1646625HJA9 JPM 10,002,490 1.3400 3.150 4,723,03808/31/1611/28/16478160BE3 JOHNSON - Floater 4,722,956 0.5900 0.744 5,004,45608/23/1611/23/1663743HEH1 National Rur - Float 5,004,337 0.7400 0.954


3,053,93410/03/1610/03/1669349LAN8 PNCC BOND 3,053,872 0.8000 1.300 11,418,53611/01/1611/01/1669349LAP3 PNCC BOND 11,418,381 0.9300 1.150 15,937,72001/27/1701/27/1769353RCG1 PNCC BOND 15,937,708 1.1200 1.125

9,302,22703/15/1703/15/1769371RK54 Paccar Financial 9,301,746 0.9300 1.600 4,310,35006/06/1706/06/1769371RL87 Paccar Financial 4,310,290 0.8400 1.100

11,311,50508/16/1605/15/17717081DP5 PFIZER - Floater 11,311,321 0.6600 0.776 7,500,71908/04/1611/04/16742718EF2 PGC - Floater 7,500,709 0.6900 0.717 8,466,79806/26/1706/26/1788579YAE1 3M Company 8,466,618 0.7400 1.000 4,700,15509/23/1609/23/1689236TBU8 Toyota Motor - Float 4,700,150 0.7300 0.742



6,307,04409/26/1609/26/1690521APH5 MUFG Union Bank 6,306,906 1.0400 1.500 22,748,09111/15/1611/15/1691159HHB9 US Bancorp 22,745,103 0.9800 2.200 17,803,01705/15/1705/15/1791159HHD5 US Bancorp 17,801,411 0.9900 1.650 12,991,88009/15/1606/15/17929903DU3 WFC - Floater 12,992,011 0.9900 0.923 33,747,90112/15/1612/15/1694974BEZ9 Wells Fargo 33,745,133 1.0200 2.625 11,103,93105/08/1705/08/1794974BFD7 Wells Fargo 11,102,357 1.0000 2.100 2,915,50205/08/1705/08/1794974BFD7A Wells Fargo 2,915,088 1.1200 2.100

25,007,03307/20/1607/20/1694974BFL9 Wells Fargo 25,006,911 0.7500 1.250 18,613,57407/20/1607/20/1694974BFM7 Wells Fargo - Float 18,613,514 0.8200 1.164 20,013,24006/02/1706/02/1794974BFW5 Wells Fargo 20,013,027 1.0800 1.150





$710,827,550 $710,809,088

Money Market Funds



$2,383,136,084 $2,383,136,084


$ 19,988,44108/19/1608/19/16313384C64 FHLB Discount Note $19,988,567 0.4300 0.000 10,793,72608/19/1608/19/16313384C64A FHLB Discount Note 10,793,797 0.4300 0.000 34,969,72609/16/1609/16/16313384G29 FHLB Discount Note 34,970,056 0.4100 0.000 29,998,56907/06/1607/06/16313384ZA0 FHLB Discount Note 29,998,583 0.3500 0.000 19,998,68207/08/1607/08/16313384ZC6 FHLB Discount Note 19,998,697 0.3400 0.000 41,945,15307/13/1607/13/16313384ZH5 FHLB Discount Note 41,945,209 0.3500 0.000 24,996,56007/15/1607/15/16313384ZK8 FHLB Discount Note 24,996,597 0.3600 0.000 29,995,41607/18/1607/18/16313384ZN2 FHLB Discount Note 29,995,467 0.3300 0.000 19,996,27807/20/1607/20/16313384ZQ5 FHLB Discount Note 19,996,358 0.3500 0.000 24,995,00707/22/1607/22/16313384ZS1 FHLB Discount Note 24,995,115 0.3400 0.000 29,992,84007/26/1607/26/16313384ZW2 FHLB Discount Note 29,992,917 0.3500 0.000

3



IssuerCUSIP #Final

Maturity

Reset


Amount (a)

Amortized Cost

(a)

19,994,89207/27/1607/27/16313384ZX0 FHLB Discount Note 19,995,002 0.3500 0.000

$307,665,291 $307,666,364


$ 4,000,65312/28/1612/28/163130A0C65 FHLB - Debenture $4,000,649 0.5900 0.625 3,799,79411/28/1611/28/163130A5FK0 FHLB - Debenture 3,799,796 0.6100 0.600

10,000,00008/12/1608/12/163130A5XU8 FHLB - Deb. 10,000,000 0.4300 0.430 20,000,00009/09/1609/09/163130A6BD8 FHLB - Deb. 20,000,000 0.5100 0.510 19,999,78807/18/1608/18/163130A6C39 FHLB - Floater 19,999,789 0.4000 0.393 15,000,00007/24/1608/24/163130A6DR5 FHLB - Floater 15,000,000 0.4100 0.412 10,000,00010/28/1610/28/163130A6MW4 FHLB - Deb. Callable 10,000,000 0.4000 0.400

5,000,00004/17/1704/17/173130A7L94 FHLB - Deb. Callable 5,000,000 0.8500 0.850 9,998,94409/30/1609/30/163130A7NP6 FHLB - Debenture 9,998,961 0.5400 0.500

10,000,76307/06/1609/06/173130A8DK6 FHLB - Floater 10,000,761 0.5100 0.513 10,000,00007/20/1707/20/173130A8L35 FHLB - Debenture 10,000,000 0.7500 0.750 24,900,95512/09/1612/09/16313371PV2 FHLB - Debenture 24,900,234 0.7100 1.625

5,004,05307/01/1610/03/16313375WR4 FHLB - Floater 5,004,035 0.4200 0.730 9,997,94605/09/1705/09/173133ECP40 FFCB - Debenture 9,997,959 0.6600 0.640


10,000,47107/01/1607/29/163133EDEE8 FFCB - Floater 10,000,465 0.4400 0.500 19,951,35807/01/1601/09/183133EE3H1 FFCB - Floater 19,951,434 0.6600 0.500 19,999,77208/11/1608/11/163133EE4G2 FFCB - Debenture 19,999,776 0.4100 0.400



9,993,14407/01/1603/30/173133EFFR3 FFCB - Floater 9,993,218 0.5600 0.470 14,999,88307/05/1607/29/163133EFFW2 FFCB - Floater 14,999,884 0.4900 0.480 19,997,95607/01/1610/20/163133EFKG1 FFCB - Floater 19,998,000 0.5600 0.530 25,003,11907/01/1612/28/163133EFLQ8 FFCB - Floater 25,003,108 0.5000 0.525 17,047,96607/05/1606/12/173133EFNP8 FFCB - Floater 17,047,975 0.5200 0.510 24,989,98607/01/1604/05/183133EFX77 FFCB - Floater 24,990,000 0.6700 0.650




$512,982,678 $512,982,172


$ 40,000,00007/07/1607/07/16RP060916 Repurchase Agreement $40,000,000 0.3200 0.320 40,000,00007/28/1607/28/16RP063016 Repurchase Agreement 40,000,000 0.3300 0.330 40,000,00007/21/1607/21/16RT062316 Repurchase Agreement 40,000,000 0.3200 0.320 40,000,00007/01/1607/01/16RT063016 Repurchase Agreement 40,000,000 0.3800 0.380 30,000,00007/14/1607/14/16RT61616A Repurchase Agreement 30,000,000 0.3300 0.330

$190,000,000 $190,000,000



$30,092,716 $30,091,690

$5,763,934,022

WAM:

WAL:

49

76





Notes:

a.

b.



$5,763,933,986

4

state treasury asset reserve of ohio (star ohio) list of … · 2016-12-01 · state treasury asset...

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