UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number: 811-05954
Charles Schwab Family of Funds
(Exact name of registrant as specified in charter)
211 Main Street, San Francisco, California 94105
(Address of principal executive offices) (Zip code)
Marie Chandoha
Charles Schwab Family of Funds
211 Main Street, San Francisco, California 94105
(Name and address of agent for service)
Registrants telephone number, including area code: (415) 636-7000
Date of fiscal year end: December 31
Date of reporting period: March 31, 2016
Item 1. | Schedule of Investments. |
Holdings by Category | Cost
($) |
Value
($) | |
58.7% | Fixed-Rate Obligations | 395,869,380 | 395,869,380 |
15.5% | Variable-Rate Obligations | 105,035,000 | 105,035,000 |
25.9% | Repurchase Agreements | 174,711,836 | 174,711,836 |
100.1% | Total Investments | 675,616,216 | 675,616,216 |
(0.1%) | Other Assets and Liabilities, Net | (856,542) | |
100.0% | Net Assets | 674,759,674 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 58.7% of net assets | ||||||
Asset-Backed Commercial Paper 7.6% | ||||||
BENNINGTON STARK CAPITAL COMPANY LLC |
a,b |
0.65% | 04/07/16 | 4,000,000 | 3,999,567 | |
CAFCO LLC |
a,b |
0.57% | 06/02/16 | 6,000,000 | 5,994,110 | |
CHARTA LLC |
a,b |
0.47% | 04/14/16 | 1,000,000 | 999,830 | |
COLLATERALIZED COMMERCIAL PAPER CO LLC |
a |
0.52% | 04/01/16 | 5,000,000 | 5,000,000 | |
COLLATERALIZED COMMERCIAL PAPER II CO LLC |
a,b |
0.52% | 04/01/16 | 3,000,000 | 3,000,000 | |
a,b |
0.40% | 04/05/16 | 3,000,000 | 2,999,867 | ||
CRC FUNDING LLC |
a,b |
0.65% | 06/07/16 | 1,000,000 | 998,790 | |
a,b |
0.58% | 06/21/16 | 3,000,000 | 2,996,085 | ||
FAIRWAY FINANCE CO LLC |
a,b |
0.30% | 04/01/16 | 3,000,000 | 3,000,000 | |
METLIFE SHORT TERM FUNDING LLC |
a,b |
0.40% | 05/03/16 | 2,000,000 | 1,999,289 | |
a,b |
0.56% | 06/13/16 | 5,000,000 | 4,994,322 | ||
OLD LINE FUNDING LLC |
a,b |
0.47% | 04/20/16 | 3,000,000 | 2,999,256 | |
a,b |
0.60% | 05/17/16 | 3,000,000 | 2,997,700 | ||
a,b |
0.66% | 07/25/16 | 1,000,000 | 997,892 | ||
a,b |
0.00% | 08/02/16 | 2,000,000 | 1,995,490 | ||
RIDGEFIELD FUNDING COMPANY LLC |
a,b |
0.63% | 06/28/16 | 6,000,000 | 5,990,760 | |
50,962,958 | ||||||
Financial Company Commercial Paper 7.1% | ||||||
BANK OF NOVA SCOTIA |
b |
0.47% | 04/21/16 | 5,000,000 | 4,998,694 | |
b |
0.50% | 05/12/16 | 1,000,000 | 999,431 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
BPCE SA |
b |
0.69% | 06/01/16 | 4,000,000 | 3,995,357 | |
DANSKE CORP |
b |
0.61% | 04/06/16 | 2,000,000 | 1,999,831 | |
ING US FUNDING LLC |
a |
0.61% | 04/01/16 | 1,000,000 | 1,000,000 | |
a |
0.61% | 04/11/16 | 3,000,000 | 2,999,492 | ||
JP MORGAN SECURITIES LLC |
b |
0.81% | 08/23/16 | 8,000,000 | 7,974,080 | |
NATIONWIDE BUILDING SOCIETY |
b |
0.53% | 04/04/16 | 5,000,000 | 4,999,779 | |
NORDEA BANK AB |
b |
0.66% | 07/07/16 | 11,000,000 | 10,980,586 | |
SKANDINAVISKA ENSKILDA BANKEN AB |
b |
0.81% | 07/26/16 | 1,000,000 | 997,390 | |
UNITED OVERSEAS BANK LTD |
b |
0.68% | 05/10/16 | 5,000,000 | 4,996,317 | |
b |
0.70% | 05/11/16 | 2,000,000 | 1,998,444 | ||
47,939,401 | ||||||
Other Commercial Paper 3.0% | ||||||
COCA-COLA CO |
b |
0.68% | 06/02/16 | 6,000,000 | 5,992,974 | |
b |
0.75% | 09/13/16 | 6,000,000 | 5,979,375 | ||
EXXON MOBIL CORP | 0.32% | 04/21/16 | 1,000,000 | 999,822 | ||
GENERAL ELECTRIC CO | 0.35% | 04/01/16 | 2,000,000 | 2,000,000 | ||
TOYOTA MOTOR CREDIT CORP | 0.57% | 06/06/16 | 4,000,000 | 3,995,820 | ||
0.57% | 06/07/16 | 1,000,000 | 998,939 | |||
19,966,930 | ||||||
Certificates of Deposit 33.2% | ||||||
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) | 0.62% | 04/01/16 | 6,000,000 | 6,000,000 | ||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.30% | 04/04/16 | 1,000,000 | 1,000,000 | ||
0.57% | 06/16/16 | 1,000,000 | 1,000,000 | |||
0.56% | 07/05/16 | 1,000,000 | 1,000,000 | |||
0.65% | 07/18/16 | 1,000,000 | 1,000,000 | |||
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) | 0.51% | 04/05/16 | 6,000,000 | 6,000,000 | ||
0.51% | 04/11/16 | 5,000,000 | 5,000,000 | |||
0.51% | 04/13/16 | 1,000,000 | 1,000,000 | |||
0.62% | 06/16/16 | 4,000,000 | 4,000,000 | |||
BARCLAYS BANK PLC (NEW YORK BRANCH) | 0.58% | 04/05/16 | 2,000,000 | 2,000,000 | ||
0.92% | 05/23/16 | 2,000,000 | 2,000,000 | |||
0.68% | 06/30/16 | 4,000,000 | 4,000,000 | |||
0.88% | 06/30/16 | 3,000,000 | 3,000,000 | |||
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) | 0.61% | 04/01/16 | 4,000,000 | 4,000,000 | ||
BNP PARIBAS SA (SAN FRANCISCO BRANCH) | 0.85% | 07/26/16 | 1,000,000 | 1,000,000 | ||
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.54% | 06/28/16 | 4,000,000 | 4,000,000 | ||
0.57% | 07/01/16 | 1,000,000 | 1,000,000 | |||
0.85% | 09/13/16 | 2,000,000 | 2,000,000 | |||
CITIBANK NA (NEW YORK BRANCH) | 0.63% | 06/09/16 | 8,000,000 | 8,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) | 0.63% | 06/23/16 | 8,000,000 | 8,000,000 | ||
0.70% | 08/04/16 | 4,000,000 | 4,000,000 | |||
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) | 0.48% | 05/27/16 | 4,000,000 | 3,999,994 | ||
0.84% | 07/12/16 | 1,000,000 | 1,000,000 | |||
0.71% | 08/01/16 | 3,000,000 | 3,000,000 | |||
0.81% | 08/18/16 | 6,000,000 | 6,000,000 | |||
0.85% | 09/06/16 | 1,000,000 | 1,000,000 | |||
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) | 0.71% | 05/02/16 | 3,000,000 | 3,000,000 | ||
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) | 0.36% | 04/07/16 | 1,000,000 | 1,000,000 | ||
CREDIT AGRICOLE SA (LONDON BRANCH) | 0.63% | 07/01/16 | 3,000,000 | 3,000,000 | ||
0.65% | 07/01/16 | 3,000,000 | 3,000,000 | |||
CREDIT SUISSE AG (NEW YORK BRANCH) | 0.62% | 04/05/16 | 2,000,000 | 2,000,000 | ||
1.00% | 09/27/16 | 4,000,000 | 4,000,000 | |||
DNB BANK ASA (NEW YORK BRANCH) | 0.81% | 07/14/16 | 3,000,000 | 3,000,000 | ||
HSBC BANK PLC | 0.85% | 07/19/16 | 6,000,000 | 6,000,000 | ||
ING BANK NV (AMSTERDAM BRANCH) | 0.54% | 05/02/16 | 9,000,000 | 9,000,000 | ||
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) | 0.50% | 04/07/16 | 3,000,000 | 3,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.50% | 04/05/16 | 2,000,000 | 2,000,000 | ||
0.85% | 09/02/16 | 4,000,000 | 4,000,000 | |||
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) | 0.65% | 05/26/16 | 3,000,000 | 3,000,000 | ||
0.71% | 06/15/16 | 6,000,000 | 6,000,000 | |||
MIZUHO BANK LTD (NEW YORK BRANCH) | 0.71% | 05/10/16 | 3,000,000 | 3,000,000 | ||
0.67% | 05/31/16 | 1,000,000 | 1,000,083 | |||
0.60% | 06/07/16 | 1,000,000 | 1,000,000 | |||
0.61% | 06/07/16 | 1,000,000 | 1,000,000 | |||
0.60% | 06/28/16 | 1,000,000 | 1,000,000 | |||
0.83% | 07/26/16 | 4,000,000 | 4,000,000 | |||
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) | 0.56% | 05/03/16 | 1,000,000 | 1,000,000 | ||
0.49% | 05/24/16 | 3,000,000 | 3,000,000 | |||
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) | 0.47% | 04/26/16 | 3,000,000 | 3,000,000 | ||
SOCIETE GENERALE (NEW YORK BRANCH) | 0.62% | 05/09/16 | 1,000,000 | 1,000,000 | ||
0.61% | 06/01/16 | 1,000,000 | 1,000,000 | |||
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) | 0.61% | 05/23/16 | 1,000,000 | 1,000,000 | ||
0.61% | 06/01/16 | 4,000,000 | 4,000,000 | |||
0.61% | 06/21/16 | 3,000,000 | 3,000,000 | |||
0.85% | 07/26/16 | 1,000,000 | 1,000,000 | |||
0.85% | 08/01/16 | 1,000,000 | 1,000,000 | |||
0.72% | 08/02/16 | 3,000,000 | 3,000,000 | |||
0.85% | 09/06/16 | 6,000,000 | 6,000,000 | |||
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) | 0.62% | 05/23/16 | 4,000,000 | 4,000,000 | ||
0.62% | 06/09/16 | 3,000,000 | 3,000,000 | |||
0.62% | 06/16/16 | 4,000,000 | 4,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | 0.57% | 06/22/16 | 1,000,000 | 1,000,000 | ||
0.65% | 07/14/16 | 5,000,000 | 5,000,000 | |||
0.81% | 07/15/16 | 1,000,000 | 1,000,014 | |||
0.87% | 10/17/16 | 4,000,000 | 4,000,000 | |||
UBS AG (STAMFORD BRANCH) | 0.68% | 05/31/16 | 5,000,000 | 5,000,000 | ||
0.72% | 05/31/16 | 1,000,000 | 1,000,000 | |||
0.85% | 08/02/16 | 4,000,000 | 4,000,000 | |||
WELLS FARGO BANK NA | 0.85% | 07/21/16 | 4,000,000 | 4,000,000 | ||
0.83% | 08/02/16 | 2,000,000 | 2,000,000 | |||
0.81% | 08/16/16 | 4,000,000 | 4,000,000 | |||
0.86% | 09/08/16 | 4,000,000 | 4,000,000 | |||
0.86% | 09/28/16 | 3,000,000 | 3,000,000 | |||
224,000,091 | ||||||
Other Instruments 5.6% | ||||||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) | 0.37% | 04/05/16 | 7,000,000 | 7,000,000 | ||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.36% | 04/05/16 | 3,000,000 | 3,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) | 0.35% | 04/05/16 | 6,000,000 | 6,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.26% | 04/01/16 | 6,000,000 | 6,000,000 | ||
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 13,000,000 | 13,000,000 | ||
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) | 0.35% | 04/06/16 | 3,000,000 | 3,000,000 | ||
38,000,000 | ||||||
Other Notes 2.2% | ||||||
BANK OF AMERICA NA | 0.46% | 04/11/16 | 4,000,000 | 4,000,000 | ||
0.67% | 05/04/16 | 5,000,000 | 5,000,000 | |||
0.74% | 06/07/16 | 2,000,000 | 2,000,000 | |||
0.79% | 08/05/16 | 2,000,000 | 2,000,000 | |||
0.76% | 08/11/16 | 2,000,000 | 2,000,000 | |||
15,000,000 | ||||||
Total Fixed-Rate Obligations | ||||||
(Cost $395,869,380) | 395,869,380 | |||||
Variable-Rate Obligations 15.5% of net assets | ||||||
Financial Company Commercial Paper 2.6% | ||||||
COMMONWEALTH BANK OF AUSTRALIA |
b |
0.57% | 04/12/16 | 05/12/16 | 5,000,000 | 5,000,000 |
HSBC BANK PLC |
b |
0.66% | 04/01/16 | 08/01/16 | 10,000,000 | 10,000,000 |
WESTPAC BANKING CORP |
b |
0.65% | 04/05/16 | 07/05/16 | 3,000,000 | 3,000,000 |
18,000,000 | ||||||
Certificates of Deposit 10.1% | ||||||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.64% | 04/13/16 | 05/13/16 | 9,000,000 | 9,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
BANK OF NOVA SCOTIA (HOUSTON BRANCH) | 0.77% | 04/25/16 | 08/23/16 | 7,000,000 | 7,000,000 | |
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.61% | 04/11/16 | 06/10/16 | 6,000,000 | 6,000,000 | |
0.67% | 04/28/16 | 06/28/16 | 3,000,000 | 3,000,000 | ||
CHASE BANK USA NA | 0.69% | 04/27/16 | 07/27/16 | 2,000,000 | 2,000,000 | |
ROYAL BANK OF CANADA (NEW YORK BRANCH) | 0.57% | 04/13/16 | 3,000,000 | 3,000,000 | ||
0.77% | 04/04/16 | 10/03/16 | 5,000,000 | 5,000,000 | ||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.58% | 04/27/16 | 05/27/16 | 5,000,000 | 5,000,000 | |
0.71% | 04/12/16 | 08/12/16 | 9,000,000 | 9,000,000 | ||
WELLS FARGO BANK NA | 0.67% | 04/13/16 | 05/05/16 | 2,000,000 | 2,000,000 | |
0.79% | 04/12/16 | 07/12/16 | 4,000,000 | 4,000,000 | ||
0.68% | 04/27/16 | 07/27/16 | 3,000,000 | 3,000,000 | ||
WESTPAC BANKING CORP (NEW YORK BRANCH) | 0.60% | 04/01/16 | 07/01/16 | 10,000,000 | 10,000,000 | |
68,000,000 | ||||||
Variable Rate Demand Note 0.0% | ||||||
NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY | ||||||
REV IDB & PCR (ALLWAY TOOLS INC) SERIES 1997 (LOC: CITIBANK NA) |
a |
0.69% | 04/07/16 | 35,000 | 35,000 | |
Other Notes 1.3% | ||||||
BANK OF AMERICA NA | 0.65% | 04/04/16 | 2,000,000 | 2,000,000 | ||
ROYAL BANK OF CANADA |
b |
0.74% | 04/07/16 | 09/06/16 | 7,000,000 | 7,000,000 |
9,000,000 | ||||||
Treasury Debt 1.5% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 07/31/16 | 3,000,000 | 3,000,000 | |
0.38% | 04/01/16 | 01/31/17 | 2,000,000 | 2,000,000 | ||
0.47% | 04/01/16 | 10/31/17 | 5,000,000 | 5,000,000 | ||
10,000,000 | ||||||
Total Variable-Rate Obligations | ||||||
(Cost $105,035,000) | 105,035,000 | |||||
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 25.9% of net assets | ||||||
Government Agency Repurchase Agreements* 20.2% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $15,450,000, 3.00% - 4.00%, due 10/01/40 - 09/01/45) |
0.32% | 04/01/16 | 15,000,133 | 15,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
BARCLAYS CAPITAL INC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $20,800,001, 2.50% - 4.50%, due 05/01/30 - 02/01/46) |
0.27% | 04/06/16 | 20,001,050 | 20,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $11,330,098, 2.56% - 6.50%, due 01/01/32 - 03/20/46) |
0.31% | 04/01/16 | 11,000,095 | 11,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $16,320,011, 0.00%, due 03/30/17) |
0.32% | 04/01/16 | 16,000,142 | 16,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $15,300,000, 2.60% - 4.50%, due 06/01/23 - 12/01/45) |
0.29% | 04/06/16 | 15,000,846 | 15,000,000 | ||
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $23,690,001, 0.73% - 2.50%, due 02/15/22 - 03/25/46) |
0.30% | 04/01/16 | 23,000,192 | 23,000,000 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $1,030,000, 4.00%, due 10/20/45) |
0.32% | 04/01/16 | 1,000,009 | 1,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $34,320,315, 3.50%, due 08/01/45) |
0.33% | 04/01/16 | 33,000,303 | 33,000,000 | ||
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $1,040,069, 3.50%, due 02/01/46) |
0.34% | 04/05/16 | 1,000,066 | 1,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $1,040,069, 3.50%, due 02/01/46) |
0.34% | 04/07/16 | 1,000,066 | 1,000,000 | ||
136,000,000 | ||||||
Treasury Repurchase Agreements 0.5% | ||||||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $726,090, 1.63% - 4.88%, due 08/15/16 - 02/15/26) |
0.30% | 04/01/16 | 711,842 | 711,836 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $2,040,055, 0.50%, due 07/31/16) |
0.30% | 04/05/16 | 2,000,117 | 2,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $1,020,104, 2.00% - 2.25%, due 07/31/20 - 11/15/24) |
0.31% | 04/07/16 | 1,000,060 | 1,000,000 | ||
3,711,836 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Other Repurchase Agreements** 5.2% | ||||||
BNP PARIBAS SECURITIES CORP. | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $1,150,000, 2.44% - 2.89%, due 10/25/23 - 05/25/37) |
0.48% | 04/05/16 | 1,000,093 | 1,000,000 | ||
CREDIT SUISSE SECURITIES (USA) LLC | ||||||
Issued
03/09/16, repurchase date 09/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $13,800,265, 0.60% - 7.22%, due 02/15/29 - 09/25/37) |
c |
1.25% | 07/05/16 | 12,049,167 | 12,000,000 | |
JP MORGAN SECURITIES LLC | ||||||
Issued
03/03/16, repurchase date 08/30/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $1,150,974, 3.00% - 5.70%, due 10/22/23 - 06/25/56) |
c |
1.08% | 06/29/16 | 1,003,540 | 1,000,000 | |
Issued
03/22/16, repurchase date 09/19/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $5,751,553, 0.89% - 6.00%, due 12/09/16 - 06/25/56) |
c |
1.08% | 06/29/16 | 5,014,850 | 5,000,000 | |
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/10/16, repurchase date 06/08/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $10,350,000, 1.93%, due 10/25/37) |
c |
0.96% | 05/05/16 | 9,013,440 | 9,000,000 | |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $1,150,643, 5.25%, due 05/01/25) |
0.40% | 04/01/16 | 1,000,011 | 1,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $4,600,493, 2.94% - 5.50%, due 07/28/34 - 04/28/36) |
0.55% | 04/06/16 | 4,000,428 | 4,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $2,300,247, 3.69% - 6.64%, due 06/19/31 - 11/12/32) |
0.55% | 04/07/16 | 2,000,214 | 2,000,000 | ||
35,000,000 | ||||||
Total Repurchase Agreements | ||||||
(Cost $174,711,836) | 174,711,836 |
a | Credit-enhanced security or liquidity-enhanced. |
b | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $126,875,216 or 18.8% of net assets. |
c | Illiquid security. At the period end, the value of these amounted to $27,000,000 or 4.0% of net assets. |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
** | Usually collateralized via common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations or less frequently by U.S. Government Agency Securities and/ or U.S. Treasury Securities. |
ABS — | Asset-backed securities |
ETF — | Exchange-traded fund |
IDB — | Industrial development bond |
LOC — | Letter of credit |
PCR — | Pollution control revenue |
REV — | Revenue |
Holdings by Category | Cost
($) |
Value
($) | |
56.9% | Fixed-Rate Obligations | 511,787,665 | 511,787,665 |
16.0% | Variable-Rate Obligations | 144,357,842 | 144,357,842 |
27.3% | Repurchase Agreements | 245,843,372 | 245,843,372 |
100.2% | Total Investments | 901,988,879 | 901,988,879 |
(0.2%) | Other Assets and Liabilities, Net | (1,499,523) | |
100.0% | Net Assets | 900,489,356 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 56.9% of net assets | ||||||
Asset-Backed Commercial Paper 10.3% | ||||||
BENNINGTON STARK CAPITAL COMPANY LLC |
a,b |
0.64% | 05/04/16 | 4,000,000 | 3,997,653 | |
CAFCO LLC |
a,b |
0.65% | 06/07/16 | 9,000,000 | 8,989,113 | |
a,b |
0.58% | 06/21/16 | 2,000,000 | 1,997,390 | ||
CANCARA ASSET SECURITISATION LLC |
a,b |
0.60% | 06/17/16 | 5,000,000 | 4,993,583 | |
CHARTA LLC |
a,b |
0.45% | 04/20/16 | 6,000,000 | 5,998,575 | |
a,b |
0.59% | 06/16/16 | 5,000,000 | 4,993,772 | ||
CIESCO LLC |
a,b |
0.57% | 05/18/16 | 3,000,000 | 2,997,768 | |
COLLATERALIZED COMMERCIAL PAPER CO LLC |
a |
0.52% | 04/01/16 | 5,000,000 | 5,000,000 | |
COLLATERALIZED COMMERCIAL PAPER II CO LLC |
a,b |
0.52% | 04/01/16 | 6,000,000 | 6,000,000 | |
a,b |
0.40% | 04/05/16 | 3,000,000 | 2,999,867 | ||
CRC FUNDING LLC |
a,b |
0.58% | 06/21/16 | 2,000,000 | 1,997,390 | |
METLIFE SHORT TERM FUNDING LLC |
a,b |
0.41% | 04/06/16 | 10,000,000 | 9,999,431 | |
a,b |
0.44% | 04/11/16 | 1,000,000 | 999,878 | ||
a,b |
0.44% | 04/13/16 | 1,000,000 | 999,853 | ||
a,b |
0.42% | 04/15/16 | 2,000,000 | 1,999,673 | ||
NIEUW AMSTERDAM RECEIVABLES CORP |
a,b |
0.50% | 05/23/16 | 8,000,000 | 7,994,222 | |
OLD LINE FUNDING LLC |
a,b |
0.47% | 04/20/16 | 3,000,000 | 2,999,256 | |
RIDGEFIELD FUNDING COMPANY LLC |
a,b |
0.63% | 06/28/16 | 4,000,000 | 3,993,840 | |
SHEFFIELD RECEIVABLES CORP |
a,b |
0.75% | 05/18/16 | 4,000,000 | 3,996,083 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
STARBIRD FUNDING CORP |
a,b |
0.62% | 06/07/16 | 1,000,000 | 998,846 | |
a,b |
0.69% | 07/01/16 | 1,000,000 | 998,256 | ||
THUNDER BAY FUNDING LLC |
a,b |
0.67% | 07/14/16 | 7,000,000 | 6,986,451 | |
a,b |
0.85% | 07/19/16 | 1,000,000 | 997,426 | ||
92,928,326 | ||||||
Financial Company Commercial Paper 9.9% | ||||||
BANK OF NOVA SCOTIA |
b |
0.50% | 05/09/16 | 3,000,000 | 2,998,417 | |
b |
0.50% | 05/12/16 | 8,000,000 | 7,995,444 | ||
b |
0.82% | 08/15/16 | 8,000,000 | 7,975,218 | ||
b |
0.86% | 09/15/16 | 1,000,000 | 996,011 | ||
BNP PARIBAS SA |
b |
0.51% | 04/05/16 | 2,000,000 | 1,999,887 | |
BPCE SA |
b |
0.61% | 06/09/16 | 6,000,000 | 5,992,985 | |
DANSKE CORP |
b |
0.60% | 05/06/16 | 1,000,000 | 999,421 | |
DNB BANK ASA |
b |
0.58% | 06/07/16 | 8,000,000 | 7,991,364 | |
HSBC USA INC |
b |
0.47% | 04/26/16 | 3,000,000 | 2,999,021 | |
ING US FUNDING LLC |
a |
0.61% | 04/11/16 | 1,000,000 | 999,831 | |
a |
0.67% | 06/07/16 | 10,000,000 | 9,987,531 | ||
a |
0.84% | 08/16/16 | 1,000,000 | 996,803 | ||
JP MORGAN SECURITIES LLC |
b |
0.85% | 08/02/16 | 1,000,000 | 997,096 | |
LLOYDS BANK PLC | 0.84% | 08/16/16 | 4,000,000 | 3,987,213 | ||
MACQUARIE BANK LTD |
b |
0.64% | 05/02/16 | 2,000,000 | 1,998,898 | |
NORDEA BANK AB |
b |
0.62% | 07/19/16 | 12,000,000 | 11,977,655 | |
NRW BANK |
b |
0.45% | 04/25/16 | 7,000,000 | 6,997,923 | |
OVERSEA-CHINESE BANKING CORPORATION LIMITED | 0.56% | 06/27/16 | 4,000,000 | 3,994,587 | ||
UNITED OVERSEAS BANK LTD |
b |
0.56% | 06/07/16 | 7,000,000 | 6,992,704 | |
88,878,009 | ||||||
Other Commercial Paper 2.9% | ||||||
EXXON MOBIL CORP | 0.32% | 04/21/16 | 2,000,000 | 1,999,644 | ||
GENERAL ELECTRIC CO | 0.35% | 04/01/16 | 3,000,000 | 3,000,000 | ||
TOTAL CAPITAL CANADA LTD |
a,b |
0.58% | 06/15/16 | 4,000,000 | 3,995,167 | |
TOYOTA MOTOR CREDIT CORP | 0.45% | 04/13/16 | 5,000,000 | 4,999,250 | ||
0.57% | 06/07/16 | 12,000,000 | 11,987,270 | |||
25,981,331 | ||||||
Certificates of Deposit 29.0% | ||||||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.57% | 06/16/16 | 7,000,000 | 7,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
BANK OF THE WEST | 0.65% | 05/19/16 | 2,000,000 | 2,000,000 | ||
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) | 0.51% | 04/13/16 | 3,000,000 | 3,000,000 | ||
0.51% | 04/19/16 | 1,000,000 | 1,000,000 | |||
0.62% | 06/16/16 | 8,000,000 | 8,000,000 | |||
0.84% | 08/18/16 | 2,000,000 | 2,000,000 | |||
BARCLAYS BANK PLC (NEW YORK BRANCH) | 0.91% | 08/11/16 | 7,000,000 | 7,000,000 | ||
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) | 0.60% | 05/09/16 | 6,000,000 | 6,000,000 | ||
0.64% | 06/07/16 | 1,000,000 | 1,000,000 | |||
BNP PARIBAS SA (SAN FRANCISCO BRANCH) | 0.50% | 04/15/16 | 7,000,000 | 7,000,000 | ||
0.85% | 07/22/16 | 1,000,000 | 1,000,000 | |||
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.54% | 06/28/16 | 3,000,000 | 3,000,000 | ||
0.85% | 09/13/16 | 6,000,000 | 6,000,000 | |||
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) | 0.59% | 05/23/16 | 18,000,000 | 18,000,000 | ||
0.70% | 08/04/16 | 3,000,000 | 3,000,000 | |||
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) | 0.48% | 05/27/16 | 1,000,000 | 999,999 | ||
0.64% | 07/08/16 | 7,000,000 | 7,000,000 | |||
0.71% | 08/01/16 | 1,000,000 | 1,000,000 | |||
0.81% | 08/18/16 | 9,000,000 | 9,000,000 | |||
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) | 0.36% | 04/07/16 | 8,000,000 | 8,000,000 | ||
CREDIT AGRICOLE SA (LONDON BRANCH) | 0.60% | 05/05/16 | 1,000,000 | 1,000,000 | ||
0.63% | 07/01/16 | 1,000,000 | 1,000,000 | |||
0.65% | 07/01/16 | 3,000,000 | 3,000,000 | |||
CREDIT SUISSE AG (NEW YORK BRANCH) | 0.90% | 08/01/16 | 6,000,000 | 6,000,000 | ||
0.85% | 08/08/16 | 6,000,000 | 6,000,000 | |||
DANSKE BANK A/S (LONDON BRANCH) | 0.62% | 06/09/16 | 3,000,000 | 3,000,000 | ||
DNB BANK ASA (NEW YORK BRANCH) | 0.80% | 08/18/16 | 1,000,000 | 1,000,000 | ||
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) | 0.50% | 04/07/16 | 5,000,000 | 5,000,000 | ||
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | 0.40% | 04/08/16 | 4,000,000 | 4,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.85% | 09/02/16 | 4,000,000 | 4,000,000 | ||
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) | 0.71% | 06/15/16 | 5,000,000 | 5,000,000 | ||
0.73% | 07/12/16 | 15,000,000 | 15,000,000 | |||
MIZUHO BANK LTD (NEW YORK BRANCH) | 0.60% | 05/19/16 | 8,000,000 | 8,000,000 | ||
0.61% | 06/07/16 | 10,000,000 | 10,000,000 | |||
NATIXIS (NEW YORK BRANCH) | 0.65% | 06/02/16 | 1,000,000 | 1,000,000 | ||
0.60% | 06/16/16 | 6,000,000 | 6,000,000 | |||
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) | 0.56% | 05/03/16 | 1,000,000 | 1,000,000 | ||
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) | 0.47% | 04/26/16 | 5,000,000 | 5,000,000 | ||
SOCIETE GENERALE (NEW YORK BRANCH) | 0.62% | 05/03/16 | 5,000,000 | 5,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
STATE STREET BANK AND TRUST COMPANY | 0.80% | 08/19/16 | 5,000,000 | 5,000,000 | ||
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) | 0.50% | 04/05/16 | 2,000,000 | 2,000,000 | ||
0.50% | 04/27/16 | 1,000,000 | 1,000,000 | |||
0.61% | 06/01/16 | 4,000,000 | 4,000,000 | |||
0.72% | 08/02/16 | 9,000,000 | 9,000,000 | |||
0.85% | 08/25/16 | 9,000,000 | 9,000,000 | |||
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) | 0.62% | 06/09/16 | 11,000,000 | 11,000,000 | ||
0.65% | 06/27/16 | 2,000,000 | 2,000,000 | |||
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | 0.57% | 06/22/16 | 1,000,000 | 1,000,000 | ||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.50% | 05/20/16 | 5,000,000 | 5,000,000 | ||
1.00% | 11/07/16 | 5,000,000 | 5,000,000 | |||
UBS AG (STAMFORD BRANCH) | 0.68% | 06/13/16 | 1,000,000 | 1,000,000 | ||
0.85% | 08/02/16 | 7,000,000 | 7,000,000 | |||
WELLS FARGO BANK NA | 0.46% | 04/22/16 | 4,000,000 | 4,000,000 | ||
0.83% | 08/18/16 | 4,000,000 | 4,000,000 | |||
260,999,999 | ||||||
Other Instruments 4.8% | ||||||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) | 0.37% | 04/05/16 | 10,000,000 | 10,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) | 0.35% | 04/05/16 | 9,000,000 | 9,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.26% | 04/01/16 | 4,000,000 | 4,000,000 | ||
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 16,000,000 | 16,000,000 | ||
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) | 0.35% | 04/06/16 | 4,000,000 | 4,000,000 | ||
43,000,000 | ||||||
Total Fixed-Rate Obligations | ||||||
(Cost $511,787,665) | 511,787,665 | |||||
Variable-Rate Obligations 16.0% of net assets | ||||||
Financial Company Commercial Paper 4.7% | ||||||
COMMONWEALTH BANK OF AUSTRALIA |
b |
0.64% | 04/29/16 | 06/29/16 | 6,000,000 | 6,000,000 |
HSBC BANK PLC |
b |
0.66% | 04/19/16 | 07/19/16 | 3,000,000 | 2,999,955 |
b |
0.79% | 04/04/16 | 08/04/16 | 16,000,000 | 16,000,000 | |
WESTPAC BANKING CORP |
b |
0.65% | 04/05/16 | 07/05/16 | 17,000,000 | 17,000,000 |
41,999,955 | ||||||
Certificates of Deposit 8.2% | ||||||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.78% | 04/04/16 | 09/02/16 | 15,000,000 | 15,000,000 | |
BANK OF NOVA SCOTIA (NEW YORK BRANCH) | 0.67% | 04/15/16 | 07/15/16 | 5,000,000 | 5,000,000 | |
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.67% | 04/26/16 | 05/26/16 | 8,000,000 | 8,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ROYAL BANK OF CANADA (NEW YORK BRANCH) | 0.57% | 04/13/16 | 13,000,000 | 13,000,000 | ||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.71% | 04/12/16 | 08/12/16 | 4,000,000 | 4,000,000 | |
UBS AG (STAMFORD BRANCH) | 0.81% | 04/26/16 | 09/08/16 | 6,000,000 | 6,000,000 | |
WELLS FARGO BANK NA | 0.58% | 04/21/16 | 05/23/16 | 12,000,000 | 12,000,000 | |
0.79% | 04/12/16 | 07/12/16 | 11,000,000 | 11,000,000 | ||
74,000,000 | ||||||
Treasury Debt 2.0% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 07/31/16 | 5,000,000 | 5,000,000 | |
0.35% | 04/01/16 | 10/31/16 | 10,000,000 | 9,997,887 | ||
0.47% | 04/01/16 | 10/31/17 | 3,000,000 | 3,000,000 | ||
17,997,887 | ||||||
Variable Rate Demand Notes 1.1% | ||||||
BLUE MOUNTAIN ENTERPRISES LLC | ||||||
BLUE MOUNTAIN ENTERPRISES LLC N/A SERIES VRDN (GTY: WELLS FARGO BANK NA) (LOC: WELLS FARGO BANK NA) |
a |
0.42% | 04/07/16 | 3,640,000 | 3,640,000 | |
EAGLE CNTY COLO | ||||||
REV MULTI FAM HOUSING SERIES 1997B (LOC: WELLS FARGO BANK NA) |
a |
0.48% | 04/07/16 | 1,500,000 | 1,500,000 | |
LABCON NORTH AMERICA | ||||||
LABCON NORTH AMERICA N/A SERIES VRDN (GTY: BANK OF THE WEST) (LOC: BANK OF THE WEST) |
a |
0.44% | 04/07/16 | 1,445,000 | 1,445,000 | |
YMCA OF THE NORTHWOODS | ||||||
YMCA OF THE NORTHWOODS N/A SERIES VRDN (GTY: FEDERAL HOME LOAN BANKS) (LOC: FEDERAL HOME LOAN BANKS) |
a |
0.48% | 04/07/16 | 3,775,000 | 3,775,000 | |
10,360,000 | ||||||
Total Variable-Rate Obligations | ||||||
(Cost $144,357,842) | 144,357,842 | |||||
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 27.3% of net assets | ||||||
Government Agency Repurchase Agreements* 21.1% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $20,600,000, 2.50% - 4.00%, due 05/01/27 - 08/01/44) |
0.32% | 04/01/16 | 20,000,178 | 20,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $26,000,010, 0.97% - 5.00%, due 10/25/20 - 03/25/46) |
0.27% | 04/06/16 | 25,001,313 | 25,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $15,390,731, 1.50% - 6.00%, due 09/01/19 - 05/01/38) |
0.31% | 04/01/16 | 15,000,129 | 15,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $22,440,040, 0.00%, due 03/30/17) |
0.32% | 04/01/16 | 22,000,196 | 22,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $13,260,001, 2.60%, due 06/01/23) |
0.29% | 04/06/16 | 13,000,733 | 13,000,000 | ||
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $46,350,000, 2.50%, due 02/01/30) |
0.30% | 04/01/16 | 45,000,375 | 45,000,000 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $2,060,000, 4.00%, due 10/20/45) |
0.32% | 04/01/16 | 2,000,018 | 2,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $46,800,430, 3.50%, due 08/01/45) |
0.33% | 04/01/16 | 45,000,413 | 45,000,000 | ||
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $1,040,069, 3.50%, due 02/01/46) |
0.34% | 04/05/16 | 1,000,066 | 1,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $2,080,138, 3.50%, due 02/01/46) |
0.34% | 04/07/16 | 2,000,132 | 2,000,000 | ||
190,000,000 | ||||||
Treasury Repurchase Agreements 1.3% | ||||||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $9,020,261, 0.50% - 4.88%, due 06/30/16 - 01/31/23) |
0.30% | 04/01/16 | 8,843,446 | 8,843,372 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $2,040,009, 0.42% - 4.25%, due 04/30/17 - 11/15/40) |
0.30% | 04/05/16 | 2,000,117 | 2,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $1,020,038, 2.25%, due 11/15/24) |
0.31% | 04/07/16 | 1,000,060 | 1,000,000 | ||
11,843,372 | ||||||
Other Repurchase Agreements** 4.9% | ||||||
CREDIT SUISSE SECURITIES (USA) LLC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $2,300,097, 0.60%, due 09/25/37) |
0.62% | 04/06/16 | 2,000,241 | 2,000,000 | ||
Issued
03/09/16, repurchase date 07/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $13,803,876, 0.64% - 8.31%, due 02/15/29 - 09/21/45) |
c |
1.25% | 07/05/16 | 12,049,167 | 12,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
JP MORGAN SECURITIES LLC | ||||||
Issued
03/03/16, repurchase date 08/30/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $9,208,279, 3.00% - 5.91%, due 10/15/25 - 09/25/57) |
c |
1.08% | 06/29/16 | 8,028,320 | 8,000,000 | |
Issued
03/22/16, repurchase date 09/19/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $3,450,932, 3.00% - 5.91%, due 12/05/31 - 06/25/56) |
c |
1.08% | 06/29/16 | 3,008,910 | 3,000,000 | |
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/10/16, repurchase date 05/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $12,650,000, 1.93%, due 10/25/37) |
c |
0.96% | 05/05/16 | 11,016,427 | 11,000,000 | |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $3,450,370, 3.43% - 6.00%, due 05/19/32 - 08/27/37) |
0.55% | 04/06/16 | 3,000,321 | 3,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $2,300,247, 3.43%, due 05/19/32) |
0.55% | 04/07/16 | 2,000,214 | 2,000,000 | ||
Issued
02/11/16, repurchase date 07/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $3,468,975, 0.00% - 3.50%, due 11/15/21 - 07/15/64) |
c |
1.10% | 07/05/16 | 3,013,292 | 3,000,000 | |
44,000,000 | ||||||
Total Repurchase Agreements | ||||||
(Cost $245,843,372) | 245,843,372 |
a | Credit-enhanced or liquidity-enhanced. |
b | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $202,835,492 or 22.5% of net assets. |
c | Illiquid security. At the period end, the value of these amounted to $37,000,000 or 4.1% of net assets. |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
** | Usually collateralized via common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations or less frequently by U.S. Government Agency Securities and/ or U.S. Treasury Securities. |
ABS — | Asset-backed securities |
ETF — | Exchange-traded fund |
GTY — | Guaranty agreement |
LOC — | Letter of credit |
MULTI FAM — | Multi-family |
REV — | Revenue |
VRDN — | Variable rate demand note |
Holdings by Category | Cost
($) |
Value
($) | |
61.1% | Fixed-Rate Obligations | 14,342,749,164 | 14,342,749,164 |
14.3% | Variable-Rate Obligations | 3,353,309,703 | 3,353,309,703 |
25.0% | Repurchase Agreements | 5,875,849,408 | 5,875,849,408 |
100.4% | Total Investments | 23,571,908,275 | 23,571,908,275 |
(0.4%) | Other Assets and Liabilities, Net | (91,838,459) | |
100.0% | Net Assets | 23,480,069,816 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 61.1% of net assets | ||||||
Asset-Backed Commercial Paper 6.5% | ||||||
BARTON CAPITAL SA |
a,b |
0.62% | 05/18/16 | 36,000,000 | 35,970,860 | |
BENNINGTON STARK CAPITAL COMPANY LLC |
a,b |
0.66% | 05/02/16 | 13,000,000 | 12,992,612 | |
a,b |
0.64% | 05/04/16 | 82,000,000 | 81,951,893 | ||
CAFCO LLC |
a,b |
0.50% | 05/04/16 | 38,000,000 | 37,982,583 | |
a,b |
0.57% | 06/02/16 | 45,000,000 | 44,955,825 | ||
CANCARA ASSET SECURITISATION LLC |
a,b |
0.60% | 06/17/16 | 15,000,000 | 14,980,750 | |
CIESCO LLC |
a,b |
0.57% | 05/18/16 | 88,000,000 | 87,934,513 | |
a,b |
0.65% | 06/09/16 | 50,000,000 | 49,937,708 | ||
COLLATERALIZED COMMERCIAL PAPER CO LLC |
a |
0.52% | 04/01/16 | 50,000,000 | 50,000,000 | |
CRC FUNDING LLC |
a,b |
0.65% | 06/07/16 | 101,000,000 | 100,877,818 | |
FAIRWAY FINANCE CO LLC |
a,b |
0.30% | 04/01/16 | 10,000,000 | 10,000,000 | |
GOTHAM FUNDING CORP |
a,b |
0.50% | 04/06/16 | 45,307,000 | 45,303,854 | |
METLIFE SHORT TERM FUNDING LLC |
a,b |
0.41% | 04/06/16 | 64,000,000 | 63,996,356 | |
a,b |
0.44% | 04/11/16 | 12,000,000 | 11,998,533 | ||
a,b |
0.44% | 04/13/16 | 23,000,000 | 22,996,627 | ||
a,b |
0.42% | 04/14/16 | 45,620,000 | 45,613,081 | ||
a,b |
0.42% | 04/15/16 | 93,700,000 | 93,684,696 | ||
a,b |
0.63% | 06/06/16 | 19,500,000 | 19,477,478 | ||
a,b |
0.61% | 06/14/16 | 47,000,000 | 46,941,067 | ||
a,b |
0.61% | 06/21/16 | 52,250,000 | 52,178,287 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NIEUW AMSTERDAM RECEIVABLES CORP |
a,b |
0.44% | 04/19/16 | 40,000,000 | 39,991,200 | |
a,b |
0.57% | 06/06/16 | 21,266,000 | 21,243,777 | ||
OLD LINE FUNDING LLC |
a,b |
0.47% | 04/20/16 | 33,000,000 | 32,991,814 | |
RIDGEFIELD FUNDING COMPANY LLC |
a,b |
0.64% | 06/07/16 | 149,000,000 | 148,822,524 | |
a,b |
0.63% | 06/28/16 | 2,000,000 | 1,996,920 | ||
SHEFFIELD RECEIVABLES CORP |
a,b |
0.75% | 05/17/16 | 142,000,000 | 141,863,917 | |
a,b |
0.75% | 05/18/16 | 26,000,000 | 25,974,542 | ||
a,b |
0.75% | 05/25/16 | 11,000,000 | 10,987,625 | ||
STARBIRD FUNDING CORP |
a,b |
0.62% | 06/07/16 | 20,000,000 | 19,976,922 | |
a,b |
0.69% | 07/01/16 | 9,000,000 | 8,984,303 | ||
THUNDER BAY FUNDING LLC |
a,b |
0.50% | 04/05/16 | 68,000,000 | 67,996,222 | |
a,b |
0.72% | 05/17/16 | 50,000,000 | 49,954,000 | ||
a,b |
0.85% | 07/19/16 | 18,000,000 | 17,953,675 | ||
VERSAILLES COMMERCIAL PAPER LLC |
a,b |
0.60% | 05/09/16 | 3,000,000 | 2,998,100 | |
1,521,510,082 | ||||||
Financial Company Commercial Paper 8.6% | ||||||
BANK OF NOVA SCOTIA |
b |
0.50% | 05/16/16 | 168,000,000 | 167,895,000 | |
BNP PARIBAS SA |
b |
0.51% | 04/05/16 | 91,000,000 | 90,994,843 | |
BPCE SA |
b |
0.69% | 06/01/16 | 50,000,000 | 49,941,965 | |
b |
0.61% | 06/09/16 | 69,000,000 | 68,919,327 | ||
DANSKE CORP |
b |
0.61% | 04/06/16 | 59,000,000 | 58,995,001 | |
b |
0.60% | 05/06/16 | 20,000,000 | 19,988,431 | ||
b |
0.61% | 05/06/16 | 35,000,000 | 34,979,413 | ||
DNB BANK ASA |
b |
0.58% | 06/07/16 | 199,000,000 | 198,785,191 | |
HSBC USA INC |
b |
0.47% | 04/26/16 | 103,000,000 | 102,966,382 | |
ING US FUNDING LLC |
a |
0.61% | 05/27/16 | 55,000,000 | 54,947,811 | |
a |
0.67% | 06/07/16 | 10,000,000 | 9,987,531 | ||
a |
0.01% | 07/07/16 | 100,000,000 | 99,843,722 | ||
a |
0.69% | 07/25/16 | 70,000,000 | 69,845,708 | ||
a |
0.84% | 08/16/16 | 4,000,000 | 3,987,213 | ||
LLOYDS BANK PLC | 0.63% | 06/02/16 | 200,000,000 | 199,783,000 | ||
0.84% | 08/16/16 | 78,000,000 | 77,750,660 | |||
MACQUARIE BANK LTD |
b |
0.64% | 05/02/16 | 27,000,000 | 26,985,120 | |
b |
0.63% | 06/17/16 | 91,000,000 | 90,877,377 | ||
NATIONWIDE BUILDING SOCIETY |
b |
0.53% | 04/04/16 | 15,000,000 | 14,999,338 | |
b |
0.62% | 05/25/16 | 25,000,000 | 24,976,750 | ||
NORDEA BANK AB |
b |
0.53% | 06/02/16 | 50,000,000 | 49,954,361 | |
b |
0.55% | 06/02/16 | 25,000,000 | 24,976,535 | ||
b |
0.53% | 07/05/16 | 107,000,000 | 106,850,349 | ||
b |
0.66% | 07/07/16 | 55,000,000 | 54,902,933 | ||
NRW BANK |
b |
0.45% | 04/05/16 | 101,000,000 | 100,994,950 | |
b |
0.45% | 04/25/16 | 1,000,000 | 999,703 | ||
OVERSEA-CHINESE BANKING CORPORATION LIMITED | 0.56% | 06/27/16 | 66,145,000 | 66,055,484 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SOCIETE GENERALE SA |
b |
0.61% | 06/09/16 | 36,000,000 | 35,957,910 | |
UNITED OVERSEAS BANK LTD |
b |
0.56% | 06/07/16 | 50,000,000 | 49,947,889 | |
b |
0.63% | 08/05/16 | 72,000,000 | 71,841,240 | ||
2,029,931,137 | ||||||
Other Commercial Paper 1.8% | ||||||
EXXON MOBIL CORP | 0.32% | 04/21/16 | 49,000,000 | 48,991,289 | ||
GENERAL ELECTRIC CO | 0.35% | 04/01/16 | 75,000,000 | 75,000,000 | ||
TOYOTA MOTOR CREDIT CORP | 0.57% | 06/06/16 | 100,000,000 | 99,895,500 | ||
0.57% | 06/07/16 | 100,000,000 | 99,893,916 | |||
0.60% | 07/11/16 | 100,000,000 | 99,831,667 | |||
423,612,372 | ||||||
Certificates of Deposit 36.0% | ||||||
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) |
a |
0.62% | 05/09/16 | 3,000,000 | 3,000,000 | |
a |
0.92% | 09/15/16 | 7,000,000 | 7,000,000 | ||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.70% | 08/01/16 | 150,000,000 | 150,000,000 | ||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.30% | 04/07/16 | 75,000,000 | 75,000,000 | ||
0.57% | 06/16/16 | 42,000,000 | 42,000,000 | |||
0.56% | 07/05/16 | 107,000,000 | 107,000,000 | |||
0.65% | 07/11/16 | 75,700,000 | 75,699,992 | |||
0.65% | 07/18/16 | 77,000,000 | 76,999,992 | |||
BANK OF NOVA SCOTIA (HOUSTON BRANCH) | 0.85% | 08/04/16 | 57,000,000 | 57,000,000 | ||
BANK OF THE WEST | 0.65% | 05/19/16 | 108,000,000 | 108,000,000 | ||
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) | 0.51% | 04/05/16 | 125,000,000 | 125,000,000 | ||
0.51% | 04/19/16 | 83,000,000 | 83,000,000 | |||
0.65% | 07/13/16 | 1,000,000 | 1,000,000 | |||
0.85% | 07/28/16 | 135,000,000 | 135,000,000 | |||
0.84% | 08/18/16 | 27,000,000 | 27,000,000 | |||
0.84% | 08/19/16 | 57,000,000 | 57,000,000 | |||
BARCLAYS BANK PLC (NEW YORK BRANCH) | 0.68% | 06/14/16 | 100,000,000 | 100,000,000 | ||
0.91% | 08/11/16 | 193,000,000 | 193,000,000 | |||
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) | 0.60% | 05/09/16 | 34,000,000 | 34,000,000 | ||
0.64% | 06/03/16 | 61,000,000 | 61,000,000 | |||
0.64% | 06/07/16 | 85,000,000 | 85,000,000 | |||
BNP PARIBAS SA (SAN FRANCISCO BRANCH) | 0.85% | 07/22/16 | 50,000,000 | 50,000,000 | ||
0.85% | 07/26/16 | 53,000,000 | 53,000,000 | |||
0.85% | 08/09/16 | 32,000,000 | 32,000,000 | |||
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.54% | 06/28/16 | 268,000,000 | 268,000,000 | ||
CITIBANK NA (NEW YORK BRANCH) | 0.58% | 05/11/16 | 75,000,000 | 75,000,000 | ||
0.63% | 06/09/16 | 171,000,000 | 171,000,000 | |||
0.64% | 06/14/16 | 150,000,000 | 150,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) | 0.59% | 05/23/16 | 9,000,000 | 9,000,000 | ||
0.58% | 06/07/16 | 100,000,000 | 100,000,000 | |||
0.63% | 06/23/16 | 10,000,000 | 10,000,000 | |||
0.66% | 07/18/16 | 49,000,000 | 49,000,000 | |||
0.70% | 08/04/16 | 50,000,000 | 50,000,000 | |||
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) | 0.48% | 05/27/16 | 216,500,000 | 216,495,590 | ||
0.64% | 07/08/16 | 73,000,000 | 73,000,000 | |||
0.71% | 08/01/16 | 58,000,000 | 58,000,000 | |||
0.81% | 08/18/16 | 250,000,000 | 250,000,000 | |||
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) | 0.60% | 06/20/16 | 238,000,000 | 238,000,000 | ||
CREDIT AGRICOLE SA (LONDON BRANCH) | 0.60% | 05/05/16 | 109,000,000 | 109,000,000 | ||
0.63% | 07/01/16 | 1,000,000 | 1,000,000 | |||
0.65% | 07/01/16 | 5,000,000 | 5,000,000 | |||
CREDIT SUISSE AG (NEW YORK BRANCH) | 0.90% | 08/01/16 | 175,000,000 | 175,000,000 | ||
0.85% | 08/08/16 | 42,000,000 | 42,000,000 | |||
1.00% | 09/27/16 | 5,000,000 | 5,000,000 | |||
DANSKE BANK A/S (LONDON BRANCH) | 0.62% | 06/09/16 | 4,000,000 | 4,000,000 | ||
DNB BANK ASA (NEW YORK BRANCH) | 0.80% | 08/18/16 | 115,000,000 | 115,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) | 0.58% | 05/09/16 | 60,000,000 | 60,000,000 | ||
HSBC BANK PLC | 0.87% | 07/26/16 | 232,000,000 | 232,000,000 | ||
ING BANK NV (AMSTERDAM BRANCH) | 0.54% | 05/02/16 | 192,000,000 | 192,000,000 | ||
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) | 0.50% | 04/07/16 | 119,000,000 | 119,000,000 | ||
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | 0.40% | 04/08/16 | 118,000,000 | 118,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.50% | 04/05/16 | 37,000,000 | 37,000,000 | ||
0.85% | 09/02/16 | 63,000,000 | 63,000,000 | |||
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) | 0.50% | 04/13/16 | 56,000,000 | 56,000,000 | ||
0.64% | 05/19/16 | 12,000,000 | 12,000,000 | |||
0.65% | 05/26/16 | 118,000,000 | 118,000,000 | |||
0.71% | 06/15/16 | 7,000,000 | 7,000,000 | |||
0.73% | 07/12/16 | 210,000,000 | 210,000,000 | |||
0.83% | 07/21/16 | 80,000,000 | 80,000,000 | |||
MIZUHO BANK LTD (NEW YORK BRANCH) | 0.60% | 05/19/16 | 192,000,000 | 192,000,000 | ||
0.60% | 06/07/16 | 26,000,000 | 26,000,000 | |||
0.61% | 06/07/16 | 11,000,000 | 11,000,000 | |||
0.60% | 06/28/16 | 7,000,000 | 7,000,000 | |||
0.83% | 07/26/16 | 15,000,000 | 15,000,000 | |||
NATIXIS (NEW YORK BRANCH) | 0.65% | 06/02/16 | 234,000,000 | 234,000,000 | ||
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) | 0.53% | 07/05/16 | 5,000,000 | 5,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) | 0.56% | 05/03/16 | 33,000,000 | 33,000,000 | ||
0.49% | 05/24/16 | 50,000,000 | 50,000,000 | |||
0.58% | 06/07/16 | 83,000,000 | 83,000,000 | |||
0.65% | 07/07/16 | 39,000,000 | 38,999,999 | |||
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) | 0.48% | 04/05/16 | 109,000,000 | 109,000,000 | ||
SOCIETE GENERALE (NEW YORK BRANCH) | 0.62% | 05/03/16 | 56,000,000 | 56,000,000 | ||
0.62% | 05/09/16 | 10,000,000 | 10,000,000 | |||
0.61% | 06/01/16 | 40,500,000 | 40,500,000 | |||
STATE STREET BANK AND TRUST COMPANY | 0.80% | 08/19/16 | 21,000,000 | 21,000,000 | ||
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) | 0.50% | 04/04/16 | 83,000,000 | 83,000,000 | ||
0.50% | 04/05/16 | 51,000,000 | 51,000,000 | |||
0.50% | 04/27/16 | 12,000,000 | 12,000,000 | |||
0.61% | 05/23/16 | 59,000,000 | 59,000,000 | |||
0.62% | 07/07/16 | 79,000,000 | 79,000,000 | |||
0.72% | 08/02/16 | 119,000,000 | 119,000,000 | |||
0.85% | 08/02/16 | 100,000,000 | 100,000,000 | |||
0.85% | 08/25/16 | 195,000,000 | 195,000,000 | |||
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) | 0.67% | 04/01/16 | 10,000,000 | 10,000,000 | ||
0.68% | 04/13/16 | 103,000,000 | 103,000,000 | |||
0.65% | 05/13/16 | 134,000,000 | 134,000,000 | |||
0.62% | 05/16/16 | 135,000,000 | 135,000,000 | |||
0.62% | 05/23/16 | 74,000,000 | 74,000,000 | |||
0.62% | 06/16/16 | 7,000,000 | 7,000,000 | |||
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | 0.57% | 06/07/16 | 188,000,000 | 188,000,000 | ||
0.65% | 07/14/16 | 67,000,000 | 67,000,000 | |||
0.83% | 09/01/16 | 85,000,000 | 85,000,000 | |||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.40% | 04/01/16 | 200,000,000 | 200,000,000 | ||
0.50% | 05/20/16 | 24,000,000 | 24,000,000 | |||
0.50% | 06/01/16 | 95,000,000 | 95,000,000 | |||
1.00% | 11/07/16 | 50,000,000 | 50,000,000 | |||
UBS AG (STAMFORD BRANCH) | 0.67% | 06/07/16 | 13,000,000 | 13,000,000 | ||
0.68% | 06/13/16 | 2,000,000 | 2,000,000 | |||
0.85% | 08/02/16 | 82,000,000 | 82,000,000 | |||
WELLS FARGO BANK NA | 0.46% | 04/22/16 | 160,000,000 | 160,000,000 | ||
0.83% | 08/02/16 | 6,000,000 | 6,000,000 | |||
0.81% | 08/16/16 | 95,000,000 | 95,000,000 | |||
0.83% | 08/18/16 | 45,000,000 | 45,000,000 | |||
0.84% | 08/23/16 | 20,000,000 | 20,000,000 | |||
0.85% | 09/01/16 | 7,000,000 | 7,000,000 | |||
8,446,695,573 | ||||||
Other Instruments 7.6% | ||||||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) | 0.37% | 04/05/16 | 250,000,000 | 250,000,000 | ||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.36% | 04/05/16 | 184,000,000 | 184,000,000 | ||
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 587,000,000 | 587,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH | 0.35% | 04/05/16 | 175,000,000 | 175,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.26% | 04/01/16 | 75,000,000 | 75,000,000 | ||
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 408,000,000 | 408,000,000 | ||
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) | 0.35% | 04/06/16 | 100,000,000 | 100,000,000 | ||
1,779,000,000 | ||||||
Other Notes 0.6% | ||||||
BANK OF AMERICA NA | 0.46% | 04/07/16 | 25,000,000 | 25,000,000 | ||
0.81% | 08/02/16 | 50,000,000 | 50,000,000 | |||
0.79% | 08/05/16 | 57,000,000 | 57,000,000 | |||
0.76% | 08/11/16 | 10,000,000 | 10,000,000 | |||
142,000,000 | ||||||
Total Fixed-Rate Obligations | ||||||
(Cost $14,342,749,164) | 14,342,749,164 | |||||
Variable-Rate Obligations 14.3% of net assets | ||||||
Financial Company Commercial Paper 3.6% | ||||||
COMMONWEALTH BANK OF AUSTRALIA |
b |
0.57% | 04/12/16 | 05/12/16 | 25,000,000 | 25,000,000 |
b |
0.64% | 04/27/16 | 06/27/16 | 50,000,000 | 50,000,000 | |
b |
0.64% | 04/29/16 | 06/29/16 | 100,000,000 | 100,000,000 | |
b |
0.65% | 04/08/16 | 07/08/16 | 208,000,000 | 208,000,000 | |
HSBC BANK PLC |
b |
0.66% | 04/01/16 | 06/01/16 | 183,000,000 | 183,000,000 |
b |
0.66% | 04/01/16 | 08/01/16 | 11,000,000 | 11,000,000 | |
b |
0.79% | 04/04/16 | 08/04/16 | 110,000,000 | 110,000,000 | |
WESTPAC BANKING CORP |
b |
0.65% | 04/05/16 | 07/05/16 | 166,000,000 | 166,000,000 |
853,000,000 | ||||||
Certificates of Deposit 7.4% | ||||||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.78% | 04/04/16 | 09/02/16 | 200,000,000 | 200,000,000 | |
BANK OF NOVA SCOTIA (HOUSTON BRANCH) | 0.67% | 04/14/16 | 07/14/16 | 123,000,000 | 123,000,000 | |
0.77% | 04/25/16 | 08/23/16 | 174,000,000 | 174,000,000 | ||
BANK OF NOVA SCOTIA (NEW YORK BRANCH) | 0.67% | 04/15/16 | 07/15/16 | 7,000,000 | 7,000,000 | |
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.67% | 04/26/16 | 05/26/16 | 60,000,000 | 60,000,000 | |
0.61% | 04/11/16 | 06/10/16 | 182,000,000 | 182,000,000 | ||
0.67% | 04/28/16 | 06/28/16 | 77,000,000 | 77,000,000 | ||
HSBC BANK USA NA | 0.81% | 04/01/16 | 09/01/16 | 25,000,000 | 25,000,000 | |
ROYAL BANK OF CANADA (NEW YORK BRANCH) | 0.57% | 04/13/16 | 20,000,000 | 20,000,000 | ||
0.73% | 04/01/16 | 08/31/16 | 125,000,000 | 125,000,000 | ||
0.77% | 04/04/16 | 10/03/16 | 137,000,000 | 137,000,000 | ||
STATE STREET BANK AND TRUST COMPANY | 0.64% | 04/20/16 | 05/20/16 | 43,000,000 | 43,000,000 | |
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.71% | 04/12/16 | 08/12/16 | 210,000,000 | 210,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
UBS AG (STAMFORD BRANCH) | 0.81% | 04/26/16 | 09/08/16 | 119,000,000 | 119,000,000 | |
WELLS FARGO BANK NA | 0.68% | 04/27/16 | 07/27/16 | 130,000,000 | 130,000,000 | |
0.78% | 04/26/16 | 08/26/16 | 100,000,000 | 100,000,000 | ||
1,732,000,000 | ||||||
Treasury Debt 1.3% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 07/31/16 | 95,000,000 | 95,000,000 | |
0.38% | 04/01/16 | 01/31/17 | 85,000,000 | 84,999,703 | ||
0.47% | 04/01/16 | 10/31/17 | 120,000,000 | 120,000,000 | ||
299,999,703 | ||||||
Variable Rate Demand Notes 0.0% | ||||||
BRECKENRIDGE TERRACE LLC | ||||||
SERIES VRDN (LOC: BANK OF AMERICA NA) |
a |
0.48% | 04/07/16 | 1,000,000 | 1,000,000 | |
EAGLE CNTY COLO | ||||||
REV MULTI FAM HOUSING (THE TARNES @ BC LLC) SERIES 1999 B (LOC: WELLS FARGO BANK NA) |
a |
0.48% | 04/07/16 | 2,410,000 | 2,410,000 | |
GFRE HOLDINGS LLC | ||||||
GFRE HOLDINGS LLC (LOC: FEDERAL HOME LOAN BANKS) |
a |
0.43% | 04/07/16 | 2,015,000 | 2,015,000 | |
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS | ||||||
REV MULTI FAM HOUSING SERIES 2000B (LOC: WELLS FARGO BANK NA) |
a |
0.48% | 04/07/16 | 2,885,000 | 2,885,000 | |
8,310,000 | ||||||
Other Notes 2.0% | ||||||
JPMORGAN CHASE BANK NA | 0.77% | 04/18/16 | 09/16/16 | 90,000,000 | 90,000,000 | |
0.78% | 04/22/16 | 10/21/16 | 30,000,000 | 30,000,000 | ||
ROYAL BANK OF CANADA |
b |
0.74% | 04/07/16 | 09/06/16 | 60,000,000 | 60,000,000 |
WELLS FARGO BANK NA | 0.75% | 06/15/16 | 10/14/16 | 55,000,000 | 55,000,000 | |
0.80% | 06/22/16 | 10/21/16 | 225,000,000 | 225,000,000 | ||
460,000,000 | ||||||
Total Variable-Rate Obligations | ||||||
(Cost $3,353,309,703) | 3,353,309,703 | |||||
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 25.0% of net assets | ||||||
Government Agency Repurchase Agreements* 5.1% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $57,680,000, 2.69% - 6.00%, due 08/01/26 - 11/01/45) |
0.32% | 04/01/16 | 56,000,498 | 56,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
BARCLAYS CAPITAL INC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $29,150,755, 2.50% - 5.00%, due 12/25/20 - 02/01/46) |
0.27% | 04/06/16 | 28,001,470 | 28,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $341,962,945, 2.13% - 7.50%, due 12/01/17 - 10/01/48) |
0.31% | 04/01/16 | 332,002,859 | 332,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $185,851,567, 0.00% - 5.88%, due 08/28/17 - 09/15/65) |
0.32% | 04/01/16 | 180,001,600 | 180,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $4,080,000, 3.00% - 3.50%, due 05/01/28 - 05/01/42) |
0.30% | 04/01/16 | 4,000,033 | 4,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $73,440,000, 2.49% - 5.00%, due 07/01/24 - 09/01/43) |
0.29% | 04/06/16 | 72,004,060 | 72,000,000 | ||
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $27,810,000, 2.50%, due 02/01/30) |
0.30% | 04/01/16 | 27,000,225 | 27,000,000 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $59,740,001, 4.00%, due 11/01/45 - 03/01/46) |
0.32% | 04/01/16 | 58,000,516 | 58,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $385,843,537, 3.00% - 3.50%, due 07/01/35 - 11/01/45) |
0.33% | 04/01/16 | 371,003,401 | 371,000,000 | ||
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $40,562,682, 3.50%, due 02/01/46) |
0.34% | 04/05/16 | 39,002,578 | 39,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $43,682,889, 3.50%, due 02/01/46) |
0.34% | 04/07/16 | 42,002,777 | 42,000,000 | ||
1,209,000,000 | ||||||
Treasury Repurchase Agreements 14.9% | ||||||
BANK OF MONTREAL | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $41,820,398, 1.38% - 2.13%, due 08/31/17 - 08/15/21) |
0.30% | 04/01/16 | 41,000,342 | 41,000,000 | ||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $115,260,087, 0.13% - 3.25%, due 03/31/17 - 07/15/22) |
0.30% | 04/01/16 | 113,000,942 | 113,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $111,026,488, 0.63% - 4.63%, due 07/31/16 - 11/30/20) |
0.30% | 04/01/16 | 108,850,315 | 108,849,408 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $64,260,082, 0.50% - 3.75%, due 07/31/16 - 03/31/22) |
0.30% | 04/05/16 | 63,003,675 | 63,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $45,900,415, 1.88% - 4.25%, due 10/31/17 - 05/15/39) |
0.30% | 04/01/16 | 45,000,375 | 45,000,000 | ||
FEDERAL RESERVE BANK OF NEW YORK | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $3,033,021,135, 1.75% - 4.50%, due 10/31/18 - 08/15/39) |
0.25% | 04/01/16 | 3,033,021,063 | 3,033,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $25,500,066, 2.00% - 2.25%, due 07/31/20 - 11/15/24) |
0.31% | 04/07/16 | 25,001,507 | 25,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $73,440,724, 1.50%, due 11/30/19) |
0.31% | 04/01/16 | 72,000,620 | 72,000,000 | ||
3,500,849,408 | ||||||
Other Repurchase Agreements** 5.0% | ||||||
BNP PARIBAS SECURITIES CORP. | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $14,950,000, 1.89% - 4.74%, due 07/25/23 - 06/25/37) |
0.48% | 04/05/16 | 13,001,213 | 13,000,000 | ||
CREDIT SUISSE SECURITIES (USA) LLC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $74,751,228, 0.62% - 7.65%, due 05/15/24 - 07/25/37) |
0.62% | 04/06/16 | 65,007,836 | 65,000,000 | ||
Issued
03/09/16, repurchase date 09/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $373,753,997, 0.08% - 8.00%, due 03/15/17 - 05/10/63) |
c |
1.25% | 07/05/16 | 326,331,597 | 325,000,000 | |
JP MORGAN SECURITIES LLC | ||||||
Issued
03/03/16, repurchase date 08/30/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $115,096,815, 0.91% - 8.00%, due 06/09/16 - 01/01/99) |
c |
1.08% | 06/29/16 | 100,354,000 | 100,000,000 | |
Issued
03/22/16, repurchase date 09/19/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $175,998,042, 0.89% - 7.00%, due 05/12/16 - 01/01/99) |
c |
1.08% | 06/29/16 | 153,454,410 | 153,000,000 | |
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/10/16, repurchase date 06/08/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $212,750,001, 0.00% - 1.93%, due 10/25/37 - 03/25/58) |
c |
0.96% | 05/05/16 | 185,276,267 | 185,000,000 | |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $64,401,533, 1.30% - 9.63%, due 02/06/17 - 06/15/25) |
0.40% | 04/01/16 | 56,000,622 | 56,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $186,319,925, 0.64% - 6.00%, due 02/25/35 - 09/17/57) |
0.55% | 04/06/16 | 162,017,325 | 162,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $52,905,658, 0.00% - 6.52%, due 10/20/25 - 08/27/51) |
0.55% | 04/07/16 | 46,004,919 | 46,000,000 | ||
Issued
02/11/16, repurchase date 08/09/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $70,535,825, 0.00% - 5.42%, due 07/17/25 - 06/26/45) |
c |
1.10% | 07/05/16 | 61,270,264 | 61,000,000 | |
1,166,000,000 | ||||||
Total Repurchase Agreements | ||||||
(Cost $5,875,849,408) | 5,875,849,408 |
a | Credit-enhanced or liquidity-enhanced. |
b | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $3,832,240,090 or 16.3% of net assets. |
c | Illiquid security. At the period end, the value of these amounted to $824,000,000 or 3.5% of net assets. |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
** | Usually collateralized via common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations or less frequently by U.S. Government Agency Securities and/ or U.S. Treasury Securities. |
ABS — | Asset-backed securities |
ETF — | Exchange-traded fund |
FACS — | Facilities |
HSG — | Housing |
LOC — | Letter of credit |
MULTI FAM — | Multi-family |
REV — | Revenue |
VRDN — | Variable rate demand note |
Holdings by Category | Cost
($) |
Value
($) | |
53.8% | Fixed-Rate Obligations | 12,843,168,775 | 12,843,168,775 |
16.9% | Variable-Rate Obligations | 4,036,506,041 | 4,036,506,041 |
30.5% | Repurchase Agreements | 7,285,304,169 | 7,285,304,169 |
101.2% | Total Investments | 24,164,978,985 | 24,164,978,985 |
(1.2%) | Other Assets and Liabilities, Net | (295,614,817) | |
100.0% | Net Assets | 23,869,364,168 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 53.8% of net assets | ||||||
Government Agency Debt 50.9% | ||||||
FEDERAL HOME LOAN BANKS | 0.19% | 04/01/16 | 200,000,000 | 200,000,000 | ||
0.33% | 04/01/16 | 140,000,000 | 140,000,000 | |||
0.24% | 04/04/16 | 150,000,000 | 149,997,000 | |||
0.34% | 04/06/16 | 150,000,000 | 149,992,917 | |||
0.34% | 04/08/16 | 132,000,000 | 132,001,645 | |||
0.19% | 04/11/16 | 192,580,000 | 192,569,836 | |||
0.36% | 04/11/16 | 10,000,000 | 9,999,000 | |||
0.24% | 04/13/16 | 65,000,000 | 64,994,800 | |||
0.36% | 04/13/16 | 20,600,000 | 20,597,528 | |||
0.24% | 04/15/16 | 100,000,000 | 99,990,667 | |||
0.25% | 04/15/16 | 186,700,000 | 186,682,212 | |||
0.33% | 04/15/16 | 75,000,000 | 74,990,375 | |||
0.35% | 04/18/16 | 150,000,000 | 149,975,208 | |||
0.38% | 04/22/16 | 350,000,000 | 349,922,825 | |||
0.39% | 04/22/16 | 162,450,000 | 162,413,043 | |||
0.34% | 04/26/16 | 150,000,000 | 149,964,583 | |||
0.40% | 04/27/16 | 226,500,000 | 226,435,057 | |||
0.40% | 05/06/16 | 236,225,000 | 236,133,621 | |||
0.37% | 05/11/16 | 147,455,000 | 147,395,199 | |||
0.40% | 05/11/16 | 100,000,000 | 99,956,111 | |||
0.30% | 05/13/16 | 80,380,000 | 80,351,867 | |||
0.33% | 05/13/16 | 200,000,000 | 199,924,167 | |||
0.37% | 05/13/16 | 222,080,000 | 221,984,513 | |||
0.40% | 05/13/16 | 54,300,000 | 54,274,660 | |||
0.30% | 05/16/16 | 100,000,000 | 99,962,500 | |||
0.37% | 05/16/16 | 100,000,000 | 99,953,750 | |||
0.39% | 05/16/16 | 96,587,000 | 96,539,914 | |||
0.40% | 05/16/16 | 52,566,000 | 52,539,717 | |||
0.30% | 05/17/16 | 250,000,000 | 249,904,167 | |||
0.40% | 05/17/16 | 82,000,000 | 81,958,089 | |||
0.24% | 05/18/16 | 200,000,000 | 199,991,251 | |||
0.30% | 05/18/16 | 100,000,000 | 99,960,833 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
0.33% | 05/18/16 | 1,764,000 | 1,763,240 | |||
0.38% | 05/18/16 | 59,800,000 | 59,770,723 | |||
0.30% | 05/19/16 | 200,000,000 | 199,920,000 | |||
0.29% | 05/25/16 | 75,982,000 | 75,948,948 | |||
0.31% | 05/25/16 | 390,000,000 | 389,821,575 | |||
0.40% | 05/25/16 | 415,110,000 | 414,860,934 | |||
0.36% | 05/26/16 | 125,000,000 | 124,931,250 | |||
0.37% | 05/26/16 | 300,000,000 | 299,830,799 | |||
0.39% | 05/26/16 | 199,000,000 | 198,881,429 | |||
0.31% | 05/27/16 | 250,000,000 | 249,881,389 | |||
0.32% | 05/27/16 | 2,000,000 | 1,999,020 | |||
0.36% | 05/31/16 | 25,000,000 | 24,985,000 | |||
0.39% | 05/31/16 | 50,000,000 | 49,967,500 | |||
0.34% | 06/01/16 | 1,101,000 | 1,100,366 | |||
0.39% | 06/01/16 | 41,000,000 | 40,973,253 | |||
0.40% | 06/01/16 | 538,000,000 | 537,639,914 | |||
0.39% | 06/10/16 | 461,100,000 | 460,750,332 | |||
0.50% | 06/20/16 | 99,000,000 | 98,890,000 | |||
0.40% | 06/24/16 | 100,000,000 | 99,906,667 | |||
0.33% | 06/29/16 | 79,284,000 | 79,219,317 | |||
0.36% | 06/29/16 | 250,000,000 | 249,778,118 | |||
0.39% | 06/30/16 | 180,000,000 | 179,824,500 | |||
0.42% | 07/05/16 | 51,610,000 | 51,553,480 | |||
0.40% | 07/08/16 | 100,000,000 | 99,995,748 | |||
0.37% | 07/12/16 | 6,000,000 | 5,993,710 | |||
0.40% | 07/25/16 | 500,000,000 | 499,361,111 | |||
0.41% | 07/27/16 | 11,100,000 | 11,085,209 | |||
0.37% | 07/29/16 | 80,000,000 | 79,902,156 | |||
0.43% | 08/12/16 | 155,500,000 | 155,500,000 | |||
0.46% | 08/18/16 | 248,000,000 | 247,980,841 | |||
0.47% | 08/22/16 | 150,000,000 | 149,990,986 | |||
0.51% | 08/25/16 | 150,000,000 | 149,996,599 | |||
0.48% | 08/26/16 | 50,300,000 | 50,201,412 | |||
0.51% | 09/09/16 | 75,000,000 | 75,000,000 | |||
0.52% | 09/09/16 | 150,000,000 | 149,985,748 | |||
0.58% | 09/14/16 | 90,000,000 | 89,759,300 | |||
0.54% | 09/21/16 | 200,000,000 | 199,979,165 | |||
FEDERAL HOME LOAN MORTGAGE CORPORATION | 0.45% | 04/11/16 | 100,000,000 | 99,987,500 | ||
0.50% | 05/03/16 | 100,000,000 | 99,955,556 | |||
0.40% | 06/17/16 | 250,000,000 | 249,786,111 | |||
0.37% | 06/20/16 | 300,000,000 | 299,756,667 | |||
0.39% | 06/27/16 | 249,000,000 | 248,765,317 | |||
0.40% | 07/13/16 | 11,500,000 | 11,486,839 | |||
0.45% | 08/02/16 | 4,000,000 | 3,993,850 | |||
0.88% | 10/14/16 | 25,000,000 | 25,043,024 | |||
0.50% | 01/27/17 | 129,800,000 | 129,628,597 | |||
FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.40% | 05/04/16 | 21,000,000 | 20,992,300 | ||
0.35% | 06/02/16 | 100,000,000 | 99,939,722 | |||
0.39% | 06/13/16 | 150,000,000 | 149,881,375 | |||
0.40% | 07/18/16 | 149,000,000 | 148,821,200 | |||
0.40% | 07/19/16 | 99,000,000 | 98,880,100 | |||
0.41% | 07/25/16 | 100,000,000 | 99,870,625 | |||
1.38% | 11/15/16 | 35,250,000 | 35,424,491 | |||
12,160,500,068 | ||||||
Treasury Debt 2.9% | ||||||
UNITED STATES TREASURY | 0.38% | 04/30/16 | 25,000,000 | 25,002,365 | ||
1.75% | 05/31/16 | 50,000,000 | 50,116,139 | |||
3.25% | 06/30/16 | 130,000,000 | 130,912,713 | |||
1.50% | 06/30/16 | 105,000,000 | 105,283,779 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
3.25% | 07/31/16 | 250,000,000 | 252,332,078 | |||
0.50% | 07/31/16 | 119,000,000 | 119,021,633 | |||
682,668,707 | ||||||
Total Fixed-Rate Obligations | ||||||
(Cost $12,843,168,775) | 12,843,168,775 | |||||
Variable-Rate Obligations 16.9% of net assets | ||||||
Government Agency Debt 14.7% | ||||||
FEDERAL FARM CREDIT BANKS FUNDING CORP | 0.46% | 04/26/16 | 07/26/17 | 35,000,000 | 34,995,258 | |
0.46% | 04/28/16 | 08/28/17 | 150,000,000 | 149,967,779 | ||
0.50% | 04/06/16 | 11/06/17 | 135,000,000 | 134,956,243 | ||
FEDERAL HOME LOAN BANKS | 0.50% | 05/13/16 | 200,000,000 | 199,996,412 | ||
0.39% | 04/18/16 | 05/18/16 | 150,000,000 | 150,000,000 | ||
0.37% | 04/22/16 | 07/22/16 | 150,000,000 | 150,000,000 | ||
0.41% | 04/08/16 | 09/08/16 | 150,000,000 | 150,000,000 | ||
0.53% | 04/18/16 | 01/18/17 | 250,000,000 | 250,000,000 | ||
0.49% | 05/10/16 | 02/10/17 | 100,000,000 | 99,986,305 | ||
0.48% | 05/17/16 | 02/17/17 | 100,000,000 | 99,985,964 | ||
0.44% | 04/17/16 | 03/17/17 | 100,000,000 | 99,985,284 | ||
0.55% | 06/21/16 | 03/21/17 | 250,000,000 | 250,000,000 | ||
0.55% | 07/04/16 | 04/04/17 | 100,000,000 | 100,000,000 | ||
0.51% | 05/05/16 | 04/05/17 | 200,000,000 | 200,000,000 | ||
0.43% | 04/18/16 | 08/18/17 | 150,000,000 | 150,000,000 | ||
0.54% | 04/13/16 | 10/13/17 | 100,000,000 | 100,000,000 | ||
FEDERAL HOME LOAN MORTGAGE CORPORATION | 0.39% | 04/24/16 | 08/24/16 | 35,000,000 | 35,000,000 | |
0.43% | 04/16/16 | 09/16/16 | 150,000,000 | 150,000,000 | ||
0.51% | 05/14/16 | 11/14/16 | 200,000,000 | 199,996,411 | ||
0.43% | 04/12/16 | 12/12/16 | 100,000,000 | 99,989,346 | ||
0.44% | 04/13/16 | 01/13/17 | 175,000,000 | 174,986,057 | ||
FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.44% | 04/25/16 | 07/25/16 | 125,000,000 | 125,016,569 | |
0.51% | 04/21/16 | 10/21/16 | 125,000,000 | 124,993,340 | ||
0.45% | 04/08/16 | 09/08/17 | 125,000,000 | 124,981,838 | ||
0.45% | 04/05/16 | 10/05/17 | 150,000,000 | 149,966,743 | ||
3,504,803,549 | ||||||
Treasury Debt 2.2% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 07/31/16 | 95,000,000 | 95,000,000 | |
0.35% | 04/01/16 | 10/31/16 | 20,000,000 | 19,995,775 | ||
0.38% | 04/01/16 | 01/31/17 | 231,780,000 | 231,796,986 | ||
0.37% | 04/01/16 | 04/30/17 | 45,000,000 | 44,990,896 | ||
0.38% | 04/01/16 | 07/31/17 | 140,000,000 | 139,918,835 | ||
531,702,492 | ||||||
Total Variable-Rate Obligations | ||||||
(Cost $4,036,506,041) | 4,036,506,041 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 30.5% of net assets | ||||||
Government Agency Repurchase Agreements* 8.8% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $59,740,000, 2.50% - 4.50%, due 09/01/27 - 05/01/44) |
0.32% | 04/01/16 | 58,000,516 | 58,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $260,792,617, 1.09% - 9.50%, due 05/01/18 - 12/20/65) |
0.27% | 04/06/16 | 250,013,125 | 250,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $350,542,552, 1.11% - 7.00%, due 11/01/17 - 02/20/46) |
0.31% | 04/01/16 | 340,002,928 | 340,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $174,198,548, 0.00% - 4.50%, due 03/30/17 - 02/01/45) |
0.32% | 04/01/16 | 168,001,493 | 168,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $4,080,000, 3.00% - 3.50%, due 05/01/28 - 09/01/45) |
0.30% | 04/01/16 | 4,000,033 | 4,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $158,100,000, 1.89% - 6.00%, due 06/01/25 - 10/01/45) |
0.29% | 04/06/16 | 155,008,740 | 155,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $206,000,000, 2.00% - 4.50%, due 04/01/32 - 04/15/49) |
0.32% | 04/01/16 | 200,001,778 | 200,000,000 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $154,502,747, 2.75% - 4.50%, due 07/01/26 - 02/01/43) |
0.32% | 04/05/16 | 150,009,333 | 150,000,000 | ||
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $28,840,001, 2.50%, due 02/01/30) |
0.30% | 04/01/16 | 28,000,233 | 28,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $206,000,000, 2.50%, due 02/01/30) |
0.31% | 04/07/16 | 200,012,056 | 200,000,000 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $117,420,001, 4.00%, due 04/01/45 - 12/01/45) |
0.32% | 04/01/16 | 114,001,013 | 114,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $397,283,642, 3.00% - 3.50%, due 03/01/42 - 03/01/43) |
0.33% | 04/01/16 | 382,003,502 | 382,000,000 | ||
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $52,003,438, 3.50%, due 02/01/46) |
0.34% | 04/05/16 | 50,003,306 | 50,000,000 | ||
2,099,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Treasury Repurchase Agreements 21.7% | ||||||
BANK OF MONTREAL | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $42,840,460, 2.13% - 3.13%, due 01/15/25 - 02/15/43) |
0.30% | 04/01/16 | 42,000,350 | 42,000,000 | ||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $118,320,028, 0.50% - 3.38%, due 07/15/16 - 05/15/45) |
0.30% | 04/01/16 | 116,000,967 | 116,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $144,130,255, 0.25% - 8.00%, due 04/15/16 - 02/15/23) |
0.30% | 04/01/16 | 141,305,347 | 141,304,169 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $606,900,050, 0.38% - 4.50%, due 04/30/16 - 11/15/41) |
0.30% | 04/05/16 | 595,034,708 | 595,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $46,920,419, 1.25% - 3.38%, due 12/31/17 - 04/15/32) |
0.30% | 04/01/16 | 46,000,383 | 46,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $17,340,098, 0.00%, due 03/30/17) |
0.32% | 04/01/16 | 17,000,151 | 17,000,000 | ||
FEDERAL RESERVE BANK OF NEW YORK | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $3,930,027,302, 1.00% - 4.50%, due 02/28/19 - 08/15/39) |
0.25% | 04/01/16 | 3,930,027,292 | 3,930,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $79,560,067, 2.00% - 2.50%, due 07/31/20 - 05/15/24) |
0.30% | 04/01/16 | 78,000,650 | 78,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $149,940,103, 2.00% - 3.25%, due 12/31/16 - 11/15/24) |
0.31% | 04/07/16 | 147,008,861 | 147,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $75,480,730, 1.50%, due 11/30/19) |
0.31% | 04/01/16 | 74,000,637 | 74,000,000 | ||
5,186,304,169 | ||||||
Total Repurchase Agreements | ||||||
(Cost $7,285,304,169) | 7,285,304,169 |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
Holdings by Category | Cost
($) |
Value
($) | |
89.2% | Fixed-Rate Obligations | 18,237,328,942 | 18,237,328,942 |
10.6% | Variable-Rate Obligations | 2,160,985,425 | 2,160,985,425 |
99.8% | Total Investments | 20,398,314,367 | 20,398,314,367 |
0.2% | Other Assets and Liabilities, Net | 48,087,630 | |
100.0% | Net Assets | 20,446,401,997 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 89.2% of net assets | ||||||
Treasury Debt 89.2% | ||||||
UNITED STATES TREASURY | 0.26% | 04/07/16 | 921,935,000 | 921,895,211 | ||
0.26% | 04/14/16 | 350,000 | 349,967,455 | |||
0.28% | 04/14/16 | 1,400,000 | 1,399,857,939 | |||
0.25% | 04/15/16 | 110,000,000 | 110,000,000 | |||
0.25% | 04/21/16 | 9,193,000 | 9,191,710 | |||
0.26% | 04/21/16 | 3,000,000 | 2,999,572 | |||
0.27% | 04/21/16 | 2,650,000,000 | 2,649,604,806 | |||
0.21% | 04/28/16 | 1,750,000,000 | 1,749,727,394 | |||
0.30% | 04/28/16 | 892,883,000 | 892,682,101 | |||
0.38% | 04/30/16 | 579,000,000 | 579,027,197 | |||
2.00% | 04/30/16 | 704,000,000 | 704,943,184 | |||
2.63% | 04/30/16 | 685,000,000 | 686,231,641 | |||
0.26% | 05/05/16 | 17,004,000 | 16,999,825 | |||
0.31% | 05/05/16 | 66,661,000 | 66,641,420 | |||
0.33% | 05/05/16 | 5,526,000 | 5,524,293 | |||
0.34% | 05/05/16 | 150,000,000 | 149,952,542 | |||
0.28% | 05/12/16 | 350,000,000 | 349,888,389 | |||
0.25% | 05/15/16 | 67,000,000 | 66,990,620 | |||
5.13% | 05/15/16 | 375,000,000 | 377,140,588 | |||
0.29% | 05/19/16 | 43,162,000 | 43,145,311 | |||
0.30% | 05/19/16 | 10,000,000 | 9,996,053 | |||
0.34% | 05/19/16 | 18,560,000 | 18,551,697 | |||
0.38% | 05/31/16 | 112,000,000 | 112,025,820 | |||
1.75% | 05/31/16 | 1,319,000,000 | 1,322,087,214 | |||
3.25% | 05/31/16 | 765,000,000 | 768,686,440 | |||
0.50% | 06/15/16 | 150,000,000 | 150,080,952 | |||
0.36% | 06/23/16 | 625,000,000 | 624,488,455 | |||
1.50% | 06/30/16 | 285,000,000 | 285,785,004 | |||
3.25% | 06/30/16 | 337,000,000 | 339,332,702 | |||
0.63% | 07/15/16 | 45,000,000 | 45,017,861 | |||
0.50% | 07/31/16 | 345,000,000 | 345,060,777 | |||
1.50% | 07/31/16 | 145,000,000 | 145,520,527 | |||
3.25% | 07/31/16 | 234,000,000 | 236,182,825 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
0.41% | 08/11/16 | 55,000,000 | 54,917,115 | |||
0.63% | 08/15/16 | 64,000,000 | 64,052,597 | |||
1.00% | 08/31/16 | 723,000,000 | 724,387,275 | |||
3.00% | 08/31/16 | 45,000,000 | 45,475,438 | |||
0.45% | 09/15/16 | 250,000,000 | 249,483,924 | |||
0.46% | 09/29/16 | 290,000,000 | 289,336,459 | |||
1.00% | 09/30/16 | 345,000,000 | 345,951,607 | |||
0.63% | 10/15/16 | 186,000,000 | 186,143,852 | |||
1.00% | 10/31/16 | 330,000,000 | 330,876,496 | |||
0.63% | 11/15/16 | 105,000,000 | 105,008,961 | |||
0.88% | 11/30/16 | 235,000,000 | 235,491,295 | |||
2.75% | 11/30/16 | 70,000,000 | 70,976,398 | |||
Total Fixed-Rate Obligations | ||||||
(Cost $18,237,328,942) | 18,237,328,942 | |||||
Variable-Rate Obligations 10.6% of net assets | ||||||
Treasury Debt 10.6% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 04/30/16 | 95,000,000 | 95,000,115 | |
0.37% | 04/01/16 | 07/31/16 | 200,000,000 | 200,006,902 | ||
0.35% | 04/01/16 | 10/31/16 | 776,000,000 | 775,983,021 | ||
0.38% | 04/01/16 | 01/31/17 | 561,000,000 | 561,128,272 | ||
0.37% | 04/01/16 | 04/30/17 | 89,000,000 | 88,981,999 | ||
0.38% | 04/01/16 | 07/31/17 | 440,000,000 | 439,885,116 | ||
Total Variable-Rate Obligations | ||||||
(Cost $2,160,985,425) | 2,160,985,425 |
Holdings by Category | Cost
($) |
Value
($) | |
41.3% | Fixed-Rate Obligations | 507,313,205 | 507,313,205 |
7.1% | Variable-Rate Obligations | 87,212,381 | 87,212,381 |
51.4% | Repurchase Agreements | 631,707,348 | 631,707,348 |
99.8% | Total Investments | 1,226,232,934 | 1,226,232,934 |
0.2% | Other Assets and Liabilities, Net | 2,535,712 | |
100.0% | Net Assets | 1,228,768,646 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 41.3% of net assets | ||||||
Treasury Debt 41.3% | ||||||
UNITED STATES TREASURY | 0.25% | 04/15/16 | 15,000,000 | 14,999,802 | ||
0.38% | 04/30/16 | 5,000,000 | 5,000,473 | |||
2.00% | 04/30/16 | 10,000,000 | 10,013,509 | |||
2.63% | 04/30/16 | 40,000,000 | 40,072,256 | |||
0.25% | 05/15/16 | 5,000,000 | 4,999,300 | |||
5.13% | 05/15/16 | 25,000,000 | 25,142,706 | |||
0.38% | 05/31/16 | 10,000,000 | 9,997,037 | |||
1.75% | 05/31/16 | 50,000,000 | 50,115,389 | |||
3.25% | 05/31/16 | 45,000,000 | 45,217,307 | |||
0.34% | 06/09/16 | 15,000,000 | 14,990,211 | |||
1.50% | 06/30/16 | 10,000,000 | 10,027,027 | |||
3.25% | 06/30/16 | 32,000,000 | 32,220,964 | |||
0.63% | 07/15/16 | 5,000,000 | 5,001,985 | |||
0.50% | 07/31/16 | 35,000,000 | 35,006,147 | |||
3.25% | 07/31/16 | 15,000,000 | 15,139,925 | |||
0.38% | 08/11/16 | 40,000,000 | 39,944,193 | |||
0.41% | 08/11/16 | 5,000,000 | 4,992,465 | |||
0.63% | 08/15/16 | 5,000,000 | 5,004,109 | |||
1.00% | 08/31/16 | 45,000,000 | 45,086,308 | |||
3.00% | 08/31/16 | 5,000,000 | 5,052,826 | |||
0.44% | 09/15/16 | 10,000,000 | 9,979,589 | |||
1.00% | 09/30/16 | 19,000,000 | 19,052,407 | |||
1.00% | 10/31/16 | 28,000,000 | 28,074,838 | |||
0.63% | 11/15/16 | 6,000,000 | 6,000,512 | |||
0.88% | 11/30/16 | 15,000,000 | 15,031,359 | |||
2.75% | 11/30/16 | 11,000,000 | 11,150,561 | |||
Total Fixed-Rate Obligations | ||||||
(Cost $507,313,205) | 507,313,205 | |||||
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Variable-Rate Obligations 7.1% of net assets | ||||||
Treasury Debt 7.1% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 04/30/16 | 5,000,000 | 5,000,006 | |
0.37% | 04/01/16 | 07/31/16 | 12,221,000 | 12,220,966 | ||
0.35% | 04/01/16 | 10/31/16 | 10,000,000 | 10,000,175 | ||
0.38% | 04/01/16 | 01/31/17 | 30,000,000 | 30,003,504 | ||
0.37% | 04/01/16 | 04/30/17 | 10,000,000 | 9,997,977 | ||
0.38% | 04/01/16 | 07/31/17 | 20,000,000 | 19,989,753 | ||
Total Variable-Rate Obligations | ||||||
(Cost $87,212,381) | 87,212,381 | |||||
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 51.4% of net assets | ||||||
Treasury Repurchase Agreements 51.4% | ||||||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $55,801,511, 0.00% - 2.75%, due 01/05/17 - 08/15/24) |
0.30% | 04/01/16 | 54,707,804 | 54,707,348 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $127,500,092, 0.75% - 5.25%, due 08/31/16 - 08/15/44) |
0.30% | 04/05/16 | 125,007,292 | 125,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $124,441,071, 1.75% - 2.00%, due 09/30/22 - 08/15/25) |
0.30% | 04/01/16 | 122,001,017 | 122,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $124,440,063, 1.13%, due 02/28/21) |
0.32% | 04/01/16 | 122,001,084 | 122,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $113,220,035, 2.00%, due 07/31/20) |
0.30% | 04/01/16 | 111,000,925 | 111,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $5,100,012, 2.00% - 2.50%, due 07/31/20 - 05/15/24) |
0.31% | 04/07/16 | 5,000,301 | 5,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $93,840,886, 1.50%, due 11/30/19) |
0.31% | 04/01/16 | 92,000,792 | 92,000,000 | ||
Total Repurchase Agreements | ||||||
(Cost $631,707,348) | 631,707,348 |
Holdings by Category | Cost
($) |
Value
($) | |
60.5% | Fixed-Rate Obligations | 6,850,007,721 | 6,850,007,721 |
13.5% | Variable-Rate Obligations | 1,531,104,412 | 1,531,104,412 |
26.8% | Repurchase Agreements | 3,043,388,036 | 3,043,388,036 |
100.8% | Total Investments | 11,424,500,169 | 11,424,500,169 |
(0.8%) | Other Assets and Liabilities, Net | (96,035,590) | |
100.0% | Net Assets | 11,328,464,579 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 60.5% of net assets | ||||||
Asset-Backed Commercial Paper 10.7% | ||||||
BARTON CAPITAL SA |
a,b |
0.62% | 05/18/16 | 12,000,000 | 11,990,287 | |
BENNINGTON STARK CAPITAL COMPANY LLC |
a,b |
0.66% | 05/02/16 | 31,000,000 | 30,982,382 | |
a,b |
0.64% | 05/04/16 | 1,000,000 | 999,413 | ||
CAFCO LLC |
a,b |
0.57% | 06/02/16 | 8,000,000 | 7,992,147 | |
a,b |
0.58% | 06/21/16 | 70,000,000 | 69,908,650 | ||
CHARTA LLC |
a,b |
0.57% | 06/07/16 | 7,000,000 | 6,992,574 | |
a,b |
0.59% | 06/16/16 | 45,000,000 | 44,943,950 | ||
a,b |
0.85% | 09/26/16 | 30,000,000 | 29,873,917 | ||
CIESCO LLC |
a,b |
0.57% | 05/18/16 | 2,000,000 | 1,998,512 | |
a,b |
0.58% | 06/14/16 | 15,000,000 | 14,982,117 | ||
a,b |
0.59% | 06/16/16 | 50,000,000 | 49,937,722 | ||
a,b |
0.58% | 06/30/16 | 20,000,000 | 19,971,000 | ||
COLLATERALIZED COMMERCIAL PAPER II CO LLC |
a,b |
0.50% | 04/20/16 | 20,000,000 | 19,994,722 | |
CRC FUNDING LLC |
a,b |
0.65% | 06/07/16 | 30,000,000 | 29,963,708 | |
a,b |
0.58% | 06/21/16 | 41,000,000 | 40,946,495 | ||
FAIRWAY FINANCE CO LLC |
a,b |
0.30% | 04/01/16 | 10,000,000 | 10,000,000 | |
GOTHAM FUNDING CORP |
a,b |
0.50% | 04/06/16 | 25,000,000 | 24,998,264 | |
METLIFE SHORT TERM FUNDING LLC |
a,b |
0.42% | 04/05/16 | 1,250,000 | 1,249,942 | |
a,b |
0.56% | 06/13/16 | 147,434,000 | 147,266,580 | ||
a,b |
0.56% | 06/27/16 | 18,000,000 | 17,975,640 | ||
a,b |
0.55% | 07/01/16 | 2,000,000 | 1,997,219 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NIEUW AMSTERDAM RECEIVABLES CORP |
a,b |
0.44% | 04/19/16 | 25,000,000 | 24,994,500 | |
a,b |
0.47% | 05/18/16 | 23,735,000 | 23,720,436 | ||
a,b |
0.50% | 05/23/16 | 32,000,000 | 31,976,889 | ||
a,b |
0.55% | 06/07/16 | 50,000,000 | 49,948,819 | ||
OLD LINE FUNDING LLC |
a,b |
0.47% | 04/20/16 | 97,250,000 | 97,225,877 | |
a,b |
0.47% | 04/25/16 | 50,000,000 | 49,984,333 | ||
a,b |
0.48% | 04/25/16 | 30,000,000 | 29,990,400 | ||
a,b |
0.00% | 08/02/16 | 48,000,000 | 47,891,760 | ||
RIDGEFIELD FUNDING COMPANY LLC |
a,b |
0.64% | 06/07/16 | 48,000,000 | 47,942,827 | |
a,b |
0.63% | 06/28/16 | 26,000,000 | 25,959,960 | ||
SHEFFIELD RECEIVABLES CORP |
a,b |
0.74% | 05/09/16 | 77,000,000 | 76,939,854 | |
a,b |
0.75% | 05/18/16 | 1,000,000 | 999,021 | ||
STARBIRD FUNDING CORP |
a,b |
0.69% | 07/01/16 | 32,000,000 | 31,944,187 | |
THUNDER BAY FUNDING LLC |
a,b |
0.67% | 07/14/16 | 51,000,000 | 50,901,286 | |
a,b |
0.85% | 07/19/16 | 23,000,000 | 22,940,807 | ||
VERSAILLES COMMERCIAL PAPER LLC |
a,b |
0.60% | 05/09/16 | 9,000,000 | 8,994,300 | |
1,207,320,497 | ||||||
Financial Company Commercial Paper 11.0% | ||||||
ABN AMRO FUNDING USA LLC |
b |
0.60% | 07/06/16 | 15,000,000 | 14,976,000 | |
BANK OF NOVA SCOTIA |
b |
0.50% | 05/09/16 | 88,700,000 | 88,653,186 | |
b |
0.50% | 05/12/16 | 68,000,000 | 67,961,278 | ||
b |
0.86% | 09/15/16 | 52,000,000 | 51,792,549 | ||
BNP PARIBAS SA |
b |
0.51% | 04/05/16 | 63,000,000 | 62,996,430 | |
BPCE SA |
b |
0.61% | 06/09/16 | 17,000,000 | 16,980,124 | |
b |
0.67% | 07/07/16 | 41,000,000 | 40,925,984 | ||
DANSKE CORP |
b |
0.60% | 05/06/16 | 24,000,000 | 23,986,117 | |
DNB BANK ASA |
b |
0.58% | 06/07/16 | 91,000,000 | 90,901,770 | |
ING US FUNDING LLC |
a |
0.60% | 06/24/16 | 25,000,000 | 24,965,000 | |
a |
0.00% | 07/07/16 | 60,000,000 | 59,906,233 | ||
a |
0.84% | 08/16/16 | 1,000,000 | 996,803 | ||
JP MORGAN SECURITIES LLC |
b |
0.85% | 08/02/16 | 125,000,000 | 124,636,979 | |
b |
0.81% | 08/23/16 | 42,000,000 | 41,863,920 | ||
LLOYDS BANK PLC | 0.84% | 08/16/16 | 53,000,000 | 52,830,577 | ||
MACQUARIE BANK LTD |
b |
0.63% | 06/23/16 | 50,000,000 | 49,927,375 | |
NATIONWIDE BUILDING SOCIETY |
b |
0.53% | 04/04/16 | 30,000,000 | 29,998,675 | |
NORDEA BANK AB |
b |
0.55% | 06/02/16 | 50,000,000 | 49,953,069 | |
b |
0.53% | 07/05/16 | 53,000,000 | 52,925,874 | ||
b |
0.66% | 07/07/16 | 10,000,000 | 9,982,351 | ||
NRW BANK |
b |
0.45% | 04/05/16 | 55,000,000 | 54,997,250 | |
b |
0.45% | 04/25/16 | 92,000,000 | 91,972,707 | ||
OVERSEA-CHINESE BANKING CORPORATION LIMITED | 0.56% | 06/27/16 | 46,000,000 | 45,937,747 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SOCIETE GENERALE SA |
b |
0.61% | 06/09/16 | 37,000,000 | 36,956,741 | |
UNITED OVERSEAS BANK LTD |
b |
0.64% | 04/25/16 | 5,000,000 | 4,997,867 | |
b |
0.56% | 06/07/16 | 30,000,000 | 29,968,733 | ||
b |
0.63% | 08/05/16 | 23,000,000 | 22,949,285 | ||
1,244,940,624 | ||||||
Other Commercial Paper 2.0% | ||||||
COCA-COLA CO |
b |
0.75% | 09/13/16 | 30,000,000 | 29,896,875 | |
EXXON MOBIL CORP | 0.32% | 04/21/16 | 23,000,000 | 22,995,911 | ||
GENERAL ELECTRIC CO | 0.35% | 04/01/16 | 36,000,000 | 36,000,000 | ||
TOTAL CAPITAL CANADA LTD |
a,b |
0.58% | 06/21/16 | 30,000,000 | 29,960,850 | |
TOYOTA MOTOR CREDIT CORP | 0.45% | 04/12/16 | 32,000,000 | 31,995,600 | ||
0.45% | 04/13/16 | 23,000,000 | 22,996,550 | |||
0.61% | 07/27/16 | 50,000,000 | 49,900,875 | |||
223,746,661 | ||||||
Certificates of Deposit 28.1% | ||||||
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) |
a |
0.62% | 05/09/16 | 20,000,000 | 20,000,000 | |
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.70% | 08/01/16 | 50,000,000 | 50,000,000 | ||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.30% | 04/04/16 | 25,000,000 | 25,000,000 | ||
0.30% | 04/07/16 | 12,000,000 | 12,000,000 | |||
0.57% | 06/16/16 | 46,000,000 | 46,000,000 | |||
0.56% | 07/05/16 | 23,000,000 | 23,000,000 | |||
0.65% | 07/18/16 | 3,000,000 | 3,000,000 | |||
BANK OF THE WEST | 0.65% | 05/19/16 | 36,000,000 | 36,000,000 | ||
0.65% | 05/24/16 | 6,000,000 | 6,000,000 | |||
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) | 0.51% | 04/25/16 | 3,000,000 | 3,000,000 | ||
0.62% | 06/16/16 | 53,000,000 | 53,000,000 | |||
0.84% | 08/18/16 | 30,000,000 | 30,000,000 | |||
0.84% | 08/19/16 | 15,000,000 | 15,000,000 | |||
BARCLAYS BANK PLC (NEW YORK BRANCH) | 0.52% | 05/09/16 | 42,000,000 | 42,000,000 | ||
0.68% | 06/14/16 | 89,000,000 | 89,000,000 | |||
0.68% | 06/30/16 | 4,000,000 | 4,000,000 | |||
0.91% | 08/11/16 | 10,000,000 | 10,000,000 | |||
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) | 0.60% | 05/09/16 | 45,000,000 | 45,000,000 | ||
0.64% | 06/03/16 | 29,000,000 | 29,000,000 | |||
0.64% | 06/07/16 | 5,000,000 | 5,000,000 | |||
BNP PARIBAS SA (SAN FRANCISCO BRANCH) | 0.85% | 07/22/16 | 5,000,000 | 5,000,000 | ||
0.85% | 07/26/16 | 35,000,000 | 35,000,000 | |||
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.54% | 06/28/16 | 200,000,000 | 200,000,000 | ||
0.85% | 09/13/16 | 15,000,000 | 15,000,000 | |||
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) | 0.58% | 06/07/16 | 50,000,000 | 50,000,000 | ||
0.63% | 06/23/16 | 8,000,000 | 8,000,000 | |||
0.70% | 08/04/16 | 20,000,000 | 20,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) | 0.47% | 04/04/16 | 10,000,000 | 10,000,000 | ||
0.48% | 05/27/16 | 40,000,000 | 39,999,939 | |||
0.71% | 08/01/16 | 118,000,000 | 118,000,000 | |||
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) | 0.36% | 04/07/16 | 4,000,000 | 4,000,000 | ||
0.60% | 06/20/16 | 108,000,000 | 108,000,000 | |||
CREDIT AGRICOLE SA (LONDON BRANCH) | 0.63% | 07/01/16 | 57,000,000 | 57,000,000 | ||
CREDIT SUISSE AG (NEW YORK BRANCH) | 0.70% | 06/16/16 | 2,000,000 | 2,000,000 | ||
0.90% | 08/01/16 | 12,000,000 | 12,000,000 | |||
0.85% | 08/08/16 | 25,000,000 | 25,000,000 | |||
1.00% | 09/27/16 | 14,000,000 | 14,000,000 | |||
DANSKE BANK A/S (LONDON BRANCH) | 0.62% | 06/09/16 | 30,000,000 | 30,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) | 0.58% | 05/09/16 | 50,000,000 | 50,000,000 | ||
ING BANK NV (AMSTERDAM BRANCH) | 0.54% | 05/02/16 | 88,000,000 | 88,000,000 | ||
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) | 0.50% | 04/07/16 | 54,000,000 | 54,000,000 | ||
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | 0.40% | 04/08/16 | 54,000,000 | 54,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.85% | 09/02/16 | 40,000,000 | 40,000,000 | ||
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) | 0.71% | 06/15/16 | 12,000,000 | 12,000,000 | ||
0.62% | 06/23/16 | 24,000,000 | 24,000,000 | |||
0.65% | 06/27/16 | 35,000,000 | 35,000,000 | |||
0.73% | 07/12/16 | 49,000,000 | 49,000,000 | |||
0.83% | 07/21/16 | 29,000,000 | 29,000,000 | |||
0.85% | 08/25/16 | 85,000,000 | 85,000,000 | |||
MIZUHO BANK LTD (NEW YORK BRANCH) | 0.60% | 06/07/16 | 205,000,000 | 205,000,000 | ||
0.61% | 06/07/16 | 67,000,000 | 67,000,000 | |||
0.60% | 06/09/16 | 2,000,000 | 2,000,000 | |||
0.60% | 06/21/16 | 3,000,000 | 3,000,000 | |||
0.60% | 06/28/16 | 2,000,000 | 2,000,000 | |||
NATIXIS (NEW YORK BRANCH) | 0.65% | 06/02/16 | 14,000,000 | 14,000,000 | ||
0.60% | 06/16/16 | 87,000,000 | 87,000,000 | |||
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) | 0.53% | 07/05/16 | 4,000,000 | 4,000,000 | ||
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) | 0.56% | 05/03/16 | 14,000,000 | 14,000,000 | ||
0.49% | 05/24/16 | 25,000,000 | 25,000,000 | |||
0.58% | 06/07/16 | 54,000,000 | 54,000,000 | |||
SOCIETE GENERALE (NEW YORK BRANCH) | 0.61% | 06/01/16 | 40,000,000 | 40,000,000 | ||
STATE STREET BANK AND TRUST COMPANY | 0.80% | 08/19/16 | 15,000,000 | 15,000,000 | ||
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) | 0.50% | 04/25/16 | 15,000,000 | 15,000,000 | ||
0.61% | 06/01/16 | 36,000,000 | 36,000,000 | |||
0.61% | 06/14/16 | 27,000,000 | 27,000,000 | |||
0.61% | 06/21/16 | 51,000,000 | 51,000,000 | |||
0.62% | 07/07/16 | 6,000,000 | 6,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
0.72% | 08/02/16 | 40,000,000 | 40,000,000 | |||
0.85% | 08/25/16 | 92,000,000 | 92,000,000 | |||
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) | 0.67% | 04/01/16 | 1,000,000 | 1,000,000 | ||
0.62% | 05/23/16 | 1,000,000 | 1,000,000 | |||
0.62% | 06/09/16 | 88,000,000 | 88,000,000 | |||
0.62% | 06/16/16 | 5,000,000 | 5,000,000 | |||
0.65% | 06/27/16 | 126,000,000 | 126,000,000 | |||
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | 0.57% | 06/07/16 | 81,000,000 | 81,000,000 | ||
0.65% | 07/14/16 | 44,000,000 | 44,000,000 | |||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.40% | 04/01/16 | 78,000,000 | 78,000,000 | ||
0.50% | 05/20/16 | 27,000,000 | 27,000,000 | |||
1.00% | 11/07/16 | 39,000,000 | 39,000,000 | |||
UBS AG (STAMFORD BRANCH) | 0.68% | 06/13/16 | 2,000,000 | 2,000,000 | ||
WELLS FARGO BANK NA | 0.83% | 08/02/16 | 9,000,000 | 9,000,000 | ||
0.81% | 08/16/16 | 16,000,000 | 16,000,000 | |||
0.84% | 08/23/16 | 30,000,000 | 30,000,000 | |||
0.85% | 09/01/16 | 12,000,000 | 12,000,000 | |||
0.86% | 09/28/16 | 10,000,000 | 10,000,000 | |||
3,186,999,939 | ||||||
Other Instruments 8.6% | ||||||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) | 0.37% | 04/05/16 | 120,000,000 | 120,000,000 | ||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.36% | 04/05/16 | 111,000,000 | 111,000,000 | ||
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 282,000,000 | 282,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) | 0.35% | 04/05/16 | 60,000,000 | 60,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.26% | 04/01/16 | 132,000,000 | 132,000,000 | ||
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 224,000,000 | 224,000,000 | ||
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) | 0.35% | 04/06/16 | 48,000,000 | 48,000,000 | ||
977,000,000 | ||||||
Other Note 0.1% | ||||||
BANK OF AMERICA NA | 0.76% | 08/11/16 | 10,000,000 | 10,000,000 | ||
Total Fixed-Rate Obligations | ||||||
(Cost $6,850,007,721) | 6,850,007,721 | |||||
Variable-Rate Obligations 13.5% of net assets | ||||||
Financial Company Commercial Paper 2.5% | ||||||
COMMONWEALTH BANK OF AUSTRALIA |
b |
0.57% | 04/12/16 | 05/12/16 | 39,000,000 | 39,000,000 |
b |
0.65% | 04/08/16 | 07/08/16 | 37,000,000 | 37,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
HSBC BANK PLC |
b |
0.66% | 04/19/16 | 07/19/16 | 90,000,000 | 89,998,637 |
b |
0.66% | 04/01/16 | 08/01/16 | 59,000,000 | 59,000,000 | |
b |
0.79% | 04/04/16 | 08/04/16 | 60,000,000 | 60,000,000 | |
284,998,637 | ||||||
Certificates of Deposit 8.8% | ||||||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.78% | 04/04/16 | 09/02/16 | 163,000,000 | 163,000,000 | |
BANK OF NOVA SCOTIA (HOUSTON BRANCH) | 0.77% | 04/25/16 | 08/23/16 | 70,000,000 | 70,000,000 | |
BANK OF NOVA SCOTIA (NEW YORK BRANCH) | 0.67% | 04/15/16 | 07/15/16 | 33,000,000 | 33,000,000 | |
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.67% | 04/26/16 | 05/26/16 | 61,000,000 | 61,000,000 | |
CHASE BANK USA NA | 0.70% | 04/01/16 | 08/01/16 | 44,000,000 | 44,000,000 | |
ROYAL BANK OF CANADA (NEW YORK BRANCH) | 0.57% | 04/13/16 | 93,000,000 | 93,000,000 | ||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.71% | 04/12/16 | 08/12/16 | 100,000,000 | 100,000,000 | |
UBS AG (STAMFORD BRANCH) | 0.81% | 04/26/16 | 09/08/16 | 50,000,000 | 50,000,000 | |
WELLS FARGO BANK NA | 0.79% | 04/12/16 | 07/12/16 | 8,000,000 | 8,000,000 | |
0.78% | 04/26/16 | 08/26/16 | 35,000,000 | 35,000,000 | ||
0.79% | 04/29/16 | 10/03/16 | 229,000,000 | 229,000,000 | ||
WESTPAC BANKING CORP (NEW YORK BRANCH) | 0.60% | 04/01/16 | 07/01/16 | 116,000,000 | 116,000,000 | |
1,002,000,000 | ||||||
Treasury Debt 1.2% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 07/31/16 | 46,000,000 | 46,000,000 | |
0.35% | 04/01/16 | 10/31/16 | 20,000,000 | 19,995,775 | ||
0.47% | 04/01/16 | 10/31/17 | 72,000,000 | 72,000,000 | ||
137,995,775 | ||||||
Other Notes 0.9% | ||||||
JPMORGAN CHASE BANK NA | 0.78% | 04/22/16 | 10/21/16 | 50,000,000 | 50,000,000 | |
WELLS FARGO BANK NA | 0.75% | 06/15/16 | 10/14/16 | 50,000,000 | 50,000,000 | |
100,000,000 | ||||||
Variable Rate Demand Notes 0.1% | ||||||
EMF LLC | ||||||
SERIES VRDN (LOC: COMERICA BANK) |
a |
0.52% | 04/07/16 | 4,095,000 | 4,095,000 | |
GFRE HOLDINGS LLC | ||||||
GFRE HOLDINGS LLC (LOC: FEDERAL HOME LOAN BANKS) |
a |
0.43% | 04/07/16 | 2,015,000 | 2,015,000 | |
6,110,000 | ||||||
Total Variable-Rate Obligations | ||||||
(Cost $1,531,104,412) | 1,531,104,412 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 26.8% of net assets | ||||||
Government Agency Repurchase Agreements* 5.1% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $27,810,000, 2.18% - 3.50%, due 07/01/43 - 12/01/45) |
0.32% | 04/01/16 | 27,000,240 | 27,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $13,520,004, 3.01% - 5.50%, due 10/25/24 - 03/01/46) |
0.27% | 04/06/16 | 13,000,683 | 13,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $163,555,749, 1.50% - 6.50%, due 03/31/23 - 02/20/46) |
0.31% | 04/01/16 | 159,001,369 | 159,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $88,580,265, 0.00% - 1.88%, due 09/18/18 - 09/15/29) |
0.32% | 04/01/16 | 86,000,764 | 86,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $2,040,000, 4.50%, due 02/01/40) |
0.30% | 04/01/16 | 2,000,017 | 2,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $34,680,000, 2.00% - 5.00%, due 06/01/19 - 01/01/46) |
0.29% | 04/06/16 | 34,001,917 | 34,000,000 | ||
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $13,390,000, 0.98%, due 06/15/42) |
0.30% | 04/01/16 | 13,000,108 | 13,000,000 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $28,840,000, 4.00% - 4.50%, due 11/01/45 - 03/01/46) |
0.32% | 04/01/16 | 28,000,249 | 28,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $185,121,697, 3.50%, due 08/01/45 - 10/01/45) |
0.33% | 04/01/16 | 178,001,632 | 178,000,000 | ||
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $18,721,238, 3.50%, due 11/01/30 - 02/01/46) |
0.34% | 04/05/16 | 18,001,190 | 18,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $20,801,376, 3.50%, due 02/01/46) |
0.34% | 04/07/16 | 20,001,322 | 20,000,000 | ||
578,000,000 | ||||||
Treasury Repurchase Agreements 16.7% | ||||||
BANK OF MONTREAL | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $20,400,231, 1.75% - 3.88%, due 05/15/18 - 05/15/24) |
0.30% | 04/01/16 | 20,000,167 | 20,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $55,080,064, 0.88% - 3.13%, due 11/30/17 - 08/15/44) |
0.30% | 04/01/16 | 54,000,450 | 54,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $63,635,799, 0.00% - 2.13%, due 06/02/16 - 12/31/22) |
0.30% | 04/01/16 | 62,388,556 | 62,388,036 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $30,600,083, 0.50% - 2.25%, due 07/31/16 - 11/15/25) |
0.30% | 04/05/16 | 30,001,750 | 30,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $21,420,191, 1.38% - 2.00%, due 10/31/19 - 02/15/44) |
0.30% | 04/01/16 | 21,000,175 | 21,000,000 | ||
FEDERAL RESERVE BANK OF NEW YORK | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $1,661,011,663, 4.50% - 8.13%, due 05/15/21 - 08/15/39) |
0.25% | 04/01/16 | 1,661,011,535 | 1,661,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $12,240,021, 2.00% - 2.25%, due 07/31/20 - 11/15/24) |
0.31% | 04/07/16 | 12,000,723 | 12,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $35,700,336, 1.38% - 1.50%, due 11/30/19 - 10/31/20) |
0.31% | 04/01/16 | 35,000,301 | 35,000,000 | ||
1,895,388,036 | ||||||
Other Repurchase Agreements** 5.0% | ||||||
BNP PARIBAS SECURITIES CORP. | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $6,862,772, 2.44% - 7.18%, due 03/30/21 - 10/25/44) |
0.48% | 04/05/16 | 6,000,560 | 6,000,000 | ||
CREDIT SUISSE SECURITIES (USA) LLC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $34,500,705, 0.75% - 8.85%, due 12/01/30 - 03/25/37) |
0.62% | 04/06/16 | 30,003,617 | 30,000,000 | ||
Issued
03/09/16, repurchase date 07/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $226,550,142, 0.49% - 7.75%, due 07/20/16 - 09/15/57) |
c |
1.25% | 07/05/16 | 197,807,153 | 197,000,000 | |
JP MORGAN SECURITIES LLC | ||||||
Issued
03/22/16, repurchase date 06/29/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $51,764,150, 0.89% - 8.88%, due 12/09/16 - 06/15/68) |
c |
1.08% | 06/29/16 | 45,133,650 | 45,000,000 | |
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/10/16, repurchase date 05/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $144,900,000, 1.93%, due 10/25/37) |
c |
0.96% | 05/05/16 | 126,188,160 | 126,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $27,600,437, 2.00% - 7.50%, due 02/06/17 - 09/15/36) |
0.40% | 04/01/16 | 24,000,267 | 24,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $104,661,193, 0.00% - 8.17%, due 09/01/21 - 11/26/57) |
0.55% | 04/06/16 | 91,009,732 | 91,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $24,152,583, 0.00% - 4.86%, due 05/19/31 - 08/27/51) |
0.55% | 04/07/16 | 21,002,246 | 21,000,000 | ||
Issued
02/11/16, repurchase date 07/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $34,689,750, 0.00% - 3.97%, due 01/29/25 - 05/25/54) |
c |
1.10% | 07/05/16 | 30,132,917 | 30,000,000 | |
570,000,000 | ||||||
Total Repurchase Agreements | ||||||
(Cost $3,043,388,036) | 3,043,388,036 |
a | Credit-enhanced or liquidity-enhanced. |
b | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $2,612,481,123 or 23.1% of net assets. |
c | Illiquid security. At the period end, the value of these amounted to $398,000,000 or 3.5% of net assets. |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
** | Usually collateralized via common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations or less frequently by U.S. Government Agency Securities and/ or U.S. Treasury Securities. |
ABS — | Asset-backed securities |
ETF — | Exchange-traded fund |
LOC — | Letter of credit |
VRDN — | Variable rate demand note |
Holdings by Category | Cost
($) |
Value
($) | |
31.5% | Fixed-Rate Municipal Securities | 4,057,032,770 | 4,057,032,770 |
67.0% | Variable-Rate Municipal Securities | 8,635,704,886 | 8,635,704,886 |
98.5% | Total Investments | 12,692,737,656 | 12,692,737,656 |
1.5% | Other Assets and Liabilities, Net | 191,046,586 | |
100.0% | Net Assets | 12,883,784,242 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Municipal Securities 31.5% of net assets | ||||||
Alabama 0.7% | ||||||
ALABAMA ST PUB SCH & COLLEGE AUTH | ||||||
REV SCHOOL SERIES 2009A | 5.00% | 05/01/16 | 9,170,000 | 9,206,818 | ||
REV SCHOOL SERIES 2010-A | 5.00% | 05/01/16 | 755,000 | 757,864 | ||
ALABAMA STATE OF | ||||||
GO SERIES 2010-D | 4.00% | 06/01/16 | 500,000 | 502,965 | ||
HUNTSVILLE ALA HEALTH CARE AUTH | ||||||
REV HOSPITAL | 0.05% | 04/01/16 | 27,500,000 | 27,500,000 | ||
REV HOSPITAL | 0.06% | 05/02/16 | 22,500,000 | 22,500,000 | ||
REV HOSPITAL | 0.07% | 05/16/16 | 10,000,000 | 10,000,000 | ||
REV HOSPITAL | 0.12% | 06/01/16 | 15,000,000 | 15,000,000 | ||
85,467,647 | ||||||
Alaska 0.0% | ||||||
ALASKA HOUSING FINANCE CORP | ||||||
REV HOUS SINGL SERIES 2012A | 1.15% | 06/01/16 | 1,280,000 | 1,281,504 | ||
REV STATE SERIES 2015B | 3.00% | 06/01/16 | 755,000 | 758,192 | ||
NORTH SLOPE BORO ALASKA | ||||||
GO SERIES 2006A | 5.00% | 06/30/16 | 160,000 | 161,790 | ||
GO SERIES 2007A | 5.00% | 06/30/16 | 995,000 | 1,006,264 | ||
GO SERIES 2011B | 4.00% | 06/30/16 | 375,000 | 378,244 | ||
GO SERIES 2011B | 5.00% | 06/30/16 | 1,235,000 | 1,249,213 | ||
4,835,207 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
California 5.7% | ||||||
CALIFORNIA HEALTH FACS FING AUTH | ||||||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2006 E | 0.25% | 08/02/16 | 23,435,000 | 23,435,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2006 E | 0.25% | 08/03/16 | 29,000,000 | 29,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2006 E | 0.27% | 09/07/16 | 7,500,000 | 7,500,000 | ||
CALIFORNIA SCH CASH RESERVE PROG AUTH | ||||||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015-16B | 2.00% | 06/30/16 | 24,705,000 | 24,806,644 | ||
CALIFORNIA STATEWIDE CMNTYS DEV AUTH | ||||||
(KAISER PERMANENTE) SERIES 2004 E | 0.27% | 09/07/16 | 26,200,000 | 26,200,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 E | 0.25% | 08/04/16 | 5,000,000 | 5,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 K | 0.25% | 08/02/16 | 1,400,000 | 1,400,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 K | 0.29% | 09/01/16 | 20,800,000 | 20,800,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.22% | 05/02/16 | 5,000,000 | 5,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.11% | 05/18/16 | 2,000,000 | 2,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.25% | 08/02/16 | 6,700,000 | 6,700,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.25% | 08/03/16 | 15,000,000 | 15,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004K | 0.28% | 06/03/16 | 18,000,000 | 18,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 B | 0.21% | 05/04/16 | 24,000,000 | 24,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 B | 0.25% | 08/04/16 | 2,000,000 | 2,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 C | 0.18% | 06/16/16 | 29,500,000 | 29,500,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008B | 0.26% | 06/02/16 | 15,000,000 | 15,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-2 | 0.23% | 06/08/16 | 10,000,000 | 10,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-3 | 0.25% | 06/01/16 | 20,000,000 | 20,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-5 | 0.21% | 05/05/16 | 7,250,000 | 7,250,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-6 | 0.25% | 08/08/16 | 31,000,000 | 31,000,000 | ||
REV HOSPITAL (KAISER PERMANENTE) SERIES 2006 D | 0.27% | 09/08/16 | 23,000,000 | 23,000,000 | ||
REV HOSPITAL (KAISER PERMANENTE) SERIES 2009A | 5.00% | 04/01/16 | 2,430,000 | 2,430,000 | ||
EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE | ||||||
REV WATER & SEWER SERIES A-2 (LIQ: BANK OF AMERICA NA) | 0.10% | 06/02/16 | 3,000,000 | 3,000,000 | ||
KERN CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 7.00% | 06/30/16 | 16,000,000 | 16,262,445 | ||
LOS ANGELES CALIF | ||||||
REV CITY TAX & REV ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/30/16 | 135,000,000 | 135,557,130 | ||
LOS ANGELES CALIF HBR DEPT | ||||||
REV TRANSPORTATION SERIES 2006B | 5.00% | 08/01/16 | 1,500,000 | 1,523,219 | ||
LOS ANGELES CALIF MUN IMPT CORP | ||||||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-3 (LOC: BANK OF THE WEST) | 0.07% | 04/20/16 | 13,000,000 | 13,000,000 | ||
LOS ANGELES CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 5.00% | 06/30/16 | 50,000,000 | 50,577,541 | ||
PORT OF OAKLAND | ||||||
REV TOLLS SERIES D (LOC: JPMORGAN CHASE BANK NA) | 0.06% | 04/05/16 | 39,230,000 | 39,230,000 | ||
RIVERSIDE CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-201 | 2.00% | 06/30/16 | 36,000,000 | 36,150,904 | ||
SAN DIEGO CALIF UNI SCH DIST | ||||||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015-16A | 2.00% | 06/30/16 | 25,000,000 | 25,105,890 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
STATE OF CALIFORNIA | ||||||
GO | 3.00% | 08/01/16 | 25,000,000 | 25,223,226 | ||
GO SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.05% | 04/05/16 | 14,000,000 | 14,000,000 | ||
GO SERIES A-8 (LOC: BANK OF THE WEST) | 0.08% | 05/18/16 | 22,000,000 | 22,000,000 | ||
730,651,999 | ||||||
Colorado 0.2% | ||||||
COLORADO SPRINGS COLO UTILS | ||||||
REV WATER & SEWER SERIES A (LOC: BANK OF AMERICA NA) | 0.05% | 04/05/16 | 12,500,000 | 12,500,000 | ||
COLORADO STATE OF | ||||||
REV STATE TAX & REV ANTICIPATION NOTE SERIES 2015A | 2.00% | 06/29/16 | 10,000,000 | 10,041,163 | ||
UNIVERSITY OF COLORADO | ||||||
REV UNIVERSITY SERIES 2009-C | 4.00% | 06/01/16 | 100,000 | 100,588 | ||
REV UNIVERSITY SERIES 2012A-1 | 1.50% | 06/01/16 | 100,000 | 100,183 | ||
REV UNIVERSITY SERIES 2013A | 4.00% | 06/01/16 | 415,000 | 417,514 | ||
23,159,448 | ||||||
Connecticut 0.2% | ||||||
CONNECTICUT ST HEALTH & EDL FACS A | ||||||
REV HOSPITAL SERIES J-1 (ESCROW) | 5.00% | 07/01/16 | 5,485,000 | 5,548,307 | ||
CONNECTICUT ST HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2012A | 1.30% | 11/15/16 | 100,000 | 100,485 | ||
REV MULTI FAM HOUSING SERIES B-1 | 0.90% | 05/15/16 | 425,000 | 425,236 | ||
CONNECTICUT STATE OF | ||||||
GO SERIES 2006 C | 4.00% | 06/01/16 | 300,000 | 301,845 | ||
GO SERIES 2006 C (ESCROW) | 5.00% | 06/01/16 | 2,000,000 | 2,015,760 | ||
GO SERIES 2006B | 4.00% | 05/01/16 | 100,000 | 100,292 | ||
GO SERIES 2007B | 5.00% | 05/01/16 | 475,000 | 476,800 | ||
GO SERIES 2010A | 5.00% | 04/01/16 | 2,250,000 | 2,250,000 | ||
YALE UNIVERSITY | ||||||
REV UNIVERSITY SERIES S-2 | 0.04% | 04/06/16 | 11,700,000 | 11,700,000 | ||
22,918,725 | ||||||
Delaware 0.0% | ||||||
DELAWARE ST HEALTH FACS AUTH | ||||||
REV HEALTHCARE (CHRISTIANA CARE HLTH SVCS) SERIES 2010 C | 0.06% | 04/08/16 | 4,000,000 | 4,000,000 | ||
District of Columbia 0.1% | ||||||
DISTRICT OF COLUMBIA (WASHINGTON DC) | ||||||
GO SERIES 1998B | 6.00% | 06/01/16 | 1,085,000 | 1,095,002 | ||
GO SERIES 2005B | 5.25% | 06/01/16 | 2,490,000 | 2,510,231 | ||
GO SERIES 2007 B | 5.00% | 06/01/16 | 500,000 | 503,782 | ||
GO SERIES 2007B | 5.00% | 06/01/16 | 200,000 | 201,516 | ||
GO SERIES 2007C | 5.00% | 06/01/16 | 1,000,000 | 1,007,657 | ||
GO SERIES 2013A | 5.00% | 06/01/16 | 5,490,000 | 5,532,825 | ||
10,851,013 | ||||||
Florida 1.4% | ||||||
ALACHUA CNTY FLA HEALTH FACS AUTH | ||||||
REV HEALTHCARE (SHANDS TEACHING HOSPITAL AND CLINICS INC) SERIES 2008 A (LOC: BANK OF AMERICA NA) | 0.04% | 04/04/16 | 11,750,000 | 11,750,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
BROWARD CNTY FLA SCH BRD | ||||||
REV LEASE REV SERIES 2006A (ESCROW) | 5.00% | 07/01/16 | 30,130,000 | 30,479,713 | ||
COLLIER CNTY FLA HEALTH FACS AUTH | ||||||
REV HEALTHCARE (CLEVELAND CLINIC HLTH SYS OBLIG GROUP) SERIES 2003C-1 | 0.06% | 05/17/16 | 41,905,000 | 41,905,000 | ||
FLORIDA DEPARTMENT OF TRANSPORTATION | ||||||
GO (FLORIDA STATE OF) SERIES 2009B | 5.00% | 07/01/16 | 500,000 | 505,670 | ||
FLORIDA LOC GOVT FIN COMMN | ||||||
GO SERIES A-1 (LOC: JPMORGAN CHASE BANK NA) | 0.05% | 04/05/16 | 2,217,000 | 2,217,000 | ||
GO SERIES A-1&B-1 (LOC: JPMORGAN CHASE BANK NA) | 0.10% | 05/02/16 | 3,500,000 | 3,500,000 | ||
FLORIDA ST BRD ED | ||||||
GO (FLORIDA STATE OF) SERIES 2005G | 5.00% | 06/01/16 | 100,000 | 100,763 | ||
GO (FLORIDA STATE OF) SERIES 2006C | 5.00% | 06/01/16 | 225,000 | 226,684 | ||
GO (FLORIDA STATE OF) SERIES 2006D | 5.00% | 06/01/16 | 410,000 | 413,204 | ||
GO (FLORIDA STATE OF) SERIES 2006E | 5.00% | 06/01/16 | 215,000 | 216,659 | ||
GO (FLORIDA STATE OF) SERIES 2007A | 5.00% | 06/01/16 | 100,000 | 100,754 | ||
GO (FLORIDA STATE OF) SERIES 2007B | 5.00% | 06/01/16 | 280,000 | 282,150 | ||
GO (FLORIDA STATE OF) SERIES 2007C | 5.00% | 06/01/16 | 100,000 | 100,754 | ||
GO (FLORIDA STATE OF) SERIES 2008A | 5.00% | 06/01/16 | 300,000 | 302,261 | ||
GO (FLORIDA STATE OF) SERIES 2009 D | 5.50% | 06/01/16 | 500,000 | 504,352 | ||
GO (FLORIDA STATE OF) SERIES 2009A | 5.00% | 06/01/16 | 475,000 | 478,721 | ||
GO (FLORIDA STATE OF) SERIES 2009C | 5.00% | 06/01/16 | 300,000 | 302,337 | ||
GO (FLORIDA STATE OF) SERIES 2010 A | 5.00% | 06/01/16 | 1,325,000 | 1,335,725 | ||
GO (FLORIDA STATE OF) SERIES 2011A | 5.00% | 06/01/16 | 2,015,000 | 2,031,246 | ||
GO (FLORIDA STATE OF) SERIES 2013 B | 5.00% | 06/01/16 | 490,000 | 493,745 | ||
GO (FLORIDA STATE OF) SERIES 2014 B | 5.00% | 06/01/16 | 500,000 | 503,857 | ||
GO (FLORIDA STATE OF) SERIES 2014 C | 4.00% | 06/01/16 | 1,460,000 | 1,469,243 | ||
GO (FLORIDA STATE OF) SERIES 2014A | 5.00% | 06/01/16 | 180,000 | 181,367 | ||
GO (FLORIDA STATE OF) SERIES 2015 A | 5.00% | 06/01/16 | 9,495,000 | 9,568,692 | ||
GO (FLORIDA STATE OF) SERIES 2015D | 5.00% | 06/01/16 | 7,500,000 | 7,560,124 | ||
FLORIDA STATE OF | ||||||
GO SERIES 2009B | 5.00% | 06/01/16 | 155,000 | 156,170 | ||
REV COP SERIES 2015A | 5.00% | 08/01/16 | 5,130,000 | 5,208,096 | ||
JEA | ||||||
REV POWER (JEA FL ELEC SYS REV) SERIES 2012A | 5.00% | 10/01/16 | 100,000 | 102,283 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 2014-A | 3.00% | 10/01/16 | 500,000 | 506,353 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 3 2014A | 3.00% | 10/01/16 | 1,775,000 | 1,798,307 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 3-C-3 (LIQ: ROYAL BANK OF CANADA) | 0.13% | 06/01/16 | 17,000,000 | 17,000,000 | ||
ORLANDO FLA UTILS COMMN | ||||||
REV UTILITY SERIES 2006 | 5.00% | 10/01/16 | 130,000 | 132,883 | ||
STATE BOARD OF ADMINISTRATION FINANCE CORP | ||||||
REV SPECIAL TAX SERIES 2010A (ESCROW) | 5.00% | 07/01/16 | 8,610,000 | 8,711,741 | ||
SUNSHINE ST GOVERNMENTAL FING COMMN FLA | ||||||
GO (ORLANDO FLA) SERIES H (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 05/10/16 | 20,408,000 | 20,408,000 | ||
GO (ORLANDO FLA) SERIES H (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 05/12/16 | 10,000,000 | 10,000,000 | ||
180,553,854 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Georgia 0.1% | ||||||
ATLANTA GA ARPT REV | ||||||
REV AIRPORT SERIES D-2 (LOC: BANK OF AMERICA NA) | 0.24% | 08/01/16 | 460,000 | 460,000 | ||
REV AIRPORT SERIES D-3 (LOC: BANK OF AMERICA NA) | 0.22% | 08/01/16 | 2,223,000 | 2,223,000 | ||
REV AIRPORT SERIES D-4 (LOC: BANK OF AMERICA NA) | 0.24% | 08/01/16 | 2,094,000 | 2,094,000 | ||
REV AIRPORT SERIES E1-E4 (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.24% | 08/01/16 | 7,094,000 | 7,094,000 | ||
GEORGIA STATE OF | ||||||
GO SERIES 2008 B | 5.00% | 07/01/16 | 200,000 | 202,308 | ||
GO SERIES 2009 I | 5.00% | 07/01/16 | 100,000 | 101,132 | ||
GO SERIES 2011 E-2 | 4.00% | 09/01/16 | 425,000 | 431,187 | ||
12,605,627 | ||||||
Hawaii 0.1% | ||||||
HAWAII STATE OF | ||||||
GO SERIES 2007DJ | 4.00% | 04/01/16 | 255,000 | 255,000 | ||
GO SERIES 2008DK | 5.00% | 05/01/16 | 805,000 | 808,125 | ||
GO SERIES 2009 DR | 5.00% | 06/01/16 | 3,610,000 | 3,638,195 | ||
GO SERIES 2009DQ | 5.00% | 06/01/16 | 140,000 | 141,071 | ||
GO SERIES 2009DR | 4.00% | 06/01/16 | 100,000 | 100,588 | ||
GO SERIES 2013EK | 3.00% | 08/01/16 | 500,000 | 504,504 | ||
HONOLULU HAWAII CITY AND CNTY BRD WTR SUPPLY | ||||||
REV WATER & SEWER SERIES 2006B (ESCROW) | 5.25% | 07/01/16 | 1,250,000 | 1,264,614 | ||
6,712,097 | ||||||
Idaho 0.0% | ||||||
IDAHO HEALTH FACILITIES AUTHORITY | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2008B (ESCROW) | 5.25% | 12/01/16 | 175,000 | 180,571 | ||
Illinois 0.8% | ||||||
ILLINOIS EDL FACS AUTH | ||||||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.06% | 04/05/16 | 13,655,000 | 13,655,000 | ||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.07% | 04/06/16 | 25,065,000 | 25,065,000 | ||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.07% | 05/04/16 | 20,000,000 | 20,000,000 | ||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.12% | 06/01/16 | 16,423,000 | 16,423,000 | ||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.10% | 06/02/16 | 15,000,000 | 15,000,000 | ||
ILLINOIS FINANCE AUTHORITY | ||||||
REV HOSPITAL (UNIVERSITY OF CHICAGO MEDICAL CENTER (BERNARD MITCHELL HOSPITAL)) SERIES 2009A | 5.00% | 08/15/16 | 105,000 | 106,780 | ||
ILLINOIS ST TOLL HWY AUTH | ||||||
REV TOLLS SERIES 2006 A-1 (ESCROW) | 5.00% | 07/01/16 | 5,615,000 | 5,679,252 | ||
UNIVERSITY OF ILLINOIS | ||||||
REV UNIVERSITY SERIES 2006 (ESCROW) | 5.00% | 04/01/16 | 7,450,000 | 7,450,000 | ||
103,379,032 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Indiana 0.2% | ||||||
CARMEL IND REDEV AUTH | ||||||
REV LEASE REV (ESCROW) | 5.00% | 07/01/16 | 2,000,000 | 2,023,195 | ||
INDIANA HEALTH & EDL FAC FING AUTH | ||||||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2006B-8 | 4.10% | 11/03/16 | 4,580,000 | 4,678,471 | ||
INDIANAPOLIS IND GAS UTIL REV | ||||||
REV UTILITY SERIES 2001 (LOC: JPMORGAN CHASE BANK NA) | 0.25% | 05/17/16 | 19,000,000 | 19,000,000 | ||
25,701,666 | ||||||
Kansas 0.4% | ||||||
JOHNSON CNTY KANS UNI SCH DIST NO 512 SHAWNEE MISSION | ||||||
GO SERIES 2015A | 3.00% | 04/01/16 | 1,000,000 | 1,000,000 | ||
STATE OF KANSAS DEPARTMENT OF TRANSPORTATION | ||||||
REV TRANSPORTATION SERIES 2009A | 5.00% | 09/01/16 | 2,150,000 | 2,191,836 | ||
WYANDOTTE CNTY KANS CITY KANS UNI GOVT | ||||||
GO GENERAL OBLIGATION NOTE SERIES 2016-I | 1.00% | 03/01/17 | 50,000,000 | 50,150,151 | ||
53,341,987 | ||||||
Louisiana 0.1% | ||||||
LOUISIANA ST CITIZENS PROPERTY INSURANCE CORP | ||||||
REV SPECIAL TAX SERIES 2006B (ESCROW) | 5.00% | 06/01/16 | 250,000 | 251,911 | ||
LOUISIANA STATE OF | ||||||
GO SERIES 2006C | 5.00% | 05/01/16 | 1,550,000 | 1,555,941 | ||
GO SERIES 2015-A | 5.00% | 05/01/16 | 9,575,000 | 9,611,781 | ||
GO SERIES 2015B | 5.00% | 05/01/16 | 2,600,000 | 2,609,987 | ||
14,029,620 | ||||||
Maryland 0.3% | ||||||
MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (JOHNS HOPKINS UNIVERSITY) SERIES A | 0.13% | 06/01/16 | 12,626,000 | 12,626,000 | ||
REV UNIVERSITY (JOHNS HOPKINS UNIVERSITY) SERIES A&B | 0.06% | 04/04/16 | 13,505,000 | 13,505,000 | ||
WASHINGTON SUBN SAN DIST MD | ||||||
REV WATER & SEWER SERIES 2006 | 4.25% | 06/01/16 | 100,000 | 100,649 | ||
REV WATER & SEWER SERIES 2009 | 5.00% | 06/01/16 | 7,555,000 | 7,614,169 | ||
REV WATER & SEWER SERIES 2010A | 5.00% | 06/01/16 | 210,000 | 211,573 | ||
REV WATER & SEWER SERIES 2013 | 5.00% | 06/01/16 | 1,500,000 | 1,511,645 | ||
REV WATER & SEWER SERIES 2014 | 4.00% | 06/01/16 | 2,525,000 | 2,540,494 | ||
38,109,530 | ||||||
Massachusetts 1.6% | ||||||
COMMONWEALTH OF MASSACHUSETTS | ||||||
GO REVENUE ANTICIPATION NOTE SERIES 2015C | 2.00% | 06/22/16 | 21,000,000 | 21,085,056 | ||
GO SERIES 2004B | 5.25% | 08/01/16 | 100,000 | 101,614 | ||
GO SERIES 2008 A | 5.00% | 08/01/16 | 250,000 | 253,827 | ||
GO SERIES 2014C | 3.00% | 08/01/16 | 17,000,000 | 17,154,308 | ||
GO SERIES I (LIQ: TD BANK NA) | 0.06% | 04/21/16 | 7,000,000 | 7,000,000 | ||
EASTON MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/19/16 | 1,500,000 | 1,509,317 | ||
GO BOND ANTICIPATION NOTE SERIES 2016 | 1.50% | 08/19/16 | 2,000,000 | 2,008,869 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ESSEX MASS NORTH SHORE AGRIC & TECH SCH DIST | ||||||
GO BOND ANTICIPATION NOTE | 1.25% | 06/17/16 | 2,752,694 | 2,757,475 | ||
FRANKLIN MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/20/16 | 2,250,000 | 2,253,480 | ||
HARVARD MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 06/24/16 | 3,480,000 | 3,493,535 | ||
HAVERHILL MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 09/01/16 | 4,000,000 | 4,027,231 | ||
HINGHAM MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/21/16 | 2,938,889 | 2,943,731 | ||
HOLBROOK MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 06/03/16 | 4,000,000 | 4,010,899 | ||
MARBLEHEAD MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/05/16 | 3,000,000 | 3,017,498 | ||
MARSHFIELD MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 07/29/16 | 11,397,000 | 11,458,681 | ||
MASSACHUSETTS BAY TRANS AUTH SALES TAX | ||||||
REV SALES TAX | 5.50% | 07/01/16 | 150,000 | 151,904 | ||
REV SALES TAX SERIES B (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.23% | 04/01/16 | 5,180,000 | 5,180,000 | ||
REV SALES TAX SERIES B (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.60% | 05/05/16 | 12,645,000 | 12,645,000 | ||
MASSACHUSETTS SCHOOL BUILDING AUTHORITY | ||||||
REV SALES TAX SERIES 2009A | 4.00% | 05/15/16 | 100,000 | 100,451 | ||
REV SCHOOL SERIES A (LOC: BANK OF AMERICA NA) | 0.03% | 04/04/16 | 14,250,000 | 14,250,000 | ||
REV SCHOOL SERIES A (LOC: BANK OF AMERICA NA) | 0.10% | 05/23/16 | 12,000,000 | 12,000,000 | ||
REV SCHOOL SERIES C (LOC: BARCLAYS BANK PLC) | 0.07% | 04/04/16 | 3,000,000 | 3,000,000 | ||
REV STATE SERIES C (LOC: BARCLAYS BANK PLC) | 0.10% | 05/03/16 | 20,000,000 | 20,000,000 | ||
MASSACHUSETTS ST COLLEGE BLDG AUTH | ||||||
REV UNIVERSITY (COMMONWEALTH OF MASSACHUSETTS) SERIES 2006A (ESCROW) | 5.00% | 05/01/16 | 9,310,000 | 9,345,929 | ||
MASSACHUSETTS ST DEV FIN AGY | ||||||
REV MULTI FAM HOUSING SERIES 2015 (ESCROW) | 0.35% | 04/01/16 | 4,920,000 | 4,920,000 | ||
MASSACHUSETTS ST HEALTH & EDL FACS AUTH | ||||||
REV HEALTHCARE (PARTNERS HEALTHCARE SYSTEM INC) SERIES H-2 | 0.12% | 06/02/16 | 2,040,000 | 2,040,000 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010 J-2 | 5.00% | 07/01/16 | 3,210,000 | 3,248,832 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010J-2 | 4.00% | 07/01/16 | 100,000 | 100,902 | ||
MILLIS MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/01/16 | 1,800,000 | 1,809,548 | ||
NEWBURYPORT MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 09/30/16 | 1,000,000 | 1,007,970 | ||
PLYMOUTH MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/04/16 | 4,000,000 | 4,004,549 | ||
QUINCY MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 07/15/16 | 2,000,000 | 2,009,629 | ||
GO BOND ANTICIPATION NOTE | 2.00% | 01/20/17 | 17,000,000 | 17,207,884 | ||
SALISBURY MASS | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/15/16 | 3,260,000 | 3,284,810 | ||
UNIVERSITY OF MASSACHUSETTS BLDG AUTH | ||||||
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2008-2 | 5.00% | 05/01/16 | 525,000 | 527,020 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
WALTHAM MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 06/24/16 | 5,950,000 | 5,972,723 | ||
WESTBOROUGH MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/12/16 | 2,820,000 | 2,837,053 | ||
208,719,725 | ||||||
Michigan 0.2% | ||||||
MICHIGAN ST HOSP FIN AUTH | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2008C | 0.06% | 04/04/16 | 4,185,000 | 4,185,000 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2008C | 0.06% | 04/05/16 | 6,000,000 | 6,000,000 | ||
REGENTS OF THE UNIVERSITY OF MICHIGAN | ||||||
REV UNIVERSITY SERIES J1 | 0.04% | 04/06/16 | 10,000,000 | 10,000,000 | ||
20,185,000 | ||||||
Minnesota 0.7% | ||||||
MINNESOTA STATE OF | ||||||
GO SERIES 2006 (ESCROW) | 5.00% | 06/01/16 | 3,500,000 | 3,527,282 | ||
ROCHESTER MINN | ||||||
REV HEALTHCARE (MAYO CLINIC) SERIES 2000 A | 0.05% | 04/05/16 | 33,600,000 | 33,600,000 | ||
REV HEALTHCARE (MAYO CLINIC) SERIES 2000 A | 0.13% | 06/02/16 | 11,000,000 | 11,000,000 | ||
REV HEALTHCARE (MAYO CLINIC) SERIES 2000C (LIQ: WELLS FARGO BANK NA) | 0.13% | 06/02/16 | 8,550,000 | 8,550,000 | ||
REV HEALTHCARE (MAYO CLINIC) SERIES 2014 | 0.13% | 06/02/16 | 29,000,000 | 29,000,000 | ||
85,677,282 | ||||||
Mississippi 0.0% | ||||||
MISSISSIPPI DEV BK | ||||||
REV SPECIAL TAX (MISSISSIPPI DEPARTMENT OF TRANSPORTATION) SERIES 2006 (ESCROW) | 5.00% | 07/01/16 | 5,000,000 | 5,059,384 | ||
MISSISSIPPI HSG FIN CORP | ||||||
REV HOUSING SERIES 1984 (ESCROW) | 0.50% | 09/15/16 | 1,000,000 | 997,684 | ||
6,057,068 | ||||||
Missouri 0.1% | ||||||
CITY OF ST LOUIS MO | ||||||
REV CITY TAX & REV ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/01/16 | 10,000,000 | 10,027,358 | ||
ST LOUIS MO BRD ED | ||||||
GO SERIES 2006A (ESCROW) | 5.00% | 04/01/16 | 5,000,000 | 5,000,000 | ||
15,027,358 | ||||||
Nevada 0.7% | ||||||
LAS VEGAS VALLEY NEV WTR DIST | ||||||
GO SERIES 2015A | 2.00% | 06/01/16 | 11,775,000 | 11,807,872 | ||
REV WATER & SEWER (SOUTHERN NEVADA WTR AUTH) SERIES 2004 A (LIQ: JPMORGAN CHASE BANK NA) | 0.05% | 04/04/16 | 24,000,000 | 24,000,000 | ||
REV WATER & SEWER (SOUTHERN NEVADA WTR AUTH) SERIES 2004 A (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 04/06/16 | 15,100,000 | 15,100,000 | ||
REV WATER & SEWER (SOUTHERN NEVADA WTR AUTH) SERIES 2004 A (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 05/02/16 | 23,360,000 | 23,360,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
TRUCKEE MEADOWS NEV WTR AUTH | ||||||
REV WATER & SEWER SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.16% | 05/25/16 | 5,750,000 | 5,750,000 | ||
REV WATER & SEWER SERIES B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.06% | 05/05/16 | 12,000,000 | 12,000,000 | ||
92,017,872 | ||||||
New Jersey 2.0% | ||||||
BRICK TWP N J MUN UTILS AUTH | ||||||
REV WATER & SEWER (BRICK TWP N J) BOND ANTICIPATION NOTE SERIES 2016A | 2.00% | 12/01/16 | 10,000,000 | 10,089,169 | ||
BURLINGTON CNTY N J BRIDGE COMMN POOLED LN REV | ||||||
REV LEASE REV (BURLINGTON CNTY N J) SERIES 2015B | 1.50% | 05/17/16 | 23,000,000 | 23,035,402 | ||
EDISON TWP N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 2.00% | 02/10/17 | 25,767,129 | 26,088,014 | ||
ELIZABETH N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.25% | 04/08/16 | 9,913,000 | 9,914,871 | ||
ENGLEWOOD N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 1.25% | 04/08/16 | 29,100,000 | 29,105,603 | ||
ESSEX CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/16/16 | 25,790,000 | 25,997,733 | ||
HOBOKEN N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016A | 2.25% | 03/14/17 | 33,828,443 | 34,396,662 | ||
HUDSON CNTY N J IMPT AUTH | ||||||
GO (HUDSON CNTY N J) SERIES 2015 | 2.00% | 06/01/16 | 325,000 | 325,809 | ||
GO (HUDSON CNTY N J) SERIES 2015X-1A | 2.00% | 07/06/16 | 1,862,000 | 1,869,287 | ||
GO (HUDSON CNTY N J) SERIES 2015Y-1 | 1.75% | 11/11/16 | 1,951,000 | 1,965,859 | ||
LIVINGSTON TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 01/11/17 | 1,200,000 | 1,211,591 | ||
GO BOND ANTICIPATION NOTE | 2.00% | 03/23/17 | 6,500,000 | 6,574,188 | ||
MARGATE CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 07/19/16 | 1,360,000 | 1,365,840 | ||
MIDDLESEX CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.25% | 06/03/16 | 3,000,000 | 3,005,018 | ||
NORTH BERGEN TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.25% | 04/01/16 | 17,200,000 | 17,200,000 | ||
NUTLEY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 2.50% | 12/22/16 | 2,470,000 | 2,501,848 | ||
OCEAN CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 2.00% | 12/02/16 | 2,250,000 | 2,270,947 | ||
ROBBINSVILLE N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 1.50% | 07/29/16 | 5,158,357 | 5,177,194 | ||
SEA ISLE CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 A | 2.00% | 07/21/16 | 7,000,000 | 7,031,887 | ||
STAFFORD TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/13/16 | 6,597,000 | 6,604,909 | ||
UNION CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/24/16 | 4,000,000 | 4,015,272 | ||
WEST MILFORD TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 09/23/16 | 3,000,000 | 3,014,416 | ||
WEST WINDSOR TWP N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 11/10/16 | 2,180,000 | 2,193,944 | ||
WOODBRIDGE TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 08/19/16 | 29,000,000 | 29,129,123 | ||
254,084,586 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
New York 4.0% | ||||||
BAY SHORE N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/24/16 | 3,500,000 | 3,512,912 | ||
BEACON N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 2.00% | 05/27/16 | 12,000,000 | 12,029,199 | ||
BURNT HILLS-BALLSTON LAKE N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 06/24/16 | 8,445,000 | 8,466,417 | ||
CHEEKTOWAGA-MARYVALE N Y UN FREE SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 06/23/16 | 3,500,000 | 3,509,789 | ||
CLINTON CNTY N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015B | 1.50% | 06/10/16 | 5,000,000 | 5,008,649 | ||
COMMACK N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.75% | 06/27/16 | 7,000,000 | 7,024,651 | ||
CONNETQUOT CENT SCH DIST N Y ISLIP | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 09/02/16 | 7,300,000 | 7,336,413 | ||
CORNING N Y CITY SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015B | 2.00% | 06/23/16 | 30,000,000 | 30,109,992 | ||
EASTPORT SOUTH MANOR CENT SCH DIST N Y | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.50% | 06/24/16 | 11,000,000 | 11,030,400 | ||
GATES CHILI N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 06/24/16 | 9,740,000 | 9,768,681 | ||
GRAND ISLAND N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 10/13/16 | 5,520,000 | 5,553,145 | ||
HAMPTON BAYS N Y UN FREE SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 06/24/16 | 5,000,000 | 5,015,534 | ||
HARBORFIELDS CENT SCH DIST N Y GREENLAWN | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.25% | 06/24/16 | 11,500,000 | 11,524,830 | ||
HERRICKS N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/24/16 | 6,000,000 | 6,021,996 | ||
HOMER N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 07/15/16 | 7,500,000 | 7,531,027 | ||
ISLIP N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.50% | 06/24/16 | 9,000,000 | 9,024,861 | ||
JERICHO N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/19/16 | 3,335,000 | 3,347,402 | ||
KINGSTON N Y CITY SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 1.50% | 06/16/16 | 10,000,000 | 10,022,945 | ||
METROPOLITAN TRANS AUTH NY DEDICATED TAX FD | ||||||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015 A-2 | 0.75% | 06/01/16 | 30,000,000 | 30,021,471 | ||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015 A-6 | 0.75% | 06/01/16 | 30,000,000 | 30,021,361 | ||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015 A4 | 0.75% | 06/01/16 | 50,000,000 | 50,035,784 | ||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015 A5 | 0.75% | 06/01/16 | 9,000,000 | 9,006,293 | ||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015A-7 | 0.75% | 06/01/16 | 10,000,000 | 10,006,682 | ||
METROPOLITAN TRANS AUTH NY TRANSPORTATION REV | ||||||
REV TRANSPORTATION (NEW YORK STATE OF) SERIES 2002A | 5.75% | 07/01/16 | 1,220,000 | 1,236,581 | ||
REV TRANSPORTATION SERIES 2012F | 5.00% | 11/15/16 | 4,400,000 | 4,526,315 | ||
MIDDLE CTRY CENT SCH DIST N Y CENTEREACH | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 08/26/16 | 2,000,000 | 2,009,385 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | ||||||
REV WATER & SEWER SERIES 1 | 0.06% | 05/03/16 | 50,000,000 | 50,000,000 | ||
REV WATER & SEWER SERIES 2006BB | 5.00% | 06/15/16 | 150,000 | 151,438 | ||
REV WATER & SEWER SERIES 2007 BB (ESCROW) | 5.00% | 06/15/16 | 18,410,000 | 18,590,653 | ||
REV WATER & SEWER SERIES 2009 FF1 | 4.00% | 06/15/16 | 125,000 | 125,940 | ||
REV WATER & SEWER SERIES 2011BB | 4.00% | 06/15/16 | 210,000 | 211,579 | ||
NEW YORK CITY TRANSITIONAL FIN AUTH | ||||||
REV CITY (NEW YORK STATE OF) SERIES 2012 S1A | 5.00% | 07/15/16 | 150,000 | 151,987 | ||
REV CITY (NEW YORK STATE OF) SERIES 2015 S-2 | 1.75% | 07/15/16 | 11,290,000 | 11,335,575 | ||
REV CITY SERIES 2003 3B1 | 4.00% | 11/01/16 | 120,000 | 122,484 | ||
REV CITY SERIES 2013A | 4.00% | 08/01/16 | 150,000 | 151,819 | ||
REV CITY SERIES 2015 A-1 | 4.00% | 08/01/16 | 300,000 | 303,571 | ||
NEW YORK N Y | ||||||
GO SERIES 2002C | 4.00% | 08/01/16 | 735,000 | 743,789 | ||
GO SERIES 2003 C-A | 5.00% | 08/01/16 | 150,000 | 152,290 | ||
GO SERIES 2003-I | 3.00% | 08/01/16 | 675,000 | 681,019 | ||
GO SERIES 2006 G | 5.25% | 08/01/16 | 500,000 | 508,093 | ||
GO SERIES 2009 C | 5.25% | 08/01/16 | 225,000 | 228,680 | ||
GO SERIES 2010 E | 5.00% | 08/01/16 | 1,750,000 | 1,777,514 | ||
GO SERIES 2011 B | 4.00% | 08/01/16 | 300,000 | 303,605 | ||
GO SERIES 2011BB | 5.00% | 08/01/16 | 100,000 | 101,535 | ||
GO SERIES 2012-I | 5.00% | 08/01/16 | 5,000,000 | 5,078,831 | ||
GO SERIES 2012B | 4.00% | 08/01/16 | 250,000 | 253,018 | ||
GO SERIES 2012F | 5.00% | 08/01/16 | 1,455,000 | 1,477,886 | ||
GO SERIES 2013D | 5.00% | 08/01/16 | 3,200,000 | 3,250,241 | ||
GO SERIES 2014 G | 5.00% | 08/01/16 | 975,000 | 990,038 | ||
GO SERIES 2014E | 5.00% | 08/01/16 | 200,000 | 203,095 | ||
GO SERIES 2014G | 3.00% | 08/01/16 | 750,000 | 756,757 | ||
GO SERIES 2014J | 3.00% | 08/01/16 | 1,500,000 | 1,513,617 | ||
GO SERIES FY2010B | 4.00% | 08/01/16 | 200,000 | 202,364 | ||
NEW YORK ST ENVIRONMENTAL FACS CORP | ||||||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2002K | 5.50% | 06/15/16 | 250,000 | 252,655 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2008A | 5.00% | 06/15/16 | 300,000 | 302,831 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2012A | 5.00% | 06/15/16 | 200,000 | 201,906 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2013A | 5.00% | 06/15/16 | 400,000 | 403,921 | ||
REV WATER & SEWER SERIES 2012E | 5.00% | 05/15/16 | 300,000 | 301,682 | ||
NEW YORK ST LOC GOVT ASSISTANCE CORP | ||||||
REV SALES TAX SERIES 2010A | 5.00% | 04/01/16 | 250,000 | 250,000 | ||
NEW YORK ST PWR AUTH REV & GEN PURP | ||||||
REV POWER SERIES 1 | 0.05% | 04/01/16 | 14,875,000 | 14,875,000 | ||
REV POWER SERIES 1&2&3 | 0.04% | 04/01/16 | 5,000,000 | 5,000,000 | ||
REV POWER SERIES 1&2&3 | 0.03% | 04/07/16 | 20,000,000 | 20,000,000 | ||
NEW YORK ST TWY AUTH | ||||||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2006A (ESCROW) | 5.00% | 04/01/16 | 10,090,000 | 10,090,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2010A | 5.00% | 04/01/16 | 1,200,000 | 1,200,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NY ST DORM AUTH | ||||||
REV HOSPITAL (NEW YORK STATE OF) SERIES 2008D | 5.00% | 08/15/16 | 300,000 | 305,143 | ||
REV SCHOOL (NEW YORK UNIVERSITY) SERIES 2009A | 5.00% | 07/01/16 | 250,000 | 252,912 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009D | 4.00% | 06/15/16 | 125,000 | 125,928 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009D | 5.00% | 06/15/16 | 365,000 | 368,458 | ||
REV STATE (NEW YORK STATE OF) SERIES 2009A | 5.00% | 07/01/16 | 1,060,000 | 1,072,151 | ||
PINE BUSH N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 05/26/16 | 7,000,000 | 7,016,336 | ||
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 177 | 4.00% | 07/15/16 | 3,000,000 | 3,032,023 | ||
REV TRANSPORTATION SERIES 194 | 1.50% | 10/15/16 | 4,405,000 | 4,434,808 | ||
REV TRANSPORTATION SERIES A | 0.08% | 06/08/16 | 1,740,000 | 1,740,000 | ||
REV TRANSPORTATION SERIES A | 0.14% | 06/16/16 | 9,295,000 | 9,295,000 | ||
ROCHESTER N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 I | 2.00% | 03/14/17 | 10,140,000 | 10,285,383 | ||
SAG HARBOR N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.40% | 06/21/16 | 11,000,000 | 11,027,657 | ||
TONAWANDA TOWN N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/01/16 | 10,000,000 | 10,065,308 | ||
VICTOR N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 A | 1.75% | 07/07/16 | 5,000,000 | 5,018,874 | ||
WESTHAMPTON BEACH N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.50% | 06/28/16 | 11,000,000 | 11,031,613 | ||
520,019,722 | ||||||
North Carolina 0.1% | ||||||
NORTH CAROLINA STATE OF | ||||||
GO SERIES 2010A | 5.00% | 05/01/16 | 2,025,000 | 2,033,293 | ||
GO SERIES 2011A | 5.00% | 05/01/16 | 4,050,000 | 4,065,856 | ||
GO SERIES 2011B | 5.00% | 11/01/16 | 375,000 | 385,034 | ||
6,484,183 | ||||||
Ohio 0.5% | ||||||
OHIO HIGHER EDUCATIONAL FACILITY COMMISSION | ||||||
REV HOSPITAL (CLEVELAND CLINIC HLTH SYS OBLIG GROUP) SERIES B-6 | 0.12% | 06/09/16 | 36,000,000 | 36,000,000 | ||
OHIO STATE OF | ||||||
GO SERIES 2007A | 5.00% | 06/15/16 | 100,000 | 100,959 | ||
GO SERIES 2008A | 5.00% | 09/01/16 | 250,000 | 254,749 | ||
GO SERIES 2009B | 5.00% | 09/15/16 | 5,035,000 | 5,143,794 | ||
GO SERIES 2009C | 5.00% | 08/01/16 | 650,000 | 659,701 | ||
GO SERIES 2010A | 4.00% | 08/01/16 | 250,000 | 252,915 | ||
GO SERIES 2010A | 5.00% | 09/15/16 | 100,000 | 102,091 | ||
GO SERIES 2010C | 5.00% | 08/01/16 | 730,000 | 741,076 | ||
GO SERIES 2010C | 5.00% | 09/01/16 | 100,000 | 101,864 | ||
GO SERIES 2011B | 4.00% | 08/01/16 | 100,000 | 101,175 | ||
GO SERIES 2013B | 5.00% | 08/01/16 | 150,000 | 152,299 | ||
GO SERIES L | 5.00% | 05/01/16 | 775,000 | 777,935 | ||
GO SERIES L | 5.00% | 10/01/16 | 1,000,000 | 1,023,501 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GO SERIES R | 4.00% | 05/01/16 | 300,000 | 300,890 | ||
REV HOSPITAL (CLEVELAND CLINIC HLTH SYS OBLIG GROUP) SERIES 2008B-6 | 0.10% | 04/07/16 | 20,000,000 | 20,000,000 | ||
65,712,949 | ||||||
Oregon 0.2% | ||||||
CLACKAMAS & WASHINGTON CNTYS ORE SCH DIST | ||||||
GO SERIES 2015 (GTY: OREGON STATE OF) | 2.00% | 06/15/16 | 100,000 | 100,350 | ||
CLACKAMAS CNTY ORE SCH DIST NO 12 NORTH CLACKAMAS | ||||||
GO SERIES 2014 (GTY: OREGON STATE OF) | 2.00% | 06/15/16 | 100,000 | 100,337 | ||
CLATSOP CNTY ORE SCH DIST NO 1C | ||||||
GO SERIES 2012 (GTY: OREGON STATE OF) | 2.00% | 06/15/16 | 100,000 | 100,302 | ||
JACKSON CNTY ORE SCH DIST NO 549C | ||||||
GO SERIES 2008 (GTY: OREGON STATE OF) | 5.25% | 06/15/16 | 345,000 | 348,445 | ||
GO SERIES 2009 (GTY: OREGON STATE OF) | 4.00% | 06/15/16 | 100,000 | 100,715 | ||
LANE CNTY ORE CMNTY COLLEGE | ||||||
GO SERIES 2012 (GTY: OREGON STATE OF) | 2.00% | 06/15/16 | 250,000 | 250,842 | ||
MULTNOMAH CNTY ORE SCH DIST NO 7 REYNOLDS | ||||||
GO SERIES 2005 (GTY: OREGON STATE OF) | 5.00% | 06/15/16 | 2,000,000 | 2,019,308 | ||
MULTNOMAH-CLACKAMAS CNTYS ORE SCH DIST NO 10JT GRESHAM- BARLOW | ||||||
GO SERIES 2005 (GTY: OREGON STATE OF) | 5.25% | 06/15/16 | 125,000 | 126,248 | ||
OREGON ST DEPT ADMINISTRATIVE SVCS | ||||||
REV APPROPRIATION (OREGON STATE OF) SERIES 2012 A | 5.00% | 05/01/16 | 3,000,000 | 3,011,773 | ||
OREGON STATE OF | ||||||
GO SERIES 2007 A | 4.50% | 08/01/16 | 150,000 | 152,008 | ||
GO SERIES 2011J | 5.00% | 05/01/16 | 500,000 | 501,997 | ||
GO SERIES 2013F | 4.00% | 05/01/16 | 200,000 | 200,597 | ||
PORTLAND ORE CMNTY COLLEGE DIST | ||||||
GO SERIES 2015 | 5.00% | 06/15/16 | 10,190,000 | 10,292,654 | ||
SALEM-KEIZER ORE SCH DIST NO 24J | ||||||
GO SERIES 2009A (GTY: OREGON STATE OF) | 4.00% | 06/15/16 | 100,000 | 100,754 | ||
GO SERIES 2009A (GTY: OREGON STATE OF) | 5.00% | 06/15/16 | 2,275,000 | 2,296,556 | ||
UMATILLA CNTY ORE SCH DIST NO 8R HERMISTON | ||||||
GO SERIES 2009A (GTY: OREGON STATE OF) | 3.50% | 06/15/16 | 200,000 | 201,245 | ||
GO SERIES 2010 (GTY: OREGON STATE OF) | 3.00% | 06/15/16 | 300,000 | 301,561 | ||
20,205,692 | ||||||
Pennsylvania 0.3% | ||||||
MONROEVILLE PA FIN AUTH | ||||||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2013B | 4.00% | 07/01/16 | 150,000 | 151,340 | ||
PENNSYLVANIA (COMMONWEALTH OF) | ||||||
GO SERIES 2004 | 5.38% | 07/01/16 | 1,660,000 | 1,680,984 | ||
GO SERIES 2006 | 4.00% | 09/01/16 | 1,000,000 | 1,015,436 | ||
GO SERIES 2007A | 5.00% | 08/01/16 | 200,000 | 203,118 | ||
GO SERIES 2008 | 5.00% | 05/15/16 | 100,000 | 100,565 | ||
GO SERIES 2009 | 5.00% | 07/01/16 | 900,000 | 910,523 | ||
GO SERIES 2010A | 5.00% | 05/01/16 | 225,000 | 225,874 | ||
GO SERIES 2013 | 5.00% | 04/01/16 | 200,000 | 200,000 | ||
GO SERIES 2013 | 5.00% | 10/15/16 | 400,000 | 409,739 | ||
GO SERIES FR 2015 | 5.00% | 08/15/16 | 370,000 | 376,382 | ||
PENNSYLVANIA HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2006-96B | 3.95% | 10/01/16 | 425,000 | 432,226 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
PHILADELPHIA PA CITY OF | ||||||
GO TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/30/16 | 20,000,000 | 20,084,327 | ||
UNIVERSITY OF PITTSBURGH | ||||||
REV UNIVERSITY SERIES 2009B | 4.00% | 09/15/16 | 100,000 | 101,634 | ||
REV UNIVERSITY SERIES 2015 | 2.00% | 08/02/16 | 5,600,000 | 5,631,816 | ||
REV UNIVERSITY SERIES B1&B2 | 0.06% | 05/18/16 | 7,635,000 | 7,635,000 | ||
39,158,964 | ||||||
South Carolina 0.5% | ||||||
SOUTH CAROLINA STATE PUBLIC SERVICE AUTHORITY | ||||||
REV POWER SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.06% | 04/05/16 | 1,044,000 | 1,044,000 | ||
REV POWER SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.09% | 04/05/16 | 4,137,000 | 4,137,000 | ||
REV POWER SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.20% | 04/05/16 | 998,000 | 998,000 | ||
REV POWER SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.60% | 05/05/16 | 710,000 | 710,000 | ||
REV POWER SERIES E (LIQ: TD BANK NA) | 0.07% | 05/05/16 | 6,625,000 | 6,625,000 | ||
SUMTER CNTY S C | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/30/16 | 20,250,000 | 20,411,455 | ||
YORK CNTY S C SCH DIST NO 3 ROCK HILL | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/30/16 | 30,000,000 | 30,248,967 | ||
64,174,422 | ||||||
Tennessee 1.0% | ||||||
CHATTANOOGA TENN | ||||||
GO SERIES 2013 | 5.00% | 10/01/16 | 1,180,000 | 1,207,487 | ||
MEMPHIS TENN | ||||||
GO SERIES 2005B | 5.25% | 10/01/16 | 5,510,000 | 5,645,717 | ||
GO SERIES A (LIQ: MIZUHO BANK LTD) | 0.06% | 05/03/16 | 3,170,000 | 3,170,000 | ||
GO SERIES A (LIQ: MIZUHO BANK LTD) | 0.10% | 06/01/16 | 9,500,000 | 9,500,000 | ||
GO SERIES A (LIQ: MIZUHO BANK LTD) | 0.12% | 06/16/16 | 11,000,000 | 11,000,000 | ||
GO SERIES A (LIQ: MIZUHO BANK LTD) | 0.24% | 06/16/16 | 1,600,000 | 1,600,000 | ||
MET GOVT NASHVILLE & DAVIDSON CNTY TENN | ||||||
GO SERIES A-1 (LIQ: MIZUHO BANK LTD) | 0.06% | 05/02/16 | 25,140,000 | 25,140,000 | ||
GO SERIES A-1 (LIQ: MIZUHO BANK LTD) | 0.20% | 05/17/16 | 3,300,000 | 3,300,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.05% | 04/05/16 | 7,000,000 | 7,000,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.08% | 05/02/16 | 7,000,000 | 7,000,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.22% | 05/03/16 | 12,000,000 | 12,000,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.11% | 05/04/16 | 16,900,000 | 16,900,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.08% | 05/05/16 | 4,300,000 | 4,300,000 | ||
MET GOVT NASHVILLE & DAVIDSON CNTY TENN WTR & SWR REVENUE | ||||||
REV WATER & SEWER SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.10% | 04/08/16 | 15,000,000 | 15,000,000 | ||
SHELBY CNTY TENN | ||||||
GO SERIES 2015A | 0.23% | 05/17/16 | 7,670,000 | 7,670,000 | ||
130,433,204 | ||||||
Texas 6.5% | ||||||
ALLEN TEX INDPT SCH DIST | ||||||
GO SERIES 2016 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 1.00% | 08/15/16 | 1,140,000 | 1,143,112 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
AUSTIN TEX INDPT SCH DIST | ||||||
GO SERIES 1998 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 600,000 | 609,215 | ||
GO SERIES 2006 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.25% | 08/01/16 | 200,000 | 203,194 | ||
GO SERIES 2011 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/01/16 | 100,000 | 100,855 | ||
GO SERIES A-2 (LIQ: MIZUHO BANK LTD) | 0.07% | 04/04/16 | 5,000,000 | 5,000,000 | ||
GO SERIES A-2 (LIQ: MIZUHO BANK LTD) | 0.05% | 04/06/16 | 7,000,000 | 7,000,000 | ||
GO SERIES A-2 (LIQ: MIZUHO BANK LTD) | 0.11% | 05/02/16 | 7,000,000 | 7,000,000 | ||
AUSTIN TX (CITY OF) | ||||||
REV UTILITY SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.06% | 04/05/16 | 23,140,000 | 23,140,000 | ||
REV UTILITY SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.20% | 05/17/16 | 9,000,000 | 9,000,000 | ||
REV UTILITY SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.24% | 05/17/16 | 11,820,000 | 11,820,000 | ||
REV WATER & SEWER (AUSTIN TX WTR & WASTEWATER SYS) SERIES 2012 | 5.00% | 05/15/16 | 9,655,000 | 9,712,530 | ||
BRYAN TEX INDPT SCH DIST | ||||||
GO SERIES 2015B (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 02/15/17 | 1,420,000 | 1,437,596 | ||
DALLAS AREA RAPID TRANSIT | ||||||
REV SALES TAX SERIES I | 0.08% | 05/25/16 | 12,000,000 | 12,000,000 | ||
REV SALES TAX SERIES I | 0.13% | 05/25/16 | 9,170,000 | 9,170,000 | ||
REV SALES TAX SERIES I | 0.10% | 06/01/16 | 10,000,000 | 10,000,000 | ||
DALLAS TEX | ||||||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES 2007 | 5.00% | 10/01/16 | 195,000 | 199,358 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.05% | 04/01/16 | 1,890,000 | 1,890,000 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.06% | 04/01/16 | 9,635,000 | 9,635,000 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.05% | 04/04/16 | 6,000,000 | 6,000,000 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.07% | 04/06/16 | 16,610,000 | 16,610,000 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.07% | 05/04/16 | 9,772,000 | 9,772,000 | ||
DECATUR TEX INDPT SCH DIST | ||||||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 150,000 | 152,009 | ||
DENTON TEX INDPT SCH DIST | ||||||
GO SERIES 2001 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 150,000 | 152,557 | ||
EAGLE MTN & SAGINAW TEX INDPT SCH DIST | ||||||
GO SERIES 2007 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.25% | 08/15/16 | 500,000 | 507,264 | ||
EANES TEX INDPT SCH DIST | ||||||
GO SERIES 2006 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 425,000 | 431,414 | ||
EL PASO TEX INDPT SCH DIST | ||||||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 235,000 | 236,346 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
FORT BEND TEX INDPT SCH DIST | ||||||
GO SERIES 2008 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 125,000 | 127,128 | ||
GO SERIES 2010 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 465,000 | 472,827 | ||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/15/16 | 1,750,000 | 1,767,656 | ||
FRISCO TEX INDPT SCH DIST | ||||||
GO SERIES 2016 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 125,000 | 126,639 | ||
GARLAND TEX | ||||||
GO SERIES A (LOC: WELLS FARGO BANK NA) | 0.09% | 04/28/16 | 14,000,000 | 14,000,000 | ||
GO SERIES A (LOC: WELLS FARGO BANK NA) | 0.19% | 04/28/16 | 10,000,000 | 10,000,000 | ||
GEORGETOWN TEX INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.25% | 08/15/16 | 3,495,000 | 3,519,989 | ||
HARLANDALE TEX INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 370,000 | 372,142 | ||
HARLINGEN TEX CONS INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/15/16 | 1,320,000 | 1,332,990 | ||
HARRIS CNTY TEX CULTURAL ED FACS FIN CORP | ||||||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009 C-1 | 0.25% | 04/13/16 | 17,000,000 | 17,000,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009 C-1 | 0.07% | 05/17/16 | 16,250,000 | 16,250,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009 C-1 | 0.15% | 06/02/16 | 20,000,000 | 20,000,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009 C-1 | 0.22% | 06/14/16 | 37,000,000 | 37,000,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009C-2 | 0.07% | 05/04/16 | 12,000,000 | 12,000,000 | ||
REV HOSPITAL (METHODIST HOSPITALS OF TEXAS) SERIES 2009-C1 | 0.22% | 04/05/16 | 14,000,000 | 14,000,000 | ||
REV HOSPITAL (METHODIST HOSPITALS OF TEXAS) SERIES 2009C2 | 0.22% | 04/05/16 | 26,300,000 | 26,300,000 | ||
HOUSTON AIRPORT SYSTEM | ||||||
REV AIRPORT SERIES B-3 (LOC: ROYAL BANK OF CANADA) | 0.10% | 05/11/16 | 15,000,000 | 15,000,000 | ||
HOUSTON CITY OF | ||||||
GO SERIES E-1 (LOC: CITIBANK NA) | 0.07% | 05/02/16 | 2,000,000 | 2,000,000 | ||
HOUSTON TEX INDPT SCH DIST | ||||||
GO SERIES 2006A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 1,350,000 | 1,372,753 | ||
GO SERIES 2013A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 02/15/17 | 1,000,000 | 1,029,720 | ||
HUMBLE TEX INDPT SCH DIST | ||||||
GO SERIES 2003 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.15% | 06/15/16 | 100,000 | 100,564 | ||
LEANDER TEX INDPT SCH DIST | ||||||
GO SERIES 2011 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 150,000 | 151,976 | ||
GO SERIES 2014 A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 6,145,000 | 6,252,815 | ||
GO SERIES 2014D (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.39% | 08/15/16 | 120,000 | 119,822 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
LEWISVILLE TEX INDPT SCH DIST | ||||||
GO (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.25% | 08/15/16 | 350,000 | 354,837 | ||
GO SERIES 2006 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 250,000 | 254,288 | ||
GO SERIES 2011 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.50% | 08/15/16 | 100,000 | 100,778 | ||
LOS FRESNOS TEX CONS INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/15/16 | 1,985,000 | 2,005,124 | ||
MAGNOLIA TEX INDPT SCH DIST | ||||||
GO (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 200,000 | 203,426 | ||
MANOR TEX INDPT SCH DIST | ||||||
GO SERIES 2011 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/01/16 | 200,000 | 202,407 | ||
MESQUITE TEX INDPT SCH DIST | ||||||
GO SERIES 2014 B (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 110,000 | 111,828 | ||
NORTH EAST INDPT SCH DIST TEX | ||||||
GO SERIES 2012 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 110,000 | 111,685 | ||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG (GTY)) | 3.00% | 08/01/16 | 150,000 | 151,299 | ||
NORTH FOREST INDPT SCH DIST TEX | ||||||
GO (HOUSTON TEX INDPT SCH DIST) SERIES 2006B (ESCROW) | 5.00% | 08/15/16 | 1,470,000 | 1,495,776 | ||
NORTHSIDE TEX INDPT SCH DIST | ||||||
GO SERIES 2007 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 100,000 | 101,342 | ||
RIO GRANDE CITY TEX CONS INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 100,000 | 100,592 | ||
GO SERIES 2015B (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 200,000 | 201,150 | ||
ROUND ROCK TEX INDPT SCH DIST | ||||||
GO SERIES 2007 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 125,000 | 126,910 | ||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/01/16 | 14,500,000 | 14,635,761 | ||
SAN ANTONIO TEX INDPT SCH DIST | ||||||
GO SERIES A (LIQ: ROYAL BANK OF CANADA) | 0.28% | 05/02/16 | 3,400,000 | 3,400,000 | ||
GO SERIES A (LIQ: ROYAL BANK OF CANADA) | 0.22% | 05/04/16 | 16,200,000 | 16,200,000 | ||
GO SERIES A (LIQ: ROYAL BANK OF CANADA) | 0.08% | 05/16/16 | 3,050,000 | 3,050,000 | ||
GO SERIES A (LIQ: ROYAL BANK OF CANADA) | 0.11% | 05/16/16 | 7,850,000 | 7,850,000 | ||
SAN ANTONIO TX | ||||||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.07% | 04/06/16 | 11,540,000 | 11,540,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 04/07/16 | 21,460,000 | 21,460,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.10% | 06/01/16 | 16,500,000 | 16,500,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.07% | 04/06/16 | 2,500,000 | 2,500,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.08% | 04/07/16 | 16,750,000 | 16,750,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.08% | 05/02/16 | 12,750,000 | 12,750,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.25% | 06/01/16 | 13,500,000 | 13,500,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES 2007 | 5.50% | 05/15/16 | 400,000 | 402,477 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES 2009 | 4.00% | 05/15/16 | 500,000 | 502,195 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.05% | 04/05/16 | 7,625,000 | 7,625,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.24% | 04/19/16 | 3,700,000 | 3,700,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.07% | 05/03/16 | 11,850,000 | 11,850,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.12% | 06/07/16 | 16,000,000 | 16,000,000 | ||
SOCORRO TEX INDPT SCH DIST | ||||||
GO SERIES 2006 A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 200,000 | 203,410 | ||
TEXAS A & M UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2013A | 4.00% | 05/15/16 | 3,250,000 | 3,264,549 | ||
REV UNIVERSITY SERIES B | 0.07% | 04/07/16 | 7,000,000 | 7,000,000 | ||
TEXAS ST PUB FIN AUTH | ||||||
GO (TEXAS STATE OF) SERIES 2003 | 0.18% | 04/27/16 | 31,774,000 | 31,774,000 | ||
GO (TEXAS STATE OF) SERIES 2008 | 0.06% | 04/06/16 | 4,500,000 | 4,500,000 | ||
TEXAS STATE OF | ||||||
GO SERIES 2006 (ESCROW) | 5.00% | 04/01/16 | 2,000,000 | 2,000,000 | ||
GO SERIES 2013 A | 4.00% | 08/01/16 | 8,010,000 | 8,107,522 | ||
TEXAS TECH UNIV | ||||||
REV UNIVERSITY SERIES 2012A | 0.06% | 05/02/16 | 9,300,000 | 9,300,000 | ||
TEXAS TRANSPORTATION COMMISSION | ||||||
GO (ESCROW) | 5.00% | 04/01/16 | 3,000,000 | 3,000,000 | ||
GO (TEXAS STATE OF) SERIES 2006 | 5.00% | 04/01/16 | 750,000 | 750,000 | ||
GO (TEXAS STATE OF) SERIES 2010B | 5.00% | 04/01/16 | 3,480,000 | 3,480,000 | ||
GO (TEXAS STATE OF) SERIES 2014 | 5.00% | 04/01/16 | 5,300,000 | 5,300,000 | ||
REV TRANSPORTATION (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2006 | 5.00% | 04/01/16 | 480,000 | 480,000 | ||
REV TRANSPORTATION (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2006 A | 4.50% | 04/01/16 | 1,120,000 | 1,120,000 | ||
REV TRANSPORTATION (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2007 | 5.00% | 04/01/16 | 180,000 | 180,000 | ||
REV TRANSPORTATION SERIES 2006 (ESCROW) | 5.00% | 04/01/16 | 7,585,000 | 7,585,000 | ||
UNIVERSITY OF TEXAS PERMANENT UNIVERSITY FUND | ||||||
REV UNIVERSITY SERIES 2006C (ESCROW) | 5.00% | 07/01/16 | 1,180,000 | 1,193,699 | ||
UNIVERSITY OF TEXAS SYSTEM | ||||||
REV UNIVERSITY (TEXAS PERMANENT UNIVERSITY FUND) SERIES A | 0.04% | 06/07/16 | 25,000,000 | 24,994,242 | ||
REV UNIVERSITY SERIES 2006 D | 5.00% | 08/15/16 | 115,000 | 116,983 | ||
REV UNIVERSITY SERIES 2006C | 5.00% | 08/15/16 | 2,310,000 | 2,349,253 | ||
REV UNIVERSITY SERIES 2006F | 5.00% | 08/15/16 | 250,000 | 254,270 | ||
REV UNIVERSITY SERIES 2009 | 5.00% | 08/15/16 | 100,000 | 101,690 | ||
REV UNIVERSITY SERIES 2010A | 5.00% | 08/15/16 | 100,000 | 101,704 | ||
REV UNIVERSITY SERIES 2012A | 5.00% | 08/15/16 | 1,350,000 | 1,373,792 | ||
REV UNIVERSITY SERIES A | 0.06% | 04/06/16 | 18,500,000 | 18,500,000 | ||
REV UNIVERSITY SERIES A | 0.07% | 04/07/16 | 13,384,000 | 13,384,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV UNIVERSITY SERIES A | 0.05% | 04/20/16 | 10,000,000 | 10,000,000 | ||
REV UNIVERSITY SERIES A | 0.06% | 05/02/16 | 13,700,000 | 13,700,000 | ||
REV UNIVERSITY SERIES A | 0.06% | 05/03/16 | 17,000,000 | 17,000,000 | ||
REV UNIVERSITY SERIES A | 0.06% | 05/04/16 | 23,505,000 | 23,505,000 | ||
REV UNIVERSITY SERIES A | 0.06% | 05/05/16 | 15,000,000 | 15,000,000 | ||
REV UNIVERSITY SERIES A | 0.06% | 05/06/16 | 25,000,000 | 25,000,000 | ||
REV UNIVERSITY SERIES A | 0.20% | 05/11/16 | 21,454,000 | 21,454,000 | ||
REV UNIVERSITY SERIES A | 0.07% | 05/25/16 | 12,500,000 | 12,500,000 | ||
UVALDE TEX CONS INDPT SCH DIST | ||||||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 870,000 | 883,204 | ||
WYLIE TEX INDPT SCH DIST | ||||||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.37% | 08/15/16 | 255,000 | 254,649 | ||
YSLETA TEX INDPT SCH DIST | ||||||
GO SERIES 2006 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) (ESCROW) | 4.55% | 08/15/16 | 11,545,000 | 11,720,096 | ||
840,387,409 | ||||||
Utah 0.3% | ||||||
INTERMOUNTAIN PWR AGY UTAH | ||||||
REV POWER SERIES B-1 (LOC: BANK OF AMERICA NA) | 0.40% | 04/27/16 | 24,380,000 | 24,380,000 | ||
REV POWER SERIES B-1& B-2 (LOC: BANK OF AMERICA NA) | 0.08% | 04/04/16 | 18,175,000 | 18,175,000 | ||
42,555,000 | ||||||
Virginia 0.6% | ||||||
METROPOLITAN WASHINGTON AIRPORTS AUTHORITY | ||||||
REV AIRPORT | 5.00% | 10/01/16 | 5,225,000 | 5,345,381 | ||
REV AIRPORT SERIES 1 (LOC: JPMORGAN CHASE BANK NA) | 0.05% | 04/01/16 | 10,000,000 | 10,000,000 | ||
REV AIRPORT SERIES 1 (LOC: JPMORGAN CHASE BANK NA) | 0.04% | 04/04/16 | 15,000,000 | 15,000,000 | ||
REV AIRPORT SERIES 1 (LOC: JPMORGAN CHASE BANK NA) | 0.07% | 05/06/16 | 15,000,000 | 15,000,000 | ||
REV AIRPORT SERIES 2009B | 5.00% | 10/01/16 | 200,000 | 204,438 | ||
REV AIRPORT SERIES 2010-A | 5.00% | 10/01/16 | 175,000 | 179,012 | ||
REV AIRPORT SERIES 2010-B | 5.00% | 10/01/16 | 3,850,000 | 3,938,478 | ||
REV AIRPORT SERIES 2012 B | 4.00% | 10/01/16 | 100,000 | 101,770 | ||
REV AIRPORT SERIES 2014A | 5.00% | 10/01/16 | 3,425,000 | 3,500,907 | ||
VIRGINIA COMMONWEALTH OF | ||||||
GO SERIES 2009D | 5.00% | 06/01/16 | 100,000 | 100,769 | ||
GO SERIES 2015A | 2.00% | 06/01/16 | 580,000 | 581,636 | ||
VIRGINIA COMWLTH TRANSN BRD | ||||||
REV TRANSPORTATION (VIRGINIA COMMONWEALTH OF) SERIES 2011 | 5.00% | 05/15/16 | 12,170,000 | 12,238,410 | ||
VIRGINIA ST HSG DEV AUTH | ||||||
REV HOUS SINGL (VIRGINIA ST HSG DEV AUTH CMWLTH) SERIES 2007A-4 | 4.05% | 04/01/16 | 1,500,000 | 1,500,000 | ||
REV HOUS SINGL (VIRGINIA ST HSG DEV AUTH CMWLTH) SERIES 2007A-5 | 4.60% | 07/01/16 | 175,000 | 176,689 | ||
REV HOUS SINGL (VIRGINIA ST HSG DEV AUTH CMWLTH) SERIES 2012 C-3 | 0.95% | 04/01/16 | 475,000 | 475,000 | ||
REV HOUS SINGL (VIRGINIA ST HSG DEV AUTH CMWLTH) SERIES 2012B | 1.10% | 07/01/16 | 1,500,000 | 1,502,042 | ||
REV HOUS SINGL (VIRGINIA ST HSG DEV AUTH CMWLTH) SERIES 2012B | 1.30% | 01/01/17 | 7,500,000 | 7,542,046 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HOUS SINGL SERIES 2010 A | 3.10% | 09/01/16 | 200,000 | 202,085 | ||
REV HOUS SINGL SERIES 2010B | 2.45% | 09/01/16 | 145,000 | 146,144 | ||
77,734,807 | ||||||
Washington 1.0% | ||||||
CLARK CNTY WASH SCH DIST | ||||||
GO SERIES 2001C (GTY: STATE OF WASHINGTON) | 0.47% | 12/01/16 | 1,800,000 | 1,794,264 | ||
CLARK CNTY WASH SCH DIST NO 114 EVERGREEN | ||||||
GO SERIES 2010 (GTY: STATE OF WASHINGTON) | 4.00% | 12/01/16 | 100,000 | 102,364 | ||
GO SERIES 2010B (GTY: STATE OF WASHINGTON) | 2.00% | 06/01/16 | 100,000 | 100,259 | ||
GO SERIES 2011 (GTY: STATE OF WASHINGTON) | 2.50% | 06/01/16 | 710,000 | 712,448 | ||
KING CNTY WASH | ||||||
GO SERIES 2010A | 5.00% | 06/01/16 | 1,715,000 | 1,728,446 | ||
GO SERIES 2011 | 4.00% | 06/01/16 | 175,000 | 176,059 | ||
KING CNTY WASH SCH DIST NO 403 RENTON | ||||||
GO SERIES 2015 (GTY: STATE OF WASHINGTON) | 5.00% | 12/01/16 | 550,000 | 566,857 | ||
KING CNTY WASH SCH DIST NO 411 ISSAQUAH | ||||||
GO (GTY: STATE OF WASHINGTON) | 5.00% | 12/01/16 | 100,000 | 103,030 | ||
KING CNTY WASH SCH DIST NO 414 LAKE WASHINGTON | ||||||
GO SERIES 2015 (GTY: STATE OF WASHINGTON) | 4.00% | 06/01/16 | 6,795,000 | 6,836,544 | ||
KING CNTY WASH SCH DIST NO 415 KENT | ||||||
GO SERIES 2001B (GTY: STATE OF WASHINGTON) | 5.50% | 06/01/16 | 350,000 | 352,919 | ||
KITSAP CNTY WASH SCH DIST NO 400 NORTH KITSAP | ||||||
GO SERIES 2011 (GTY: STATE OF WASHINGTON) | 5.00% | 06/01/16 | 200,000 | 201,530 | ||
LEWIS CNTY WASH SCH DIST NO 303 WHITE PASS | ||||||
GO SERIES 2016 (GTY: STATE OF WASHINGTON) | 2.00% | 12/01/16 | 150,000 | 151,448 | ||
PIERCE CNTY WASH SCH DIST NO 3 PUYALLUP | ||||||
GO SERIES 2004 (GTY: STATE OF WASHINGTON) | 5.00% | 06/01/16 | 500,000 | 503,796 | ||
PIERCE CNTY WASH SCH DIST NO 401 PENINSULA | ||||||
GO SERIES 2011 (GTY: STATE OF WASHINGTON) | 4.00% | 12/01/16 | 250,000 | 255,660 | ||
PIERCE CNTY WASH SCH DIST NO 403 BETHEL | ||||||
GO SERIES 2006 (GTY: STATE OF WASHINGTON) | 5.00% | 12/01/16 | 150,000 | 154,494 | ||
GO SERIES 2014 (GTY: STATE OF WASHINGTON) | 3.00% | 06/01/16 | 500,000 | 502,184 | ||
PORT TACOMA WASH | ||||||
REV TRANSPORTATION SERIES 2002 B (LOC: BANK OF AMERICA NA) | 0.25% | 04/15/16 | 75,000,000 | 75,000,000 | ||
SEATTLE WASHINGTON PORT OF | ||||||
REV TRANSPORTATION SERIES 2011B | 5.00% | 09/01/16 | 1,000,000 | 1,019,158 | ||
SNOHOMISH CNTY WASH SCH DIST NO 201 | ||||||
GO SERIES 2011 (GTY: STATE OF WASHINGTON) | 5.00% | 12/01/16 | 700,000 | 721,451 | ||
SPOKANE CNTY WASH SCH DIST NO 81 SPOKANE | ||||||
GO SERIES 2010B (GTY: STATE OF WASHINGTON) | 5.00% | 12/01/16 | 500,000 | 515,086 | ||
SPOKANE ETC CNTYS WASH CONS SCH DIST NO 414-200-61 DEER PK | ||||||
GO SERIES 2016 (GTY: STATE OF WASHINGTON) | 2.00% | 12/15/16 | 100,000 | 101,094 | ||
STATE OF WASHINGTON | ||||||
GO SERIES 1998C | 5.50% | 07/01/16 | 140,000 | 141,776 | ||
GO SERIES 2005C | 0.47% | 06/01/16 | 200,000 | 199,841 | ||
GO SERIES 2007F | 4.50% | 07/01/16 | 1,500,000 | 1,515,595 | ||
GO SERIES 2008B | 5.00% | 07/01/16 | 690,000 | 697,876 | ||
GO SERIES 2009A | 5.00% | 07/01/16 | 1,300,000 | 1,315,122 | ||
GO SERIES 2009B | 5.00% | 07/01/16 | 100,000 | 101,153 | ||
GO SERIES 2010B | 5.00% | 08/01/16 | 350,000 | 355,383 | ||
GO SERIES R-2011A | 5.00% | 01/01/17 | 300,000 | 309,903 | ||
GO SERIES R-2012A | 5.00% | 07/01/16 | 200,000 | 202,308 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GO SERIES R-2013A | 5.00% | 07/01/16 | 6,000,000 | 6,069,579 | ||
GO SERIES R-2013C | 3.00% | 07/01/16 | 11,125,000 | 11,197,891 | ||
UNIVERSITY OF WASHINGTON | ||||||
REV UNIVERSITY SERIES A | 0.09% | 05/23/16 | 19,025,000 | 19,025,000 | ||
WASHINGTON ST HLTH CARE FACS AUTH | ||||||
REV HOSPITAL (SEATTLE CHILDRENS HOSPITAL) SERIES 2010B | 5.00% | 10/01/16 | 595,000 | 608,515 | ||
133,339,033 | ||||||
Wisconsin 0.9% | ||||||
WISCONSIN ST HEALTH & EDL FACS AUTH | ||||||
REV HEALTHCARE (AURORA HEALTH CARE) SERIES 2008B (LOC: JPMORGAN CHASE BANK NA) | 0.17% | 05/04/16 | 33,500,000 | 33,500,000 | ||
REV HEALTHCARE (AURORA HEALTH CARE) SERIES 2008B (LOC: JPMORGAN CHASE BANK NA) | 0.29% | 08/03/16 | 10,000,000 | 10,000,000 | ||
REV HEALTHCARE (AURORA HEALTH CARE) SERIES 2010 C (LOC: BANK OF AMERICA NA) | 0.14% | 07/12/16 | 34,840,000 | 34,840,000 | ||
WISCONSIN STATE OF | ||||||
GO (LIQ: BMO HARRIS BANK NA) | 0.23% | 05/05/16 | 4,000,000 | 4,000,000 | ||
GO (LIQ: BMO HARRIS BANK NA) | 0.24% | 05/16/16 | 17,300,000 | 17,300,000 | ||
GO (LIQ: BMO HARRIS BANK NA) | 0.24% | 06/16/16 | 3,529,000 | 3,529,000 | ||
GO SERIES 2006A (ESCROW) | 4.75% | 05/01/16 | 7,000,000 | 7,025,295 | ||
GO SERIES 2006A (ESCROW) | 5.00% | 05/01/16 | 1,600,000 | 1,606,122 | ||
GO SERIES 2010 SER | 5.00% | 05/01/16 | 4,145,000 | 4,161,945 | ||
GO SERIES 2011 SER | 4.00% | 11/01/16 | 225,000 | 229,611 | ||
GO SERIES 2012-1 | 4.00% | 05/01/16 | 250,000 | 250,746 | ||
GO SERIES 2014-2 | 4.00% | 05/01/16 | 700,000 | 702,184 | ||
GO SERIES 2014-2 | 5.00% | 05/01/16 | 1,000,000 | 1,003,947 | ||
GO SERIES C | 5.00% | 05/01/16 | 410,000 | 411,621 | ||
118,560,471 | ||||||
Total Fixed-Rate Municipal Securities | ||||||
(Cost $4,057,032,770) | 4,057,032,770 | |||||
Variable-Rate Municipal Securities 67.0% of net assets | ||||||
Alabama 2.6% | ||||||
ALABAMA HSG FIN AUTH | ||||||
REV HOUS SINGL SERIES 2006 D&F (LIQ: CITIBANK NA) |
a |
0.52% | 04/07/16 | 5,220,000 | 5,220,000 | |
REV MULTI FAM HOUSING SERIES 2005 E (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.52% | 04/07/16 | 11,000,000 | 11,000,000 | ||
REV MULTI FAM HOUSING SERIES 2005 F (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.52% | 04/07/16 | 10,550,000 | 10,550,000 | ||
ALABAMA ST MUNICIPAL FUNDING CORP | ||||||
REV PUBLIC SERVICES SERIES 2006 (LOC: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 15,225,000 | 15,225,000 | ||
REV PUBLIC SERVICES SERIES 2008 A - (LOC: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 3,665,000 | 3,665,000 | ||
BIRMINGHAM ALA INDL DEV BRD | ||||||
REV IDB & PCR SERIES 2009A (LOC: FEDERAL HOME LOAN BANKS) | 0.53% | 04/07/16 | 1,745,000 | 1,745,000 | ||
BIRMINGHAM ALA WTRWKS BRD | ||||||
REV WATER & SEWER SERIES 2015A (LIQ: ROYAL BANK OF CANADA) |
a |
0.47% | 04/07/16 | 20,000,000 | 20,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
COLUMBIA ALA INDL DEV BRD | ||||||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 2014D | 0.33% | 04/07/16 | 17,500,000 | 17,500,000 | ||
HOOVER ALA | ||||||
GO SERIES 2007 (LIQ: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 11,715,000 | 11,715,000 | |
MILLPORT ALA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2007 (LOC: COMERICA BANK) | 0.39% | 04/07/16 | 4,790,000 | 4,790,000 | ||
REV IDB & PCR SERIES 2011 (LOC: CITIBANK NA) | 0.39% | 04/07/16 | 10,000,000 | 10,000,000 | ||
MOBILE ALA INDL DEV BRD | ||||||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 1993-A | 0.45% | 04/07/16 | 12,100,000 | 12,100,000 | ||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 2001B | 0.40% | 04/01/16 | 2,750,000 | 2,750,000 | ||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 2007C | 0.45% | 04/07/16 | 7,550,000 | 7,550,000 | ||
MOBILE CNTY ALA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2010 A (LOC: SWEDBANK AB) | 0.32% | 04/07/16 | 30,000,000 | 30,000,000 | ||
REV IDB & PCR SERIES 2010 B (LOC: SWEDBANK AB) | 0.32% | 04/07/16 | 40,000,000 | 40,000,000 | ||
MONTGOMERY ALA DOWNTOWN REDEV AUTH | ||||||
REV EDUCATIONAL INSTITUTION (SOUTHERN POVERTY LAW CENTER INC) SERIES 2013 | 0.32% | 04/07/16 | 15,000,000 | 15,000,000 | ||
NORTH SUMTER SOLID WASTE DISP AUTH ALA | ||||||
REV WASTE/POLLUTION SERIES 2003 (LOC: WELLS FARGO BANK NA) | 0.53% | 04/07/16 | 4,350,000 | 4,350,000 | ||
TUSCALOOSA CNTY ALA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2008C (LOC: BANK OF NOVA SCOTIA) | 0.42% | 04/07/16 | 27,000,000 | 27,000,000 | ||
UNIVERSITY OF ALABAMA AT BIRMINGHAM | ||||||
REV UNIVERSITY SERIES 2012B (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 9,750,000 | 9,750,000 | ||
UNIVERSITY SOUTH ALA | ||||||
REV UNIVERSITY SERIES 2006 (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 37,620,000 | 37,620,000 | |
WEST JEFFERSON ALA INDL DEV BRD | ||||||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 1998 | 0.45% | 04/07/16 | 35,000,000 | 35,000,000 | ||
REV WASTE/POLLUTION (ALABAMA POWER COMPANY) SERIES 2008 | 0.40% | 04/01/16 | 2,890,000 | 2,890,000 | ||
335,420,000 | ||||||
Alaska 0.2% | ||||||
ALASKA HOUSING FINANCE CORP | ||||||
REV HOUS SINGL SERIES 2002-A (LIQ: JPMORGAN CHASE BANK NA) | 0.43% | 04/01/16 | 12,890,000 | 12,890,000 | ||
ALASKA STUDENT LOAN CORP | ||||||
REV STUDENT LOANS SERIES 2012B-1 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.47% | 04/07/16 | 13,580,000 | 13,580,000 | ||
VALDEZ ALASKA | ||||||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 1993C | 0.34% | 04/01/16 | 1,400,000 | 1,400,000 | ||
27,870,000 | ||||||
Arizona 0.6% | ||||||
ARIZONA HEALTH FAC AUTH | ||||||
REV HOSPITAL SERIES 2008 B (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 25,125,000 | 25,125,000 | ||
REV HOSPITAL SERIES 2015 C (LOC: BANK OF AMERICA NA) | 0.52% | 04/07/16 | 14,400,000 | 14,400,000 | ||
REV HOSPITAL SERIES 2015B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.41% | 04/07/16 | 9,000,000 | 9,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
MARICOPA CNTY ARIZ INDL DEV AUTH | ||||||
REV HEALTHCARE SERIES 2005 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.40% | 04/07/16 | 3,220,000 | 3,220,000 | ||
REV HOUSING (VILLAS SOLANAS APTS OF GLENDALE NATIONWIDE MANAGE) SERIES 2000A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 4,705,000 | 4,705,000 | ||
REV IDB & PCR SERIES 2000A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.40% | 04/07/16 | 9,430,000 | 9,430,000 | ||
REV IDB & PCR SERIES 2005 (LOC: COBANK ACB) | 0.39% | 04/07/16 | 6,750,000 | 6,750,000 | ||
PHOENIX ARIZ INDL DEV AUTH | ||||||
REV HOSPITAL (MAYO CLINIC) SERIES 2014B (LIQ: WELLS FARGO BANK NA) | 0.34% | 04/01/16 | 1,600,000 | 1,600,000 | ||
74,230,000 | ||||||
Arkansas 0.1% | ||||||
PULASKI CNTY ARK PUB FACS BRD | ||||||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL HOME LOAN BANKS) | 0.54% | 04/07/16 | 5,680,000 | 5,680,000 | ||
REV MULTI FAM HOUSING SERIES 2012 (LOC: FEDERAL HOME LOAN BANKS) | 0.54% | 04/07/16 | 6,810,000 | 6,810,000 | ||
12,490,000 | ||||||
California 1.1% | ||||||
ALAMEDA CNTY CALIF INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 1995A (LOC: COMERICA BANK) | 0.45% | 04/07/16 | 2,600,000 | 2,600,000 | ||
REV IDB & PCR SERIES 2008A (LOC: BANK OF THE WEST) | 0.49% | 04/07/16 | 3,315,000 | 3,315,000 | ||
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (CALIFORNIA INSTITUTE OF TECHNOLOGY) SERIES 2009 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,300,000 | 3,300,000 | |
CALIFORNIA HEALTH FACS FING AUTH | ||||||
REV HOSPITAL (STANFORD HOSP CLINICS) SERIES 2010B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 | |
CALIFORNIA POLLUTION CONTROL FINANCE AUTH | ||||||
REV WASTE/POLLUTION (EDCO DISPOSAL CORP) SERIES 2004 A (LOC: WELLS FARGO BANK NA) | 0.44% | 04/07/16 | 1,370,000 | 1,370,000 | ||
REV WASTE/POLLUTION (GARAVENTA ENTERPRISES) SERIES 2008A (LOC: WELLS FARGO BANK NA) | 0.44% | 04/07/16 | 2,500,000 | 2,500,000 | ||
CALIFORNIA POLLUTION CONTROL FINANCE AUTH - PG&E | ||||||
REV WASTE/POLLUTION (HILMAR CHEESE CO INC) SERIES 2010 (LOC: COBANK ACB) | 0.32% | 04/07/16 | 4,410,000 | 4,410,000 | ||
REV WASTE/POLLUTION (MARBORG INDUSTRIES) SERIES 2002 (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 1,700,000 | 1,700,000 | ||
REV WASTE/POLLUTION (SANTA CLARA VALLEY INDUSTRIES) SERIES 1998 A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 105,000 | 105,000 | ||
CALIFORNIA STATEWIDE CMNTYS DEV AUTH | ||||||
REV MULTI FAM HOUSING (KDF GLEN HAVEN L P) SERIES 2002AA (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 7,000,000 | 7,000,000 | ||
CONTRA COSTA CNTY CALIF | ||||||
REV MULTI FAM HOUSING (PARK REGENCY LLC) SERIES 2003F (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV MULTI FAM HOUSING SERIES 1987-A (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 3,900,000 | 3,900,000 | ||
CONTRA COSTA WATER DISTRICT | ||||||
REV WATER & SEWER | 0.30% | 05/16/16 | 12/16/16 | 13,500,000 | 13,500,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE | ||||||
REV WATER & SEWER SERIES 2005A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 20,830,000 | 20,830,000 | |
REV WATER & SEWER SERIES 2012A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 6,600,000 | 6,600,000 | |
HUNTINGTON PK CALIF REDEV AGY | ||||||
REV MULTI FAM HOUSING SERIES 1994-A (LOC: WELLS FARGO BANK NA) | 0.48% | 04/07/16 | 4,600,000 | 4,600,000 | ||
METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA | ||||||
REV WATER & SEWER SERIES 2009A-2 | 0.60% | 04/07/16 | 08/30/16 | 2,000,000 | 2,000,000 | |
NUVEEN CA AMT-FREE MUNI INCOME FUND | ||||||
SERIES 5 (LOC: MORGAN STANLEY BANK NA) |
a |
0.55% | 04/07/16 | 5,000,000 | 5,000,000 | |
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND | ||||||
REV SERIES 4 (LOC: ROYAL BANK OF CANADA) |
a |
0.48% | 04/07/16 | 7,000,000 | 7,000,000 | |
REV SERIES 6 (LOC: CITIBANK NA) |
a |
0.52% | 04/07/16 | 300,000 | 300,000 | |
SERIES 1 (LOC: MORGAN STANLEY BANK NA) |
a |
0.55% | 04/07/16 | 5,000,000 | 5,000,000 | |
SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST | ||||||
GO SERIES 2007B (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 9,900,000 | 9,900,000 | |
SAN JOSE CALIF | ||||||
REV MULTI FAM HOUSING SERIES 2003 C (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 8,500,000 | 8,500,000 | ||
SAN MATEO CNTY CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2005B (LIQ: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 735,000 | 735,000 | |
SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY | ||||||
REV POWER SERIES 2009-2 (LOC: WELLS FARGO BANK NA) | 0.36% | 04/07/16 | 595,000 | 595,000 | ||
STATE OF CALIFORNIA | ||||||
GO SERIES 2006 (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 13,610,000 | 13,610,000 | |
GO SERIES 2016 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.44% | 04/07/16 | 2,750,000 | 2,750,000 | |
145,120,000 | ||||||
Colorado 2.4% | ||||||
BROOMFIELD COLO URBAN RENEWAL AUTH | ||||||
REV SPECIAL TAX SERIES 2005 (LOC: BNP PARIBAS SA) | 0.48% | 04/07/16 | 19,875,000 | 19,875,000 | ||
COLORADO HEALTH FACS AUTH REV | ||||||
REV HOSPITAL (SISTERS OF CHARITY OF LEAVENWORTH HLTH SVCS CORP) SERIES 2013A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 3,700,000 | 3,700,000 | |
REV HOSPITAL (SISTERS OF CHARITY OF LEAVENWORTH HLTH SVCS CORP) SERIES 2013A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 15,500,000 | 15,500,000 | |
COLORADO HOUSING & FINANCE AUTHORITY | ||||||
REV HOUS SINGL SERIES 2002 C-3 (LIQ: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 5,545,000 | 5,545,000 | ||
REV HOUS SINGL SERIES 2006 A3 (LIQ: FEDERAL HOME LOAN BANKS) | 0.56% | 04/07/16 | 24,535,000 | 24,535,000 | ||
REV HOUS SINGL SERIES 2007 B-3 (LIQ: ROYAL BANK OF CANADA) | 0.42% | 04/07/16 | 20,000,000 | 20,000,000 | ||
REV HOUS SINGL SERIES 2007A-2 (LIQ: FEDERAL HOME LOAN BANKS) | 0.44% | 04/07/16 | 7,900,000 | 7,900,000 | ||
REV HOUS SINGL SERIES 2013B (LIQ: ROYAL BANK OF CANADA) | 0.39% | 04/07/16 | 17,200,000 | 17,200,000 | ||
COLORADO SPRINGS COLO | ||||||
REV UTILITY (COLORADO SPRINGS COLO UTILS) SERIES 2005 A (LIQ: MIZUHO BANK LTD) | 0.40% | 04/07/16 | 22,110,000 | 22,110,000 | ||
REV WATER & SEWER (COLORADO SPRINGS COLO UTILS) SERIES 2013B1&B2 (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 6,875,000 | 6,875,000 | |
COLORADO SPRINGS COLO UTILS | ||||||
REV UTILITY SERIES 2000A (LIQ: LANDESBANK HESSEN THUERINGEN GIROZENTRALE) | 0.40% | 04/07/16 | 21,000,000 | 21,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
DAWSON RIDGE MET DIST NO 1 COLO | ||||||
GO SERIES 1992A (ESCROW) (LIQ: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 10,470,000 | 10,470,000 | |
DENVER COLO CITY & CNTY | ||||||
GO (DENVER DEPARTMENT OF AVIATION CO) SERIES 2008C2&C3 (LOC: ROYAL BANK OF CANADA) |
a |
0.48% | 04/07/16 | 123,890,000 | 123,890,000 | |
MIDCITIES MET DIST NO 1 COLO | ||||||
REV SALES TAX SERIES 2004B (LOC: BNP PARIBAS SA) | 0.46% | 04/07/16 | 10,000,000 | 10,000,000 | ||
SHERIDAN REDEV AGY COLO TAX INCREAMENT REV | ||||||
REV SPECIAL TAX SERIES 2011A1 (LOC: JPMORGAN CHASE BANK NA) | 0.46% | 04/07/16 | 3,205,000 | 3,205,000 | ||
311,805,000 | ||||||
Connecticut 0.3% | ||||||
CONNECTICUT ST HEALTH & EDL FACS A | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2016CT (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 4,000,000 | 4,000,000 | |
REV UNIVERSITY (YALE UNIVERSITY) SERIES 2013A | 1.35% | 07/21/16 | 15,900,000 | 15,947,537 | ||
CONNECTICUT ST HSG FIN AUTH | ||||||
REV HOUS SINGL SERIES 2015C-3 (LIQ: ROYAL BANK OF CANADA) | 0.41% | 04/07/16 | 5,500,000 | 5,500,000 | ||
REV MULTI FAM HOUSING SERIES 2016A-3 (LIQ: ROYAL BANK OF CANADA) | 0.41% | 04/07/16 | 2,000,000 | 2,000,000 | ||
CONNECTICUT STATE OF | ||||||
GO SERIES 2011C | 1.05% | 04/07/16 | 05/15/16 | 11,810,000 | 11,818,478 | |
GO SERIES 2015C (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 2,000,000 | 2,000,000 | |
41,266,015 | ||||||
Delaware 0.1% | ||||||
DELAWARE ST HEALTH FACS AUTH | ||||||
REV HEALTHCARE (CHRISTIANA CARE HLTH SVCS) SERIES 2008A | 0.34% | 04/01/16 | 4,635,000 | 4,635,000 | ||
NEW CASTLE CNTY DEL | ||||||
REV IDB & PCR (BERKSHIRE HATHAWAY INC) SERIES 2002 | 0.45% | 04/07/16 | 1,985,000 | 1,985,000 | ||
6,620,000 | ||||||
District of Columbia 1.5% | ||||||
DISTRICT COLUMBIA HSG FIN AGY | ||||||
REV MULTI FAM HOUSING SERIES 2012 (LOC: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 4,250,000 | 4,250,000 | ||
REV MULTI FAM HOUSING SERIES 2012 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.39% | 04/07/16 | 5,000,000 | 5,000,000 | ||
DISTRICT OF COLUMBIA (WASHINGTON DC) | ||||||
GO SERIES 2008E (LIQ: BANK OF AMERICA NA) |
a |
0.45% | 04/07/16 | 6,030,000 | 6,030,000 | |
GO SERIES 2014C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 18,000,000 | 18,000,000 | |
REV SPECIAL TAX (DISTRICT COLUMBIA INCOME TAX REV) SERIES 2012C (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 8,310,000 | 8,310,000 | |
REV SPECIAL TAX (DISTRICT COLUMBIA INCOME TAX REV) SERIES 2015 A | 0.52% | 04/07/16 | 12/01/16 | 54,395,000 | 54,394,403 | |
REV STATE SERIES 2003 (LOC: BANK OF AMERICA NA) | 0.45% | 04/07/16 | 1,830,000 | 1,830,000 | ||
REV UNIVERSITY (AMERICAN UNIVERSITY) SERIES 2006A (LOC: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 500,000 | 500,000 | ||
REV UNIVERSITY (CATHOLIC UNIVERSITY OF AMERICA) SERIES 2007 (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 7,760,000 | 7,760,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
DISTRICT OF COLUMBIA WTR & SWR AUTH | ||||||
REV WATER & SEWER SERIES 1998 (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 6,200,000 | 6,200,000 | |
REV WATER & SEWER SERIES 2009A (ESCROW) (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 9,130,000 | 9,130,000 | |
REV WATER & SEWER SERIES 2009A (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 12,155,000 | 12,155,000 | |
REV WATER & SEWER SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 28,025,000 | 28,025,000 | |
REV WATER & SEWER SERIES 2014 B-1 (LIQ: TD BANK NA) | 0.38% | 04/07/16 | 12,125,000 | 12,125,000 | ||
REV WATER & SEWER SERIES 2014B-2 (LIQ: TD BANK NA) | 0.40% | 04/07/16 | 3,000,000 | 3,000,000 | ||
REV WATER & SEWER SERIES A | 0.06% | 04/05/16 | 11/25/16 | 17,000,000 | 17,000,000 | |
193,709,403 | ||||||
Florida 4.3% | ||||||
ALACHUA CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2001 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 6,495,000 | 6,495,000 | ||
BREVARD CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2004A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 3,855,000 | 3,855,000 | ||
BROWARD CNTY FLA | ||||||
REV TRANSPORTATION SERIES 2008 (LOC: ROYAL BANK OF CANADA) | 0.46% | 04/07/16 | 2,200,000 | 2,200,000 | ||
BROWARD CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING (SAILBOAT BEND LP (MINN)) (LOC: CITIBANK NA) | 0.41% | 04/07/16 | 1,400,000 | 1,400,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: CITIBANK NA) | 0.43% | 04/07/16 | 3,745,000 | 3,745,000 | ||
COLLIER CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2001 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 3,800,000 | 3,800,000 | ||
DUVAL CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2003 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.46% | 04/07/16 | 1,700,000 | 1,700,000 | ||
FLORIDA HSG FIN CORP | ||||||
REV MULTI FAM HOUSING (HERITAGE POINTE PARTNERS LTD) SERIES 1999I-1 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 9,730,000 | 9,730,000 | ||
REV MULTI FAM HOUSING (TIMBERLINE PARTNERS LTD) SERIES 1999P (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.44% | 04/07/16 | 5,835,000 | 5,835,000 | ||
REV MULTI FAM HOUSING SERIES 2002 A-1 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 10,545,000 | 10,545,000 | ||
REV MULTI FAM HOUSING SERIES 2003K (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 5,620,000 | 5,620,000 | ||
REV MULTI FAM HOUSING SERIES 2004 H (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 7,600,000 | 7,600,000 | ||
REV MULTI FAM HOUSING SERIES 2004F (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 6,100,000 | 6,100,000 | ||
REV MULTI FAM HOUSING SERIES 2006 G (LOC: CITIBANK NA) | 0.45% | 04/07/16 | 3,660,000 | 3,660,000 | ||
REV MULTI FAM HOUSING SERIES 2007 I (LOC: CITIBANK NA) | 0.46% | 04/07/16 | 1,700,000 | 1,700,000 | ||
REV MULTI FAM HOUSING SERIES 2007H (LOC: CITIBANK NA) | 0.45% | 04/07/16 | 3,195,000 | 3,195,000 | ||
FLORIDA ST BRD ED | ||||||
GO (FLORIDA STATE OF) SERIES 2006B (LIQ: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 43,005,000 | 43,005,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GREATER ORLANDO AVIATION AUTH FLA | ||||||
REV IDB & PCR (BERKSHIRE HATHAWAY INC) SERIES 2003A | 0.41% | 04/07/16 | 18,285,000 | 18,285,000 | ||
HILLSBOROUGH CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2005 (LOC: CITIBANK NA) | 0.43% | 04/07/16 | 6,250,000 | 6,250,000 | ||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 20,270,000 | 20,270,000 | ||
HILLSBOROUGH CNTY FLA INDL DEV AUTH | ||||||
REV LEASE REV (INDEPENDENT DAY SCHOOL) SERIES 2000 (LOC: BANK OF AMERICA NA) | 0.55% | 04/07/16 | 600,000 | 600,000 | ||
HILLSBOROUGH CNTY FLA SCH DIST | ||||||
REV SCHOOL SERIES 2007 (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 11,355,000 | 11,355,000 | |
JACKSONVILLE FLA | ||||||
REV PUBLIC SERVICES SERIES 2008-A (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 13,990,000 | 13,990,000 | ||
JACKSONVILLE FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2006 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.46% | 04/07/16 | 3,635,000 | 3,635,000 | ||
JEA | ||||||
REV POWER (JEA FL ELEC SYS REV) SERIES THREE 2012B (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
MIAMI-DADE CNTY FLA | ||||||
REV TRANSPORTATION SERIES 2014A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 15,000,000 | 15,000,000 | ||
REV TRANSPORTATION SERIES 2014B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.43% | 04/07/16 | 7,000,000 | 7,000,000 | ||
MIAMI-DADE CNTY FLA INDL DEV AUTH | ||||||
REV IDB & PCR (BOEING CO) SERIES 1999 B | 0.41% | 04/07/16 | 20,230,000 | 20,230,000 | ||
REV IDB & PCR (BOEING CO) SERIES 1999A | 0.41% | 04/07/16 | 20,210,000 | 20,210,000 | ||
REV IDB & PCR SERIES 2004 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.60% | 04/07/16 | 1,785,000 | 1,785,000 | ||
OCEAN HWY & PORT AUTH FLA | ||||||
REV TRANSPORTATION SERIES 1990 (LOC: WELLS FARGO BANK NA) | 0.55% | 04/07/16 | 8,700,000 | 8,700,000 | ||
OKEECHOBEE FLA | ||||||
REV WASTE/POLLUTION SERIES 1999 (LOC: WELLS FARGO BANK NA) | 0.47% | 04/07/16 | 2,800,000 | 2,800,000 | ||
ORANGE CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2001A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 10,630,000 | 10,630,000 | ||
REV MULTI FAM HOUSING SERIES 2002 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.44% | 04/07/16 | 7,060,000 | 7,060,000 | ||
REV MULTI FAM HOUSING SERIES 2002 E (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.44% | 04/07/16 | 8,145,000 | 8,145,000 | ||
REV MULTI FAM HOUSING SERIES 2004 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.44% | 04/07/16 | 13,400,000 | 13,400,000 | ||
REV MULTI FAM HOUSING SERIES 2005A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.44% | 04/07/16 | 8,585,000 | 8,585,000 | ||
REV MULTI FAM HOUSING SERIES 2007G (LOC: FEDERAL HOME LOAN BANKS) | 0.46% | 04/07/16 | 8,020,000 | 8,020,000 | ||
REV MULTI FAM HOUSING SERIES 2007H (LOC: FEDERAL HOME LOAN BANKS) | 0.46% | 04/07/16 | 7,410,000 | 7,410,000 | ||
ORANGE CNTY FLA INDL DEV AUTH | ||||||
REV SCHOOL SERIES 2007 (LOC: FEDERAL HOME LOAN BANKS) | 0.34% | 04/07/16 | 8,355,000 | 8,355,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ORLANDO & ORANGE CNTY EXPWY AUTH FLA | ||||||
REV TRANSPORTATION SERIES 2007A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 32,545,000 | 32,545,000 | |
REV TRANSPORTATION SERIES 2007A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV TRANSPORTATION SERIES 2007A (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 28,190,000 | 28,190,000 | |
ORLANDO FLA UTILS COMMN | ||||||
REV UTILITY SERIES 2008-1 (LIQ: JPMORGAN CHASE BANK NA) | 0.40% | 04/07/16 | 18,835,000 | 18,835,000 | ||
PALM BEACH CNTY FLA | ||||||
REV EDUCATIONAL INSTITUTION (NORTON GALLERY AND SCHOOL OF ART INC) SERIES 1995 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.45% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV EDUCATIONAL INSTITUTION (NORTON GALLERY AND SCHOOL OF ART INC) SERIES 2000 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.45% | 04/07/16 | 8,800,000 | 8,800,000 | ||
REV HOSPITAL (HOSPICE OF PALM BEACH CNY INC) SERIES 2001 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 4,000,000 | 4,000,000 | ||
PALM BEACH CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2007 (LOC: CITIBANK NA) | 0.48% | 04/07/16 | 2,810,000 | 2,810,000 | ||
PALM BEACH CNTY FLA SOLID WASTE AUTH | ||||||
REV WASTE/POLLUTION SERIES 2009A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,545,000 | 4,545,000 | |
PINELLAS CNTY FLA EDL FACS AUTH | ||||||
REV UNIVERSITY SERIES 2007 (LOC: BANK OF AMERICA NA) | 0.44% | 04/07/16 | 7,075,000 | 7,075,000 | ||
PINELLAS CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2011 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.43% | 04/07/16 | 8,045,000 | 8,045,000 | ||
POLK CNTY FLA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2011 (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.48% | 04/07/16 | 295,000 | 295,000 | ||
SOUTH FLORIDA WTR MGMT DIST FLA | ||||||
REV WATER & SEWER SERIES 2006 (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 34,575,000 | 34,575,000 | |
SOUTH MIAMI FLA HEALTH FACS AUTH | ||||||
REV HOSPITAL (BAPTIST HEALTH SOUTH FLORIDA INC) SERIES 2007 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 16,500,000 | 16,500,000 | |
REV HOSPITAL (BAPTIST HEALTH SOUTH FLORIDA INC) SERIES 2007 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 15,000,000 | 15,000,000 | |
TALLAHASSEE FLA | ||||||
REV POWER (TALLAHASSEE FLA ENERGY SYS REV) SERIES 2007 (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 20,000,000 | 20,000,000 | |
TAMPA BAY WTR FLA | ||||||
REV WATER & SEWER SERIES 2013 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
560,615,000 | ||||||
Georgia 2.1% | ||||||
ATLANTA GA (CITY OF) | ||||||
REV WATER & SEWER (ATLANTA GA WTR & WASTEWTR REV) SERIES 2015 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 12,500,000 | 12,500,000 | |
REV WATER & SEWER (ATLANTA GA WTR & WASTEWTR REV) SERIES 2015 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 24,500,000 | 24,500,000 | |
ATLANTA GA HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1999 (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 7,640,000 | 7,640,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ATLANTA GA URBAN RESIDENTIAL FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1996 (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 5,400,000 | 5,400,000 | ||
REV MULTI FAM HOUSING SERIES 2003 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.50% | 04/07/16 | 27,135,000 | 27,135,000 | ||
BARTOW CNTY GA DEV AUTH | ||||||
REV IDB & PCR SERIES 2014 (LOC: COMERICA BANK) | 0.50% | 04/07/16 | 3,135,000 | 3,135,000 | ||
COBB CNTY GA KENNESTONE HOSP AUTH | ||||||
REV HOSPITAL SERIES 2005A (LOC: BANK OF AMERICA NA) | 0.45% | 04/07/16 | 15,600,000 | 15,600,000 | ||
COLUMBIA CNTY GA DEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2002 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 3,340,000 | 3,340,000 | ||
EAST POINT GA HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2003 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.52% | 04/07/16 | 12,525,000 | 12,525,000 | ||
REV MULTI FAM HOUSING SERIES 2004 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.47% | 04/07/16 | 10,200,000 | 10,200,000 | ||
FULTON CNTY GA DEV AUTH | ||||||
REV IDB & PCR (BERKSHIRE HATHAWAY INC) SERIES 1999B | 0.45% | 04/07/16 | 9,350,000 | 9,350,000 | ||
REV IDB & PCR SERIES 1 (GTY: BERKSHIRE HATHAWAY INC) | 0.45% | 04/07/16 | 3,040,000 | 3,040,000 | ||
HEARD CNTY GA DEV AUTH | ||||||
REV IDB & PCR (OGLETHORPE POWER CORPORATION) SERIES 2009A (LOC: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 2,600,000 | 2,600,000 | ||
LAWRENCEVILLE GA HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2002 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.46% | 04/07/16 | 6,600,000 | 6,600,000 | ||
MAIN STR NAT GAS INC GA GAS PROJ REV | ||||||
REV UTILITY SERIES A1 (LOC: ROYAL BANK OF CANADA) | 0.46% | 04/07/16 | 06/01/16 | 35,355,000 | 35,355,000 | |
REV UTILITY SERIES A2 (LOC: ROYAL BANK OF CANADA) | 0.48% | 04/01/16 | 08/01/16 | 32,850,000 | 32,850,000 | |
MARIETTA GA HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.52% | 04/07/16 | 14,300,000 | 14,300,000 | ||
MCDONOUGH GA HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 6,300,000 | 6,300,000 | ||
METROPOLITAN ATLANTA RAPID TRAN AUTH GA | ||||||
REV SALES TAX SERIES 2007B (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.42% | 04/07/16 | 20,215,000 | 20,215,000 | |
WAYCROSS & WARE CNTY GA DEV AUTH | ||||||
REV IDB & PCR SERIES 2007 (LOC: BANK OF AMERICA NA) | 0.44% | 04/07/16 | 7,500,000 | 7,500,000 | ||
WINDER-BARROW CNTY GA JT DEV AUTH | ||||||
REV IDB & PCR SERIES 2007 (LOC: BANK OF AMERICA NA) | 0.56% | 04/07/16 | 5,560,000 | 5,560,000 | ||
WORTH CNTY GA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 1996-B (LOC: FEDERAL HOME LOAN BANKS) | 0.47% | 04/07/16 | 2,500,000 | 2,500,000 | ||
268,145,000 | ||||||
Hawaii 0.1% | ||||||
HAWAII STATE OF | ||||||
GO SERIES 2007DJ (ESCROW) (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 5,000,000 | 5,000,000 | |
GO SERIES 2011DZ (ESCROW) (LIQ: BANK OF AMERICA NA) |
a |
0.45% | 04/07/16 | 2,000,000 | 2,000,000 | |
7,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Idaho 0.1% | ||||||
CASSIA CNTY IDAHO INDL DEV CORP | ||||||
REV IDB & PCR SERIES 2006 (LOC: COOPERATIEVE RABOBANK UA) | 0.39% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV IDB & PCR SERIES 2007 (LOC: COOPERATIEVE RABOBANK UA) | 0.39% | 04/07/16 | 1,700,000 | 1,700,000 | ||
IDAHO HEALTH FACILITIES AUTHORITY | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013ID | 0.14% | 06/01/16 | 4,000,000 | 4,000,000 | ||
12,700,000 | ||||||
Illinois 4.5% | ||||||
CAROL STREAM ILL | ||||||
REV MULTI FAM HOUSING SERIES 1997 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.44% | 04/07/16 | 8,615,000 | 8,615,000 | ||
CHICAGO (CITY OF) | ||||||
REV MULTI FAM HOUSING (CHURCHVIEW SUPPORTIVE LIVING LP) SERIES 2003 (LOC: BMO HARRIS BANK NA) | 0.44% | 04/07/16 | 1,000,000 | 1,000,000 | ||
REV MULTI FAM HOUSING (RENAISSANCE SAINT LUKE L P) SERIES 2004A (LOC: BMO HARRIS BANK NA) | 0.48% | 04/07/16 | 3,235,000 | 3,235,000 | ||
REV MULTI FAM HOUSING SERIES 1999A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.42% | 04/07/16 | 5,755,000 | 5,755,000 | ||
REV MULTI FAM HOUSING SERIES 2008 (LOC: BMO HARRIS BANK NA) | 0.44% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV WATER & SEWER (CHICAGO IL WATER SYSTEM) SERIES 2004-2 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.53% | 04/07/16 | 25,250,000 | 25,250,000 | ||
REV WATER & SEWER (CHICAGO IL WATER SYSTEM) SERIES 2004-3 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.49% | 04/07/16 | 2,910,000 | 2,910,000 | ||
CHICAGO IL MIDWAY ARPT | ||||||
REV AIRPORT SERIES 2004 C-1 (LOC: BANK OF MONTREAL) | 0.42% | 04/07/16 | 49,800,000 | 49,800,000 | ||
CHICAGO ILL MET WTR RECLAMATION DIST | ||||||
GO SERIES 2014A (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.46% | 04/07/16 | 2,945,000 | 2,945,000 | |
GO SERIES 2014A&C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.51% | 04/07/16 | 17,865,000 | 17,865,000 | |
ILLINOIS FINANCE AUTHORITY | ||||||
REV HEALTHCARE (REGENCY PARK AT LINCOLNWOOD IL) SERIES 1991B (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 8,274,000 | 8,274,000 | |
REV HEALTHCARE SERIES 1996A (LOC: JPMORGAN CHASE BANK NA) | 0.48% | 04/07/16 | 11,500,000 | 11,500,000 | ||
REV HOSPITAL (ADVOCATE HLTH CARE NETWORK) SERIES 2008C-3B | 0.35% | 07/21/16 | 5,245,000 | 5,245,000 | ||
REV HOSPITAL (CARLE FOUNDATION IL) SERIES 2009-D (LOC: JPMORGAN CHASE BANK NA) | 0.43% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV HOSPITAL (LITTLE CO OF MARY HOSP HLTH CARE CTRS-IL) SERIES 2008A (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 9,600,000 | 9,600,000 | ||
REV HOSPITAL (LITTLE CO OF MARY HOSP HLTH CARE CTRS-IL) SERIES 2008B (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 4,800,000 | 4,800,000 | ||
REV HOSPITAL (NORTHSHORE UNIV HLTHSYS) SERIES 2010 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,000,000 | 3,000,000 | |
REV HOSPITAL (NORTHWESTERN MEM HOSP) SERIES 2009A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,000,000 | 6,000,000 | |
REV HOSPITAL (NORTHWESTERN MEM HOSP) SERIES 2013 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 16,280,000 | 16,280,000 | |
REV IDB & PCR (A.E. STALEY MANUFACTURING CO) SERIES 1985 (LOC: COOPERATIEVE RABOBANK UA) | 0.46% | 04/07/16 | 7,500,000 | 7,500,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV IDB & PCR (BISON GEAR & ENGINEERING CO) SERIES 2010 (LOC: BMO HARRIS BANK NA) | 0.41% | 04/07/16 | 5,380,000 | 5,380,000 | ||
REV IDB & PCR (KOREX CORP) SERIES 1990 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.60% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV LEASE REV (F C HARRIS PAVILION APT L P) SERIES 1994 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.48% | 04/07/16 | 22,310,000 | 22,310,000 | ||
REV MULTI FAM HOUSING (AUTUMN RIDGE APTS LP) SERIES 2005 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 5,630,000 | 5,630,000 | ||
REV MULTI FAM HOUSING (CONCORDIA PLACE APTS LP) SERIES 2013A (LOC: BMO HARRIS BANK NA) | 0.65% | 04/07/16 | 5,725,000 | 5,725,000 | ||
REV MULTI FAM HOUSING (NEW VISTAS II APARTMENTS) SERIES 2004 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 8,500,000 | 8,500,000 | ||
REV MULTI FAM HOUSING (RIVER OAKS PARTNERS) SERIES 1989 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.48% | 04/07/16 | 32,000,000 | 32,000,000 | ||
REV PUBLIC SERVICES SERIES 2001 (LOC: BMO HARRIS BANK NA) | 0.50% | 04/07/16 | 25,700,000 | 25,700,000 | ||
REV RECREATION/TOURISM (CHICAGO SYMPHONY ORCHESTRA) SERIES 1994 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.40% | 04/07/16 | 28,600,000 | 28,600,000 | ||
REV SCHOOL (FENWICK HIGH SCHOOL IL) SERIES 1997 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.36% | 04/07/16 | 1,750,000 | 1,750,000 | ||
REV SCHOOL (FENWICK HIGH SCHOOL IL) SERIES 2007 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.43% | 04/07/16 | 15,635,000 | 15,635,000 | ||
REV SCHOOL (LAKE FOREST ILL SCH DIST NO 67) SERIES 1994 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV SCHOOL (RICHARD H DRIEHAUS MUSEUM IL) SERIES 2005 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 3,800,000 | 3,800,000 | ||
REV UNIVERSITY (LAKE FOREST COLLEGE) SERIES 2008 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV UNIVERSITY (UNIVERSITY OF CHICAGO) SERIES 2013A (LIQ: CREDIT SUISSE AG) |
a |
0.54% | 04/07/16 | 3,760,000 | 3,760,000 | |
REV UNIVERSITY (UNIVERSITY OF CHICAGO) SERIES 2015A (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 16,200,000 | 16,200,000 | |
REV WASTE/POLLUTION (KUUSAKOSKI US LLC) SERIES 2013 (LOC: FIFTH THIRD BANK) | 0.51% | 04/07/16 | 4,900,000 | 4,900,000 | ||
ILLINOIS HEALTH FACS AUTH | ||||||
REV HOSPITAL (ADVOCATE HLTH CARE NETWORK) SERIES 2003C | 0.27% | 05/05/16 | 13,170,000 | 13,170,000 | ||
ILLINOIS HSG DEV AUTH | ||||||
REV MULTI FAM HOUSING (PONTIAC TOWERS ASSOC III L P) SERIES 2005 (LOC: BMO HARRIS BANK NA) | 0.65% | 04/07/16 | 3,145,000 | 3,145,000 | ||
ILLINOIS ST TOLL HWY AUTH | ||||||
REV TOLLS SERIES 2008 A2 (LIQ: JPMORGAN CHASE BANK NA) | 0.43% | 04/07/16 | 9,400,000 | 9,400,000 | ||
REV TOLLS SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,625,000 | 5,625,000 | |
REV TOLLS SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,105,000 | 5,105,000 | |
REV TOLLS SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 9,745,000 | 9,745,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV TOLLS SERIES 2014D (LIQ: ROYAL BANK OF CANADA) |
a |
0.47% | 04/07/16 | 4,170,000 | 4,170,000 | |
REV TOLLS SERIES 2015B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 15,555,000 | 15,555,000 | |
ILLINOIS STATE OF | ||||||
GO SERIES 2003B-1 (LOC: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 29,700,000 | 29,700,000 | ||
GO SERIES 2003B-2 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.38% | 04/07/16 | 21,000,000 | 21,000,000 | ||
GO SERIES 2003B-4 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.50% | 04/07/16 | 13,800,000 | 13,800,000 | ||
LAKE CNTY ILL | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.39% | 04/07/16 | 2,000,000 | 2,000,000 | ||
MC COOK ILL | ||||||
REV HEALTHCARE SERIES 1996A (LOC: NORTHERN TRUST COMPANY (THE)) | 0.45% | 04/07/16 | 2,200,000 | 2,200,000 | ||
PALATINE ILL | ||||||
REV PUBLIC SERVICES SERIES 1998 (LOC: FEDERAL HOME LOAN BANKS) | 0.48% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REGIONAL TRANSN AUTH ILL | ||||||
REV SALES TAX SERIES 2002A (LIQ: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 9,090,000 | 9,090,000 | |
SOUTHWESTERN ILL DEVELOPMENT AUTHORITY | ||||||
REV IDB & PCR SERIES 2004 (LOC: US BANK NATIONAL ASSOCIATION) | 0.46% | 04/07/16 | 6,860,000 | 6,860,000 | ||
ST CLAIR CNTY ILL | ||||||
REV MULTI FAM HOUSING SERIES 1994 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 15,550,000 | 15,550,000 | ||
WILL CNTY ILL CMNTY UNIT SCH DIST NO 365-U VALLEY VIEW | ||||||
GO SERIES 2005 (LOC: WELLS FARGO & COMPANY) |
a |
0.44% | 04/07/16 | 18,105,000 | 18,105,000 | |
586,184,000 | ||||||
Indiana 2.5% | ||||||
DEARBORN CNTY IND | ||||||
REV HOSPITAL SERIES 2006 (LOC: FIFTH THIRD BANK) | 0.49% | 04/07/16 | 5,840,000 | 5,840,000 | ||
GIBSON CNTY IND | ||||||
REV IDB & PCR (TOYOTA MOTOR CREDIT CORP) SERIES 1997 | 0.41% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV IDB & PCR (TOYOTA MOTOR CREDIT CORP) SERIES 1998 | 0.41% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV IDB & PCR (TOYOTA MOTOR CREDIT CORP) SERIES 2001B | 0.41% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV WASTE/POLLUTION (TOYOTA MOTOR CREDIT CORP) SERIES 1999 A | 0.41% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV WASTE/POLLUTION (TOYOTA MOTOR CREDIT CORP) SERIES 2000A | 0.41% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV WASTE/POLLUTION (TOYOTA MOTOR CREDIT CORP) SERIES 2001B | 0.41% | 04/07/16 | 10,000,000 | 10,000,000 | ||
INDIANA HEALTH & EDL FAC FING AUTH | ||||||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2006 (LIQ: US BANK NATIONAL ASSOCIATION) |
a |
0.43% | 04/07/16 | 15,400,000 | 15,400,000 | |
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2006B1 | 4.10% | 11/03/16 | 5,000,000 | 5,108,028 | ||
INDIANA HOUSING & COMMUNITY DEVELOPMENT AUTHORITY | ||||||
REV HOUS SINGL SERIES 2007A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.50% | 04/07/16 | 2,070,000 | 2,070,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
INDIANA ST FINANCE AUTHORITY | ||||||
REV HEALTHCARE SERIES 2011L&M (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 8,020,000 | 8,020,000 | |
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2008 | 0.39% | 04/07/16 | 29,600,000 | 29,600,000 | ||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2008E-8 | 0.38% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV HOSPITAL (FRANCISCAN ALLIANCE INC) SERIES 2009A (LIQ: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 10,000,000 | 10,000,000 | |
REV HOSPITAL (FRANCISCAN ALLIANCE INC) SERIES 2016B (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 2,500,000 | 2,500,000 | |
REV HOSPITAL (INDIANA UNIVERSITY HEALTH) SERIES 2016 B (LOC: BMO HARRIS BANK NA) | 0.50% | 04/07/16 | 4,550,000 | 4,550,000 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2008D-1 | 0.40% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2009A & 2010B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 16,750,000 | 16,750,000 | |
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2009A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,500,000 | 5,500,000 | |
REV HOSPITAL SERIES 2011C (LOC: NORTHERN TRUST COMPANY (THE)) | 0.40% | 04/07/16 | 8,710,000 | 8,710,000 | ||
REV IDB & PCR SERIES 2012B (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.48% | 04/07/16 | 10,500,000 | 10,500,000 | ||
REV UNIVERSITY (DEPAUW UNIVERSITY IN) SERIES 2008-A (LOC: NORTHERN TRUST COMPANY (THE)) | 0.40% | 04/07/16 | 26,000,000 | 26,000,000 | ||
INDIANAPOLIS IND | ||||||
REV MULTI FAM HOUSING SERIES 2001 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 8,975,000 | 8,975,000 | ||
REV MULTI FAM HOUSING SERIES 2007 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.48% | 04/07/16 | 27,400,000 | 27,400,000 | ||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.48% | 04/07/16 | 10,000,000 | 10,000,000 | ||
JASPER CNTY IND | ||||||
REV IDB & PCR SERIES 2002 (LOC: AGRIBANK FCB) | 0.39% | 04/07/16 | 5,275,000 | 5,275,000 | ||
LAFAYETTE IND | ||||||
REV WASTE/POLLUTION SERIES 2006 (LOC: COOPERATIEVE RABOBANK UA) | 0.49% | 04/07/16 | 24,200,000 | 24,200,000 | ||
LAWRENCEBURG IND | ||||||
REV IDB & PCR (INDIANA MICHIGAN POWER CO) SERIES 2008-H (LOC: BANK OF NOVA SCOTIA) | 0.42% | 04/07/16 | 5,500,000 | 5,500,000 | ||
ROCKPORT IND | ||||||
REV IDB & PCR SERIES 1995A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 9,500,000 | 9,500,000 | ||
ST JOSEPH CNTY IND | ||||||
REV IDB & PCR SERIES 1997C (LOC: FEDERAL HOME LOAN BANKS) | 0.78% | 04/07/16 | 1,880,000 | 1,880,000 | ||
323,278,028 | ||||||
Iowa 1.2% | ||||||
IOWA ST BRD OF REGTS | ||||||
REV HOSPITAL (UNIVERSITY OF IOWA HOSPITAL) SERIES 2012 (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 21,000,000 | 21,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
IOWA ST FINANCE AUTHORITY | ||||||
REV HOSPITAL SERIES 2013B-2 (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 12,010,000 | 12,010,000 | ||
REV HOUS SINGL (IOWA FINANCE AUTHORITY - 1991 SF RESOLUTION) SERIES 2015 B (LIQ: FEDERAL HOME LOAN BANKS) | 0.48% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV IDB & PCR (CARGILL INC) SERIES 2009A | 0.46% | 04/07/16 | 28,095,000 | 28,095,000 | ||
REV IDB & PCR (CARGILL INC) SERIES 2009B | 0.46% | 04/07/16 | 20,078,000 | 20,078,000 | ||
REV IDB & PCR (CARGILL INC) SERIES 2012A | 0.46% | 04/07/16 | 31,300,000 | 31,300,000 | ||
REV IDB & PCR SERIES 2012 (LOC: US BANK NATIONAL ASSOCIATION) | 0.47% | 04/07/16 | 25,000,000 | 25,000,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 9,955,000 | 9,955,000 | ||
157,438,000 | ||||||
Kansas 0.3% | ||||||
BURLINGTON KANS | ||||||
REV IDB & PCR SERIES 2007B (LOC: MIZUHO BANK LTD) | 0.45% | 04/07/16 | 12,000,000 | 12,000,000 | ||
KANSAS ST DEV FIN AUTH | ||||||
REV HOSPITAL (SISTERS OF CHARITY OF LEAVENWORTH HLTH SVCS CORP) SERIES 2010A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 12,715,000 | 12,715,000 | |
REV MULTI FAM HOUSING SERIES 2004 B (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 9,285,000 | 9,285,000 | ||
34,000,000 | ||||||
Kentucky 0.6% | ||||||
BOYLE CNTY KY | ||||||
REV UNIVERSITY (CENTRE COLLEGE OF KENTUCKY) SERIES 2008A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 4,000,000 | 4,000,000 | ||
CARROLL CNTY KY | ||||||
REV WASTE/POLLUTION SERIES 2000 (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 15,790,000 | 15,790,000 | ||
REV WASTE/POLLUTION SERIES 2006B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.33% | 04/07/16 | 20,000,000 | 20,000,000 | ||
HOPKINS CNTY KY | ||||||
REV IDB & PCR SERIES 2007 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.52% | 04/07/16 | 1,750,000 | 1,750,000 | ||
HOPKINSVILLE KY | ||||||
REV IDB & PCR SERIES 2013A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.49% | 04/07/16 | 5,000,000 | 5,000,000 | ||
KENTON CNTY KY ARPT BRD | ||||||
REV IDB & PCR (BERKSHIRE HATHAWAY INC) SERIES 2001A | 0.45% | 04/07/16 | 4,400,000 | 4,400,000 | ||
KENTUCKY HIGHER ED STUDENT LN CORP | ||||||
REV STUDENT LOANS SERIES 2008A-1 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.41% | 04/07/16 | 12,315,000 | 12,315,000 | ||
REV STUDENT LOANS SERIES 2008A-2 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.41% | 04/07/16 | 12,425,000 | 12,425,000 | ||
KENTUCKY HSG CORP | ||||||
REV MULTI FAM HOUSING SERIES 2007 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.53% | 04/07/16 | 3,600,000 | 3,600,000 | ||
RICHMOND KY | ||||||
REV IDB & PCR SERIES 1995 (LOC: BANK OF AMERICA NA) | 0.62% | 04/07/16 | 500,000 | 500,000 | ||
79,780,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Louisiana 0.8% | ||||||
ASCENSION PARISH LA INDL DEV BRD INC | ||||||
REV IDB & PCR (BASF CORP) SERIES 2009 | 0.48% | 04/07/16 | 15,000,000 | 15,000,000 | ||
LOUISIANA HSG FIN AGY | ||||||
REV MULTI FAM HOUSING SERIES 2004 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 2,840,000 | 2,840,000 | ||
REV MULTI FAM HOUSING SERIES 2007 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.52% | 04/07/16 | 13,680,000 | 13,680,000 | ||
REV MULTI FAM HOUSING SERIES 2007 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.52% | 04/07/16 | 6,400,000 | 6,400,000 | ||
REV MULTI FAM HOUSING SERIES 2009 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 8,510,000 | 8,510,000 | ||
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH | ||||||
REV WASTE/POLLUTION (BASF CORP) SERIES 2001 | 0.48% | 04/07/16 | 4,000,000 | 4,000,000 | ||
LOUISIANA PUB FACS AUTH | ||||||
REV HOSPITAL (INTER-CMNTY HLTH CARE INC) SERIES 1999 (LOC: BANK OF NEW YORK MELLON/THE) | 0.45% | 04/07/16 | 4,960,000 | 4,960,000 | ||
LOUISIANA STATE OF | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016A (LOC: JPMORGAN CHASE BANK NA) |
a |
0.35% | 04/01/16 | 33,515,000 | 33,515,000 | |
PLAQUEMINES LA PORT HBR & TERM DIST | ||||||
REV TRANSPORTATION SERIES 1984 B (LOC: WELLS FARGO BANK NA) | 0.85% | 03/14/17 | 20,000,000 | 20,000,000 | ||
108,905,000 | ||||||
Maine 0.1% | ||||||
DOVER & FOXCROFT ME | ||||||
REV IDB & PCR SERIES 2005 (LOC: WELLS FARGO BANK NA) | 0.39% | 04/07/16 | 1,510,000 | 1,510,000 | ||
MAINE STATE HOUSING AUTHORITY | ||||||
REV HOUS SINGL SERIES 2015 (LIQ: CITIBANK NA) | 0.40% | 04/07/16 | 15,000,000 | 15,000,000 | ||
16,510,000 | ||||||
Maryland 1.1% | ||||||
BALTIMORE MD | ||||||
REV WATER & SEWER (BALTIMORE WATER SYSTEM) SERIES 2013A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 1,965,000 | 1,965,000 | |
BLACKROCK MARYLAND MUNICIPAL BOND TRUST | ||||||
SERIES W-7 (LOC: CITIBANK NA) |
a |
0.49% | 04/07/16 | 6,200,000 | 6,200,000 | |
MARYLAND COMMUNITY DEVELOPMENT ADMINISTRATION-1997 INDENTURE | ||||||
REV HOUS SINGL SERIES 2005E, 2006B,F,I&L, 2007D&H (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 5,085,000 | 5,085,000 | |
MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (JOHNS HOPKINS UNIVERSITY) SERIES 2005A | 0.38% | 04/07/16 | 12,920,000 | 12,920,000 | ||
MARYLAND ST CMNTY DEV ADMIN | ||||||
REV HOUS SINGL SERIES 2006D&2007B (LIQ: WELLS FARGO & COMPANY) |
a |
0.44% | 04/07/16 | 8,490,000 | 8,490,000 | |
REV MULTI FAM HOUSING SERIES 2005 A (LOC: CITIBANK NA) | 0.42% | 04/07/16 | 12,330,000 | 12,330,000 | ||
REV MULTI FAM HOUSING SERIES 2007B (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.48% | 04/07/16 | 4,750,000 | 4,750,000 | ||
REV MULTI FAM HOUSING SERIES 2008 B (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 7,200,000 | 7,200,000 | ||
REV MULTI FAM HOUSING SERIES 2008 C (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 4,675,000 | 4,675,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
MARYLAND ST INDL DEV FING AUTH | ||||||
REV IDB & PCR SERIES 2008 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.36% | 04/07/16 | 8,555,000 | 8,555,000 | ||
MONTGOMERY CNTY MD | ||||||
REV HEALTHCARE (TRINITY HEALTH CREDIT GROUP) SERIES 2013MD | 0.14% | 06/01/16 | 37,500,000 | 37,500,000 | ||
MONTGOMERY CNTY MD HSG OPPNTYS COMMN | ||||||
REV HOUSING SERIES 2005-I (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 31,650,000 | 31,650,000 | ||
141,320,000 | ||||||
Massachusetts 1.1% | ||||||
COMMONWEALTH OF MASSACHUSETTS | ||||||
GO SERIES 16ZF0377 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.44% | 04/07/16 | 2,880,000 | 2,880,000 | |
GO SERIES 2015 (LOC: JPMORGAN CHASE BANK NA) |
a |
0.35% | 04/01/16 | 4,000,000 | 4,000,000 | |
GO SERIES 2015B (LOC: JPMORGAN CHASE BANK NA) |
a |
0.35% | 04/01/16 | 8,000,000 | 8,000,000 | |
GO SERIES 2016A (LIQ: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 10,000,000 | 10,000,000 | |
MASSACHUSETTS BAY TRANS AUTH SALES TAX | ||||||
REV SALES TAX SERIES 2008 A-2 (LIQ: JPMORGAN CHASE BANK NA) | 0.42% | 04/07/16 | 2,000,000 | 2,000,000 | ||
MASSACHUSETTS BAY TRANSPORTATION AUTHORITY | ||||||
REV TRANSPORTATION (COMMONWEALTH OF MASSACHUSETTS) SERIES 2000A-1 (LIQ: BARCLAYS BANK PLC) | 0.39% | 04/07/16 | 11,520,000 | 11,520,000 | ||
MASSACHUSETTS DEPARTMENT OF TRANSPORTATION | ||||||
REV APPROPRIATION (COMMONWEALTH OF MASSACHUSETTS) SERIES 2010A-7 (LIQ: TD BANK NA) | 0.38% | 04/07/16 | 7,380,000 | 7,380,000 | ||
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY | ||||||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2016Q (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2016Q (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,000,000 | 1,000,000 | |
MASSACHUSETTS SCHOOL BUILDING AUTHORITY | ||||||
REV SALES TAX SERIES 2012B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,330,000 | 3,330,000 | |
MASSACHUSETTS ST DEV FIN AGY | ||||||
REV HEALTHCARE (SYMMES LIFE CARE INC DBA BROOKHAVEN AT LEXINGTON) SERIES 2005B (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 1,170,000 | 1,170,000 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2015O-1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,665,000 | 2,665,000 | |
REV MULTI FAM HOUSING (ASN READING LLC) SERIES 2004A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 12,560,000 | 12,560,000 | ||
REV UNIVERSITY (HARVARD UNIVERSITY) SERIES 2010B2 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,000,000 | 1,000,000 | |
MASSACHUSETTS ST HEALTH & EDL FACS AUTH | ||||||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010J1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,000,000 | 3,000,000 | |
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2007E&F (ESCROW) (LIQ: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 14,815,000 | 14,815,000 | |
MASSACHUSETTS ST HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2010B (LIQ: BARCLAYS BANK PLC) |
a |
0.45% | 04/07/16 | 3,020,000 | 3,020,000 | |
REV MULTI FAM HOUSING SERIES 2007A&C (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 11,235,000 | 11,235,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV MULTI FAM HOUSING SERIES 2010C (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 8,895,000 | 8,895,000 | |
REV MULTI FAM HOUSING SERIES 2013F (LOC: TD BANK NA) | 0.33% | 04/07/16 | 13,140,000 | 13,140,000 | ||
MASSACHUSETTS ST WTR RES AUTH | ||||||
REV WATER & SEWER SERIES 2008 F (LIQ: BANK OF NEW YORK MELLON/THE) | 0.38% | 04/07/16 | 20,000,000 | 20,000,000 | ||
143,610,000 | ||||||
Michigan 2.5% | ||||||
KENT HOSP FIN AUTH MICH | ||||||
REV HOSPITAL (METROPOLITAN HOSPITAL) SERIES 2012 (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 11,000,000 | 11,000,000 | ||
MICHIGAN ST HOSP FIN AUTH | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2005 F | 0.40% | 04/07/16 | 7,525,000 | 7,525,000 | ||
MICHIGAN ST STRATEGIC FUND | ||||||
REV IDB & PCR (APOGEE ENTERPRISES, INC.) SERIES 2012 (LOC: COMERICA BANK) | 0.53% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV IDB & PCR SERIES 2010 (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.43% | 04/07/16 | 18,475,000 | 18,475,000 | ||
REV PUBLIC SERVICES SERIES 2004 (LOC: COMERICA BANK) | 0.46% | 04/07/16 | 10,930,000 | 10,930,000 | ||
REV RECREATION/TOURISM SERIES 2005 (LOC: COMERICA BANK) | 0.46% | 04/07/16 | 3,685,000 | 3,685,000 | ||
REV WASTE/POLLUTION SERIES 2006 (LOC: WELLS FARGO BANK NA) | 0.39% | 04/07/16 | 3,000,000 | 3,000,000 | ||
MICHIGAN STATE FINANCE AUTHORITY | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013MI-1 | 0.14% | 06/01/16 | 4,465,000 | 4,465,000 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013MI3 (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 15,000,000 | 15,000,000 | |
REV STUDENT LOANS SERIES 22-A (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.50% | 04/07/16 | 12,700,000 | 12,700,000 | ||
MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY | ||||||
REV HOUSING SERIES 2006D (LIQ: BANK OF AMERICA NA) |
a |
0.51% | 04/07/16 | 2,880,000 | 2,880,000 | |
REV MULTI FAM HOUSING SERIES 2000 A (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 36,140,000 | 36,140,000 | ||
REV MULTI FAM HOUSING SERIES 2005A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 58,665,000 | 58,665,000 | ||
REV MULTI FAM HOUSING SERIES 2006D (LIQ: BANK OF AMERICA NA) |
a |
0.71% | 04/07/16 | 1,830,000 | 1,830,000 | |
REV MULTI FAM HOUSING SERIES 2007 C (LIQ: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 32,480,000 | 32,480,000 | ||
REV MULTI FAM HOUSING SERIES 2008C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.44% | 04/07/16 | 13,450,000 | 13,450,000 | ||
REV MULTI FAM HOUSING SERIES 2008D (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 56,105,000 | 56,105,000 | ||
MICHIGAN STATE UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2000A-1 (LIQ: ROYAL BANK OF CANADA) | 0.49% | 04/07/16 | 13,095,000 | 13,095,000 | ||
REV UNIVERSITY SERIES 2005 (LIQ: ROYAL BANK OF CANADA) | 0.49% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REGENTS OF THE UNIVERSITY OF MICHIGAN | ||||||
REV UNIVERSITY SERIES 2015 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,300,000 | 1,300,000 | |
REV UNIVERSITY SERIES J-2 | 0.04% | 04/04/16 | 10/29/16 | 13,000,000 | 13,000,000 | |
328,225,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Minnesota 0.6% | ||||||
CRYSTAL MINN | ||||||
REV MULTI FAM HOUSING SERIES 1997 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.40% | 04/07/16 | 3,582,000 | 3,582,000 | ||
EAST GRAND FORKS MINN | ||||||
REV WASTE/POLLUTION SERIES 2009 (LOC: COBANK ACB) | 0.42% | 04/07/16 | 16,110,000 | 16,110,000 | ||
HENNEPIN CNTY MINN HSG & REDEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2001 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 9,250,000 | 9,250,000 | ||
REV MULTI FAM HOUSING SERIES 2002 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.46% | 04/07/16 | 2,800,000 | 2,800,000 | ||
MINNESOTA ST HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2009F (LIQ: FEDERAL HOME LOAN BANKS) | 0.46% | 04/07/16 | 2,995,000 | 2,995,000 | ||
REV HOUSING SERIES 2003B (LIQ: ROYAL BANK OF CANADA) | 0.46% | 04/07/16 | 4,500,000 | 4,500,000 | ||
MINNETONKA MINN | ||||||
REV MULTI FAM HOUSING SERIES 2004 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 6,130,000 | 6,130,000 | ||
ROCHESTER MINN | ||||||
REV HEALTHCARE (MAYO CLINIC) SERIES 2008B (LIQ: NORTHERN TRUST COMPANY (THE)) | 0.35% | 04/07/16 | 1,600,000 | 1,600,000 | ||
ST LOUIS PARK MINN | ||||||
REV MULTI FAM HOUSING SERIES 2010A (LOC: WELLS FARGO BANK NA) | 0.42% | 04/07/16 | 2,845,000 | 2,845,000 | ||
WESTERN MINN MUN PWR AGY MINN | ||||||
REV POWER SERIES 2006A (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 26,965,000 | 26,965,000 | |
76,777,000 | ||||||
Mississippi 0.3% | ||||||
JACKSON CNTY MISS | ||||||
REV WATER & SEWER (CHEVRON CORP) SERIES 1994 | 0.25% | 08/01/16 | 11,840,000 | 11,840,000 | ||
MISSISSIPPI BUSINESS FINANCE CORP | ||||||
REV IDB & PCR SERIES 2005 (LOC: BANK OF AMERICA NA) | 0.57% | 04/07/16 | 2,730,000 | 2,730,000 | ||
MISSISSIPPI DEV BK | ||||||
REV TRANSPORTATION (MISSISSIPPI STATE OF) SERIES 2012 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 3,200,000 | 3,200,000 | |
MISSISSIPPI HOME CORP | ||||||
REV MULTI FAM HOUSING SERIES 2008-1 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 5,360,000 | 5,360,000 | ||
REV MULTI FAM HOUSING SERIES 2008-2 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.52% | 04/07/16 | 5,000,000 | 5,000,000 | ||
MISSISSIPPI STATE OF | ||||||
GO SERIES 2007B (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 13,370,000 | 13,370,000 | |
41,500,000 | ||||||
Missouri 1.2% | ||||||
BLUE SPRINGS MO INDL DEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2004 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.40% | 04/07/16 | 7,600,000 | 7,600,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
KANSAS CITY MO INDL DEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1986 (LOC: WELLS FARGO BANK NA) | 0.42% | 04/07/16 | 18,400,000 | 18,400,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: BANK OF AMERICA NA) | 0.48% | 04/07/16 | 9,975,000 | 9,975,000 | ||
METROPOLITAN ST LOUIS MO SWR DIST | ||||||
REV WATER & SEWER SERIES 2015B (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,670,000 | 2,670,000 | |
REV WATER & SEWER SERIES 2015B (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 2,500,000 | 2,500,000 | |
MISSOURI ST HEALTH & EDL FACS AUTH | ||||||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2003C-3 | 0.38% | 04/07/16 | 5,200,000 | 5,200,000 | ||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2008C-4 | 0.38% | 04/07/16 | 9,665,000 | 9,665,000 | ||
REV HOSPITAL (BJC HEALTH SYSTEM) SERIES 2013B (LIQ: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 16,000,000 | 16,000,000 | |
PALMYRA MO INDL DEV AUTH | ||||||
REV WASTE/POLLUTION (BASF CORP) SERIES 2002 | 0.48% | 04/07/16 | 6,000,000 | 6,000,000 | ||
ST CHARLES CNTY MO PUB WTR SUPPLY DIST NO 2 | ||||||
REV WATER & SEWER SERIES 2005 (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 7,295,000 | 7,295,000 | ||
ST LOUIS CNTY MO INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 1997 A (LOC: BANK OF AMERICA NA) | 0.62% | 04/07/16 | 700,000 | 700,000 | ||
REV MULTI FAM HOUSING SERIES 1995 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 7,435,000 | 7,435,000 | ||
REV MULTI FAM HOUSING SERIES 1997 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV MULTI FAM HOUSING SERIES 2001 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 9,500,000 | 9,500,000 | ||
REV MULTI FAM HOUSING SERIES 2003 (LOC: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 15,865,000 | 15,865,000 | ||
REV MULTI FAM HOUSING SERIES 2005A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 20,475,000 | 20,475,000 | ||
WASHINGTON MO INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2006-A (LOC: US BANK NATIONAL ASSOCIATION) | 0.45% | 04/07/16 | 5,740,000 | 5,740,000 | ||
149,020,000 | ||||||
Nebraska 0.5% | ||||||
DOUGLAS CNTY NEB HOSP AUTH NO 3 | ||||||
REV HOSPITAL (NEBRASKA METHODIST HLTH SYSTEMS INC) SERIES 2008 (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 5,265,000 | 5,265,000 | |
NEBRASKA INVESTMENT FINANCE AUTHORITY | ||||||
REV HOUS SINGL SERIES 2014B (LIQ: FEDERAL HOME LOAN BANKS) | 0.50% | 04/07/16 | 16,900,000 | 16,900,000 | ||
REV HOUS SINGL SERIES 2015B (LIQ: FEDERAL HOME LOAN BANKS) | 0.50% | 04/07/16 | 17,100,000 | 17,100,000 | ||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.46% | 04/07/16 | 8,950,000 | 8,950,000 | ||
WASHINGTON CNTY NEB | ||||||
REV IDB & PCR (CARGILL INC) SERIES 2010 | 0.46% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV IDB & PCR (CARGILL INC) SERIES 2010B | 0.46% | 04/07/16 | 10,000,000 | 10,000,000 | ||
65,215,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Nevada 1.6% | ||||||
CLARK CNTY NEV | ||||||
REV IDB & PCR SERIES 2009A (LOC: BANK OF AMERICA NA) | 0.43% | 04/07/16 | 11,500,000 | 11,500,000 | ||
REV IDB & PCR SERIES 2011 (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 9,780,000 | 9,780,000 | ||
REV TRANSPORTATION (CLARK CNTY NEV ARPT) SERIES 2007A2 (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 44,740,000 | 44,740,000 | |
REV TRANSPORTATION (CLARK CNTY NEV ARPT) SERIES 2008 A-2 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.49% | 04/07/16 | 5,900,000 | 5,900,000 | ||
CLARK CNTY NEV SCH DIST | ||||||
GO SERIES 2006B (LOC: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 14,630,000 | 14,630,000 | |
LAS VEGAS NEV | ||||||
REV RECREATIONAL SERIES 2005 (LOC: BANK OF AMERICA NA) | 0.43% | 04/07/16 | 10,975,000 | 10,975,000 | ||
NEVADA HOUSING DIVISION | ||||||
REV HOUS SINGL SERIES 2002A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.53% | 04/07/16 | 14,770,000 | 14,770,000 | ||
REV MULTI FAM HOUSING SERIES 1999-A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.53% | 04/07/16 | 11,800,000 | 11,800,000 | ||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.53% | 04/07/16 | 9,465,000 | 9,465,000 | ||
REV MULTI FAM HOUSING SERIES 2007 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.53% | 04/07/16 | 7,850,000 | 7,850,000 | ||
NEVADA HSG DIV SINGLE FAMILY MTG R | ||||||
REV SINGLE FAM HOUSING (SILVER PINES HOUSING LP) SERIES 2002A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.53% | 04/07/16 | 11,800,000 | 11,800,000 | ||
REV SINGLE FAM HOUSING SERIES 2004 (LOC: CITIBANK NA) | 0.55% | 04/07/16 | 14,175,000 | 14,175,000 | ||
RENO NEV | ||||||
REV HOSPITAL (DIGNITY HEALTH) SERIES 2007A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 42,750,000 | 42,750,000 | |
210,135,000 | ||||||
New Jersey 0.7% | ||||||
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY | ||||||
REV IDB & PCR (MARINA ENERGY LLC) SERIES 2006A (LOC: JPMORGAN CHASE BANK NA) | 0.44% | 04/07/16 | 5,465,000 | 5,465,000 | ||
REV TRANSPORTATION (NEW JERSEY STATE OF) SERIES 2005B,2006A&2005K (LOC: STATE STREET BANK AND TRUST COMPANY) |
a |
0.44% | 04/07/16 | 19,400,000 | 19,400,000 | |
REV WASTE/POLLUTION (ADVANCED DRAINAGE SYSTEMS INC) SERIES 2007 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.52% | 04/07/16 | 2,715,000 | 2,715,000 | ||
NEW JERSEY ST HSG & MTG FIN AGY | ||||||
REV HOUS SINGL SERIES 2005 R (LIQ: TD BANK NA) | 0.42% | 04/07/16 | 3,865,000 | 3,865,000 | ||
REV HOUS SINGL SERIES 2008BB (LIQ: TD BANK NA) | 0.40% | 04/07/16 | 9,400,000 | 9,400,000 | ||
REV HOUS SINGL SERIES 2008Z (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 25,905,000 | 25,905,000 | ||
REV MULTI FAM HOUSING SERIES 2013-5 (LOC: CITIBANK NA) | 0.30% | 04/07/16 | 1,995,000 | 1,995,000 | ||
NEW JERSEY ST TRANSN TR FD AUTH | ||||||
REV TRANSPORTATION (NEW JERSEY STATE OF) SERIES 2006C (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 460,000 | 460,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NUVEEN NJ DIVIDEND ADVANTAGE MUNI FUND | ||||||
SERIES 1 (LOC: TD BANK NA) |
a |
0.55% | 04/07/16 | 10,000,000 | 10,000,000 | |
SERIES 2 (LOC: ROYAL BANK OF CANADA) |
a |
0.48% | 04/07/16 | 10,500,000 | 10,500,000 | |
RUTGERS UNIVERSITY NEW JERSEY | ||||||
REV UNIVERSITY SERIES 2013L (LIQ: BANK OF AMERICA NA) |
a |
0.41% | 04/07/16 | 7,100,000 | 7,100,000 | |
96,805,000 | ||||||
New Mexico 0.1% | ||||||
BERNALILLO CNTY N MEX | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: US BANK NATIONAL ASSOCIATION) | 0.50% | 04/07/16 | 7,500,000 | 7,500,000 | ||
New York 6.9% | ||||||
BUILD NYC RESOURCE CORP | ||||||
REV SCHOOL SERIES 2015 (LOC: TD BANK NA) | 0.47% | 04/07/16 | 4,795,000 | 4,795,000 | ||
METROPOLITAN TRANS AUTH NY TRANSPORTATION REV | ||||||
REV TRANSPORTATION SERIES 2005 E-3 (LOC: BANK OF MONTREAL) | 0.39% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV TRANSPORTATION SERIES 2015 (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.39% | 04/07/16 | 12,500,000 | 12,500,000 | ||
REV TRANSPORTATION SERIES 2015 (LOC: CITIBANK NA) | 0.39% | 04/07/16 | 18,000,000 | 18,000,000 | ||
MONROE SEC & SAFETY SYS LOC DEV NY REV | ||||||
REV PUBLIC SERVICES SERIES 2010 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.40% | 04/07/16 | 34,795,000 | 34,795,000 | ||
NASSAU HEALTH CARE CORP N Y | ||||||
REV HOSPITAL SERIES 2009 C-2 (LOC: WELLS FARGO BANK NA) | 0.48% | 04/07/16 | 8,515,000 | 8,515,000 | ||
NEW ROCHELLE N Y INDL DEV AGY | ||||||
REV MULTI FAM HOUSING SERIES 2006 (LOC: CITIBANK NA) | 0.52% | 04/07/16 | 3,860,000 | 3,860,000 | ||
NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | ||||||
REV WATER & SEWER SERIES 2001 F-2 (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 20,000,000 | 20,000,000 | ||
REV WATER & SEWER SERIES 2007CC-2 (LIQ: BANK OF NOVA SCOTIA) | 0.37% | 04/01/16 | 3,615,000 | 3,615,000 | ||
REV WATER & SEWER SERIES 2008 BB- (LIQ: ROYAL BANK OF CANADA) | 0.40% | 04/07/16 | 500,000 | 500,000 | ||
REV WATER & SEWER SERIES 2015BB-3 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.42% | 04/07/16 | 6,500,000 | 6,500,000 | ||
REV WATER & SEWER SERIES CC (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 2,500,000 | 2,500,000 | |
REV WATER & SEWER SERIES Fiscal 2009AA (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,295,000 | 7,295,000 | |
REV WATER & SEWER SERIES Fiscal 2011EE (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 13,815,000 | 13,815,000 | |
REV WATER & SEWER SERIES FISCAL 2012FF (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,905,000 | 1,905,000 | |
REV WATER & SEWER SERIES Fiscal 2013BB (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 2,250,000 | 2,250,000 | |
NEW YORK CITY N Y CAP RES CORPREV | ||||||
REV HEALTHCARE SERIES 2008B-1 (LOC: BANK OF AMERICA NA) | 0.48% | 04/07/16 | 19,765,000 | 19,765,000 | ||
NEW YORK CITY TRANSITIONAL FIN AUTH | ||||||
REV CITY (NEW YORK STATE OF) SERIES 2015 S2 & 2016 S1 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 16,600,000 | 16,600,000 | |
REV CITY (NEW YORK STATE OF) SERIES FISCAL 2007S1 (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 23,180,000 | 23,180,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV CITY (NEW YORK STATE OF) SERIES FISCAL 2012S1A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 5,625,000 | 5,625,000 | |
REV CITY (NEW YORK STATE OF) SERIES FISCAL 2013S1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 6,250,000 | 6,250,000 | |
REV CITY SERIES FISCAL 2012E1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV CITY SERIES FISCAL 2012F1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,800,000 | 6,800,000 | |
REV CITY SERIES FISCAL 2013B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,125,000 | 3,125,000 | |
REV CITY SERIES FISCAL 2014A1 (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 6,300,000 | 6,300,000 | |
REV CITY SERIES FISCAL 2015A1 and FISCAL 2016E1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 | |
NEW YORK N Y | ||||||
GO SERIES 2006E4 (LOC: BANK OF AMERICA NA) | 0.39% | 04/07/16 | 9,000,000 | 9,000,000 | ||
GO SERIES A1 (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 5,300,000 | 5,300,000 | |
GO SERIES Fiscal 2009H1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 5,000,000 | 5,000,000 | |
GO SERIES Fiscal 2014I1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,500,000 | 2,500,000 | |
NEW YORK N Y CITY HSG DEV CORP | ||||||
REV MULTI FAM HOUSING SERIES 2000A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 37,400,000 | 37,400,000 | ||
REV MULTI FAM HOUSING SERIES 2001 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.40% | 04/07/16 | 9,500,000 | 9,500,000 | ||
REV MULTI FAM HOUSING SERIES 2004 A (LOC: CITIBANK NA) | 0.54% | 04/07/16 | 5,935,000 | 5,935,000 | ||
REV MULTI FAM HOUSING SERIES 2005 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.43% | 04/07/16 | 4,400,000 | 4,400,000 | ||
REV MULTI FAM HOUSING SERIES 2006A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV MULTI FAM HOUSING SERIES 2007A (LOC: CITIBANK NA) | 0.54% | 04/07/16 | 4,250,000 | 4,250,000 | ||
REV MULTI FAM HOUSING SERIES 2008A (LOC: MIZUHO BANK LTD) | 0.48% | 04/07/16 | 6,070,000 | 6,070,000 | ||
REV MULTI FAM HOUSING SERIES 2009C1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,625,000 | 2,625,000 | |
REV MULTI FAM HOUSING SERIES 2013 E-2 (LIQ: JPMORGAN CHASE BANK NA) | 0.42% | 04/07/16 | 5,720,000 | 5,720,000 | ||
REV MULTI FAM HOUSING SERIES 2015 D-3 (LIQ: CITIBANK NA) | 0.42% | 04/07/16 | 6,000,000 | 6,000,000 | ||
REV MULTI FAM HOUSING SERIES 2016 C | 0.32% | 07/01/16 | 15,000,000 | 15,000,000 | ||
REV MULTI FAM HOUSING SERIES 2016B | 0.43% | 10/03/16 | 10,000,000 | 10,000,000 | ||
REV MULTI FAM HOUSING SERIES C-3 (LIQ: TD BANK NA) | 0.42% | 04/07/16 | 200,000 | 200,000 | ||
REV MULTI FAM HOUSING SERIES E-3 (LIQ: WELLS FARGO BANK NA) | 0.42% | 04/07/16 | 19,520,000 | 19,520,000 | ||
NEW YORK ST ENERGY RESH & DEV | ||||||
REV POWER (CONSOLIDATED EDISON CO OF NEW YORK INC) SERIES 2005A (LOC: MIZUHO BANK LTD) | 0.38% | 04/07/16 | 9,100,000 | 9,100,000 | ||
NEW YORK ST ENVIRONMENTAL FACS CORP | ||||||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH) SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,900,000 | 1,900,000 | |
REV WATER & SEWER (WASTE MANAGEMENT INC) SERIES 2002 B (LOC: JPMORGAN CHASE BANK NA) | 0.42% | 04/07/16 | 24,800,000 | 24,800,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NEW YORK ST HSG FIN AGY | ||||||
REV MULTI FAM HOUSING (345 EAST 94TH STREET ASSOCIATES LLC) SERIES 1998 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.39% | 04/07/16 | 11,700,000 | 11,700,000 | ||
REV MULTI FAM HOUSING (42ND AND 10TH ASSOCIATES LLC) SERIES 2010A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.36% | 04/07/16 | 2,295,000 | 2,295,000 | ||
REV MULTI FAM HOUSING (BILTMORE TOWER LLC) SERIES 2002A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 55,300,000 | 55,300,000 | ||
REV MULTI FAM HOUSING (NAVY PIER COURT) SERIES 2014A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.39% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV MULTI FAM HOUSING (RIVER PLACE II LLC) SERIES 2008 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.37% | 04/07/16 | 22,245,000 | 22,245,000 | ||
REV MULTI FAM HOUSING (TRIBECA POINTE LLC) SERIES 1997A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 18,000,000 | 18,000,000 | ||
REV MULTI FAM HOUSING SERIES 2000A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.51% | 04/07/16 | 50,000,000 | 50,000,000 | ||
REV MULTI FAM HOUSING SERIES 2003A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 22,000,000 | 22,000,000 | ||
REV MULTI FAM HOUSING SERIES 2004A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.49% | 04/07/16 | 5,500,000 | 5,500,000 | ||
NEW YORK ST MTG AGY HOMEOWNER MTG | ||||||
REV HOUS SINGL SERIES 115 (LIQ: JPMORGAN CHASE BANK NA) | 0.41% | 04/07/16 | 28,950,000 | 28,950,000 | ||
REV HOUS SINGL SERIES 144 (LIQ: JPMORGAN CHASE BANK NA) | 0.41% | 04/01/16 | 12,300,000 | 12,300,000 | ||
REV HOUS SINGL SERIES 147 (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 140,000 | 140,000 | ||
REV HOUS SINGL SERIES 153 (LIQ: BARCLAYS BANK PLC) | 0.43% | 04/07/16 | 14,000,000 | 14,000,000 | ||
NEW YORK ST TWY AUTH | ||||||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 15,725,000 | 15,725,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2012A (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 2,000,000 | 2,000,000 | |
NEW YORK ST URBAN DEV CORP | ||||||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3A (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 6,025,000 | 6,025,000 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3C (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 1,450,000 | 1,450,000 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3D (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 15,800,000 | 15,800,000 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 11,600,000 | 11,600,000 | |
NEW YORK STATE PERSONAL INCOME TAX BONDS | ||||||
REV SPECIAL TAX SERIES 2016A (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.45% | 04/07/16 | 1,455,000 | 1,455,000 | |
NY ST DORM AUTH | ||||||
REV SALES TAX (NEW YORK STATE SALES TAX BONDS) SERIES 2015B (LIQ: WELLS FARGO BANK NA) |
a |
0.40% | 04/07/16 | 2,580,000 | 2,580,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,200,000 | 4,200,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2014C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 14,000,000 | 14,000,000 | |
REV UNIVERSITY (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2006C (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 7,680,000 | 7,680,000 | |
REV UNIVERSITY (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2006D (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 4,545,000 | 4,545,000 | |
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 143rd (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.45% | 04/07/16 | 7,875,000 | 7,875,000 | |
REV TRANSPORTATION SERIES 147th (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 36,820,000 | 36,820,000 | |
REV TRANSPORTATION SERIES 152nd (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 5,555,000 | 5,555,000 | |
REV TRANSPORTATION SERIES 152nd (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 32,970,000 | 32,970,000 | |
REV TRANSPORTATION SERIES 152nd (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.45% | 04/07/16 | 7,505,000 | 7,505,000 | |
REV TRANSPORTATION SERIES 169th (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 6,440,000 | 6,440,000 | |
REV TRANSPORTATION SERIES 172nd (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 3,080,000 | 3,080,000 | |
REV TRANSPORTATION SERIES 177th (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 1,665,000 | 1,665,000 | |
REV TRANSPORTATION SERIES 178th (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 1,660,000 | 1,660,000 | |
REV TRANSPORTATION SERIES 185th (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 2,050,000 | 2,050,000 | |
REV TRANSPORTATION SERIES 194 (LIQ: CREDIT SUISSE AG) |
a |
0.43% | 04/07/16 | 5,680,000 | 5,680,000 | |
TRIBOROUGH BRIDGE & TUNNEL AUTHORITY | ||||||
REV TOLLS SERIES 2001C (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.39% | 04/07/16 | 7,860,000 | 7,860,000 | ||
REV TOLLS SERIES 2016A (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 2,500,000 | 2,500,000 | |
UTILITY DEBT SECURITIZATION AUTHORITY | ||||||
REV POWER SERIES 2013TE (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,000,000 | 1,000,000 | |
892,860,000 | ||||||
North Carolina 0.3% | ||||||
CHARLOTTE N C | ||||||
REV COP SERIES 2003 F (LIQ: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 11,485,000 | 11,485,000 | ||
DURHAM CNTY N C INDL FACS & POLLUTN CTL FING AUTH | ||||||
REV IDB & PCR SERIES 2007 (LOC: WELLS FARGO BANK NA) | 0.50% | 04/07/16 | 10,100,000 | 10,100,000 | ||
NORTH CAROLINA CAPITAL FACILITIES FINANCE AGENCY | ||||||
REV PUBLIC SERVICES SERIES 2007 A (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.45% | 04/07/16 | 4,215,000 | 4,215,000 | ||
NORTH CAROLINA ST PORTS AUTH | ||||||
REV IDB & PCR SERIES 2001A (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.48% | 04/07/16 | 1,280,000 | 1,280,000 | ||
NORTH CAROLINA STATE OF | ||||||
GO SERIES 2015A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,750,000 | 2,750,000 | |
REV APPROPRIATION SERIES 2014C (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,800,000 | 2,800,000 | |
PIEDMONT TRIAD ARPT AUTH N C | ||||||
REV AIRPORT SERIES 2008B (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.44% | 04/07/16 | 1,010,000 | 1,010,000 | ||
33,640,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
North Dakota 0.4% | ||||||
NORTH DAKOTA ST HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2005C (LIQ: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 11,305,000 | 11,305,000 | ||
REV HOUS SINGL SERIES 2009B (LIQ: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 34,190,000 | 34,190,000 | ||
45,495,000 | ||||||
Ohio 1.2% | ||||||
COLUMBUS OHIO REGL ARPT AUTH | ||||||
REV AIRPORT (BERKSHIRE HATHAWAY INC) SERIES 2015A | 0.40% | 04/07/16 | 8,100,000 | 8,100,000 | ||
REV AIRPORT (BERKSHIRE HATHAWAY INC) SERIES 2015B | 0.40% | 04/07/16 | 4,500,000 | 4,500,000 | ||
FRANKLIN CNTY OHIO | ||||||
REV HOSPITAL (OHIOHEALTH CORP) SERIES 2009A (LIQ: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV HOSPITAL (OHIOHEALTH CORP) SERIES 2011 C | 0.44% | 04/07/16 | 06/01/16 | 7,500,000 | 7,500,000 | |
REV HOSPITAL (OHIOHEALTH CORP) SERIES 2011D | 4.00% | 08/01/16 | 5,715,000 | 5,784,154 | ||
REV HOSPITAL (OHIOHEALTH CORP) SERIES 2015 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013OH | 0.14% | 06/01/16 | 13,000,000 | 13,000,000 | ||
MARION CNTY OHIO | ||||||
REV MULTI FAM HOUSING SERIES 2006 (LOC: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 5,165,000 | 5,165,000 | ||
NORTHEAST OHIO REGIONAL SEWER DISTRICT | ||||||
REV WATER & SEWER SERIES 2013 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 5,000,000 | 5,000,000 | |
OHIO HOUSING FINANCE AGENCY | ||||||
REV HOUS SINGL SERIES 2007B (LIQ: JPMORGAN CHASE BANK NA) | 0.53% | 04/07/16 | 36,190,000 | 36,190,000 | ||
REV MULTI FAM HOUSING SERIES 2008E (LIQ: FEDERAL HOME LOAN BANKS) | 0.41% | 04/07/16 | 8,300,000 | 8,300,000 | ||
OHIO ST AIR QUALITY DEV AUTH | ||||||
REV IDB & PCR (TIMKEN COMPANY) SERIES 2003 (LOC: JPMORGAN CHASE BANK NA) | 0.39% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV STATE SERIES 2007 (LOC: COBANK ACB) | 0.48% | 04/07/16 | 20,000,000 | 20,000,000 | ||
OHIO ST WTR DEV AUTH | ||||||
REV WATER & SEWER SERIES 2001 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.38% | 04/07/16 | 900,000 | 900,000 | ||
OHIO STATE OF | ||||||
GO SERIES 2006B | 0.39% | 04/07/16 | 19,240,000 | 19,240,000 | ||
REV HOSPITAL (CLEVELAND CLINIC HLTH SYS OBLIG GROUP) SERIES 2009A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,000,000 | 2,000,000 | |
TOLEDO-LUCAS CNTY OHIO PORT AUTH | ||||||
REV TRANSPORTATION (BERKSHIRE HATHAWAY INC) SERIES 1998-1 | 0.45% | 04/07/16 | 3,750,000 | 3,750,000 | ||
150,429,154 | ||||||
Oklahoma 0.4% | ||||||
OKLAHOMA TURNPIKE AUTHORITY | ||||||
REV TOLLS SERIES 2006B (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 51,005,000 | 51,005,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Oregon 1.0% | ||||||
OREGON ST FACS AUTH | ||||||
REV MULTI FAM HOUSING (VINTAGE AT BEND LP) SERIES 2003A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 5,295,000 | 5,295,000 | ||
OREGON ST HEALTH HSG EDL & CULTURAL FACS AUTH | ||||||
REV HEALTHCARE SERIES 2001 A (LOC: MUFG UNION BANK NA) | 0.41% | 04/07/16 | 2,730,000 | 2,730,000 | ||
OREGON ST HSG & CMNTY SVCS DEPT | ||||||
REV HOUS SINGL SERIES 2007E (LIQ: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 27,575,000 | 27,575,000 | ||
REV HOUS SINGL SERIES 2007H (LIQ: JPMORGAN CHASE BANK NA) | 0.53% | 04/07/16 | 28,725,000 | 28,725,000 | ||
REV HOUS SINGL SERIES 2008 C (LIQ: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 31,030,000 | 31,030,000 | ||
REV HOUS SINGL SERIES 2008F (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 19,100,000 | 19,100,000 | ||
PORTLAND ORE CMNTY COLLEGE DIST | ||||||
GO SERIES 2013 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 3,835,000 | 3,835,000 | |
PORTLAND ORE HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 7,800,000 | 7,800,000 | ||
126,090,000 | ||||||
Pennsylvania 2.2% | ||||||
ALLEGHENY CNTY PA HOSP DEV AUTH | ||||||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2010C (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 7,995,000 | 7,995,000 | |
REV HOSPITAL SERIES 2010B1&B2 (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 10,990,000 | 10,990,000 | |
ALLEGHENY CNTY PA INDL DEV AUTH | ||||||
REV HEALTHCARE SERIES 2008B (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.43% | 04/07/16 | 3,725,000 | 3,725,000 | ||
CUMBERLAND CNTY PA MUN AUTH | ||||||
REV HEALTHCARE SERIES 2014 B (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.45% | 04/07/16 | 7,145,000 | 7,145,000 | ||
DALLASTOWN PA AREA SCH DIST | ||||||
GO SERIES 2015 | 1.25% | 04/01/16 | 04/15/16 | 7,845,000 | 7,847,777 | |
GEISINGER AUTH PA | ||||||
REV HOSPITAL (GEISINGER HLTH SYS) SERIES 2013B (LIQ: TD BANK NA) | 0.35% | 04/01/16 | 600,000 | 600,000 | ||
NORTHEASTERN PA HOSP & ED AUTH | ||||||
REV UNIVERSITY (THE COMMONWEALTH MEDICAL COLLEGE) SERIES 2009 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 3,040,000 | 3,040,000 | ||
PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (DREXEL UNIVERSITY) SERIES 2000 (LOC: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 8,635,000 | 8,635,000 | ||
PENNSYLVANIA HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2002-75A (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 18,965,000 | 18,965,000 | ||
REV HOUS SINGL SERIES 2003-77B (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 18,155,000 | 18,155,000 | ||
REV HOUS SINGL SERIES 2003-79B (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 27,580,000 | 27,580,000 | ||
REV HOUS SINGL SERIES 2004-81C (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 11,280,000 | 11,280,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HOUS SINGL SERIES 2004-82C (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 22,195,000 | 22,195,000 | ||
REV HOUS SINGL SERIES 2005-88C (LIQ: TD BANK NA) | 0.40% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV HOUS SINGL SERIES 2005-91B (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 8,455,000 | 8,455,000 | ||
REV HOUS SINGL SERIES 2006-93,94&95A, 2007-97&98A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.47% | 04/07/16 | 1,278,639 | 1,278,639 | |
REV HOUS SINGL SERIES 2006-93B (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.44% | 04/07/16 | 28,270,000 | 28,270,000 | ||
REV HOUS SINGL SERIES 2006-94B (LIQ: TD BANK NA) | 0.40% | 04/07/16 | 26,915,000 | 26,915,000 | ||
REV HOUS SINGL SERIES 2007100C (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.44% | 04/07/16 | 22,935,000 | 22,935,000 | ||
REV HOUS SINGL SERIES 2013-115A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.50% | 04/07/16 | 500,000 | 500,000 | |
PENNSYLVANIA STATE UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2009B | 0.29% | 06/01/16 | 17,000,000 | 17,000,000 | ||
PHILADELPHIA PA CITY OF | ||||||
REV AIRPORT SERIES 2005 C2 (LOC: ROYAL BANK OF CANADA) | 0.52% | 04/07/16 | 14,550,000 | 14,550,000 | ||
WASHINGTON CNTY PA AUTH | ||||||
REV UNIVERSITY (UNIVERSITY OF PENNSYLVANIA) SERIES 2004 | 0.45% | 04/07/16 | 2,100,000 | 2,100,000 | ||
WASHINGTON CNTY PA HOSP AUTH | ||||||
REV HOSPITAL SERIES 2008 A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.38% | 04/01/16 | 2,870,000 | 2,870,000 | ||
283,026,416 | ||||||
Rhode Island 0.1% | ||||||
RHODE ISLAND HOUSING AND MORTGAGE FINANCE CORP | ||||||
REV HOUS SINGL SERIES 56A (LIQ: CITIBANK NA) |
a |
0.46% | 04/07/16 | 7,055,000 | 7,055,000 | |
REV HOUS SINGL SERIES 56A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.47% | 04/07/16 | 5,670,000 | 5,670,000 | |
REV MULTI FAM HOUSING (JOHNSTON GROVES LLC) SERIES 2006 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.48% | 04/07/16 | 2,700,000 | 2,700,000 | ||
15,425,000 | ||||||
South Carolina 0.5% | ||||||
CHARLESTON EDL EXCELLENCE FING CORP S C | ||||||
REV SCHOOL (CHARLESTON CNTY S C SCH DIST) SERIES 2013B (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 575,000 | 575,000 | |
CHARLESTON S C WTRWKS & SWR REV | ||||||
REV WATER & SEWER SERIES 2015 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 3,000,000 | 3,000,000 | |
SOUTH CAROLINA JOBS-ECONOMIC DEV AUTH | ||||||
REV WASTE/POLLUTION SERIES 2003 (LOC: COMERICA BANK) | 0.50% | 04/07/16 | 25,000,000 | 25,000,000 | ||
REV WASTE/POLLUTION SERIES 2008 (LOC: TD BANK NA) | 0.40% | 04/07/16 | 6,935,000 | 6,935,000 | ||
SOUTH CAROLINA TRAN INFRASTRUCTURE BANK | ||||||
REV TRANSPORTATION SERIES 2007A (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 25,045,000 | 25,045,000 | |
60,555,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
South Dakota 1.0% | ||||||
SOUTH DAKOTA HSG DEV AUTH | ||||||
REV HOUS SINGL SERIES 2006C (LIQ: FEDERAL HOME LOAN BANKS) | 0.41% | 04/07/16 | 45,000,000 | 45,000,000 | ||
REV HOUS SINGL SERIES 2007I (LIQ: FEDERAL HOME LOAN BANKS) | 0.41% | 04/07/16 | 18,000,000 | 18,000,000 | ||
REV HOUS SINGL SERIES 2008C (LIQ: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 50,000,000 | 50,000,000 | ||
REV MULTI FAM HOUSING SERIES 2001 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 6,100,000 | 6,100,000 | ||
SOUTH DAKOTA VALUE ADDED FIN AUTH | ||||||
REV WASTE/POLLUTION SERIES 2014 (LOC: AGRIBANK FCB) | 0.39% | 04/07/16 | 5,500,000 | 5,500,000 | ||
124,600,000 | ||||||
Tennessee 1.0% | ||||||
BLOUNT CNTY TENN PUB BLDG AUTH | ||||||
REV COUNTY SERIES E-6-A (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.45% | 04/07/16 | 21,015,000 | 21,015,000 | ||
CHATTANOOGA TENN INDL DEV BRD | ||||||
REV LEASE REV (CHATTANOOGA TENN) SERIES 2007 (LIQ: ROYAL BANK OF CANADA) |
a |
0.46% | 04/07/16 | 7,000,000 | 7,000,000 | |
CLARKSVILLE TENN PUB BLDG AUTH | ||||||
GO SERIES 1999 (LOC: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 4,545,000 | 4,545,000 | |
REV CITY SERIES 1997 (LOC: BANK OF AMERICA NA) | 0.43% | 04/07/16 | 1,100,000 | 1,100,000 | ||
GRUNDY CNTY TENN INDL DEV BRD | ||||||
REV IDB & PCR SERIES 2001 (LOC: COMERICA BANK) | 0.55% | 04/07/16 | 800,000 | 800,000 | ||
JACKSON TENN HEALTH EDL & HSG FAC BRD | ||||||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 2,000,000 | 2,000,000 | ||
MEMPHIS-SHELBY CNTY TENN SPORTS AUTH INC | ||||||
REV LEASE REV SERIES 2007C&D (LOC: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 12,795,000 | 12,795,000 | |
MET GOVT NASHVILLE & DAVIDSON CNTY TENN HEALTH & EDL FACS BRD | ||||||
REV MULTI FAM HOUSING SERIES 1991 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 11,320,000 | 11,320,000 | ||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 7,190,000 | 7,190,000 | ||
REV MULTI FAM HOUSING SERIES 2006A (LOC: US BANK NATIONAL ASSOCIATION) | 0.41% | 04/07/16 | 5,000,000 | 5,000,000 | ||
MONTGOMERY CNTY TENN PUB BLDG AUTH | ||||||
REV COUNTY SERIES 1995 (LOC: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 545,000 | 545,000 | |
REV COUNTY SERIES 1997 (LOC: BANK OF AMERICA NA) | 0.43% | 04/07/16 | 9,695,000 | 9,695,000 | ||
SEVIER CNTY TENN PUB BLDG AUTH | ||||||
REV COUNTY SERIES V-A-1 (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.48% | 04/07/16 | 10,580,000 | 10,580,000 | ||
REV COUNTY SERIES VIIB1 (LOC: BANK OF AMERICA NA) | 0.50% | 04/07/16 | 12,000,000 | 12,000,000 | ||
SHELBY CNTY TENN | ||||||
GO SERIES 2015A | 0.10% | 04/07/16 | 10/15/16 | 13,335,000 | 13,335,000 | |
SHELBY CNTY TENN HEALTH EDL & HSG FACS BRD | ||||||
REV HOSPITAL SERIES 2004B (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 3,600,000 | 3,600,000 | |
REV MULTI FAM HOUSING SERIES 2005A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.46% | 04/07/16 | 3,200,000 | 3,200,000 | ||
125,720,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Texas 8.0% | ||||||
ALAMO TEX COMMUNITY COLLEGE DISTRICT | ||||||
GO SERIES 2012 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 6,670,000 | 6,670,000 | |
AUSTIN TX (CITY OF) | ||||||
REV WATER & SEWER (AUSTIN TX WTR & WASTEWATER SYS) SERIES 2008 (LOC: CITIBANK NA) | 0.42% | 04/07/16 | 9,695,000 | 9,695,000 | ||
BRAZOS RIVER TEX HBR NAV DIST | ||||||
REV WASTE/POLLUTION (BASF CORP) SERIES 2001 | 0.48% | 04/07/16 | 5,000,000 | 5,000,000 | ||
CALHOUN CNTY TEX NAV DIST | ||||||
REV WASTE/POLLUTION SERIES 2000 (LOC: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 12,500,000 | 12,500,000 | ||
REV WASTE/POLLUTION SERIES 2006 (LOC: BANK OF AMERICA NA) | 0.55% | 04/07/16 | 28,500,000 | 28,500,000 | ||
CALHOUN CNTY TEX NAV INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2011C (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.40% | 04/07/16 | 27,500,000 | 27,500,000 | ||
CALHOUN PORT AUTH | ||||||
REV IDB & PCR SERIES 2011A (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.40% | 04/07/16 | 32,300,000 | 32,300,000 | ||
REV IDB & PCR SERIES 2011B (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.40% | 04/07/16 | 45,000,000 | 45,000,000 | ||
CAPITAL INDL DEV CORP TEX | ||||||
REV WASTE/POLLUTION SERIES 2001 (LOC: MUFG UNION BANK NA) | 0.48% | 04/07/16 | 7,930,000 | 7,930,000 | ||
CLEAR CREEK TEX INDPT SCH DIST | ||||||
GO SERIES 2008A (ESCROW) (GTY: TEXAS PERMANENT SCHOOL FUND PROG) (LIQ: BANK OF AMERICA NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
COLLIN CNTY TEX HSG FIN CORP | ||||||
REV MULTI FAM HOUSING SERIES 1996 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.42% | 04/07/16 | 12,305,000 | 12,305,000 | ||
DALLAM CNTY TEX INDL DEV CORP | ||||||
REV WASTE/POLLUTION SERIES 2006 (LOC: COBANK ACB) | 0.39% | 04/07/16 | 2,975,000 | 2,975,000 | ||
REV WASTE/POLLUTION SERIES 2009 (LOC: COBANK ACB) | 0.32% | 04/07/16 | 24,500,000 | 24,500,000 | ||
REV WASTE/POLLUTION SERIES 2010 (LOC: COBANK ACB) | 0.32% | 04/07/16 | 20,000,000 | 20,000,000 | ||
REV WASTE/POLLUTION SERIES 2015 (LOC: FARM CREDIT BANK OF TEXAS) | 0.39% | 04/07/16 | 5,350,000 | 5,350,000 | ||
DALLAS AREA RAPID TRANSIT | ||||||
REV SALES TAX SERIES 2008 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 13,000,000 | 13,000,000 | |
REV SALES TAX SERIES 2016A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 10,905,000 | 10,905,000 | |
DALLAS FORT WORTH TEX INTL ARPT FAC IMPT CORP REV | ||||||
REV IDB & PCR (BERKSHIRE HATHAWAY INC) SERIES 1999 | 0.45% | 04/07/16 | 6,180,000 | 6,180,000 | ||
GALVESTON CNTY TEX | ||||||
REV COUNTY SERIES 2007 (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 19,205,000 | 19,205,000 | |
GRAND PARKWAY TRANSPORTATION CORP TEX | ||||||
REV TOLLS (TEXAS STATE OF) SERIES 2013B (LIQ: ROYAL BANK OF CANADA) |
a |
0.47% | 04/07/16 | 11,000,000 | 11,000,000 | |
REV TOLLS (TEXAS STATE OF) SERIES 2013B (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.42% | 04/07/16 | 35,600,000 | 35,600,000 | |
GULF COAST WASTE DISP AUTH TEX | ||||||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 2001B | 0.37% | 04/01/16 | 2,600,000 | 2,600,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
HALE CNTY TEX INDL DEV CORP | ||||||
REV IDB & PCR SERIES 2003 (LOC: COOPERATIEVE RABOBANK UA) | 0.39% | 04/07/16 | 3,000,000 | 3,000,000 | ||
REV IDB & PCR SERIES 2004 (LOC: WELLS FARGO BANK NA) | 0.39% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV IDB & PCR SERIES 2008 (LOC: COOPERATIEVE RABOBANK UA) | 0.39% | 04/07/16 | 5,400,000 | 5,400,000 | ||
HARRIS CNTY TEX CULTURAL ED FACS FIN CORP | ||||||
REV HOSPITAL (MEMORIAL HERMANN HEALTHCARE SYSTEM) SERIES 2014C | 0.39% | 04/07/16 | 17,500,000 | 17,500,000 | ||
HARRIS CNTY TEX HSG FIN CORP | ||||||
REV MULTI FAM HOUSING SERIES 2004 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 7,215,000 | 7,215,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: CITIBANK NA) | 0.40% | 04/07/16 | 11,895,000 | 11,895,000 | ||
HOUSTON CITY OF | ||||||
REV WATER & SEWER (HOUSTON TEX WTR & SWR SYS) SERIES 1998A (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 19,240,000 | 19,240,000 | |
HOUSTON TEX HIGHER ED FIN CORP | ||||||
REV UNIVERSITY SERIES 2013 A (ESCROW) | 0.80% | 04/07/16 | 05/16/16 | 42,605,000 | 42,621,870 | |
HOUSTON TEX INDPT SCH DIST | ||||||
GO SERIES 2008 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
LAVACA-NAVIDAD RIVER AUTH TEX | ||||||
REV WATER & SEWER SERIES 1990 (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 13,600,000 | 13,600,000 | ||
LEANDER TEX INDPT SCH DIST | ||||||
GO SERIES 2008 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 4,950,000 | 4,950,000 | |
LOWER NECHES VALLEY AUTH TEX | ||||||
REV IDB & PCR (CHEVRON CORP) SERIES 1987 | 0.20% | 08/16/16 | 23,660,000 | 23,660,000 | ||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 2001B | 0.37% | 04/01/16 | 1,275,000 | 1,275,000 | ||
MULESHOE TEX ECONOMIC DEV CORP | ||||||
REV IDB & PCR SERIES 2005 (LOC: COOPERATIEVE RABOBANK UA) | 0.39% | 04/07/16 | 4,570,000 | 4,570,000 | ||
NORTH CENT TEX HEALTH FAC DEV CORP | ||||||
REV HOSPITAL (CHILDRENS MEDICAL CENTER OF DALLAS) SERIES 2009 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 8,500,000 | 8,500,000 | |
NORTH TEXAS TOLLWAY AUTHORITY | ||||||
REV TOLLS (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2011A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 9,940,000 | 9,940,000 | |
REV TOLLS SERIES 2008 (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,000,000 | 6,000,000 | |
REV TRANSPORTATION (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2011A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 7,715,000 | 7,715,000 | |
PORT ARTHUR TEX NAV DIST INDL DEV CORP | ||||||
REV IDB & PCR (TOTAL SA) SERIES 2011 | 0.48% | 04/07/16 | 17,000,000 | 17,000,000 | ||
REV IDB & PCR (TOTAL SA) SERIES 2012 | 0.48% | 04/07/16 | 15,000,000 | 15,000,000 | ||
REV IDB & PCR (TOTAL SA) SERIES 2012 B | 0.48% | 04/07/16 | 15,000,000 | 15,000,000 | ||
REV IDB & PCR (TOTAL SA) SERIES 2012A | 0.48% | 04/07/16 | 30,000,000 | 30,000,000 | ||
PORT HOUSTON AUTH TEX | ||||||
GO SERIES 2008A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 37,825,000 | 37,825,000 | |
SAN ANTONIO TEX PUB FACS CORP | ||||||
REV LEASE REV (SAN ANTONIO TX) SERIES 2012 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 10,705,000 | 10,705,000 | |
REV LEASE REV (SAN ANTONIO TX) SERIES 2012 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 10,000,000 | 10,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SAN ANTONIO TX | ||||||
GO SERIES 2006 (LIQ: WELLS FARGO & COMPANY) |
a |
0.11% | 04/07/16 | 65,000 | 65,000 | |
REV UTILITY (SAN ANTONIO TEX ELECTRIC & GAS) SERIES 2009A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
SOUTHEAST TEX HSG FIN CORP | ||||||
REV MULTI FAM HOUSING SERIES 2006 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 13,035,000 | 13,035,000 | ||
TARRANT CNTY TEX CULTURAL ED FACS FIN CORP | ||||||
REV HEALTHCARE (TEXAS HEALTH RESOURCES) SERIES 2007A (LIQ: BANK OF AMERICA NA) |
a |
0.50% | 04/07/16 | 1,125,000 | 1,125,000 | |
REV HOSPITAL (TEXAS HEALTH RESOURCES) SERIES 2007A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 61,595,000 | 61,595,000 | |
REV HOSPITAL (TEXAS HEALTH RESOURCES) SERIES 2008-B | 0.49% | 04/07/16 | 50,285,000 | 50,285,000 | ||
REV HOSPITAL (TEXAS HEALTH RESOURCES) SERIES 2008C | 0.40% | 04/07/16 | 17,500,000 | 17,500,000 | ||
REV HOSPITAL SERIES 2008C-1 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.50% | 04/07/16 | 11,725,000 | 11,725,000 | ||
TEXAS A & M UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2010B (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 2,500,000 | 2,500,000 | |
TEXAS ST DEPT HSG & CMNTY AFFAIRS | ||||||
REV HOUS SINGL SERIES 2004B (LIQ: TEXAS STATE OF) | 0.53% | 04/07/16 | 8,900,000 | 8,900,000 | ||
REV HOUS SINGL SERIES 2007A (LIQ: TEXAS STATE OF) | 0.53% | 04/07/16 | 38,405,000 | 38,405,000 | ||
REV HOUSING SERIES 2007B (LIQ: BANK OF AMERICA NA) |
a |
0.50% | 04/07/16 | 1,345,000 | 1,345,000 | |
REV MULTI FAM HOUSING (WOV APARTMENTS LP) SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 12,075,000 | 12,075,000 | ||
REV MULTI FAM HOUSING SERIES 2000 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.44% | 04/07/16 | 5,360,000 | 5,360,000 | ||
REV MULTI FAM HOUSING SERIES 2005 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 10,790,000 | 10,790,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: CITIBANK NA) | 0.40% | 04/07/16 | 6,515,000 | 6,515,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 4,615,000 | 4,615,000 | ||
REV MULTI FAM HOUSING SERIES 2007 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 11,245,000 | 11,245,000 | ||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.42% | 04/07/16 | 8,060,000 | 8,060,000 | ||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 12,000,000 | 12,000,000 | ||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.52% | 04/07/16 | 12,705,000 | 12,705,000 | ||
TEXAS STATE OF | ||||||
GO SERIES 1999A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.53% | 04/07/16 | 10,325,000 | 10,325,000 | ||
GO SERIES 2015B (LIQ: MIZUHO BANK LTD) | 0.50% | 04/07/16 | 14,495,000 | 14,495,000 | ||
TEXAS TRANSPORTATION COMMISSION | ||||||
GO (TEXAS STATE OF) SERIES 2006B (LIQ: STATE STREET BANK AND TRUST COMPANY; CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM) | 0.40% | 04/07/16 | 10,800,000 | 10,800,000 | ||
GO (TEXAS STATE OF) SERIES 2014 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 11,550,000 | 11,550,000 | |
UNIVERSITY OF TEXAS SYSTEM | ||||||
REV UNIVERSITY SERIES 2007B | 0.37% | 04/07/16 | 9,490,000 | 9,490,000 | ||
REV UNIVERSITY SERIES 2012B (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 7,300,000 | 7,300,000 | |
1,034,131,870 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Utah 0.4% | ||||||
CLEARFIELD CITY UTAH | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.48% | 04/07/16 | 12,100,000 | 12,100,000 | ||
LOGAN CITY UTAH | ||||||
REV IDB & PCR SERIES 2001 (LOC: BANK OF THE WEST) | 0.50% | 04/07/16 | 1,200,000 | 1,200,000 | ||
SALT LAKE CNTY UTAH HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.48% | 04/07/16 | 14,225,000 | 14,225,000 | ||
UTAH HSG CORP (UTAH ST HSG FIN AGY) | ||||||
REV MULTI FAM HOUSING SERIES 2004A (LOC: CITIBANK NA) | 0.41% | 04/07/16 | 9,000,000 | 9,000,000 | ||
UTAH TRANSIT AUTH | ||||||
REV SALES TAX SERIES 2008A (ESCROW) (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 13,500,000 | 13,500,000 | |
50,025,000 | ||||||
Virginia 0.6% | ||||||
FAIRFAX CNTY VA INDL DEV AUTH | ||||||
REV HOSPITAL (INOVA HEALTH SYSTEM) SERIES 2012D (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 3,080,000 | 3,080,000 | |
KING GEORGE CNTY VA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 1996 (LOC: JPMORGAN CHASE BANK NA) | 0.42% | 04/07/16 | 3,700,000 | 3,700,000 | ||
METROPOLITAN WASHINGTON AIRPORTS AUTHORITY | ||||||
REV AIRPORT SERIES 2007B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV AIRPORT SERIES 2010C-1 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.43% | 04/07/16 | 26,825,000 | 26,825,000 | ||
REV AIRPORT SERIES 2010C-2 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.42% | 04/07/16 | 9,835,000 | 9,835,000 | ||
REV AIRPORT SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.45% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV AIRPORT SERIES 2011A-3 (LOC: ROYAL BANK OF CANADA) | 0.45% | 04/07/16 | 20,000,000 | 20,000,000 | ||
REV AIRPORT SERIES 2012A (LIQ: BARCLAYS BANK PLC) |
a |
0.51% | 04/07/16 | 2,750,000 | 2,750,000 | |
81,190,000 | ||||||
Washington 3.0% | ||||||
KING CNTY WASH | ||||||
REV WATER & SEWER (KING CNTY WASH SWR REV) SERIES 2011B (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 7,785,000 | 7,785,000 | |
REV WATER & SEWER (KING CNTY WASH SWR REV) SERIES 2011B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,950,000 | 6,950,000 | |
KING CNTY WASH HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1997 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 11,445,000 | 11,445,000 | ||
REV MULTI FAM HOUSING SERIES 2007 (LOC: BANK OF AMERICA NA) | 0.44% | 04/07/16 | 3,940,000 | 3,940,000 | ||
SEATTLE WASHINGTON PORT OF | ||||||
REV TRANSPORTATION SERIES 2007B (LIQ: WELLS FARGO BANK NA) |
a |
0.48% | 04/07/16 | 5,565,000 | 5,565,000 | |
STATE OF WASHINGTON | ||||||
GO SERIES 2003C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 7,935,000 | 7,935,000 | |
GO SERIES 2009E (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
GO SERIES 2011B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,000,000 | 4,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GO SERIES 2012C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
GO SERIES 2014A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 2,500,000 | 2,500,000 | |
GO SERIES 2014D (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 4,700,000 | 4,700,000 | |
GO SERIES R2006A (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 3,800,000 | 3,800,000 | |
GO SERIES R2010B (LIQ: BANK OF AMERICA NA) |
a |
0.41% | 04/07/16 | 10,000,000 | 10,000,000 | |
WASHINGTON ST ECONOMIC DEV FIN AUTH | ||||||
REV IDB & PCR SERIES 2006 K (LOC: MUFG UNION BANK NA) | 0.40% | 04/07/16 | 4,270,000 | 4,270,000 | ||
REV WASTE/POLLUTION SERIES 2000 H (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 13,650,000 | 13,650,000 | ||
REV WASTE/POLLUTION SERIES 2000-I (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 13,650,000 | 13,650,000 | ||
REV WASTE/POLLUTION SERIES 2000-L (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 7,235,000 | 7,235,000 | ||
REV WASTE/POLLUTION SERIES 2001-C (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 17,900,000 | 17,900,000 | ||
WASHINGTON ST HLTH CARE FACS AUTH | ||||||
REV HOSPITAL (MULTICARE HEALTH SYSTEM) SERIES 2007C (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 1,000,000 | 1,000,000 | ||
REV HOSPITAL (MULTICARE HEALTH SYSTEM) SERIES 2009A (LIQ: ROYAL BANK OF CANADA) |
a |
0.46% | 04/07/16 | 8,110,000 | 8,110,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2010A (LIQ: BANK OF AMERICA NA) |
a |
0.40% | 04/07/16 | 10,180,000 | 10,180,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014C (LIQ: BANK OF AMERICA NA) |
a |
0.42% | 04/07/16 | 8,675,000 | 8,675,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014C&2014D (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 12,675,000 | 12,675,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014D (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 5,665,000 | 5,665,000 | |
REV HOSPITAL (SEATTLE CHILDRENS HOSPITAL) SERIES 2015B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 13,860,000 | 13,860,000 | |
WASHINGTON STATE HOUSING FINANCE COMMISSION | ||||||
REV MULTI FAM HOUSING (CLARK ISLAND LP) SERIES 2007 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 5,560,000 | 5,560,000 | ||
REV MULTI FAM HOUSING (HEATHERWOOD I LLC) SERIES 2002-A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.46% | 04/07/16 | 3,400,000 | 3,400,000 | ||
REV MULTI FAM HOUSING (LAKEWOOD MEADOWS APARTMENTS PROJECT WASHINGTON) SERIES 2000A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.46% | 04/07/16 | 6,280,000 | 6,280,000 | ||
REV MULTI FAM HOUSING SERIES 1995 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.40% | 04/07/16 | 5,300,000 | 5,300,000 | ||
REV MULTI FAM HOUSING SERIES 1996 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.40% | 04/07/16 | 6,700,000 | 6,700,000 | ||
REV MULTI FAM HOUSING SERIES 1996 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 8,930,000 | 8,930,000 | ||
REV MULTI FAM HOUSING SERIES 1997 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 10,750,000 | 10,750,000 | ||
REV MULTI FAM HOUSING SERIES 1997 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 6,125,000 | 6,125,000 | ||
REV MULTI FAM HOUSING SERIES 1998A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 3,480,000 | 3,480,000 | ||
REV MULTI FAM HOUSING SERIES 1999A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.46% | 04/07/16 | 7,805,000 | 7,805,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV MULTI FAM HOUSING SERIES 1999A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 6,750,000 | 6,750,000 | ||
REV MULTI FAM HOUSING SERIES 2003A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 12,750,000 | 12,750,000 | ||
REV MULTI FAM HOUSING SERIES 2004 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV MULTI FAM HOUSING SERIES 2004 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 15,095,000 | 15,095,000 | ||
REV MULTI FAM HOUSING SERIES 2005A (LOC: FEDERAL HOME LOAN BANKS) | 0.41% | 04/07/16 | 8,200,000 | 8,200,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 21,870,000 | 21,870,000 | ||
REV MULTI FAM HOUSING SERIES 2006 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.46% | 04/07/16 | 22,640,000 | 22,640,000 | ||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 3,060,000 | 3,060,000 | ||
REV MULTI FAM HOUSING SERIES 2011 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.40% | 04/07/16 | 12,050,000 | 12,050,000 | ||
REV MULTI FAM HOUSING SERIES 2014 (LOC: FEDERAL HOME LOAN BANKS) | 0.38% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV MULTI FAM HOUSING SERIES 2015 (LOC: FEDERAL HOME LOAN BANKS) | 0.38% | 04/07/16 | 5,500,000 | 5,500,000 | ||
381,735,000 | ||||||
West Virginia 0.5% | ||||||
CABELL CNTY W VA | ||||||
REV UNIVERSITY SERIES 2010-A (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 19,915,000 | 19,915,000 | ||
PUTNAM CNTY W VA | ||||||
REV WASTE/POLLUTION (TOYOTA MOTOR CREDIT CORP) SERIES 1998 A | 0.41% | 04/07/16 | 40,000,000 | 40,000,000 | ||
WEST VIRGINIA ST ECONOMIC DEV AUTH | ||||||
REV WASTE/POLLUTION (APPALACHIAN POWER CO) SERIES 2009B (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.42% | 04/07/16 | 1,000,000 | 1,000,000 | ||
60,915,000 | ||||||
Wisconsin 1.5% | ||||||
OCONOMOWOC COMMUNITY DEVELOPMENT AUTHORITY | ||||||
REV MULTI FAM HOUSING SERIES 2004 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 4,430,000 | 4,430,000 | ||
RED CEDAR WIS | ||||||
REV IDB & PCR SERIES 2007 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.48% | 04/07/16 | 10,000,000 | 10,000,000 | ||
WISCONSIN HSG & ECONOMIC DEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2007 C (LIQ: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 5,995,000 | 5,995,000 | ||
REV MULTI FAM HOUSING SERIES 2007A (LIQ: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 7,005,000 | 7,005,000 | ||
REV MULTI FAM HOUSING SERIES 2008-A (LIQ: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 4,940,000 | 4,940,000 | ||
REV MULTI FAM HOUSING SERIES 2008A (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 5,350,000 | 5,350,000 | ||
REV MULTI FAM HOUSING SERIES 2008G (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 9,740,000 | 9,740,000 | ||
REV MULTI FAM HOUSING SERIES 2012B (LIQ: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 14,055,000 | 14,055,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
WISCONSIN HSG 1987 RES | ||||||
REV HOUS SINGL SERIES 2007E (LIQ: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 10,240,000 | 10,240,000 | ||
REV SINGLE FAM HOUSING SERIES 2003B (LIQ: FEDERAL HOME LOAN BANKS) | 0.53% | 04/07/16 | 15,710,000 | 15,710,000 | ||
REV SINGLE FAM HOUSING SERIES 2015C (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 5,500,000 | 5,500,000 | ||
WISCONSIN HSG 1988 RES | ||||||
REV HOUS SINGL SERIES 2004 D (LIQ: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 2,425,000 | 2,425,000 | ||
REV HOUS SINGL SERIES 2005 C (LIQ: ROYAL BANK OF CANADA) | 0.42% | 04/07/16 | 23,585,000 | 23,585,000 | ||
REV HOUS SINGL SERIES 2006E (LIQ: CITIBANK NA) |
a |
0.48% | 04/07/16 | 600,000 | 600,000 | |
REV HOUS SINGL SERIES 2008A (LIQ: BMO HARRIS BANK NA) | 0.53% | 04/07/16 | 28,525,000 | 28,525,000 | ||
WISCONSIN ST HEALTH & EDL FACS AUTH | ||||||
REV HEALTHCARE SERIES 2007 (LOC: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 5,070,000 | 5,070,000 | ||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2012D (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 3,000,000 | 3,000,000 | |
REV HOSPITAL (CHILDRENS HOSPITAL OF WI) SERIES 2008B (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 6,620,000 | 6,620,000 | |
REV HOSPITAL (FROEDTERT & CMNTY HEALTH OBLIGATED GROUP) SERIES 2009C (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 15,785,000 | 15,785,000 | |
REV HOSPITAL (FROEDTERT & CMNTY HEALTH OBLIGATED GROUP) SERIES 2009C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 14,200,000 | 14,200,000 | |
WISCONSIN STATE OF | ||||||
GO SERIES 2006C (LIQ: CITIBANK NA) |
a |
0.47% | 04/07/16 | 1,595,000 | 1,595,000 | |
194,370,000 | ||||||
Wyoming 0.6% | ||||||
GREEN RIV WYO | ||||||
REV IDB & PCR SERIES 1994 (LOC: COMERICA BANK) | 0.55% | 04/07/16 | 11,400,000 | 11,400,000 | ||
WYOMING COMMUNITY DEVELOPMENT AUTHORITY | ||||||
REV HOUS SINGL SERIES 2006-7 (LIQ: STATE STREET BANK AND TRUST COMPANY) | 0.43% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV HOUS SINGL SERIES 2006-9 (LIQ: STATE STREET BANK AND TRUST COMPANY) | 0.43% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV HOUS SINGL SERIES 2007-11 (LIQ: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 6,000,000 | 6,000,000 | ||
REV HOUS SINGL SERIES 2007-2 (LIQ: STATE STREET BANK AND TRUST COMPANY) | 0.43% | 04/07/16 | 6,000,000 | 6,000,000 | ||
REV HOUS SINGL SERIES 2007-4 (LIQ: FEDERAL HOME LOAN BANKS) | 0.50% | 04/07/16 | 14,000,000 | 14,000,000 | ||
REV HOUS SINGL SERIES 2007-6 (LIQ: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV HOUS SINGL SERIES 2007-8 (LIQ: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 12,000,000 | 12,000,000 | ||
76,400,000 | ||||||
Other Investments 2.2% | ||||||
NUVEEN PREMIUM INCOME MUNICIPAL FUND | ||||||
SERIES 1 (LOC: BARCLAYS BANK PLC) |
a |
0.53% | 04/07/16 | 91,200,000 | 91,200,000 | |
NUVEEN QUALITY INCOME MUNICIPAL FUND | ||||||
SERIES 1 (LOC: JPMORGAN CHASE BANK NA) |
a |
0.50% | 04/07/16 | 44,900,000 | 44,900,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NUVEEN SELECT QUALITY MUNICIPAL FUND | ||||||
SERIES 1 (LOC: BARCLAYS BANK PLC) |
a |
0.53% | 04/07/16 | 87,100,000 | 87,100,000 | |
WESTERN ASSET INTERMEDIATE MUNI FUND INC | ||||||
SERIES 1 (LOC: CITIBANK NA) |
a |
0.49% | 04/07/16 | 10,100,000 | 10,100,000 | |
WESTERN ASSET MANAGED MUNICIPALS FUND INC | ||||||
SERIES 1 (LOC: CITIBANK NA) |
a |
0.49% | 04/07/16 | 39,000,000 | 39,000,000 | |
WESTERN ASSET MUNICIPAL PARTNERS FUND INC | ||||||
SERIES 1 (LOC: CITIBANK NA) |
a |
0.49% | 04/07/16 | 12,600,000 | 12,600,000 | |
284,900,000 | ||||||
Total Variable-Rate Municipal Securities | ||||||
(Cost $8,635,704,886) | 8,635,704,886 |
a | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $2,553,587,639 or 19.8% of net assets. |
AGY — | Agency |
APPR/TOB — | Tobacco appropriation |
ARPT — | Airport |
AUTH — | Authority |
CNTY — | County |
COP — | Certificate of participation |
DEV — | Development |
EDL — | Education |
FACS — | Facilities |
FING — | Financing |
GO — | General obligation |
GTY — | Guaranty agreement |
HBR — | Harbor |
HOUS SINGL — | Single-family housing |
HSG — | Housing |
IDB — | Industrial development bond |
IMPT — | Improvement |
INDL — | Industrial |
INDPT — | Independent |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MTG — | Mortgage |
MULTI FAM — | Multi-family |
MUN — | Municipal |
PCR — | Pollution control revenue |
PFC — | Passenger facility charge |
REV — | Revenue |
SAN/SANTN — | Sanitation |
SCH DIST — | School district |
SUBN — | Suburban |
TRAN — | Tax and revenue anticipation note |
TRANSN — | Transportation |
UN — | Union |
UNI — | Unified |
Holdings by Category | Cost
($) |
Value
($) | |
37.6% | Fixed-Rate Municipal Securities | 1,467,498,969 | 1,467,498,969 |
62.1% | Variable-Rate Municipal Securities | 2,420,317,013 | 2,420,317,013 |
99.7% | Total Investments | 3,887,815,982 | 3,887,815,982 |
0.3% | Other Assets and Liabilities, Net | 11,644,207 | |
100.0% | Net Assets | 3,899,460,189 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Municipal Securities 37.6% of net assets | ||||||
Alabama 0.7% | ||||||
ALABAMA ST PUB SCH & COLLEGE AUTH | ||||||
REV SCHOOL SERIES 2009A | 5.00% | 05/01/16 | 985,000 | 988,745 | ||
REV SCHOOL SERIES 2010-A | 5.00% | 05/01/16 | 200,000 | 200,765 | ||
REV SCHOOL SERIES 2015C | 3.00% | 06/01/16 | 1,200,000 | 1,205,266 | ||
ALABAMA STATE OF | ||||||
GO SERIES 2010-B | 4.00% | 06/01/16 | 150,000 | 150,887 | ||
HUNTSVILLE ALA HEALTH CARE AUTH | ||||||
REV HOSPITAL | 0.06% | 05/02/16 | 10,000,000 | 10,000,000 | ||
REV HOSPITAL | 0.12% | 06/01/16 | 15,000,000 | 15,000,000 | ||
27,545,663 | ||||||
Alaska 0.0% | ||||||
NORTH SLOPE BORO ALASKA | ||||||
GO SERIES 2011B | 4.00% | 06/30/16 | 100,000 | 100,887 | ||
GO SERIES 2011B | 5.00% | 06/30/16 | 225,000 | 227,562 | ||
GO SERIES 2012A | 3.00% | 06/30/16 | 200,000 | 201,280 | ||
529,729 | ||||||
California 5.7% | ||||||
CALIFORNIA HEALTH FACS FING AUTH | ||||||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2006 E | 0.25% | 08/02/16 | 3,500,000 | 3,500,000 | ||
CALIFORNIA ST DEPT WTR RES PWR SUPPLY REV | ||||||
REV POWER SERIES 2005G-4 | 5.00% | 05/01/16 | 135,000 | 135,504 | ||
CALIFORNIA STATEWIDE CMNTYS DEV AUTH | ||||||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 E | 0.25% | 08/16/16 | 4,700,000 | 4,700,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 K | 0.29% | 09/01/16 | 6,200,000 | 6,200,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 K | 0.27% | 09/07/16 | 8,200,000 | 8,200,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.22% | 05/02/16 | 4,000,000 | 4,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.11% | 05/18/16 | 5,300,000 | 5,300,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.25% | 08/03/16 | 8,000,000 | 8,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004K | 0.26% | 06/01/16 | 5,000,000 | 5,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008B | 0.26% | 06/02/16 | 5,000,000 | 5,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-2 | 0.23% | 06/08/16 | 40,000,000 | 40,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-3 | 0.08% | 04/01/16 | 12,500,000 | 12,500,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-5 | 0.21% | 05/05/16 | 14,000,000 | 14,000,000 | ||
REV HOSPITAL (KAISER PERMANENTE) SERIES 2006 D | 0.25% | 08/04/16 | 20,500,000 | 20,500,000 | ||
REV HOSPITAL (KAISER PERMANENTE) SERIES 2009A | 5.00% | 04/01/16 | 1,090,000 | 1,090,000 | ||
KERN CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 7.00% | 06/30/16 | 4,000,000 | 4,065,648 | ||
LOS ANGELES CALIF | ||||||
REV CITY TAX & REV ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/30/16 | 40,000,000 | 40,165,076 | ||
LOS ANGELES CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 5.00% | 06/30/16 | 17,000,000 | 17,196,353 | ||
RIVERSIDE CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-201 | 2.00% | 06/30/16 | 10,500,000 | 10,544,014 | ||
STATE OF CALIFORNIA | ||||||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.06% | 04/06/16 | 7,220,000 | 7,220,000 | ||
GO SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.05% | 04/05/16 | 6,000,000 | 6,000,000 | ||
223,316,595 | ||||||
Colorado 0.4% | ||||||
COLORADO SPRINGS COLO UTILS | ||||||
REV WATER & SEWER SERIES A (LOC: BANK OF AMERICA NA) | 0.05% | 04/07/16 | 5,800,000 | 5,800,000 | ||
COLORADO STATE OF | ||||||
REV STATE TAX & REV ANTICIPATION NOTE SERIES 2015A | 2.00% | 06/29/16 | 5,000,000 | 5,020,581 | ||
UNIVERSITY OF COLORADO | ||||||
REV UNIVERSITY SERIES 2009-B-1 | 5.00% | 06/01/16 | 3,015,000 | 3,039,331 | ||
REV UNIVERSITY SERIES 2009-C | 5.00% | 06/01/16 | 100,000 | 100,771 | ||
REV UNIVERSITY SERIES 2010B | 3.00% | 06/01/16 | 100,000 | 100,426 | ||
14,061,109 | ||||||
Connecticut 0.2% | ||||||
CONNECTICUT ST HEALTH & EDL FACS A | ||||||
REV HOSPITAL SERIES J-1 (ESCROW) | 5.00% | 07/01/16 | 2,750,000 | 2,781,227 | ||
CONNECTICUT ST HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2012A | 1.25% | 05/15/16 | 775,000 | 775,770 | ||
CONNECTICUT STATE OF | ||||||
GO SERIES 2007B | 5.00% | 05/01/16 | 275,000 | 276,047 | ||
GO SERIES 2008B | 4.00% | 04/15/16 | 175,000 | 175,250 | ||
GO SERIES 2010A | 5.00% | 04/01/16 | 100,000 | 100,000 | ||
GO SERIES 2014C | 4.00% | 06/15/16 | 150,000 | 151,120 | ||
YALE UNIVERSITY | ||||||
REV UNIVERSITY SERIES S-2 | 0.04% | 04/06/16 | 4,000,000 | 4,000,000 | ||
8,259,414 | ||||||
Delaware 0.2% | ||||||
DELAWARE ST HEALTH FACS AUTH | ||||||
REV HEALTHCARE (CHRISTIANA CARE HLTH SVCS) SERIES 2010 C | 0.06% | 04/08/16 | 9,000,000 | 9,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
District of Columbia 0.1% | ||||||
DISTRICT OF COLUMBIA (WASHINGTON DC) | ||||||
GO SERIES 2007B | 5.00% | 06/01/16 | 200,000 | 201,502 | ||
GO SERIES 2007C | 5.00% | 06/01/16 | 675,000 | 680,071 | ||
GO SERIES 2008F | 5.00% | 06/01/16 | 290,000 | 292,245 | ||
GO SERIES 2013A | 5.00% | 06/01/16 | 1,615,000 | 1,627,479 | ||
DISTRICT OF COLUMBIA WTR & SWR AUTH | ||||||
REV WATER & SEWER SERIES A | 4.00% | 10/01/16 | 105,000 | 106,832 | ||
2,908,129 | ||||||
Florida 1.6% | ||||||
ALACHUA CNTY FLA HEALTH FACS AUTH | ||||||
REV HEALTHCARE (SHANDS TEACHING HOSPITAL AND CLINICS INC) SERIES 2008 A (LOC: BANK OF AMERICA NA) | 0.04% | 04/04/16 | 7,000,000 | 7,000,000 | ||
BREVARD CNTY FLA HEALTH FACS AUTH | ||||||
REV HOSPITAL (HEALTH FIRST INC) SERIES 2005 (ESCROW) | 5.00% | 04/01/16 | 3,730,000 | 3,730,000 | ||
FLORIDA DEPARTMENT OF TRANSPORTATION | ||||||
GO (FLORIDA STATE OF) SERIES 2009B | 5.00% | 07/01/16 | 250,000 | 252,877 | ||
FLORIDA ST BRD ED | ||||||
GO (FLORIDA STATE OF) SERIES 2004D | 5.25% | 06/01/16 | 200,000 | 201,623 | ||
GO (FLORIDA STATE OF) SERIES 2005G | 5.00% | 06/01/16 | 110,000 | 110,834 | ||
GO (FLORIDA STATE OF) SERIES 2006A | 5.00% | 06/01/16 | 1,350,000 | 1,360,645 | ||
GO (FLORIDA STATE OF) SERIES 2006D | 5.00% | 06/01/16 | 125,000 | 125,929 | ||
GO (FLORIDA STATE OF) SERIES 2006F | 2.50% | 06/01/16 | 100,000 | 100,366 | ||
GO (FLORIDA STATE OF) SERIES 2007C | 5.00% | 06/01/16 | 550,000 | 554,114 | ||
GO (FLORIDA STATE OF) SERIES 2007E | 5.00% | 06/01/16 | 340,000 | 342,621 | ||
GO (FLORIDA STATE OF) SERIES 2009 D | 5.50% | 06/01/16 | 100,000 | 100,833 | ||
GO (FLORIDA STATE OF) SERIES 2009A | 5.00% | 06/01/16 | 370,000 | 372,804 | ||
GO (FLORIDA STATE OF) SERIES 2009C | 5.00% | 06/01/16 | 200,000 | 201,549 | ||
GO (FLORIDA STATE OF) SERIES 2010 A | 5.00% | 06/01/16 | 675,000 | 680,145 | ||
GO (FLORIDA STATE OF) SERIES 2011A | 5.00% | 06/01/16 | 1,075,000 | 1,083,131 | ||
GO (FLORIDA STATE OF) SERIES 2011B | 5.00% | 06/01/16 | 1,000,000 | 1,007,976 | ||
GO (FLORIDA STATE OF) SERIES 2011C | 5.00% | 06/01/16 | 175,000 | 176,355 | ||
GO (FLORIDA STATE OF) SERIES 2012 D | 5.00% | 06/01/16 | 7,645,000 | 7,704,915 | ||
GO (FLORIDA STATE OF) SERIES 2013 B | 5.00% | 06/01/16 | 200,000 | 201,558 | ||
GO (FLORIDA STATE OF) SERIES 2014A | 5.00% | 06/01/16 | 335,000 | 337,565 | ||
GO (FLORIDA STATE OF) SERIES 2015 A | 5.00% | 06/01/16 | 2,450,000 | 2,468,988 | ||
FLORIDA STATE OF | ||||||
GO SERIES 2010B | 5.00% | 06/01/16 | 200,000 | 201,536 | ||
GO SERIES 2011A | 4.00% | 07/01/16 | 150,000 | 151,368 | ||
JEA | ||||||
REV POWER (JEA FL ELEC SYS REV) SERIES 2009G | 4.00% | 10/01/16 | 100,000 | 101,677 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 2012A | 5.00% | 10/01/16 | 110,000 | 112,407 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 2012B | 4.00% | 10/01/16 | 500,000 | 509,111 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 2013C | 3.00% | 10/01/16 | 100,000 | 101,295 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 3 2014A | 3.00% | 10/01/16 | 360,000 | 364,635 | ||
REV POWER (JEA FL ELEC SYS REV) SERIES 3-C-3 (LIQ: ROYAL BANK OF CANADA) | 0.13% | 06/01/16 | 8,000,000 | 8,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ORLANDO FLA UTILS COMMN | ||||||
REV UTILITY SERIES 2006 | 5.00% | 10/01/16 | 225,000 | 230,166 | ||
REV UTILITY SERIES 2009C | 5.00% | 10/01/16 | 100,000 | 102,294 | ||
REV UTILITY SERIES 2011B | 3.00% | 10/01/16 | 100,000 | 101,251 | ||
STATE BOARD OF ADMINISTRATION FINANCE CORP | ||||||
REV SPECIAL TAX SERIES 2010A (ESCROW) | 5.00% | 07/01/16 | 7,585,000 | 7,672,074 | ||
SUNSHINE ST GOVERNMENTAL FING COMMN FLA | ||||||
GO (ORLANDO FLA) SERIES H (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 05/10/16 | 15,000,000 | 15,000,000 | ||
60,762,642 | ||||||
Georgia 0.0% | ||||||
ATLANTA GA ARPT REV | ||||||
REV AIRPORT SERIES D1-D4 (LOC: BANK OF AMERICA NA) | 0.22% | 08/01/16 | 223,000 | 223,000 | ||
GEORGIA STATE OF | ||||||
GO SERIES 2006D | 5.00% | 07/01/16 | 240,000 | 242,753 | ||
GO SERIES 2007E | 5.00% | 08/01/16 | 250,000 | 253,859 | ||
719,612 | ||||||
Hawaii 0.0% | ||||||
HAWAII STATE OF | ||||||
GO SERIES 2008DK | 5.00% | 05/01/16 | 245,000 | 245,925 | ||
GO SERIES 2013EK | 3.00% | 08/01/16 | 280,000 | 282,433 | ||
528,358 | ||||||
Illinois 1.0% | ||||||
ILLINOIS EDL FACS AUTH | ||||||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.06% | 04/05/16 | 7,000,000 | 7,000,000 | ||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.07% | 04/06/16 | 9,000,000 | 9,000,000 | ||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.07% | 05/04/16 | 8,000,000 | 8,000,000 | ||
REV UNIVERSITY SERIES POOL (LOC: NORTHERN TRUST COMPANY (THE)) | 0.12% | 06/01/16 | 7,000,000 | 7,000,000 | ||
ILLINOIS FINANCE AUTHORITY | ||||||
REV HOSPITAL (ADVOCATE HLTH CARE NETWORK) SERIES 2013A | 4.00% | 06/01/16 | 300,000 | 301,809 | ||
REV HOSPITAL (UNIVERSITY OF CHICAGO MEDICAL CENTER (BERNARD MITCHELL HOSPITAL)) SERIES 2009A | 5.00% | 08/15/16 | 2,055,000 | 2,089,919 | ||
REV UNIVERSITY (UNIVERSITY OF CHICAGO) SERIES 2008B | 5.00% | 07/01/16 | 2,515,000 | 2,543,367 | ||
ILLINOIS ST TOLL HWY AUTH | ||||||
REV TOLLS SERIES 2006 A-1 (ESCROW) | 5.00% | 07/01/16 | 1,810,000 | 1,830,691 | ||
UNIVERSITY OF ILLINOIS | ||||||
REV UNIVERSITY SERIES 2006 (ESCROW) | 5.00% | 04/01/16 | 2,370,000 | 2,370,000 | ||
40,135,786 | ||||||
Indiana 0.2% | ||||||
CARMEL IND REDEV AUTH | ||||||
REV LEASE REV (ESCROW) | 5.00% | 07/01/16 | 500,000 | 505,799 | ||
INDIANA HEALTH & EDL FAC FING AUTH | ||||||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2006B-8 | 4.10% | 11/03/16 | 1,000,000 | 1,021,500 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
INDIANAPOLIS IND GAS UTIL REV | ||||||
REV UTILITY SERIES 2001 (LOC: JPMORGAN CHASE BANK NA) | 0.25% | 05/17/16 | 6,000,000 | 6,000,000 | ||
7,527,299 | ||||||
Kansas 0.3% | ||||||
STATE OF KANSAS DEPARTMENT OF TRANSPORTATION | ||||||
REV TRANSPORTATION SERIES 2009A | 5.00% | 09/01/16 | 210,000 | 213,960 | ||
WYANDOTTE CNTY KANS CITY KANS UNI GOVT | ||||||
GO GENERAL OBLIGATION NOTE SERIES 2016-I | 1.00% | 03/01/17 | 10,470,000 | 10,501,442 | ||
10,715,402 | ||||||
Louisiana 0.1% | ||||||
LOUISIANA ST CITIZENS PPTY INS CORP | ||||||
REV SPECIAL TAX SERIES 2006B (ESCROW) | 5.00% | 06/01/16 | 3,385,000 | 3,411,490 | ||
LOUISIANA STATE OF | ||||||
GO SERIES 2006B | 4.25% | 07/15/16 | 125,000 | 126,355 | ||
3,537,845 | ||||||
Maryland 0.4% | ||||||
ANNE ARUNDEL CNTY MD | ||||||
GO SERIES 2011 | 4.00% | 04/01/16 | 3,775,000 | 3,775,000 | ||
MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (JOHNS HOPKINS UNIVERSITY) SERIES A | 0.13% | 06/01/16 | 10,000,000 | 10,000,000 | ||
WASHINGTON SUBN SAN DIST MD | ||||||
REV WATER & SEWER SERIES 2006 | 4.25% | 06/01/16 | 100,000 | 100,634 | ||
REV WATER & SEWER SERIES 2006 | 5.00% | 06/01/16 | 225,000 | 226,736 | ||
REV WATER & SEWER SERIES 2009 | 5.00% | 06/01/16 | 350,000 | 352,709 | ||
REV WATER & SEWER SERIES 2013 | 5.00% | 06/01/16 | 1,000,000 | 1,007,655 | ||
15,462,734 | ||||||
Massachusetts 1.5% | ||||||
CHICOPEE MASS | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 07/20/16 | 2,000,000 | 2,006,193 | ||
COMMONWEALTH OF MASSACHUSETTS | ||||||
GO REVENUE ANTICIPATION NOTE SERIES 2015C | 2.00% | 06/22/16 | 7,500,000 | 7,530,377 | ||
GO SERIES 2008 A | 5.00% | 08/01/16 | 475,000 | 482,271 | ||
GO SERIES I (LIQ: TD BANK NA) | 0.06% | 04/21/16 | 14,000,000 | 14,000,000 | ||
EASTON MASS | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 1.50% | 08/19/16 | 1,000,000 | 1,004,434 | ||
HARVARD MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 06/24/16 | 1,500,000 | 1,505,834 | ||
MASSACHUSETTS BAY TRANS AUTH SALES TAX | ||||||
REV SALES TAX SERIES B (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.60% | 05/05/16 | 6,700,000 | 6,700,000 | ||
MASSACHUSETTS SCHOOL BUILDING AUTHORITY | ||||||
REV SCHOOL SERIES A (LOC: BANK OF AMERICA NA) | 0.10% | 05/23/16 | 6,000,000 | 6,000,000 | ||
REV SCHOOL SERIES C (LOC: BARCLAYS BANK PLC) | 0.07% | 04/04/16 | 9,000,000 | 9,000,000 | ||
QUINCY MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 01/20/17 | 10,000,000 | 10,122,285 | ||
58,351,394 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Michigan 0.2% | ||||||
MICHIGAN ST HOSP FIN AUTH | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2008C | 0.06% | 04/05/16 | 3,000,000 | 3,000,000 | ||
REGENTS OF THE UNIVERSITY OF MICHIGAN | ||||||
REV UNIVERSITY SERIES J1 | 0.04% | 04/06/16 | 4,465,000 | 4,465,000 | ||
7,465,000 | ||||||
Minnesota 1.2% | ||||||
ROCHESTER MINN | ||||||
REV HEALTHCARE (MAYO CLINIC) SERIES 2000 A | 0.05% | 04/05/16 | 25,000,000 | 25,000,000 | ||
REV HEALTHCARE (MAYO CLINIC) SERIES 2000 A | 0.13% | 06/02/16 | 5,400,000 | 5,400,000 | ||
REV HEALTHCARE (MAYO CLINIC) SERIES 2014 | 0.13% | 06/02/16 | 16,000,000 | 16,000,000 | ||
46,400,000 | ||||||
Missouri 0.4% | ||||||
CITY OF ST LOUIS MO | ||||||
REV CITY TAX & REV ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/01/16 | 10,000,000 | 10,027,358 | ||
ST LOUIS MO BRD ED | ||||||
GO SERIES 2006A (ESCROW) | 5.00% | 04/01/16 | 4,725,000 | 4,725,000 | ||
14,752,358 | ||||||
Nevada 1.4% | ||||||
LAS VEGAS VALLEY NEV WTR DIST | ||||||
REV WATER & SEWER (SOUTHERN NEVADA WTR AUTH) SERIES 2004 A (LIQ: JPMORGAN CHASE BANK NA) | 0.05% | 04/04/16 | 7,600,000 | 7,600,000 | ||
REV WATER & SEWER (SOUTHERN NEVADA WTR AUTH) SERIES 2004 A (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 04/06/16 | 4,400,000 | 4,400,000 | ||
REV WATER & SEWER (SOUTHERN NEVADA WTR AUTH) SERIES 2004 A (LIQ: JPMORGAN CHASE BANK NA) | 0.08% | 05/02/16 | 7,000,000 | 7,000,000 | ||
TRUCKEE MEADOWS NEV WTR AUTH | ||||||
REV WATER & SEWER SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.16% | 05/25/16 | 18,000,000 | 18,000,000 | ||
REV WATER & SEWER SERIES B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.06% | 05/05/16 | 5,000,000 | 5,000,000 | ||
REV WATER & SEWER SERIES B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.12% | 06/02/16 | 6,750,000 | 6,750,000 | ||
REV WATER & SEWER SERIES B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.24% | 06/16/16 | 6,150,000 | 6,150,000 | ||
54,900,000 | ||||||
New Jersey 2.1% | ||||||
BRICK TWP N J MUN UTILS AUTH | ||||||
REV WATER & SEWER (BRICK TWP N J) BOND ANTICIPATION NOTE SERIES 2016A | 2.00% | 12/01/16 | 2,500,000 | 2,522,292 | ||
BURLINGTON CNTY N J BRIDGE COMMN POOLED LN REV | ||||||
REV LEASE REV (BURLINGTON CNTY N J) SERIES 2015B | 1.50% | 05/17/16 | 7,000,000 | 7,010,775 | ||
EDISON TWP N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 2.00% | 02/10/17 | 9,000,000 | 9,112,080 | ||
ENGLEWOOD N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 1.25% | 04/08/16 | 3,900,000 | 3,900,751 | ||
ESSEX CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/16/16 | 5,000,000 | 5,040,274 | ||
HOBOKEN N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016A | 2.25% | 03/14/17 | 12,000,000 | 12,201,565 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
HUDSON CNTY N J IMPT AUTH | ||||||
GO (HUDSON CNTY N J) SERIES 2015X-1A | 2.00% | 07/06/16 | 7,000,000 | 7,027,394 | ||
GO (HUDSON CNTY N J) SERIES 2015Y-1 | 1.75% | 11/11/16 | 1,000,000 | 1,007,616 | ||
LIVINGSTON TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 03/23/17 | 2,000,000 | 2,022,827 | ||
MARGATE CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 07/19/16 | 1,000,000 | 1,004,294 | ||
MIDDLESEX CNTY N J | ||||||
GO SERIES 2013 | 2.00% | 06/15/16 | 105,000 | 105,311 | ||
NUTLEY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 2.50% | 12/22/16 | 1,000,000 | 1,012,894 | ||
OCEAN CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 2.00% | 12/02/16 | 1,000,000 | 1,009,310 | ||
RUTGERS UNIVERSITY NEW JERSEY | ||||||
REV UNIVERSITY SERIES A&B (LIQ: WELLS FARGO BANK NA) | 0.09% | 04/22/16 | 4,400,000 | 4,400,000 | ||
SEA ISLE CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 A | 2.00% | 07/21/16 | 2,000,000 | 2,009,111 | ||
STAFFORD TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/13/16 | 3,000,000 | 3,003,597 | ||
UNION CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/24/16 | 1,000,000 | 1,003,818 | ||
WEST MILFORD TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 09/23/16 | 1,000,000 | 1,004,805 | ||
WEST WINDSOR TWP N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 11/10/16 | 1,000,000 | 1,006,396 | ||
WOODBRIDGE TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 08/19/16 | 16,000,000 | 16,071,169 | ||
81,476,279 | ||||||
New York 3.4% | ||||||
BAY SHORE N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/24/16 | 1,500,000 | 1,505,534 | ||
BURNT HILLS-BALLSTON LAKE N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 06/24/16 | 3,000,000 | 3,007,608 | ||
CHEEKTOWAGA-MARYVALE N Y UN FREE SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 06/23/16 | 1,500,000 | 1,504,195 | ||
COMMACK N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.75% | 06/27/16 | 3,000,000 | 3,010,565 | ||
CONNETQUOT CENT SCH DIST N Y ISLIP | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 09/02/16 | 4,550,000 | 4,572,696 | ||
EAST HAMPTON TWN N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 08/26/16 | 7,000,000 | 7,038,820 | ||
GRAND ISLAND N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 10/13/16 | 3,000,000 | 3,018,013 | ||
HAMPTON BAYS N Y UN FREE SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 06/24/16 | 5,000,000 | 5,015,534 | ||
HARBORFIELDS CENT SCH DIST N Y GREENLAWN | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.25% | 06/24/16 | 6,500,000 | 6,514,034 | ||
ISLIP N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.50% | 06/24/16 | 3,000,000 | 3,008,287 | ||
JERICHO N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/19/16 | 3,335,000 | 3,347,402 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
METROPOLITAN TRANS AUTH NY DEDICATED TAX FD | ||||||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015 A5 | 0.75% | 06/01/16 | 6,000,000 | 6,004,195 | ||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015A-7 | 0.75% | 06/01/16 | 5,000,000 | 5,003,341 | ||
MIDDLE CTRY CENT SCH DIST N Y CENTEREACH | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 08/26/16 | 2,000,000 | 2,009,385 | ||
NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | ||||||
REV WATER & SEWER SERIES 1 | 0.06% | 05/03/16 | 10,000,000 | 10,000,000 | ||
REV WATER & SEWER SERIES 2007 BB (ESCROW) | 5.00% | 06/15/16 | 4,775,000 | 4,821,863 | ||
REV WATER & SEWER SERIES 2009 FF1 | 4.00% | 06/15/16 | 100,000 | 100,738 | ||
NEW YORK N Y | ||||||
GO SERIES 2008 E | 5.00% | 08/01/16 | 725,000 | 735,902 | ||
GO SERIES 2008A-1 | 4.15% | 08/01/16 | 300,000 | 303,695 | ||
GO SERIES 2009 A-1 | 4.00% | 08/15/16 | 100,000 | 101,285 | ||
GO SERIES 2009 C | 5.25% | 08/01/16 | 115,000 | 116,806 | ||
GO SERIES 2009 K | 4.00% | 08/01/16 | 100,000 | 101,189 | ||
GO SERIES 2012-I | 5.00% | 08/01/16 | 100,000 | 101,494 | ||
GO SERIES 2014 G | 5.00% | 08/01/16 | 700,000 | 710,924 | ||
GO SERIES 2014B | 4.00% | 08/01/16 | 300,000 | 303,413 | ||
GO SERIES 2014K | 3.00% | 08/01/16 | 475,000 | 479,268 | ||
NEW YORK ST ENVIRONMENTAL FACS CORP | ||||||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2007A | 5.00% | 06/15/16 | 100,000 | 100,952 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2015A | 2.00% | 06/15/16 | 3,875,000 | 3,888,532 | ||
NEW YORK ST PWR AUTH REV & GEN PURP | ||||||
REV POWER SERIES 1 | 0.05% | 04/01/16 | 7,000,000 | 7,000,000 | ||
REV POWER SERIES 1&2&3 | 0.04% | 04/01/16 | 2,985,000 | 2,985,000 | ||
REV POWER SERIES 1&2&3 | 0.03% | 04/07/16 | 6,730,000 | 6,730,000 | ||
REV POWER SERIES 2 | 0.05% | 04/01/16 | 10,000,000 | 10,000,000 | ||
NEW YORK ST TWY AUTH | ||||||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2006A (ESCROW) | 5.00% | 04/01/16 | 3,000,000 | 3,000,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2007A | 4.00% | 04/01/16 | 500,000 | 500,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2012 A | 4.00% | 04/01/16 | 175,000 | 175,000 | ||
NY ST DORM AUTH | ||||||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009D | 4.00% | 06/15/16 | 150,000 | 151,073 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011 E | 5.00% | 08/15/16 | 100,000 | 101,679 | ||
REV UNIVERSITY (NEW YORK STATE OF) SERIES 2010 | 5.00% | 07/01/16 | 1,550,000 | 1,568,160 | ||
PATCHOGUE-MEDFORD N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.75% | 06/24/16 | 5,000,000 | 5,016,108 | ||
PINE BUSH N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 05/26/16 | 1,035,000 | 1,037,415 | ||
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 148 | 5.00% | 08/15/16 | 200,000 | 203,452 | ||
ROCHESTER N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 I | 2.00% | 03/14/17 | 5,000,000 | 5,071,688 | ||
THREE VLG CENT SCH DIST N Y BROOKHAVEN & SMITHTOWN | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 08/26/16 | 9,150,000 | 9,212,278 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
VICTOR N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 A | 1.75% | 07/07/16 | 3,270,000 | 3,282,344 | ||
132,459,867 | ||||||
North Carolina 0.1% | ||||||
NORTH CAROLINA STATE OF | ||||||
GO SERIES 2005A | 5.00% | 09/01/16 | 325,000 | 331,298 | ||
GO SERIES 2005B | 5.00% | 04/01/16 | 525,000 | 525,000 | ||
GO SERIES 2010A | 5.00% | 05/01/16 | 1,000,000 | 1,004,095 | ||
GO SERIES 2011A | 5.00% | 05/01/16 | 480,000 | 481,800 | ||
GO SERIES 2013 A | 5.00% | 05/01/16 | 345,000 | 346,338 | ||
GO SERIES 2013 C | 3.50% | 05/01/16 | 1,020,000 | 1,022,768 | ||
3,711,299 | ||||||
Ohio 0.5% | ||||||
OHIO HIGHER EDUCATIONAL FACILITY COMMISSION | ||||||
REV HOSPITAL (CLEVELAND CLINIC HLTH SYS OBLIG GROUP) SERIES B-6 | 0.12% | 06/09/16 | 9,300,000 | 9,300,000 | ||
OHIO STATE OF | ||||||
GO SERIES 2005B | 5.00% | 05/01/16 | 150,000 | 150,580 | ||
GO SERIES 2007A | 5.00% | 06/15/16 | 560,000 | 565,328 | ||
GO SERIES 2009A | 5.00% | 09/15/16 | 200,000 | 204,089 | ||
GO SERIES 2009B | 5.00% | 09/15/16 | 150,000 | 153,105 | ||
GO SERIES 2010A | 4.00% | 08/01/16 | 230,000 | 232,671 | ||
GO SERIES 2010A | 5.00% | 08/01/16 | 220,000 | 223,371 | ||
GO SERIES 2013B | 5.00% | 08/01/16 | 115,000 | 116,690 | ||
GO SERIES L | 5.00% | 05/01/16 | 200,000 | 200,766 | ||
GO SERIES R | 4.00% | 05/01/16 | 400,000 | 401,193 | ||
REV HOSPITAL (CLEVELAND CLINIC HLTH SYS OBLIG GROUP) SERIES 2008B-6 | 0.10% | 04/07/16 | 7,000,000 | 7,000,000 | ||
18,547,793 | ||||||
Oregon 0.0% | ||||||
GREATER ALBANY SCH DIST NO 8JORE | ||||||
GO (GTY: OREGON STATE OF) | 5.00% | 06/15/16 | 200,000 | 201,900 | ||
LANE CNTY ORE CMNTY COLLEGE | ||||||
GO SERIES 2012 (GTY: OREGON STATE OF) | 2.00% | 06/15/16 | 125,000 | 125,410 | ||
MULTNOMAH-CLACKAMAS CNTYS ORE SCH DIST NO 10JT GRESHAM- BARLOW | ||||||
GO SERIES 2005 (GTY: OREGON STATE OF) | 5.25% | 06/15/16 | 125,000 | 126,214 | ||
OREGON STATE OF | ||||||
GO SERIES 2013F | 4.00% | 05/01/16 | 125,000 | 125,363 | ||
GO SERIES 2015D | 2.00% | 06/01/16 | 150,000 | 150,366 | ||
GO SERIES H | 4.00% | 05/01/16 | 100,000 | 100,302 | ||
SALEM-KEIZER ORE SCH DIST NO 24J | ||||||
GO SERIES 2009A (GTY: OREGON STATE OF) | 4.00% | 06/15/16 | 100,000 | 100,733 | ||
YAMHILL CNTY ORE SCH DIST NO 29J | ||||||
GO SERIES 2011A (GTY: OREGON STATE OF) | 3.50% | 06/15/16 | 125,000 | 125,768 | ||
1,056,056 | ||||||
Pennsylvania 0.4% | ||||||
ALLEGHENY CNTY PA HOSP DEV AUTH | ||||||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2008B | 5.00% | 06/15/16 | 250,000 | 252,308 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
PENNSYLVANIA (COMMONWEALTH OF) | ||||||
GO SERIES 2004 | 5.38% | 07/01/16 | 700,000 | 708,862 | ||
GO SERIES 2007A | 5.00% | 11/01/16 | 165,000 | 169,323 | ||
GO SERIES 2008 | 5.00% | 05/15/16 | 200,000 | 201,164 | ||
GO SERIES 2009 | 5.00% | 07/01/16 | 150,000 | 151,727 | ||
GO SERIES 2010A | 5.00% | 07/15/16 | 500,000 | 506,686 | ||
PHILADELPHIA PA CITY OF | ||||||
GO TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/30/16 | 5,120,000 | 5,141,588 | ||
UNIVERSITY OF PITTSBURGH | ||||||
REV UNIVERSITY SERIES 2002 A | 5.00% | 09/15/16 | 140,000 | 142,919 | ||
REV UNIVERSITY SERIES 2007B | 0.07% | 05/02/16 | 1,800,000 | 1,800,000 | ||
REV UNIVERSITY SERIES 2015 | 2.00% | 08/02/16 | 2,500,000 | 2,514,204 | ||
REV UNIVERSITY SERIES B1&B2 | 0.06% | 05/18/16 | 2,365,000 | 2,365,000 | ||
13,953,781 | ||||||
South Carolina 0.9% | ||||||
SOUTH CAROLINA STATE PUBLIC SERVICE AUTHORITY | ||||||
REV POWER SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.09% | 04/05/16 | 6,000,000 | 6,000,000 | ||
REV POWER SERIES E (LIQ: TD BANK NA) | 0.07% | 05/05/16 | 18,500,000 | 18,500,000 | ||
SUMTER CNTY S C | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/30/16 | 10,000,000 | 10,079,731 | ||
34,579,731 | ||||||
Tennessee 1.3% | ||||||
MEMPHIS TENN | ||||||
GO SERIES A (LIQ: MIZUHO BANK LTD) | 0.06% | 05/03/16 | 15,230,000 | 15,230,000 | ||
GO SERIES A (LIQ: MIZUHO BANK LTD) | 0.10% | 06/01/16 | 3,000,000 | 3,000,000 | ||
MET GOVT NASHVILLE & DAVIDSON CNTY TENN | ||||||
GO SERIES A-1 (LIQ: MIZUHO BANK LTD) | 0.07% | 04/07/16 | 5,665,000 | 5,665,000 | ||
GO SERIES A-1 (LIQ: MIZUHO BANK LTD) | 0.20% | 05/17/16 | 1,700,000 | 1,700,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.05% | 04/05/16 | 3,000,000 | 3,000,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.08% | 05/02/16 | 3,000,000 | 3,000,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.11% | 05/04/16 | 7,000,000 | 7,000,000 | ||
GO SERIES A-2 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.08% | 05/05/16 | 5,700,000 | 5,700,000 | ||
MET GOVT NASHVILLE & DAVIDSON CNTY TENN WTR & SWR REVENUE | ||||||
REV WATER & SEWER SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.10% | 04/08/16 | 2,500,000 | 2,500,000 | ||
SHELBY CNTY TENN | ||||||
GO SERIES 2009-A | 5.00% | 04/01/16 | 1,745,000 | 1,745,000 | ||
GO SERIES 2015A | 0.23% | 05/17/16 | 2,330,000 | 2,330,000 | ||
50,870,000 | ||||||
Texas 10.8% | ||||||
AUSTIN TEX INDPT SCH DIST | ||||||
GO SERIES 1998 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 105,000 | 106,557 | ||
GO SERIES A-2 (LIQ: MIZUHO BANK LTD) | 0.07% | 04/04/16 | 5,000,000 | 5,000,000 | ||
GO SERIES A-2 (LIQ: MIZUHO BANK LTD) | 0.05% | 04/06/16 | 3,000,000 | 3,000,000 | ||
GO SERIES A-2 (LIQ: MIZUHO BANK LTD) | 0.11% | 05/02/16 | 3,000,000 | 3,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
AUSTIN TX (CITY OF) | ||||||
REV UTILITY SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.06% | 04/05/16 | 7,000,000 | 7,000,000 | ||
REV UTILITY SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.20% | 05/17/16 | 9,260,000 | 9,260,000 | ||
REV UTILITY SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.24% | 05/17/16 | 4,500,000 | 4,500,000 | ||
REV WATER & SEWER (AUSTIN TX WTR & WASTEWATER SYS) SERIES 2012 | 5.00% | 05/15/16 | 950,000 | 955,416 | ||
BOWIE TEX INDPT SCH DIST | ||||||
GO SERIES 2016 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 170,000 | 172,231 | ||
DALLAS AREA RAPID TRANSIT | ||||||
REV SALES TAX SERIES I | 0.08% | 05/25/16 | 8,000,000 | 8,000,000 | ||
REV SALES TAX SERIES I | 0.13% | 05/25/16 | 3,330,000 | 3,330,000 | ||
DALLAS TEX | ||||||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES 2007 | 5.00% | 10/01/16 | 450,000 | 460,096 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.06% | 04/01/16 | 2,990,000 | 2,990,000 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.05% | 04/04/16 | 3,155,000 | 3,155,000 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.07% | 04/06/16 | 21,873,000 | 21,873,000 | ||
REV WATER & SEWER (DALLAS TEX WTRWKS & SWR SYS REV) SERIES E (LIQ: JPMORGAN CHASE BANK NA) | 0.07% | 05/04/16 | 3,070,000 | 3,070,000 | ||
DALLAS TEX INDPT SCH DIST | ||||||
GO SERIES 2006 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 100,000 | 101,298 | ||
DENTON TEX INDPT SCH DIST | ||||||
GO SERIES 2001 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 100,000 | 101,707 | ||
GO SERIES 2008 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.50% | 08/15/16 | 100,000 | 101,112 | ||
GO SERIES 2011 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 110,000 | 111,879 | ||
GO SERIES 2015- A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 1,200,000 | 1,207,559 | ||
EL PASO TEX INDPT SCH DIST | ||||||
GO SERIES 2011 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 100,000 | 101,705 | ||
FORT BEND TEX INDPT SCH DIST | ||||||
GO SERIES 2010 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 325,000 | 330,543 | ||
FRISCO TEX INDPT SCH DIST | ||||||
GO SERIES 2006 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.25% | 08/15/16 | 125,000 | 127,249 | ||
GO SERIES 2010 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 170,000 | 172,183 | ||
GO SERIES 2014 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/15/16 | 200,000 | 201,911 | ||
GALENA PARK TEX INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 290,000 | 291,722 | ||
GARLAND TEX | ||||||
GO SERIES A (LOC: WELLS FARGO BANK NA) | 0.09% | 04/28/16 | 6,000,000 | 6,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GRAPEVINE-COLLEYVILLE INDPT SCH DIST TEX | ||||||
GO SERIES 1994 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.40% | 08/15/16 | 200,000 | 199,702 | ||
HARLINGEN TEX CONS INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/15/16 | 700,000 | 706,889 | ||
HARRIS CNTY TEX CULTURAL ED FACS FIN CORP | ||||||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009 C-1 | 0.25% | 04/13/16 | 3,000,000 | 3,000,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009 C-1 | 0.07% | 05/17/16 | 39,750,000 | 39,750,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009 C-1 | 0.15% | 06/02/16 | 12,500,000 | 12,500,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009C-2 | 0.07% | 05/04/16 | 20,000,000 | 20,000,000 | ||
REV HEALTHCARE (METHODIST HOSPITALS OF TEXAS) SERIES 2009C-2 | 0.22% | 06/14/16 | 27,000,000 | 27,000,000 | ||
REV HOSPITAL (METHODIST HOSPITALS OF TEXAS) SERIES 2009-C1 | 0.22% | 04/05/16 | 6,000,000 | 6,000,000 | ||
REV HOSPITAL (METHODIST HOSPITALS OF TEXAS) SERIES 2009C2 | 0.22% | 04/05/16 | 5,180,000 | 5,180,000 | ||
HOUSTON CITY OF | ||||||
GO SERIES E-1 (LOC: CITIBANK NA) | 0.07% | 05/02/16 | 2,000,000 | 2,000,000 | ||
HUMBLE TEX INDPT SCH DIST | ||||||
GO SERIES 2003 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.15% | 06/15/16 | 100,000 | 100,565 | ||
KERRVILLE TEX INDPT SCH DIST | ||||||
GO SERIES 2004 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 675,000 | 686,516 | ||
KLEIN TEX INDPT SCH DIST | ||||||
GO SERIES 2008 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 775,000 | 786,727 | ||
GO SERIES 2010 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/01/16 | 400,000 | 402,119 | ||
LAGO VISTA TEX INDPT SCH DIST | ||||||
GO SERIES 1997 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.40% | 08/15/16 | 200,000 | 199,702 | ||
LEANDER TEX INDPT SCH DIST | ||||||
GO SERIES 2007 (ESCROW) | 0.39% | 08/15/16 | 4,000,000 | 1,639,089 | ||
GO SERIES 2010 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 500,000 | 506,734 | ||
GO SERIES 2014D (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.43% | 08/15/16 | 175,000 | 174,719 | ||
LEWISVILLE TEX INDPT SCH DIST | ||||||
GO SERIES 2012 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 100,000 | 101,334 | ||
LOCKHART TEX INDPT SCH DIST | ||||||
GO SERIES 2014 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/01/16 | 185,000 | 186,576 | ||
LOWER COLORADO RIVER AUTHORITY | ||||||
REV UTILITY (LOWER COLORADO RIVER AUTHORITY TRANSMISSION SERVICES CORP) (LOC: STATE STREET BANK AND TRUST COMPANY; JPMORGAN CHASE BANK NA;) | 0.07% | 05/16/16 | 23,331,000 | 23,331,000 | ||
MANOR TEX INDPT SCH DIST | ||||||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 1.50% | 08/01/16 | 150,000 | 150,427 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
MERCEDES TEX INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 400,000 | 402,300 | ||
MESQUITE TEX INDPT SCH DIST | ||||||
GO SERIES 2010B (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.50% | 08/15/16 | 200,000 | 201,559 | ||
NORTH EAST INDPT SCH DIST TEX | ||||||
GO SERIES 2012 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/01/16 | 410,000 | 416,262 | ||
NORTHSIDE TEX INDPT SCH DIST | ||||||
GO SERIES 2014 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 3.00% | 08/15/16 | 150,000 | 151,425 | ||
ONALASKA TEX INDPT SCH DIST | ||||||
GO SERIES 2014 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 100,000 | 100,585 | ||
ROMA TEX INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/15/16 | 175,000 | 176,045 | ||
ROUND ROCK TEX INDPT SCH DIST | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 2.00% | 08/01/16 | 200,000 | 200,975 | ||
SAN ANTONIO TEX INDPT SCH DIST | ||||||
GO SERIES 2011 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 100,000 | 101,337 | ||
GO SERIES A (LIQ: ROYAL BANK OF CANADA) | 0.11% | 05/04/16 | 2,600,000 | 2,600,000 | ||
GO SERIES A (LIQ: ROYAL BANK OF CANADA) | 0.08% | 05/16/16 | 1,000,000 | 1,000,000 | ||
SAN ANTONIO TX | ||||||
GO SERIES 2008A | 5.00% | 08/01/16 | 100,000 | 101,514 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.07% | 04/06/16 | 7,000,000 | 7,000,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES A (LIQ: JPMORGAN CHASE BANK NA) | 0.10% | 06/01/16 | 13,500,000 | 13,500,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.07% | 04/06/16 | 14,000,000 | 14,000,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.08% | 04/07/16 | 16,500,000 | 16,500,000 | ||
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.08% | 05/02/16 | 4,000,000 | 4,000,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES 2012 | 4.00% | 05/15/16 | 100,000 | 100,441 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.05% | 04/05/16 | 1,700,000 | 1,700,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.24% | 04/19/16 | 1,300,000 | 1,300,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.07% | 05/03/16 | 7,000,000 | 7,000,000 | ||
REV WATER & SEWER (SAN ANTONIO WATER SYSTEM) SERIES A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.12% | 06/07/16 | 4,000,000 | 4,000,000 | ||
SOCORRO TEX INDPT SCH DIST | ||||||
GO SERIES 2006 A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 300,000 | 305,130 | ||
GO SERIES 2013A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 1.50% | 08/15/16 | 100,000 | 100,371 | ||
SOUTH SAN ANTONIO TEX INDPT SCH DIST | ||||||
GO SERIES 2007 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.25% | 08/15/16 | 100,000 | 101,410 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
TEXAS A & M UNIVERSITY | ||||||
REV UNIVERSITY SERIES B | 0.07% | 04/07/16 | 3,000,000 | 3,000,000 | ||
TEXAS ST PUB FIN AUTH | ||||||
GO (TEXAS STATE OF) SERIES 2008 | 0.06% | 04/06/16 | 1,600,000 | 1,600,000 | ||
GO (TEXAS STATE OF) SERIES 2008 | 0.17% | 04/06/16 | 10,000,000 | 10,000,000 | ||
REV STATE (TEXAS STATE OF) SERIES 2015B | 1.00% | 04/01/16 | 815,000 | 815,000 | ||
TEXAS STATE OF | ||||||
GO SERIES 2006 (ESCROW) | 5.00% | 04/01/16 | 400,000 | 400,000 | ||
GO SERIES 2007C | 4.50% | 08/01/16 | 250,000 | 253,384 | ||
GO SERIES 2009A | 4.25% | 06/01/16 | 100,000 | 100,631 | ||
GO SERIES 2010D | 4.00% | 08/01/16 | 240,000 | 242,913 | ||
TEXAS TECH UNIV | ||||||
REV UNIVERSITY SERIES 2012A | 0.07% | 04/07/16 | 11,521,000 | 11,521,000 | ||
TEXAS TRANSPORTATION COMMISSION | ||||||
GO (TEXAS STATE OF) SERIES 2006 | 5.00% | 04/01/16 | 1,200,000 | 1,200,000 | ||
GO (TEXAS STATE OF) SERIES 2014 | 5.00% | 04/01/16 | 100,000 | 100,000 | ||
REV TRANSPORTATION (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2006 | 5.00% | 04/01/16 | 100,000 | 100,000 | ||
REV TRANSPORTATION (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2006 (ESCROW) | 5.00% | 04/01/16 | 2,630,000 | 2,630,000 | ||
REV TRANSPORTATION (TEXAS TRANSPRTN COMMISSIONST STATE HIGHWAY FUND) SERIES 2006 A | 4.50% | 04/01/16 | 350,000 | 350,000 | ||
UNITED INDPT SCH DIST TEX | ||||||
GO SERIES 2015 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.00% | 08/15/16 | 175,000 | 177,336 | ||
UNIVERSITY OF TEXAS SYSTEM | ||||||
REV UNIVERSITY (TEXAS PERMANENT UNIVERSITY FUND) SERIES A | 0.04% | 06/06/16 | 25,000,000 | 24,994,268 | ||
REV UNIVERSITY SERIES 2006 D | 5.00% | 08/15/16 | 100,000 | 101,693 | ||
REV UNIVERSITY SERIES 2006C | 5.00% | 08/15/16 | 155,000 | 157,610 | ||
REV UNIVERSITY SERIES 2008A | 5.00% | 08/15/16 | 280,000 | 284,767 | ||
REV UNIVERSITY SERIES A | 0.07% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV UNIVERSITY SERIES A | 0.05% | 04/20/16 | 15,000,000 | 15,000,000 | ||
REV UNIVERSITY SERIES A | 0.05% | 04/26/16 | 7,000,000 | 7,000,000 | ||
REV UNIVERSITY SERIES A | 0.06% | 05/03/16 | 8,000,000 | 8,000,000 | ||
REV UNIVERSITY SERIES A | 0.07% | 05/19/16 | 22,000,000 | 22,000,000 | ||
WACO TEX INDPT SCH DIST | ||||||
GO (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 4.25% | 08/15/16 | 100,000 | 101,391 | ||
WYLIE TEX INDPT SCH DIST | ||||||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.56% | 08/15/16 | 300,000 | 299,366 | ||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.39% | 08/15/16 | 100,000 | 99,851 | ||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.40% | 08/15/16 | 300,000 | 299,554 | ||
GO SERIES 2013 (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 0.51% | 08/15/16 | 200,000 | 199,614 | ||
422,410,999 | ||||||
Utah 0.3% | ||||||
INTERMOUNTAIN PWR AGY UTAH | ||||||
REV POWER SERIES B-1 (LOC: BANK OF AMERICA NA) | 0.40% | 04/27/16 | 7,620,000 | 7,620,000 | ||
REV POWER SERIES B-1& B-2 (LOC: BANK OF AMERICA NA) | 0.08% | 04/04/16 | 5,685,000 | 5,685,000 | ||
13,305,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Virginia 0.9% | ||||||
METROPOLITAN WASHINGTON AIRPORTS AUTHORITY | ||||||
REV AIRPORT SERIES 1 (LOC: JPMORGAN CHASE BANK NA) | 0.05% | 04/01/16 | 3,300,000 | 3,300,000 | ||
REV AIRPORT SERIES 1 (LOC: JPMORGAN CHASE BANK NA) | 0.04% | 04/04/16 | 5,000,000 | 5,000,000 | ||
REV AIRPORT SERIES 1 (LOC: JPMORGAN CHASE BANK NA) | 0.07% | 05/06/16 | 21,000,000 | 21,000,000 | ||
REV AIRPORT SERIES 2009B | 5.00% | 10/01/16 | 135,000 | 138,064 | ||
VIRGINIA COMWLTH TRANSN BRD | ||||||
REV TRANSPORTATION (VIRGINIA COMMONWEALTH OF) SERIES 2011 | 5.00% | 05/15/16 | 4,000,000 | 4,022,485 | ||
VIRGINIA ST HSG DEV AUTH | ||||||
REV HOUS SINGL (VIRGINIA ST HSG DEV AUTH CMWLTH) SERIES 2015C5 | 1.20% | 07/01/16 | 300,000 | 300,333 | ||
33,760,882 | ||||||
Washington 0.4% | ||||||
CLARK CNTY WASH SCH DIST | ||||||
GO SERIES 2005 (GTY: STATE OF WASHINGTON) | 5.25% | 06/01/16 | 100,000 | 100,807 | ||
KING CNTY WASH | ||||||
GO SERIES 2013 | 5.00% | 06/01/16 | 100,000 | 100,770 | ||
KING CNTY WASH SCH DIST NO 403 RENTON | ||||||
GO SERIES 2014 (GTY: STATE OF WASHINGTON) | 5.00% | 06/01/16 | 200,000 | 201,548 | ||
KING CNTY WASH SCH DIST NO 415 KENT | ||||||
GO SERIES 2005 (GTY: STATE OF WASHINGTON) | 5.00% | 12/01/16 | 160,000 | 164,669 | ||
PIERCE CNTY WASH SCH DIST NO 83 UNIV PL | ||||||
GO SERIES 2012 (GTY: STATE OF WASHINGTON) | 3.00% | 12/01/16 | 100,000 | 101,660 | ||
SNOHOMISH CNTY WASH SCH DIST NO 15 EDMONDS | ||||||
GO SERIES 2014 (GTY: STATE OF WASHINGTON) | 5.00% | 12/01/16 | 165,000 | 169,873 | ||
STATE OF WASHINGTON | ||||||
GO SERIES 2007F | 4.50% | 07/01/16 | 150,000 | 151,532 | ||
GO SERIES 2008A | 5.00% | 07/01/16 | 250,000 | 252,884 | ||
GO SERIES 2008B | 5.00% | 07/01/16 | 340,000 | 343,928 | ||
GO SERIES 2009A | 5.00% | 07/01/16 | 575,000 | 581,603 | ||
GO SERIES 2009B | 5.00% | 07/01/16 | 350,000 | 354,025 | ||
GO SERIES 2010B | 5.00% | 08/01/16 | 1,000,000 | 1,015,590 | ||
GO SERIES R-2012A | 5.00% | 07/01/16 | 100,000 | 101,145 | ||
GO SERIES R-2012C | 5.00% | 07/01/16 | 790,000 | 799,096 | ||
GO SERIES R-2013B | 5.00% | 07/01/16 | 225,000 | 227,559 | ||
GO SERIES R-2013C | 3.00% | 07/01/16 | 6,000,000 | 6,039,312 | ||
GO SERIES R-2015D | 3.00% | 07/01/16 | 200,000 | 201,271 | ||
REV COP SERIES 2006J | 3.63% | 07/01/16 | 185,000 | 186,436 | ||
UNIVERSITY OF WASHINGTON | ||||||
REV UNIVERSITY SERIES A | 0.09% | 05/23/16 | 5,975,000 | 5,975,000 | ||
WASHINGTON ST HLTH CARE FACS AUTH | ||||||
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2011B | 5.00% | 10/01/16 | 150,000 | 153,315 | ||
REV HOSPITAL (SEATTLE CHILDRENS HOSPITAL) SERIES 2009 | 4.00% | 10/01/16 | 100,000 | 101,703 | ||
17,323,726 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Wisconsin 0.9% | ||||||
WISCONSIN ST HEALTH & EDL FACS AUTH | ||||||
REV HEALTHCARE (AURORA HEALTH CARE) SERIES 2008B (LOC: JPMORGAN CHASE BANK NA) | 0.17% | 05/04/16 | 6,500,000 | 6,500,000 | ||
REV HEALTHCARE (AURORA HEALTH CARE) SERIES 2010 C (LOC: BANK OF AMERICA NA) | 0.14% | 07/12/16 | 15,000,000 | 15,000,000 | ||
WISCONSIN STATE OF | ||||||
GO (LIQ: BMO HARRIS BANK NA) | 0.23% | 05/05/16 | 2,000,000 | 2,000,000 | ||
GO (LIQ: BMO HARRIS BANK NA) | 0.24% | 06/16/16 | 1,300,000 | 1,300,000 | ||
GO SERIES 2005D (ESCROW) | 5.00% | 05/01/16 | 1,300,000 | 1,305,003 | ||
GO SERIES 2006A (ESCROW) | 4.75% | 05/01/16 | 3,300,000 | 3,311,925 | ||
GO SERIES 2006A (ESCROW) | 5.00% | 05/01/16 | 1,700,000 | 1,706,542 | ||
GO SERIES 2007-1 | 5.00% | 05/01/16 | 2,150,000 | 2,158,604 | ||
GO SERIES 2007C | 5.00% | 05/01/16 | 100,000 | 100,379 | ||
GO SERIES 2010 SER | 5.00% | 05/01/16 | 2,800,000 | 2,811,439 | ||
GO SERIES 2010-A | 4.00% | 05/01/16 | 200,000 | 200,596 | ||
GO SERIES 2011 SER | 5.00% | 05/01/16 | 165,000 | 165,631 | ||
GO SERIES 2011 SER | 4.00% | 11/01/16 | 125,000 | 127,573 | ||
GO SERIES 2011B | 5.00% | 05/01/16 | 100,000 | 100,372 | ||
GO SERIES C | 5.00% | 05/01/16 | 375,000 | 376,423 | ||
37,164,487 | ||||||
Total Fixed-Rate Municipal Securities | ||||||
(Cost $1,467,498,969) | 1,467,498,969 | |||||
Variable-Rate Municipal Securities 62.1% of net assets | ||||||
Alabama 6.2% | ||||||
ALABAMA SPL CARE FACS FING AUTH | ||||||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2006C2 (LIQ: BANK OF AMERICA NA) |
a |
0.45% | 04/07/16 | 6,180,000 | 6,180,000 | |
ALABAMA ST MUNICIPAL FUNDING CORP | ||||||
REV PUBLIC SERVICES SERIES 2006 (LOC: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 9,025,000 | 9,025,000 | ||
REV PUBLIC SERVICES SERIES 2008 A - (LOC: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 35,845,000 | 35,845,000 | ||
ALABAMA ST PUB SCH & COLLEGE AUTH | ||||||
REV SCHOOL SERIES 2007 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 28,655,000 | 28,655,000 | |
BIRMINGHAM ALA WTRWKS BRD | ||||||
REV WATER & SEWER SERIES 2013B (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 10,310,000 | 10,310,000 | |
COLUMBIA ALA INDL DEV BRD | ||||||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 2014A | 0.37% | 04/01/16 | 13,050,000 | 13,050,000 | ||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 2014D | 0.33% | 04/07/16 | 12,500,000 | 12,500,000 | ||
MOBILE ALA INDL DEV BRD | ||||||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 2007C | 0.45% | 04/07/16 | 15,500,000 | 15,500,000 | ||
MOBILE CNTY ALA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2010 A (LOC: SWEDBANK AB) | 0.32% | 04/07/16 | 15,960,000 | 15,960,000 | ||
REV IDB & PCR SERIES 2011 (LOC: CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA) | 0.32% | 04/07/16 | 30,000,000 | 30,000,000 | ||
TROY ALA HEALTH CARE AUTH | ||||||
REV HOSPITAL SERIES 2003 (LOC: FEDERAL HOME LOAN BANKS) | 0.44% | 04/07/16 | 1,700,000 | 1,700,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
TUSCALOOSA CNTY ALA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2008A (LOC: CITIBANK NA) | 0.41% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV IDB & PCR SERIES 2008C (LOC: BANK OF NOVA SCOTIA) | 0.42% | 04/07/16 | 13,000,000 | 13,000,000 | ||
REV IDB & PCR SERIES 2011H (LOC: BANK OF NOVA SCOTIA) | 0.42% | 04/07/16 | 25,000,000 | 25,000,000 | ||
WEST JEFFERSON ALA INDL DEV BRD | ||||||
REV IDB & PCR (ALABAMA POWER COMPANY) SERIES 1998 | 0.45% | 04/07/16 | 15,000,000 | 15,000,000 | ||
241,725,000 | ||||||
Arizona 0.6% | ||||||
ARIZONA HEALTH FAC AUTH | ||||||
REV HOSPITAL (BANNER HEALTH) SERIES 2008A&D, 2012A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,770,000 | 4,770,000 | |
REV HOSPITAL SERIES 2008 B (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 3,375,000 | 3,375,000 | ||
REV HOSPITAL SERIES 2015 C (LOC: BANK OF AMERICA NA) | 0.52% | 04/07/16 | 3,600,000 | 3,600,000 | ||
MARICOPA CNTY ARIZ INDL DEV AUTH | ||||||
REV HEALTHCARE SERIES 2005 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.40% | 04/07/16 | 11,860,000 | 11,860,000 | ||
23,605,000 | ||||||
California 1.4% | ||||||
CALIFORNIA HEALTH FACS FING AUTH | ||||||
REV HOSPITAL (STANFORD HOSP CLINICS) SERIES 2010B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2007A & 2016A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,750,000 | 3,750,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2011D (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 4,000,000 | 4,000,000 | |
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK | ||||||
REV UNIVERSITY SERIES 2009 (LOC: COMERICA BANK) | 0.50% | 04/07/16 | 3,345,000 | 3,345,000 | ||
CALIFORNIA POLLUTION CONTROL FINANCE AUTH - PG&E | ||||||
REV WASTE/POLLUTION (HILMAR CHEESE CO INC) SERIES 2010 (LOC: COBANK ACB) | 0.32% | 04/07/16 | 5,285,000 | 5,285,000 | ||
CONTRA COSTA WATER DISTRICT | ||||||
REV WATER & SEWER | 0.30% | 05/16/16 | 12/16/16 | 5,000,000 | 5,000,000 | |
LOS ANGELES CALIF CMNTY COLLEGE DIST | ||||||
REV SCHOOL SERIES 2007A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,700,000 | 8,700,000 | |
LOS ANGELES CALIF DEPT WTR | ||||||
REV WATER & SEWER SERIES 2014A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,700,000 | 4,700,000 | |
PITTSBURG CALIF PUB FING AUTH | ||||||
REV WATER & SEWER SERIES 2008 (LOC: BANK OF THE WEST) | 0.45% | 04/07/16 | 2,915,000 | 2,915,000 | ||
SAN FRANCISCO CALIF CITY & CNTY | ||||||
REV LEASE REV SERIES 2010A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,340,000 | 3,340,000 | |
STATE OF CALIFORNIA | ||||||
GO SERIES 2016 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.44% | 04/07/16 | 1,000,000 | 1,000,000 | |
UNIVERSITY OF CALIFORNIA | ||||||
REV UNIVERSITY SERIES 2015I (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 11,885,000 | 11,885,000 | |
55,920,000 | ||||||
Colorado 2.3% | ||||||
BROOMFIELD COLO URBAN RENEWAL AUTH | ||||||
REV SPECIAL TAX SERIES 2005 (LOC: BNP PARIBAS SA) | 0.48% | 04/07/16 | 18,055,000 | 18,055,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
COLORADO HEALTH FACS AUTH REV | ||||||
REV HOSPITAL (SISTERS OF CHARITY OF LEAVENWORTH HLTH SVCS CORP) SERIES 2013A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 1,000,000 | 1,000,000 | |
REV HOSPITAL (SISTERS OF CHARITY OF LEAVENWORTH HLTH SVCS CORP) SERIES 2013A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 7,000,000 | 7,000,000 | |
COLORADO HOUSING & FINANCE AUTHORITY | ||||||
REV HOUS SINGL SERIES 2002 B-3 (LIQ: BANK OF AMERICA NA) | 0.39% | 04/07/16 | 3,875,000 | 3,875,000 | ||
COLORADO SPRINGS COLO UTILS | ||||||
REV UTILITY SERIES 2000A (LIQ: LANDESBANK HESSEN THUERINGEN GIROZENTRALE) | 0.40% | 04/07/16 | 9,000,000 | 9,000,000 | ||
LAFAYETTE COLO | ||||||
REV MULTI FAM HOUSING SERIES 2011A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.38% | 04/07/16 | 12,450,000 | 12,450,000 | ||
MIDCITIES MET DIST NO 1 COLO | ||||||
REV SALES TAX SERIES 2004B (LOC: BNP PARIBAS SA) | 0.46% | 04/07/16 | 4,000,000 | 4,000,000 | ||
PARKER AUTOMOTIVE MET DIST COLO | ||||||
REV SPECIAL TAX SERIES 2005 (LOC: US BANK NATIONAL ASSOCIATION) | 0.44% | 04/07/16 | 770,000 | 770,000 | ||
SHERIDAN REDEV AGY COLO TAX INCREAMENT REV | ||||||
REV SPECIAL TAX SERIES 2011A1 (LOC: JPMORGAN CHASE BANK NA) | 0.46% | 04/07/16 | 9,425,000 | 9,425,000 | ||
UNIVERSITY OF COLORADO | ||||||
REV UNIVERSITY SERIES 2011A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,000,000 | 8,000,000 | |
REV UNIVERSITY SERIES 2013A (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 9,000,000 | 9,000,000 | |
REV UNIVERSITY SERIES 2014A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,625,000 | 5,625,000 | |
88,200,000 | ||||||
Connecticut 0.8% | ||||||
CONNECTICUT HEALTH AND EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2016CT (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.44% | 04/07/16 | 3,750,000 | 3,750,000 | |
CONNECTICUT ST HEALTH & EDL FACS A | ||||||
REV UNIVERSITY (YALE UNIVERSITY) SERIES 2013A | 1.35% | 07/21/16 | 16,245,000 | 16,296,038 | ||
CONNECTICUT STATE OF | ||||||
GO SERIES 2011C | 1.05% | 04/07/16 | 05/15/16 | 3,775,000 | 3,777,710 | |
GO SERIES 2015D (LIQ: JP MORGAN SECURITIES LLC) |
a |
0.35% | 04/01/16 | 3,200,000 | 3,200,000 | |
GO SERIES 2015F (LIQ: BARCLAYS BANK PLC) |
a |
0.45% | 04/07/16 | 3,095,000 | 3,095,000 | |
30,118,748 | ||||||
District of Columbia 2.3% | ||||||
DISTRICT COLUMBIA HSG FIN AGY | ||||||
REV MULTI FAM HOUSING SERIES 2012 (LOC: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 4,250,000 | 4,250,000 | ||
REV MULTI FAM HOUSING SERIES 2012 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.39% | 04/07/16 | 2,000,000 | 2,000,000 | ||
DISTRICT OF COLUMBIA (WASHINGTON DC) | ||||||
GO SERIES 2008E (LIQ: BANK OF AMERICA NA) |
a |
0.45% | 04/07/16 | 3,305,000 | 3,305,000 | |
REV SPECIAL TAX (DISTRICT COLUMBIA INCOME TAX REV) SERIES 2012B (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 6,200,000 | 6,200,000 | |
REV SPECIAL TAX (DISTRICT COLUMBIA INCOME TAX REV) SERIES 2015 A | 0.52% | 04/07/16 | 12/01/16 | 16,605,000 | 16,605,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV UNIVERSITY (AMERICAN UNIVERSITY) SERIES 2006A (LOC: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV UNIVERSITY (AMERICAN UNIVERSITY) SERIES 2006B (LOC: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 20,900,000 | 20,900,000 | ||
REV UNIVERSITY (CATHOLIC UNIVERSITY OF AMERICA) SERIES 2007 (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 7,755,000 | 7,755,000 | |
DISTRICT OF COLUMBIA WTR & SWR AUTH | ||||||
REV WATER & SEWER SERIES 2008A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 9,360,000 | 9,360,000 | |
REV WATER & SEWER SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,025,000 | 3,025,000 | |
REV WATER & SEWER SERIES A | 0.06% | 04/05/16 | 11/25/16 | 8,000,000 | 8,000,000 | |
88,400,000 | ||||||
Florida 3.0% | ||||||
FLORIDA HSG FIN CORP | ||||||
REV MULTI FAM HOUSING SERIES 2008-K-1 (LOC: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 6,120,000 | 6,120,000 | ||
FLORIDA ST BRD ED | ||||||
GO (FLORIDA STATE OF) SERIES 2006B (LIQ: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 10,000,000 | 10,000,000 | |
JACKSONVILLE FLA | ||||||
REV PUBLIC SERVICES SERIES 2008-A (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 8,440,000 | 8,440,000 | ||
JEA | ||||||
REV POWER (JEA FL ELEC SYS REV) SERIES 2013C (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 8,565,000 | 8,565,000 | |
MIAMI-DADE CNTY FLA | ||||||
REV SALES TAX (MIAMI-DADE CNTY FLA TRANSIT SALES SURTAX REV) SERIES 2006 (ESCROW) (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 7,640,000 | 7,640,000 | |
ORLANDO & ORANGE CNTY EXPWY AUTH FLA | ||||||
REV TRANSPORTATION SERIES 2007A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV TRANSPORTATION SERIES 2007A (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 14,715,000 | 14,715,000 | |
ORLANDO FLA UTILS COMMN | ||||||
REV UTILITY SERIES 2015B (LIQ: TD BANK NA) | 0.38% | 04/07/16 | 12,755,000 | 12,755,000 | ||
PALM BEACH CNTY FLA | ||||||
REV EDUCATIONAL INSTITUTION (NORTON GALLERY AND SCHOOL OF ART INC) SERIES 1995 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.45% | 04/07/16 | 11,800,000 | 11,800,000 | ||
REV EDUCATIONAL INSTITUTION (NORTON GALLERY AND SCHOOL OF ART INC) SERIES 2000 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.45% | 04/07/16 | 3,000,000 | 3,000,000 | ||
REV HOSPITAL (HOSPICE OF PALM BEACH CNY INC) SERIES 2001 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 8,000,000 | 8,000,000 | ||
PALM BEACH CNTY FLA SOLID WASTE AUTH | ||||||
REV WASTE/POLLUTION SERIES 2009A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,275,000 | 2,275,000 | |
SOUTH MIAMI FLA HEALTH FACS AUTH | ||||||
REV HOSPITAL (BAPTIST HEALTH SOUTH FLORIDA INC) SERIES 2007 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 5,375,000 | 5,375,000 | |
REV HOSPITAL (BAPTIST HEALTH SOUTH FLORIDA INC) SERIES 2007 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 5,185,000 | 5,185,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
TALLAHASSEE FLA | ||||||
REV POWER (TALLAHASSEE FLA ENERGY SYS REV) SERIES 2007 (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 9,705,000 | 9,705,000 | |
118,575,000 | ||||||
Georgia 1.3% | ||||||
ATLANTA GA (CITY OF) | ||||||
REV WATER & SEWER (ATLANTA GA WTR & WASTEWTR REV) SERIES 2015 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 13,870,000 | 13,870,000 | |
BARTOW CNTY GA DEV AUTH | ||||||
REV LEASE REV (VMC SPECIALTY ALLOYS LLC) SERIES 2010 (LOC: COMERICA BANK) | 0.50% | 04/07/16 | 3,235,000 | 3,235,000 | ||
HEARD CNTY GA DEV AUTH | ||||||
REV IDB & PCR (OGLETHORPE POWER CORPORATION) SERIES 2009A (LOC: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 1,000,000 | 1,000,000 | ||
MAIN STR NAT GAS INC GA GAS PROJ REV | ||||||
REV UTILITY SERIES A1 (LOC: ROYAL BANK OF CANADA) | 0.46% | 04/07/16 | 06/01/16 | 16,850,000 | 16,850,000 | |
REV UTILITY SERIES A2 (LOC: ROYAL BANK OF CANADA) | 0.48% | 04/07/16 | 08/01/16 | 14,435,000 | 14,435,000 | |
49,390,000 | ||||||
Hawaii 0.1% | ||||||
HAWAII STATE OF | ||||||
GO SERIES 2007DJ (ESCROW) (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 4,995,000 | 4,995,000 | |
Idaho 0.1% | ||||||
IDAHO HEALTH FACILITIES AUTHORITY | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013ID | 0.14% | 06/01/16 | 3,600,000 | 3,600,000 | ||
Illinois 6.6% | ||||||
BARTLETT ILL | ||||||
GO SERIES 2004 (LOC: FIFTH THIRD BANK (OHIO)) | 0.54% | 04/07/16 | 7,400,000 | 7,400,000 | ||
BLOOMINGTON & NORMAL ILL ARPT | ||||||
REV TRANSPORTATION SERIES 2012 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.59% | 04/07/16 | 4,395,000 | 4,395,000 | ||
BLOOMINGTON ILL | ||||||
GO SERIES 2004 (LIQ: JPMORGAN CHASE BANK NA) | 0.59% | 04/07/16 | 8,900,000 | 8,900,000 | ||
BOLINGBROOK ILL | ||||||
REV SPECIAL TAX SERIES 2005 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.48% | 04/07/16 | 4,875,000 | 4,875,000 | ||
CHICAGO (CITY OF) | ||||||
REV WATER & SEWER (CHICAGO IL WATER SYSTEM) SERIES 2004-2 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.53% | 04/07/16 | 14,000,000 | 14,000,000 | ||
REV WATER & SEWER (CHICAGO IL WATER SYSTEM) SERIES 2004-3 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.49% | 04/07/16 | 580,000 | 580,000 | ||
CHICAGO ILL MET WTR RECLAMATION DIST | ||||||
GO SERIES 2014A (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.46% | 04/07/16 | 1,000,000 | 1,000,000 | |
REV WATER & SEWER SERIES 2007A (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 10,350,000 | 10,350,000 | |
ILLINOIS FINANCE AUTHORITY | ||||||
REV EDUCATIONAL INSTITUTION (RADIOLOGICAL SOC N AMER) SERIES 1997 (LOC: JPMORGAN CHASE BANK NA) | 0.58% | 04/07/16 | 395,000 | 395,000 | ||
REV HEALTHCARE (REGENCY PARK AT LINCOLNWOOD IL) SERIES 1991B (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 14,025,000 | 14,025,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HEALTHCARE SERIES 2006 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 6,515,000 | 6,515,000 | ||
REV HOSPITAL (ADVOCATE HLTH CARE NETWORK) SERIES 2003 A | 0.35% | 07/21/16 | 4,125,000 | 4,125,000 | ||
REV HOSPITAL (ADVOCATE HLTH CARE NETWORK) SERIES 2015 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,250,000 | 2,250,000 | |
REV HOSPITAL (CARLE FOUNDATION IL) SERIES 2009C (LOC: NORTHERN TRUST COMPANY (THE)) | 0.42% | 04/07/16 | 1,600,000 | 1,600,000 | ||
REV HOSPITAL (NORTHSHORE UNIV HLTHSYS) SERIES 2010 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV HOSPITAL (UNIVERSITY OF CHICAGO MEDICAL CENTER (BERNARD MITCHELL HOSPITAL)) SERIES 2011C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 7,670,000 | 7,670,000 | |
REV HOSPITAL SERIES 2004 (LOC: JPMORGAN CHASE BANK NA) | 0.44% | 04/07/16 | 14,000,000 | 14,000,000 | ||
REV PUBLIC SERVICES SERIES 2001 (LOC: BMO HARRIS BANK NA) | 0.50% | 04/07/16 | 5,800,000 | 5,800,000 | ||
REV SCHOOL (FENWICK HIGH SCHOOL IL) SERIES 1997 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.36% | 04/07/16 | 2,000,000 | 2,000,000 | ||
REV SCHOOL (KOHL CHILDRENS MUSEUM OF GTR CHICAGO INC) SERIES 2004 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 615,000 | 615,000 | ||
REV SCHOOL (PERSPECTIVES CHARTER SCHOOL) SERIES 2003 (LOC: BMO HARRIS BANK NA) | 0.43% | 04/07/16 | 4,100,000 | 4,100,000 | ||
REV SCHOOL (UNIVERSITY OF CHICAGO) SERIES 2008B (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 8,875,000 | 8,875,000 | |
REV SCHOOL SERIES 2009C (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 2,395,000 | 2,395,000 | ||
REV UNIVERSITY (GARRETT-EVANGELICAL THEOLOGICAL SEMINARY) SERIES 2010 (LOC: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 4,120,000 | 4,120,000 | ||
REV UNIVERSITY (LAKE FOREST COLLEGE) SERIES 2008 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 3,500,000 | 3,500,000 | ||
REV UNIVERSITY (UNIVERSITY OF CHICAGO) SERIES 2013A (LIQ: CREDIT SUISSE AG) |
a |
0.54% | 04/07/16 | 940,000 | 940,000 | |
REV UNIVERSITY (UNIVERSITY OF CHICAGO) SERIES 2015A (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 6,000,000 | 6,000,000 | |
ILLINOIS HEALTH FACS AUTH | ||||||
REV HOSPITAL (ADVOCATE HLTH CARE NETWORK) SERIES 2003C | 0.27% | 05/05/16 | 3,515,000 | 3,515,000 | ||
ILLINOIS HSG DEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.55% | 04/07/16 | 8,605,000 | 8,605,000 | ||
ILLINOIS ST TOLL HWY AUTH | ||||||
REV TOLLS SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,215,000 | 1,215,000 | |
REV TOLLS SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 6,185,000 | 6,185,000 | |
REV TOLLS SERIES 2014B (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.42% | 04/07/16 | 8,000,000 | 8,000,000 | |
REV TOLLS SERIES 2015A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.47% | 04/07/16 | 10,000,000 | 10,000,000 | |
REV TOLLS SERIES 2015B (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,140,000 | 1,140,000 | |
REV TOLLS SERIES 2015B (LIQ: ROYAL BANK OF CANADA) |
a |
0.47% | 04/07/16 | 3,100,000 | 3,100,000 | |
REV TRANSPORTATION SERIES 2008A-1a (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 22,250,000 | 22,250,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ILLINOIS STATE OF | ||||||
GO SERIES 2003B-1 (LOC: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 10,000,000 | 10,000,000 | ||
GO SERIES 2003B-4 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.50% | 04/07/16 | 3,200,000 | 3,200,000 | ||
LAKE CNTY ILL | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.39% | 04/07/16 | 4,100,000 | 4,100,000 | ||
REGIONAL TRANSN AUTH ILL | ||||||
REV SALES TAX SERIES 1999 (LIQ: CITIBANK NA) |
a |
0.45% | 04/07/16 | 9,900,000 | 9,900,000 | |
REV SALES TAX SERIES 2000A (LIQ: BANK OF AMERICA NA) |
a |
0.37% | 04/07/16 | 6,665,000 | 6,665,000 | |
WILL CNTY ILL CMNTY UNIT SCH DIST NO 365-U VALLEY VIEW | ||||||
GO SERIES 2005 (LOC: WELLS FARGO & COMPANY) |
a |
0.44% | 04/07/16 | 15,605,000 | 15,605,000 | |
255,905,000 | ||||||
Indiana 2.2% | ||||||
DEARBORN CNTY IND | ||||||
REV HOSPITAL SERIES 2006 (LOC: FIFTH THIRD BANK) | 0.49% | 04/07/16 | 2,000,000 | 2,000,000 | ||
INDIANA ST FINANCE AUTHORITY | ||||||
REV HEALTHCARE SERIES 2011L&M (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 14,685,000 | 14,685,000 | |
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2008E-7 | 0.45% | 04/07/16 | 2,000,000 | 2,000,000 | ||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2008E-8 | 0.38% | 04/07/16 | 2,200,000 | 2,200,000 | ||
REV HOSPITAL (INDIANA UNIVERSITY HEALTH) SERIES 2016C (LOC: BMO HARRIS BANK NA) | 0.40% | 04/07/16 | 4,500,000 | 4,500,000 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2008D-1 | 0.40% | 04/07/16 | 6,245,000 | 6,245,000 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2009A & 2010B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 7,055,000 | 7,055,000 | |
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2009A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV HOSPITAL SERIES 2011C (LOC: NORTHERN TRUST COMPANY (THE)) | 0.40% | 04/07/16 | 4,405,000 | 4,405,000 | ||
REV IDB & PCR SERIES 2012 (LOC: COBANK ACB) | 0.45% | 04/07/16 | 28,500,000 | 28,500,000 | ||
REV UNIVERSITY (DEPAUW UNIVERSITY IN) SERIES 2008-A (LOC: NORTHERN TRUST COMPANY (THE)) | 0.40% | 04/07/16 | 10,510,000 | 10,510,000 | ||
INDIANAPOLIS IND | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.48% | 04/07/16 | 1,150,000 | 1,150,000 | ||
85,250,000 | ||||||
Iowa 2.0% | ||||||
IOWA HIGHER EDUCATION LOAN AUTHORITY | ||||||
REV STUDENT LOANS SERIES 2004 (LOC: FIFTH THIRD BANK) | 0.42% | 04/01/16 | 2,100,000 | 2,100,000 | ||
IOWA ST FINANCE AUTHORITY | ||||||
REV HOSPITAL SERIES 2013B-2 (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV HOUS SINGL (IOWA FINANCE AUTHORITY - 1991 SF RESOLUTION) SERIES 2015 B (LIQ: FEDERAL HOME LOAN BANKS) | 0.48% | 04/07/16 | 3,400,000 | 3,400,000 | ||
REV IDB & PCR (CARGILL INC) SERIES 2009B | 0.46% | 04/07/16 | 15,259,000 | 15,259,000 | ||
REV IDB & PCR (CARGILL INC) SERIES 2012A | 0.46% | 04/07/16 | 16,900,000 | 16,900,000 | ||
REV IDB & PCR SERIES 2010 (LOC: COBANK ACB) | 0.31% | 04/07/16 | 10,000,000 | 10,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV IDB & PCR SERIES 2012 (LOC: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 12,100,000 | 12,100,000 | ||
REV IDB & PCR SERIES 2012 (LOC: US BANK NATIONAL ASSOCIATION) | 0.47% | 04/07/16 | 15,000,000 | 15,000,000 | ||
79,759,000 | ||||||
Kansas 0.3% | ||||||
KANSAS ST DEV FIN AUTH | ||||||
REV HOSPITAL (ADVENTIST HLTH SYS/SUNBELT) SERIES 2012A (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 9,065,000 | 9,065,000 | |
STATE OF KANSAS DEPARTMENT OF TRANSPORTATION | ||||||
REV TRANSPORTATION SERIES 2015B (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 3,200,000 | 3,200,000 | |
12,265,000 | ||||||
Kentucky 0.0% | ||||||
BOYLE CNTY KY | ||||||
REV UNIVERSITY (CENTRE COLLEGE OF KENTUCKY) SERIES 2008A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 1,000,000 | 1,000,000 | ||
Louisiana 1.7% | ||||||
ASCENSION PARISH LA INDL DEV BRD INC | ||||||
REV IDB & PCR (BASF CORP) SERIES 2009 | 0.48% | 04/07/16 | 15,000,000 | 15,000,000 | ||
LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH | ||||||
REV SCHOOL SERIES 2010 (LOC: FEDERAL HOME LOAN BANKS) | 0.32% | 04/07/16 | 5,390,000 | 5,390,000 | ||
LOUISIANA PUB FACS AUTH | ||||||
REV IDB & PCR SERIES 2008 (LOC: BANK OF AMERICA NA) | 0.38% | 04/01/16 | 16,700,000 | 16,700,000 | ||
LOUISIANA STATE OF | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016A (LOC: JPMORGAN CHASE BANK NA) |
a |
0.35% | 04/01/16 | 10,485,000 | 10,485,000 | |
GO SERIES 2012A (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 9,000,000 | 9,000,000 | |
SHREVEPORT LA HOME MTG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2004 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.47% | 04/07/16 | 3,490,000 | 3,490,000 | ||
ST TAMMANY PARISH LA DEVELOPMENT DISTRICT | ||||||
REV SPECIAL TAX SERIES 2006A (LOC: FEDERAL HOME LOAN BANKS) | 0.32% | 04/07/16 | 4,965,000 | 4,965,000 | ||
REV SPECIAL TAX SERIES 2008 (LOC: FEDERAL HOME LOAN BANKS) | 0.32% | 04/07/16 | 3,245,000 | 3,245,000 | ||
68,275,000 | ||||||
Maryland 0.5% | ||||||
BALTIMORE MD | ||||||
REV WATER & SEWER (BALTIMORE WATER SYSTEM) SERIES 2013A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,035,000 | 3,035,000 | |
MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (JOHNS HOPKINS UNIVERSITY) SERIES 2005A | 0.38% | 04/07/16 | 5,925,000 | 5,925,000 | ||
WASHINGTON SUBN SAN DIST MD | ||||||
REV WATER & SEWER SERIES A-2 (LIQ: TD BANK NA) | 0.39% | 04/07/16 | 12,000,000 | 12,000,000 | ||
20,960,000 | ||||||
Massachusetts 2.0% | ||||||
COMMONWEALTH OF MASSACHUSETTS | ||||||
GO SERIES 2004A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,000,000 | 2,000,000 | |
GO SERIES 2007A (LIQ: SOCIETE GENERALE SA) |
a |
0.45% | 04/07/16 | 3,845,000 | 3,845,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GO SERIES 2015A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,325,000 | 1,325,000 | |
GO SERIES 2015B (LOC: JPMORGAN CHASE BANK NA) |
a |
0.35% | 04/01/16 | 5,000,000 | 5,000,000 | |
MASSACHUSETTS BAY TRANSPORTATION AUTHORITY | ||||||
REV TRANSPORTATION (COMMONWEALTH OF MASSACHUSETTS) SERIES 2000A-1 (LIQ: BARCLAYS BANK PLC) | 0.39% | 04/07/16 | 33,625,000 | 33,625,000 | ||
MASSACHUSETTS DEVELOPMENT FINANCE AGENCY | ||||||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2016Q (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 875,000 | 875,000 | |
MASSACHUSETTS SCHOOL BUILDING AUTHORITY | ||||||
REV SALES TAX SERIES 2015C (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,300,000 | 2,300,000 | |
MASSACHUSETTS ST DEV FIN AGY | ||||||
REV UNIVERSITY (BOSTON UNIVERSITY) SERIES U-3 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.38% | 04/07/16 | 1,000,000 | 1,000,000 | ||
MASSACHUSETTS ST HEALTH & EDL FACS AUTH | ||||||
REV EDUCATIONAL INSTITUTION (MUSEUM OF FINE ARTS) SERIES 2007-A2 (LIQ: BANK OF AMERICA NA) | 0.37% | 04/01/16 | 7,125,000 | 7,125,000 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES P1 (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 1,000,000 | 1,000,000 | ||
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2007E&F (ESCROW) (LIQ: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 6,985,000 | 6,985,000 | |
UNIVERSITY OF MASSACHUSETTS BLDG AUTH | ||||||
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2013-1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 5,840,000 | 5,840,000 | |
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2013-3 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,050,000 | 4,050,000 | |
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2014-1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.56% | 04/07/16 | 1,300,000 | 1,300,000 | |
76,270,000 | ||||||
Michigan 2.0% | ||||||
KENT HOSP FIN AUTH MICH | ||||||
REV HOSPITAL (METROPOLITAN HOSPITAL) SERIES 2012 (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 6,715,000 | 6,715,000 | ||
MICHIGAN ST HOSP FIN AUTH | ||||||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2010 F-2 | 1.50% | 03/01/17 | 300,000 | 301,935 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2005 F | 0.40% | 04/07/16 | 2,000,000 | 2,000,000 | ||
MICHIGAN ST STRATEGIC FUND | ||||||
REV IDB & PCR SERIES 2010 (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.43% | 04/07/16 | 3,200,000 | 3,200,000 | ||
MICHIGAN STATE FINANCE AUTHORITY | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013MI-1 | 0.14% | 06/01/16 | 22,000,000 | 22,000,000 | ||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013MI3 (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 28,495,000 | 28,495,000 | |
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2016MI (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 2,500,000 | 2,500,000 | |
MICHIGAN STATE UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2013A (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 5,000,000 | 5,000,000 | |
REGENTS OF THE UNIVERSITY OF MICHIGAN | ||||||
REV UNIVERSITY SERIES 2015 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,185,000 | 6,185,000 | |
REV UNIVERSITY SERIES J-2 | 0.04% | 04/04/16 | 10/29/16 | 1,000,000 | 1,000,000 | |
77,396,935 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Minnesota 0.1% | ||||||
BLOOMINGTON MINN | ||||||
REV MULTI FAM HOUSING SERIES 2002A-1 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.49% | 04/07/16 | 3,745,000 | 3,745,000 | ||
Mississippi 0.3% | ||||||
MISSISSIPPI DEV BK | ||||||
REV TRANSPORTATION (MISSISSIPPI STATE OF) SERIES 2012 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 10,000,000 | 10,000,000 | |
Missouri 0.4% | ||||||
MISSOURI ST HEALTH & EDL FACS AUTH | ||||||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2003C-2 | 0.45% | 04/07/16 | 1,800,000 | 1,800,000 | ||
REV HOSPITAL (ASCENSION HEALTH ALLIANCE) SERIES 2003C-3 | 0.38% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV HOSPITAL (BJC HEALTH SYSTEM) SERIES 2013B (LIQ: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 9,000,000 | 9,000,000 | |
ST CHARLES CNTY MO INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2007 (LOC: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 4,125,000 | 4,125,000 | ||
17,425,000 | ||||||
Nebraska 0.7% | ||||||
CUSTER CNTY NEB | ||||||
REV IDB & PCR SERIES 2011 (LOC: US BANK NATIONAL ASSOCIATION) | 0.43% | 04/07/16 | 21,000,000 | 21,000,000 | ||
WASHINGTON CNTY NEB | ||||||
REV IDB & PCR (CARGILL INC) SERIES 2010 | 0.46% | 04/07/16 | 5,000,000 | 5,000,000 | ||
26,000,000 | ||||||
Nevada 0.9% | ||||||
CLARK CNTY NEV | ||||||
REV IDB & PCR SERIES 2011 (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 14,570,000 | 14,570,000 | ||
REV TRANSPORTATION (CLARK CNTY NEV ARPT) SERIES 2007A2 (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 4,735,000 | 4,735,000 | |
CLARK CNTY NEV SCH DIST | ||||||
GO SERIES 2006B (LOC: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 10,000,000 | 10,000,000 | |
LAS VEGAS NEV | ||||||
REV RECREATIONAL SERIES 2005 (LOC: BANK OF AMERICA NA) | 0.43% | 04/07/16 | 4,065,000 | 4,065,000 | ||
33,370,000 | ||||||
New Jersey 0.5% | ||||||
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY | ||||||
REV TRANSPORTATION (NEW JERSEY STATE OF) SERIES 2005B,2006A&2005K (LOC: STATE STREET BANK AND TRUST COMPANY) |
a |
0.44% | 04/07/16 | 16,520,000 | 16,520,000 | |
REV UNIVERSITY (RUTGERS UNIVERSITY NEW JERSEY) SERIES 2013 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 3,500,000 | 3,500,000 | |
20,020,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
New York 8.6% | ||||||
MONROE SEC & SAFETY SYS LOC DEV NY REV | ||||||
REV PUBLIC SERVICES SERIES 2010 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.40% | 04/07/16 | 15,190,000 | 15,190,000 | ||
NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | ||||||
REV WATER & SEWER SERIES 2001 F-2 (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 10,980,000 | 10,980,000 | ||
REV WATER & SEWER SERIES 2008 BB- (LIQ: ROYAL BANK OF CANADA) | 0.40% | 04/07/16 | 58,000,000 | 58,000,000 | ||
REV WATER & SEWER SERIES 2008DD (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,850,000 | 7,850,000 | |
REV WATER & SEWER SERIES 2011DD-1 (LIQ: TD BANK NA) | 0.35% | 04/01/16 | 4,690,000 | 4,690,000 | ||
REV WATER & SEWER SERIES FISCAL 2009DD (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,280,000 | 1,280,000 | |
REV WATER & SEWER SERIES FISCAL 2009GG2 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 500,000 | 500,000 | |
REV WATER & SEWER SERIES Fiscal 2012AA (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 7,000,000 | 7,000,000 | |
REV WATER & SEWER SERIES Fiscal 2013BB (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,750,000 | 3,750,000 | |
REV WATER & SEWER SERIES FISCAL 2013CC (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 1,240,000 | 1,240,000 | |
NEW YORK CITY TRANSITIONAL FIN AUTH | ||||||
REV CITY (NEW YORK STATE OF) SERIES Fiscal 2007S2 (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 12,300,000 | 12,300,000 | |
REV CITY (NEW YORK STATE OF) SERIES FISCAL 2008S1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 4,000,000 | 4,000,000 | |
REV CITY SERIES 2015 (LIQ: JPMORGAN CHASE BANK NA) | 0.36% | 04/01/16 | 6,450,000 | 6,450,000 | ||
REV CITY SERIES FISCAL 2015A1 and FISCAL 2016E1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 | |
REV CITY SERIES Fiscal 2015B1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 9,920,000 | 9,920,000 | |
NEW YORK LIBERTY DEVELOPMENT CORP | ||||||
REV CITY (PORT AUTHORITY OF NEW YORK AND NEW JERSEY) SERIES 2011 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 24,185,000 | 24,185,000 | |
REV CITY SERIES 2005 (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 7,000,000 | 7,000,000 | |
NEW YORK N Y | ||||||
GO SERIES D-4 (LOC: TD BANK NA) | 0.35% | 04/01/16 | 3,520,000 | 3,520,000 | ||
GO SERIES FISCAL 2005C3 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 4,000,000 | 4,000,000 | |
GO SERIES FISCAL 2009I1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 8,250,000 | 8,250,000 | |
NEW YORK N Y CITY HSG DEV CORP | ||||||
REV MULTI FAM HOUSING SERIES 2009C1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,000,000 | 2,000,000 | |
NEW YORK ST ENVIRONMENTAL FACS CORP | ||||||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH) SERIES 2012D (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 4,000,000 | 4,000,000 | |
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH) SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 600,000 | 600,000 | |
NEW YORK ST HSG FIN AGY | ||||||
REV MULTI FAM HOUSING (625 WEST 57th STREET HOUSING NY) SERIES 2015 A-1 (LOC: BANK OF NEW YORK MELLON/THE) | 0.38% | 04/07/16 | 2,480,000 | 2,480,000 | ||
REV MULTI FAM HOUSING (MAIDEN LANE PROPERTIES LLC) SERIES 2004A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.31% | 04/07/16 | 12,500,000 | 12,500,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV MULTI FAM HOUSING SERIES 2003A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.40% | 04/07/16 | 2,675,000 | 2,675,000 | ||
REV MULTI FAM HOUSING SERIES 2014A (LOC: WELLS FARGO BANK NA) | 0.37% | 04/07/16 | 1,200,000 | 1,200,000 | ||
NEW YORK ST PWR AUTH REV & GEN PURP | ||||||
REV POWER SERIES 2007A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 6,835,000 | 6,835,000 | |
NEW YORK ST TWY AUTH | ||||||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2012A (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 7,000,000 | 7,000,000 | |
NEW YORK ST URBAN DEV CORP | ||||||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3A (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 23,025,000 | 23,025,000 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3C (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3D (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 9,800,000 | 9,800,000 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,665,000 | 1,665,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,800,000 | 2,800,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2014A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 9,000,000 | 9,000,000 | |
NY ST DORM AUTH | ||||||
REV HOSPITAL SERIES 2006-1 (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,160,000 | 7,160,000 | |
REV SALES TAX (NEW YORK STATE SALES TAX BONDS) SERIES 2015B (LIQ: WELLS FARGO BANK NA) |
a |
0.40% | 04/07/16 | 9,000,000 | 9,000,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,000,000 | 6,000,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2015A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 | |
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 144TH (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 525,000 | 525,000 | |
RAMAPO N Y HSG AUTH | ||||||
REV HOUSING SERIES 1998 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.50% | 04/07/16 | 5,150,000 | 5,150,000 | ||
SALES TAX ASSET RECEIVABLE CORP NY | ||||||
REV SALES TAX SERIES 2015A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,500,000 | 4,500,000 | |
TRIBOROUGH BRIDGE & TUNNEL AUTHORITY | ||||||
REV TOLLS SERIES 2002 F (LOC: LANDESBANK HESSEN THUERINGEN GIROZENTRALE) | 0.38% | 04/01/16 | 10,765,000 | 10,765,000 | ||
REV TOLLS SERIES 2016A (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 1,000,000 | 1,000,000 | |
UTILITY DEBT SECURITIZATION AUTHORITY | ||||||
REV POWER SERIES 2015 (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 1,500,000 | 1,500,000 | |
334,285,000 | ||||||
North Carolina 0.4% | ||||||
NORTH CAROLINA CAPITAL FACILITIES FINANCE AGENCY | ||||||
REV UNIVERSITY (DUKE UNIVERSITY) SERIES 2015B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 5,585,500 | 5,585,500 | |
REV UNIVERSITY SERIES 2005B (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.45% | 04/07/16 | 7,800,000 | 7,800,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NORTH CAROLINA MED CARE COMMN | ||||||
REV HOSPITAL SERIES 2009 (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.41% | 04/07/16 | 1,800,000 | 1,800,000 | ||
15,185,500 | ||||||
North Dakota 0.2% | ||||||
RICHLAND CNTY N D | ||||||
REV IDB & PCR SERIES 2010B (LOC: COBANK ACB) | 0.42% | 04/07/16 | 7,000,000 | 7,000,000 | ||
Ohio 1.2% | ||||||
ALLEN CNTY OHIO | ||||||
REV HOSPITAL (MERCY HEALTH (OHIO)) SERIES 2012A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 7,500,000 | 7,500,000 | |
FRANKLIN CNTY OHIO | ||||||
REV HOSPITAL (OHIOHEALTH CORP) SERIES 2011 C | 0.44% | 04/07/16 | 06/01/16 | 4,000,000 | 4,000,000 | |
REV HOSPITAL (OHIOHEALTH CORP) SERIES 2011D | 4.00% | 08/01/16 | 5,120,000 | 5,181,882 | ||
REV HOSPITAL (OHIOHEALTH CORP) SERIES 2015 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013OH | 0.14% | 06/01/16 | 5,500,000 | 5,500,000 | ||
MIDDLETOWN OHIO HOSP FACS | ||||||
REV HOSPITAL SERIES 2008B (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 7,300,000 | 7,300,000 | ||
NORTHEAST OHIO REGIONAL SEWER DISTRICT | ||||||
REV WATER & SEWER SERIES 2013 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 4,375,000 | 4,375,000 | |
OHIO ST WTR DEV AUTH | ||||||
REV WATER & SEWER SERIES 2001 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.38% | 04/07/16 | 3,000,000 | 3,000,000 | ||
PORT OF GREATER CINCINNATI DEV AUTH OH | ||||||
REV PUBLIC SERVICES SERIES 2006 (LOC: US BANK NATIONAL ASSOCIATION) | 0.85% | 02/01/17 | 7,230,000 | 7,230,000 | ||
46,086,882 | ||||||
Oklahoma 0.6% | ||||||
OKLAHOMA TURNPIKE AUTHORITY | ||||||
REV TOLLS SERIES 2006B (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 23,120,000 | 23,120,000 | |
Oregon 0.2% | ||||||
OREGON STATE OF | ||||||
REV IDB & PCR SERIES 223 (LOC: COBANK ACB) | 0.42% | 04/07/16 | 3,000,000 | 3,000,000 | ||
PORTLAND ORE CMNTY COLLEGE DIST | ||||||
GO SERIES 2013 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 3,000,000 | 3,000,000 | |
6,000,000 | ||||||
Pennsylvania 1.0% | ||||||
ALLEGHENY CNTY PA HOSP DEV AUTH | ||||||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2010C (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 2,700,000 | 2,700,000 | |
REV HOSPITAL SERIES 2010B1&B2 (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 21,000,000 | 21,000,000 | |
DALLASTOWN PA AREA SCH DIST | ||||||
GO SERIES 2015 | 1.25% | 04/01/16 | 04/15/16 | 1,000,000 | 1,000,354 | |
PENNSYLVANIA (COMMONWEALTH OF) | ||||||
GO SERIES 2014 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 800,000 | 800,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
PENNSYLVANIA STATE UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2007A (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 2,700,000 | 2,700,000 | |
UNIVERSITY OF PITTSBURGH | ||||||
REV UNIVERSITY SERIES 2009B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,925,000 | 3,925,000 | |
UNIVERSITY OF PITTSBURGH | ||||||
REV UNIVERSITY SERIES 2005A (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 6,665,000 | 6,665,000 | |
38,790,354 | ||||||
South Carolina 0.0% | ||||||
CHARLESTON EDL EXCELLENCE FING CORP S C | ||||||
REV SCHOOL (CHARLESTON CNTY S C SCH DIST) SERIES 2013B (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 975,000 | 975,000 | |
Tennessee 2.0% | ||||||
BLOUNT CNTY TENN PUB BLDG AUTH | ||||||
REV COUNTY SERIES E-6-A (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.45% | 04/07/16 | 13,525,000 | 13,525,000 | ||
CHATTANOOGA TENN INDL DEV BRD | ||||||
REV LEASE REV (CHATTANOOGA TENN) SERIES 2007 (LIQ: ROYAL BANK OF CANADA) |
a |
0.46% | 04/07/16 | 3,000,000 | 3,000,000 | |
CLARKSVILLE TENN PUB BLDG AUTH | ||||||
REV CITY SERIES 1995 (LOC: BANK OF AMERICA NA) | 0.43% | 04/07/16 | 3,430,000 | 3,430,000 | ||
LOUDON TENN INDL DEV BRD | ||||||
REV IDB & PCR (A.E. STALEY MANUFACTURING CO) SERIES 1991 (LOC: CITIBANK NA) | 0.40% | 04/07/16 | 16,200,000 | 16,200,000 | ||
MONTGOMERY CNTY TENN PUB BLDG AUTH | ||||||
REV COUNTY SERIES 1995 (LOC: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 1,720,000 | 1,720,000 | |
REV COUNTY SERIES 1997 (LOC: BANK OF AMERICA NA) | 0.43% | 04/07/16 | 1,435,000 | 1,435,000 | ||
RUTHERFORD CNTY TENN HEALTH & EDL FACS BRD | ||||||
REV HEALTHCARE (ASCENSION HEALTH ALLIANCE) SERIES 2010 (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 2,000,000 | 2,000,000 | |
SEVIER CNTY TENN PUB BLDG AUTH | ||||||
GO SERIES V-D-1 (LOC: BANK OF AMERICA NA) | 0.45% | 04/07/16 | 10,400,000 | 10,400,000 | ||
REV COUNTY SERIES VIIB1 (LOC: BANK OF AMERICA NA) | 0.50% | 04/07/16 | 7,000,000 | 7,000,000 | ||
SHELBY CNTY TENN | ||||||
GO SERIES 2015A | 0.10% | 04/07/16 | 10/15/16 | 10,000,000 | 10,000,000 | |
GO SERIES 2015A | 0.10% | 04/06/16 | 10/17/16 | 6,665,000 | 6,665,000 | |
SHELBY CNTY TENN HEALTH EDL & HSG FACS BRD | ||||||
REV HOSPITAL SERIES 2004B (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.46% | 04/07/16 | 3,895,000 | 3,895,000 | |
79,270,000 | ||||||
Texas 5.2% | ||||||
BRAZOS TEX HBR INDL DEV CORP | ||||||
REV IDB & PCR (BASF CORP) SERIES 2001 | 0.48% | 04/07/16 | 7,000,000 | 7,000,000 | ||
DALLAS AREA RAPID TRANSIT | ||||||
REV SALES TAX SERIES 2007 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 2,500,000 | 2,500,000 | |
EL PASO TEX INDPT SCH DIST | ||||||
GO SERIES 2004B (GTY: TEXAS PERMANENT SCHOOL FUND PROG) (LIQ: JPMORGAN CHASE BANK NA) | 0.09% | 05/19/16 | 2,330,000 | 2,330,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GRAND PARKWAY TRANSPORTATION CORP TEX | ||||||
REV TOLLS (TEXAS STATE OF) SERIES 2013B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV TOLLS (TEXAS STATE OF) SERIES 2013B (LIQ: ROYAL BANK OF CANADA) |
a |
0.47% | 04/07/16 | 5,270,000 | 5,270,000 | |
REV TOLLS (TEXAS STATE OF) SERIES 2013B (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.42% | 04/07/16 | 12,000,000 | 12,000,000 | |
GULF COAST INDL DEV AUTH TEX | ||||||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 2012 | 0.32% | 04/01/16 | 5,455,000 | 5,455,000 | ||
HARRIS CNTY TEX | ||||||
REV TOLLS (HARRIS CNTY TX TOLL ROAD AUTH) SERIES 2009A (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 9,190,000 | 9,190,000 | |
HARRIS CNTY TEX HEALTH FACS DEV CORP | ||||||
REV HOSPITAL (METHODIST HOSPITALS OF TEXAS) SERIES 2008A-2 | 0.34% | 04/01/16 | 5,725,000 | 5,725,000 | ||
HARRIS CNTY TEX MET TRAN AUTH | ||||||
REV SALES TAX SERIES 2011A (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 4,500,000 | 4,500,000 | |
HARRIS COUNTY FLOOD CONTROL DISTRICT | ||||||
GO (HARRIS CNTY TEX) SERIES 2010A (LIQ: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 5,500,000 | 5,500,000 | |
HOUSTON CITY OF | ||||||
GO SERIES 2013A (LIQ: JPMORGAN CHASE & CO) |
a |
0.47% | 04/07/16 | 6,300,000 | 6,300,000 | |
HOUSTON TEX HIGHER ED FIN CORP | ||||||
REV UNIVERSITY SERIES 2013 A (ESCROW) | 0.80% | 04/07/16 | 05/16/16 | 12,200,000 | 12,204,838 | |
LOWER NECHES VALLEY AUTH TEX | ||||||
REV IDB & PCR (CHEVRON CORP) SERIES 1987 | 0.20% | 08/16/16 | 4,340,000 | 4,340,000 | ||
LUBBOCK TEX HEALTH FACS DEV CORP | ||||||
REV HOSPITAL (ST JOSEPH HEALTH SYSTEM) SERIES 2008 A | 1.13% | 10/18/16 | 930,000 | 932,756 | ||
PORT ARTHUR TEX NAV DIST INDL DEV CORP | ||||||
REV IDB & PCR (TOTAL SA) SERIES 2011 | 0.48% | 04/07/16 | 8,000,000 | 8,000,000 | ||
REV IDB & PCR (TOTAL SA) SERIES 2012 | 0.48% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV IDB & PCR (TOTAL SA) SERIES 2012 B | 0.48% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV IDB & PCR (TOTAL SA) SERIES 2012A | 0.48% | 04/07/16 | 20,000,000 | 20,000,000 | ||
SAN ANTONIO TEX PUB FACS CORP | ||||||
REV LEASE REV (SAN ANTONIO TX) SERIES 2012 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 10,005,000 | 10,005,000 | |
SAN ANTONIO TX | ||||||
GO SERIES 2006 (LIQ: WELLS FARGO & COMPANY) |
a |
0.11% | 04/07/16 | 3,661,000 | 3,661,000 | |
REV POWER (SAN ANTONIO TEX ELECTRIC & GAS) SERIES 2013 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV UTILITY (SAN ANTONIO TEX ELECTRIC & GAS) SERIES 2009A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 13,035,000 | 13,035,000 | |
TARRANT CNTY TEX CULTURAL ED FACS FIN CORP | ||||||
REV HOSPITAL (TEXAS HEALTH RESOURCES) SERIES 2007B (LIQ: BANK OF AMERICA NA) |
a |
0.50% | 04/07/16 | 5,625,000 | 5,625,000 | |
REV HOSPITAL SERIES 2008-A (LOC: TD BANK NA) | 0.36% | 04/01/16 | 14,320,000 | 14,320,000 | ||
REV HOSPITAL SERIES 2008C-1 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.50% | 04/07/16 | 4,850,000 | 4,850,000 | ||
TEXAS A & M UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2010B (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 1,500,000 | 1,500,000 | |
TEXAS ST DEPT HSG & CMNTY AFFAIRS | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.42% | 04/07/16 | 4,960,000 | 4,960,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
TEXAS TRANSPORTATION COMMISSION | ||||||
GO (TEXAS STATE OF) SERIES 2006B (LIQ: STATE STREET BANK AND TRUST COMPANY; CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM;) | 0.40% | 04/07/16 | 4,600,000 | 4,600,000 | ||
GO (TEXAS STATE OF) SERIES 2014 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 | |
202,803,594 | ||||||
Utah 0.5% | ||||||
UTAH HSG CORP (UTAH ST HSG FIN AGY) | ||||||
REV MULTI FAM HOUSING SERIES 2009A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 9,375,000 | 9,375,000 | ||
UTAH TRANSIT AUTH | ||||||
REV SALES TAX SERIES 2008A (ESCROW) (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 7,230,000 | 7,230,000 | |
REV SALES TAX SERIES 2015A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,370,000 | 3,370,000 | |
19,975,000 | ||||||
Virginia 0.3% | ||||||
FAIRFAX CNTY VA INDL DEV AUTH | ||||||
REV HOSPITAL (INOVA HEALTH SYSTEM) SERIES 1993A (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 3,330,000 | 3,330,000 | |
REV HOSPITAL (INOVA HEALTH SYSTEM) SERIES 2012D (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 3,900,000 | 3,900,000 | |
VIRGINIA COLLEGE BLDG AUTH VA | ||||||
REV UNIVERSITY (VIRGINIA COMMONWEALTH OF) SERIES 2006A (LIQ: WELLS FARGO & COMPANY) |
a |
0.11% | 04/07/16 | 4,866,000 | 4,866,000 | |
12,096,000 | ||||||
Washington 2.1% | ||||||
CENTRAL PUGET SOUND REGIONAL TRANSPORTATION AUTHORITY WA | ||||||
REV TRANSPORTATION SERIES 2015S1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,885,000 | 2,885,000 | |
KING CNTY WASH | ||||||
REV WATER & SEWER SERIES 2009 (ESCROW) (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 2,500,000 | 2,500,000 | |
PIERCE CNTY WASH ECONOMIC DEV CORP | ||||||
REV IDB & PCR SERIES 2010 (LOC: HSBC BANK USA NA) | 0.45% | 04/07/16 | 3,900,000 | 3,900,000 | ||
PIERCE CNTY WASH SCH DIST NO 10 TACOMA | ||||||
GO SERIES 2015 (GTY: STATE OF WASHINGTON) (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,650,000 | 2,650,000 | |
SEATTLE WASH HSG AUTH | ||||||
REV HOUS SINGL SERIES 1994 (LOC: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 1,300,000 | 1,300,000 | ||
SNOHOMISH CNTY WASH PUB UTIL DIST NO 001 | ||||||
REV POWER SERIES 2015 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,670,000 | 6,670,000 | |
STATE OF WASHINGTON | ||||||
GO SERIES 2003C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 175,000 | 175,000 | |
GO SERIES 2016A-1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,250,000 | 2,250,000 | |
GO SERIES R2010B (LIQ: BANK OF AMERICA NA) |
a |
0.41% | 04/07/16 | 7,000,000 | 7,000,000 | |
WASHINGTON ST HLTH CARE FACS AUTH | ||||||
REV HOSPITAL (MULTICARE HEALTH SYSTEM) SERIES 2007C (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 650,000 | 650,000 | ||
REV HOSPITAL (MULTICARE HEALTH SYSTEM) SERIES 2009A (LIQ: ROYAL BANK OF CANADA) |
a |
0.46% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2012C (LIQ: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 30,000,000 | 30,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014C (LIQ: BANK OF AMERICA NA) |
a |
0.42% | 04/07/16 | 8,665,000 | 8,665,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014C&2014D (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,435,000 | 3,435,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014D (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 1,000,000 | 1,000,000 | |
WASHINGTON STATE HOUSING FINANCE COMMISSION | ||||||
REV MULTI FAM HOUSING SERIES 2011 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.40% | 04/07/16 | 3,530,000 | 3,530,000 | ||
81,610,000 | ||||||
Wisconsin 1.0% | ||||||
WISCONSIN HSG & ECONOMIC DEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2008-A (LIQ: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 5,810,000 | 5,810,000 | ||
REV MULTI FAM HOUSING SERIES 2012B (LIQ: FEDERAL HOME LOAN BANKS) | 0.43% | 04/07/16 | 10,135,000 | 10,135,000 | ||
WISCONSIN ST HEALTH & EDL FACS AUTH | ||||||
REV HOSPITAL (CHILDRENS HOSPITAL OF WI) SERIES 2008B (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 2,940,000 | 2,940,000 | |
REV HOSPITAL (FROEDTERT & CMNTY HEALTH OBLIGATED GROUP) SERIES 2009C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,565,000 | 4,565,000 | |
REV HOSPITAL (FROEDTERT & CMNTY HEALTH OBLIGATED GROUP) SERIES 2009C (LIQ: ROYAL BANK OF CANADA) |
a |
0.47% | 04/07/16 | 5,000,000 | 5,000,000 | |
WISCONSIN STATE OF | ||||||
REV APPROPRIATION SERIES 2009A (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 12,500,000 | 12,500,000 | |
40,950,000 | ||||||
Wyoming 0.5% | ||||||
LINCOLN CNTY WYO | ||||||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 2014 | 0.36% | 04/01/16 | 20,000,000 | 20,000,000 | ||
Total Variable-Rate Municipal Securities | ||||||
(Cost $2,420,317,013) | 2,420,317,013 |
a | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $990,667,500 or 25.4% of net assets. |
AGY — | Agency |
APPR/TOB — | Tobacco appropriation |
ARPT — | Airport |
AUTH — | Authority |
CNTY — | County |
COP — | Certificate of participation |
DEV — | Development |
EDL — | Education |
FACS — | Facilities |
FING — | Financing |
GO — | General obligation |
GTY — | Guaranty agreement |
HBR — | Harbor |
HOUS SINGL — | Single-family housing |
HSG — | Housing |
IDB — | Industrial development bond |
IMPT — | Improvement |
INDL — | Industrial |
INDPT — | Independent |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MTG — | Mortgage |
MULTI FAM — | Multi-family |
MUN — | Municipal |
PCR — | Pollution control revenue |
PFC — | Passenger facility charge |
REV — | Revenue |
SAN/SANTN — | Sanitation |
SCH DIST — | School district |
SUBN — | Suburban |
TRAN — | Tax and revenue anticipation note |
TRANSN — | Transportation |
UN — | Union |
UNI — | Unified |
Holdings by Category | Cost
($) |
Value
($) | |
34.1% | Fixed-Rate Municipal Securities | 2,437,681,984 | 2,437,681,984 |
66.2% | Variable-Rate Municipal Securities | 4,743,499,193 | 4,743,499,193 |
100.3% | Total Investments | 7,181,181,177 | 7,181,181,177 |
(0.3%) | Other Assets and Liabilities, Net | (18,351,484) | |
100.0% | Net Assets | 7,162,829,693 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Municipal Securities 34.1% of net assets | ||||||
California 34.1% | ||||||
BAY AREA TOLL AUTHORITY | ||||||
REV TRANSPORTATION SERIES 2006F | 4.00% | 04/01/16 | 190,000 | 190,000 | ||
REV TRANSPORTATION SERIES 2006F (ESCROW) | 5.00% | 04/01/16 | 10,275,000 | 10,275,000 | ||
CALIFORNIA HEALTH FACS FING AUTH | ||||||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2006 E | 0.27% | 09/07/16 | 24,000,000 | 24,000,000 | ||
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2008C | 5.25% | 10/01/16 | 150,000 | 153,622 | ||
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014A | 3.00% | 10/01/16 | 490,000 | 496,357 | ||
REV HOSPITAL (SUTTER HEALTH) SERIES 2008A | 5.50% | 08/15/16 | 550,000 | 560,555 | ||
REV HOSPITAL (SUTTER HEALTH) SERIES 2011B | 5.00% | 08/15/16 | 105,000 | 106,796 | ||
CALIFORNIA SCH CASH RESERVE PROG AUTH | ||||||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015-16A | 2.00% | 06/30/16 | 13,325,000 | 13,379,823 | ||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015-16B | 2.00% | 06/30/16 | 2,745,000 | 2,756,294 | ||
CALIFORNIA ST DEPT WTR RES PWR SUPPLY REV | ||||||
REV POWER SERIES 2005G-4 | 4.75% | 05/01/16 | 305,000 | 306,127 | ||
REV POWER SERIES 2005G-4 | 5.00% | 05/01/16 | 7,360,000 | 7,388,730 | ||
REV POWER SERIES 2010L | 2.75% | 05/01/16 | 310,000 | 310,644 | ||
CALIFORNIA STATE PUB WKS BRD | ||||||
REV APPROPRIATION (STATE OF CALIFORNIA) SERIES 2011A | 4.00% | 10/01/16 | 2,000,000 | 2,036,600 | ||
CALIFORNIA STATEWIDE CMNTYS DEV AUTH | ||||||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 E | 0.25% | 08/04/16 | 24,000,000 | 24,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 E | 0.25% | 08/16/16 | 18,300,000 | 18,300,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004 E | 0.26% | 09/06/16 | 11,800,000 | 11,800,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.22% | 05/02/16 | 6,000,000 | 6,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.11% | 05/18/16 | 6,000,000 | 6,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.25% | 08/02/16 | 10,000,000 | 10,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004I | 0.25% | 08/03/16 | 7,000,000 | 7,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004K | 0.26% | 06/01/16 | 20,000,000 | 20,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2004K | 0.28% | 06/03/16 | 10,400,000 | 10,400,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2006D | 0.28% | 06/03/16 | 26,500,000 | 26,500,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 B | 0.20% | 04/01/16 | 1,000,000 | 1,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 B | 0.22% | 05/02/16 | 47,000,000 | 47,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 B | 0.21% | 05/04/16 | 9,000,000 | 9,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 C | 0.25% | 06/15/16 | 10,700,000 | 10,700,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008 C | 0.18% | 06/16/16 | 16,500,000 | 16,500,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2008B | 0.20% | 04/01/16 | 3,000,000 | 3,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-3 | 0.08% | 04/01/16 | 9,000,000 | 9,000,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-3 | 0.25% | 06/01/16 | 3,500,000 | 3,500,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-5 | 0.21% | 05/05/16 | 2,500,000 | 2,500,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-6 | 0.22% | 06/21/16 | 3,750,000 | 3,750,000 | ||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2009 B-6 | 0.25% | 08/08/16 | 14,000,000 | 14,000,000 | ||
REV HEALTHCARE (SUTTER HEALTH) SERIES 2011A | 5.00% | 08/15/16 | 4,050,000 | 4,121,239 | ||
REV MULTI FAM HOUSING (PILGRIM TERRACE AFFORDABLE LP) SERIES 2015B (ESCROW) | 0.30% | 05/01/16 | 11,250,000 | 11,250,000 | ||
CITY OF SAN DIEGO WATER REVENUE | ||||||
REV WATER & SEWER SERIES A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.52% | 04/19/16 | 10,000,000 | 10,000,000 | ||
CONTRA COSTA WATER DISTRICT | ||||||
REV WATER & SEWER SERIES B | 4.00% | 10/01/16 | 4,750,000 | 4,839,067 | ||
EAST BAY MUNICIPAL UTILITY DISTRICT WASTEWATER SYSTEM | ||||||
REV WATER & SEWER SERIES 2014A | 3.00% | 06/01/16 | 200,000 | 200,880 | ||
EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE | ||||||
REV WATER & SEWER SERIES 2012B | 5.00% | 06/01/16 | 130,000 | 130,998 | ||
REV WATER & SEWER SERIES 2013 A | 5.00% | 06/01/16 | 1,255,000 | 1,264,560 | ||
REV WATER & SEWER SERIES A-1 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.08% | 04/06/16 | 13,000,000 | 13,000,000 | ||
REV WATER & SEWER SERIES A-1 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.16% | 06/01/16 | 28,000,000 | 28,000,000 | ||
REV WATER & SEWER SERIES A-1 (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.16% | 06/02/16 | 25,000,000 | 25,000,000 | ||
REV WATER & SEWER SERIES A-2 (LIQ: BANK OF AMERICA NA) | 0.03% | 04/04/16 | 20,000,000 | 20,000,000 | ||
REV WATER & SEWER SERIES A-2 (LIQ: BANK OF AMERICA NA) | 0.06% | 05/05/16 | 20,000,000 | 20,000,000 | ||
REV WATER & SEWER SERIES A-2 (LIQ: BANK OF AMERICA NA) | 0.06% | 05/16/16 | 25,000,000 | 25,000,000 | ||
REV WATER & SEWER SERIES A-2 (LIQ: BANK OF AMERICA NA) | 0.10% | 06/02/16 | 32,000,000 | 32,000,000 | ||
EASTERN MUN WTR DIST CALIF | ||||||
REV WATER & SEWER SERIES 2016A |
b |
2.00% | 07/01/16 | 3,900,000 | 3,917,004 | |
GOLDEN GATE BRDG & HWY DIST CALIF | ||||||
REV TRANSPORTATION SERIES A | 0.08% | 05/04/16 | 30,500,000 | 30,500,000 | ||
GOLDEN ST TOB SECURITIZATION CORP CALIF | ||||||
REV APPR/TOB (STATE OF CALIFORNIA) SERIES 2015A | 2.00% | 06/01/16 | 3,000,000 | 3,008,405 | ||
KERN CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 7.00% | 06/30/16 | 25,000,000 | 25,410,079 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
LONG BEACH CALIF | ||||||
REV TRANSPORTATION (LONG BEACH HARBOR DEPT PORT OF LONG BEACH) SERIES 1998A | 6.00% | 05/15/16 | 10,430,000 | 10,501,877 | ||
LOS ALTOS CALIF SCH DIST | ||||||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/30/16 | 10,000,000 | 10,042,233 | ||
LOS ANGELES CA DEPARTMENT OF AIRPORTS | ||||||
REV AIRPORT SERIES 2008 C | 4.00% | 05/15/16 | 200,000 | 200,869 | ||
REV AIRPORT SERIES 2008A | 5.50% | 05/15/16 | 455,000 | 457,814 | ||
REV AIRPORT SERIES 2009E | 4.50% | 05/15/16 | 1,250,000 | 1,256,517 | ||
REV AIRPORT SERIES 2010D | 5.00% | 05/15/16 | 550,000 | 553,074 | ||
REV AIRPORT SERIES 2012A | 4.00% | 05/15/16 | 3,950,000 | 3,967,708 | ||
REV AIRPORT SERIES 2012C | 4.00% | 05/15/16 | 375,000 | 376,667 | ||
LOS ANGELES CALIF | ||||||
GO SERIES 2012 A | 5.00% | 09/01/16 | 1,000,000 | 1,019,867 | ||
REV CITY TAX & REV ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/30/16 | 80,400,000 | 80,734,010 | ||
LOS ANGELES CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2006E (ESCROW) | 5.00% | 08/01/16 | 4,215,000 | 4,281,229 | ||
LOS ANGELES CALIF DEPT PWR | ||||||
REV POWER SERIES 2007A1 | 5.00% | 07/01/16 | 1,500,000 | 1,517,645 | ||
REV POWER SERIES 2008A2 | 5.00% | 07/01/16 | 1,560,000 | 1,578,264 | ||
REV POWER SERIES POWER (LIQ: WELLS FARGO BANK NA) | 0.06% | 04/06/16 | 34,000,000 | 34,000,000 | ||
REV POWER SERIES POWER (LIQ: WELLS FARGO BANK NA) | 0.10% | 06/07/16 | 66,000,000 | 66,000,000 | ||
LOS ANGELES CALIF HBR DEPT | ||||||
REV TRANSPORTATION SERIES 2006B | 5.00% | 08/01/16 | 3,175,000 | 3,223,771 | ||
REV TRANSPORTATION SERIES 2011A | 5.00% | 08/01/16 | 2,000,000 | 2,030,967 | ||
LOS ANGELES CALIF MUN IMPT CORP | ||||||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.38% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.04% | 04/12/16 | 10,000,000 | 10,000,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.05% | 04/21/16 | 10,000,000 | 10,000,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.05% | 04/26/16 | 5,000,000 | 5,000,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.05% | 04/28/16 | 6,878,000 | 6,878,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-2 (LOC: JPMORGAN CHASE BANK NA) | 0.03% | 04/04/16 | 10,000,000 | 10,000,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-2 (LOC: JPMORGAN CHASE BANK NA) | 0.03% | 04/05/16 | 17,750,000 | 17,750,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-2 (LOC: JPMORGAN CHASE BANK NA) | 0.05% | 04/26/16 | 10,000,000 | 10,000,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-2 (LOC: JPMORGAN CHASE BANK NA) | 0.06% | 04/27/16 | 5,000,000 | 5,000,000 | ||
REV LEASE REV (LOS ANGELES CALIF) SERIES A-3 (LOC: BANK OF THE WEST) | 0.07% | 04/20/16 | 7,000,000 | 7,000,000 | ||
LOS ANGELES CALIF UNI SCH DIST | ||||||
GO SERIES 2006B | 5.00% | 07/01/16 | 2,940,000 | 2,973,984 | ||
GO SERIES 2006C | 5.00% | 07/01/16 | 200,000 | 202,300 | ||
GO SERIES 2006F | 5.00% | 07/01/16 | 250,000 | 252,882 | ||
GO SERIES 2007E | 5.00% | 07/01/16 | 100,000 | 101,158 | ||
GO SERIES 2010KY | 5.00% | 07/01/16 | 1,350,000 | 1,366,071 | ||
GO SERIES A1 | 4.00% | 07/01/16 | 4,640,000 | 4,682,863 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GO SERIES H | 5.00% | 07/01/16 | 100,000 | 101,161 | ||
GO SERIES MEASURE | 5.00% | 07/01/16 | 800,000 | 809,400 | ||
LOS ANGELES CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 5.00% | 06/30/16 | 119,025,000 | 120,399,717 | ||
LOS ANGELES CNTY CALIF CAP ASSET LEASG CORP | ||||||
REV LEASE REV (LOS ANGELES CNTY CALIF) SERIES C (LOC: WELLS FARGO BANK NA) | 0.06% | 04/06/16 | 8,000,000 | 8,000,000 | ||
REV LEASE REV (LOS ANGELES CNTY CALIF) SERIES C (LOC: WELLS FARGO BANK NA) | 0.03% | 04/08/16 | 24,475,000 | 24,475,000 | ||
LOS ANGELES CNTY CALIF MET TRANSN AUTH | ||||||
REV SALES TAX (LOS ANGELES CNTY CALIF MET TRANSN AUTH PROP A) SERIES 2016 A | 2.00% | 07/01/16 | 14,845,000 | 14,913,142 | ||
REV SALES TAX (LOS ANGELES CNTY CALIF MET TRANSN AUTH PROP C) SERIES 2013-A | 5.00% | 07/01/16 | 11,275,000 | 11,410,331 | ||
REV SALES TAX (LOS ANGELES CNTY CALIF MET TRANSN AUTH PROP C) SERIES 2013-B | 5.00% | 07/01/16 | 2,980,000 | 3,015,322 | ||
METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA | ||||||
REV WATER & SEWER SERIES 2009 D | 3.00% | 07/01/16 | 250,000 | 251,650 | ||
REV WATER & SEWER SERIES 2010B | 4.00% | 07/01/16 | 125,000 | 126,105 | ||
REV WATER & SEWER SERIES 2011 B | 4.00% | 07/01/16 | 2,035,000 | 2,053,491 | ||
ORANGE CNTY CALIF FIRE AUTH | ||||||
REV PUBLIC SERVICES TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/30/16 | 29,260,000 | 29,381,930 | ||
ORANGE COUNTY WATER DISTRICT | ||||||
REV WATER & SEWER SERIES A (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.18% | 05/11/16 | 20,723,000 | 20,723,000 | ||
PORT OF OAKLAND | ||||||
GO SERIES AB (LOC: WELLS FARGO BANK NA) | 0.07% | 04/06/16 | 12,613,000 | 12,613,000 | ||
RIVERSIDE CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-201 | 2.00% | 06/30/16 | 61,000,000 | 61,259,385 | ||
RIVERSIDE COUNTY TRANSPORTATION COMMISSION | ||||||
REV TRANSPORTATION SERIES A (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.19% | 05/10/16 | 4,000,000 | 4,000,000 | ||
SACRAMENTO CALIF MUN UTIL DIST | ||||||
REV POWER SERIES 2013C | 5.00% | 08/15/16 | 5,375,000 | 5,470,153 | ||
REV POWER SERIES K-1 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.06% | 05/03/16 | 30,000,000 | 30,000,000 | ||
REV POWER SERIES K-1 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.05% | 05/04/16 | 20,000,000 | 20,000,000 | ||
REV POWER SERIES L-1 (LOC: BARCLAYS BANK PLC) | 0.12% | 04/01/16 | 20,000,000 | 20,000,000 | ||
REV POWER SERIES L-1 (LOC: BARCLAYS BANK PLC) | 0.06% | 04/05/16 | 40,000,000 | 40,000,000 | ||
REV POWER SERIES L-1 (LOC: BARCLAYS BANK PLC) | 0.03% | 04/08/16 | 10,000,000 | 10,000,000 | ||
SACRAMENTO CNTY CALIF SANTN DIST FING AUTH | ||||||
REV WASTE/POLLUTION SERIES 2006 (ESCROW) | 5.00% | 06/01/16 | 2,000,000 | 2,015,912 | ||
SAN DIEGO CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2011 | 4.00% | 08/01/16 | 170,000 | 172,019 | ||
GO SERIES 2012 | 4.00% | 08/01/16 | 1,155,000 | 1,168,821 | ||
SAN DIEGO CALIF PUB FACS FING AUTH | ||||||
REV WATER & SEWER (SAN DIEGO SEWER) SERIES 2016A | 5.00% | 05/15/16 | 6,675,000 | 6,714,075 | ||
SAN DIEGO CALIF UNI SCH DIST | ||||||
GO SERIES 1998 B-1 | 5.00% | 07/01/16 | 750,000 | 758,741 | ||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015-16A | 2.00% | 06/30/16 | 15,000,000 | 15,063,534 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SAN DIEGO CNTY & SCH DIST | ||||||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/30/16 | 15,000,000 | 15,065,267 | ||
SAN DIEGO CNTY CALIF WTR AUTH | ||||||
REV WATER & SEWER | 5.25% | 05/01/16 | 100,000 | 100,408 | ||
REV WATER & SEWER SERIES 2011 S1 | 3.00% | 07/01/16 | 250,000 | 251,488 | ||
REV WATER & SEWER SERIES 2011S-1 | 5.00% | 07/01/16 | 1,475,000 | 1,486,697 | ||
REV WATER & SEWER SERIES 5 (LIQ: WELLS FARGO BANK NA) | 0.03% | 04/05/16 | 21,100,000 | 21,100,000 | ||
REV WATER & SEWER SERIES 5 (LIQ: WELLS FARGO BANK NA) | 0.06% | 04/06/16 | 16,000,000 | 16,000,000 | ||
REV WATER & SEWER SERIES 5 (LIQ: WELLS FARGO BANK NA) | 0.05% | 05/16/16 | 20,900,000 | 20,900,000 | ||
REV WATER & SEWER SERIES 7 (LIQ: JPMORGAN CHASE BANK NA) | 0.03% | 04/05/16 | 27,500,000 | 27,500,000 | ||
REV WATER & SEWER SERIES 7 (LIQ: JPMORGAN CHASE BANK NA) | 0.04% | 04/05/16 | 10,000,000 | 10,000,000 | ||
REV WATER & SEWER SERIES 7 (LIQ: JPMORGAN CHASE BANK NA) | 0.06% | 04/05/16 | 6,250,000 | 6,250,000 | ||
REV WATER & SEWER SERIES 7 (LIQ: JPMORGAN CHASE BANK NA) | 0.03% | 04/06/16 | 25,000,000 | 25,000,000 | ||
REV WATER & SEWER SERIES 7 (LIQ: JPMORGAN CHASE BANK NA) | 0.25% | 04/06/16 | 6,250,000 | 6,250,000 | ||
REV WATER & SEWER SERIES 8 (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.03% | 04/05/16 | 9,500,000 | 9,500,000 | ||
REV WATER & SEWER SERIES 8 (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.02% | 04/06/16 | 5,000,000 | 5,000,000 | ||
REV WATER & SEWER SERIES 8 (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.12% | 04/06/16 | 5,000,000 | 5,000,000 | ||
REV WATER & SEWER SERIES 8 (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.05% | 05/16/16 | 12,050,000 | 12,050,000 | ||
SAN DIEGO COUNTY REGIONAL TRANSPORTATION COMMISSION | ||||||
REV SALES TAX SERIES 2012 A | 5.00% | 04/01/16 | 1,575,000 | 1,575,000 | ||
SAN FRANCISCO CALIF CITY & CNTY | ||||||
GO SERIES 2010E | 5.00% | 06/15/16 | 465,000 | 469,458 | ||
GO SERIES 2011R1 | 5.00% | 06/15/16 | 3,425,000 | 3,457,793 | ||
GO SERIES 2015B | 2.00% | 06/15/16 | 10,000,000 | 10,034,896 | ||
GO SERIES 2016B | 2.00% | 06/15/16 | 16,875,000 | 16,938,753 | ||
REV COP SERIES 2015-R1 | 5.00% | 09/01/16 | 2,305,000 | 2,350,835 | ||
SAN FRANCISCO CALIF CITY & CNTY ARPTS COMMN | ||||||
REV AIRPORT | 5.00% | 05/01/16 | 100,000 | 100,388 | ||
REV AIRPORT SERIES 2009C-2 | 5.00% | 05/01/16 | 1,500,000 | 1,506,031 | ||
REV AIRPORT SERIES 2010C | 3.00% | 05/01/16 | 1,250,000 | 1,252,986 | ||
REV AIRPORT SERIES 2011A | 5.00% | 05/01/16 | 100,000 | 100,378 | ||
REV AIRPORT SERIES A-3 (LOC: ROYAL BANK OF CANADA) | 0.27% | 05/11/16 | 43,350,000 | 43,350,000 | ||
REV AIRPORT SERIES A-4 (LOC: WELLS FARGO BANK NA) | 0.08% | 05/02/16 | 10,000,000 | 10,000,000 | ||
REV AIRPORT SERIES B-4 (LOC: WELLS FARGO BANK NA) | 0.05% | 05/02/16 | 7,700,000 | 7,700,000 | ||
REV AIRPORT SERIES B-4 (LOC: WELLS FARGO BANK NA) | 0.17% | 06/02/16 | 20,000,000 | 20,000,000 | ||
SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN | ||||||
REV CITY (SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV) SERIES 2006A (ESCROW) | 4.75% | 05/01/16 | 1,215,000 | 1,219,427 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WSTEWTR REV | ||||||
REV WATER & SEWER SERIES 2013A | 3.00% | 10/01/16 | 4,650,000 | 4,713,348 | ||
REV WATER & SEWER SERIES 2015 A-3 (LOC: BANK OF AMERICA NA) | 0.18% | 05/26/16 | 6,400,000 | 6,400,000 | ||
REV WATER & SEWER SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.18% | 05/26/16 | 12,500,000 | 12,500,000 | ||
SAN FRANCISCO CALIF UNIFIED SCHOOL DIST | ||||||
GO TAX & REV ANTICIPATION NOTE SERIES 2015 | 5.00% | 08/31/16 | 41,000,000 | 41,818,556 | ||
SAN JOSE CALIF REDEV AGY TAX ALLOCATION | ||||||
REV SPECIAL TAX SERIES 1996 A (LOC: JPMORGAN CHASE BANK NA) | 0.14% | 06/07/16 | 18,300,000 | 18,300,000 | ||
REV SPECIAL TAX SERIES 2003-B (LOC: JPMORGAN CHASE BANK NA) | 0.14% | 06/07/16 | 15,000,000 | 15,000,000 | ||
SANTA MONICA-MALIBU UNI SCH DIST CALIF | ||||||
GO SERIES 2012B | 2.00% | 07/01/16 | 3,860,000 | 3,876,168 | ||
SANTA ROSA CALIF HIGH SCH DIST | ||||||
GO (SANTA ROSA CALIF SCHS) SERIES 2016A | 2.00% | 08/01/16 | 2,000,000 | 2,010,872 | ||
SEQUOIA CALIF UN HIGH SCH DIST | ||||||
GO SERIES 2014 | 2.00% | 07/01/16 | 3,065,000 | 3,078,648 | ||
REV SCHOOL TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 1.00% | 06/30/16 | 11,960,000 | 11,985,143 | ||
STATE OF CALIFORNIA | ||||||
GO | 4.25% | 04/01/16 | 300,000 | 300,000 | ||
GO | 5.00% | 04/01/16 | 250,000 | 250,000 | ||
GO | 1.00% | 05/01/16 | 2,945,000 | 2,947,092 | ||
GO | 5.00% | 06/01/16 | 650,000 | 655,012 | ||
GO | 3.00% | 08/01/16 | 28,135,000 | 28,386,218 | ||
GO | 5.00% | 08/01/16 | 670,000 | 680,394 | ||
GO | 2.00% | 09/01/16 | 175,000 | 176,169 | ||
GO | 5.00% | 09/01/16 | 6,740,000 | 6,874,582 | ||
GO | 5.00% | 10/01/16 | 100,000 | 102,285 | ||
GO | 5.00% | 11/01/16 | 100,000 | 102,624 | ||
GO SERIES 1 | 5.00% | 09/01/16 | 7,435,000 | 7,583,533 | ||
GO SERIES 2002 | 6.00% | 04/01/16 | 205,000 | 205,000 | ||
GO SERIES 2007 | 4.13% | 06/01/16 | 200,000 | 201,239 | ||
GO SERIES 2008 | 5.00% | 08/01/16 | 150,000 | 152,271 | ||
GO SERIES 2010 | 4.00% | 11/01/16 | 150,000 | 153,095 | ||
GO SERIES 2011 A | 3.00% | 09/01/16 | 1,275,000 | 1,289,347 | ||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.12% | 04/01/16 | 22,165,000 | 22,165,000 | ||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.03% | 04/05/16 | 23,980,000 | 23,980,000 | ||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.06% | 04/06/16 | 45,000,000 | 45,000,000 | ||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.03% | 04/08/16 | 5,000,000 | 5,000,000 | ||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.05% | 04/21/16 | 25,000,000 | 25,000,000 | ||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.06% | 05/10/16 | 23,075,000 | 23,075,000 | ||
GO SERIES 2011A-2 (LOC: ROYAL BANK OF CANADA) | 0.16% | 06/07/16 | 30,190,000 | 30,190,000 | ||
GO SERIES 2012 | 3.00% | 04/01/16 | 1,590,000 | 1,590,000 | ||
GO SERIES 2012 | 5.00% | 04/01/16 | 2,100,000 | 2,100,000 | ||
GO SERIES A | 5.00% | 04/01/16 | 1,635,000 | 1,635,000 | ||
GO SERIES A | 5.00% | 09/01/16 | 325,000 | 331,201 | ||
GO SERIES A & B (LOC: US BANK NATIONAL ASSOCIATION) | 0.18% | 05/09/16 | 12,600,000 | 12,600,000 | ||
GO SERIES A & B (LOC: US BANK NATIONAL ASSOCIATION) | 0.06% | 05/23/16 | 14,000,000 | 14,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GO SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.03% | 04/04/16 | 25,000,000 | 25,000,000 | ||
GO SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.06% | 04/07/16 | 61,000,000 | 61,000,000 | ||
GO SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.06% | 05/10/16 | 30,000,000 | 30,000,000 | ||
GO SERIES A-1 (LOC: WELLS FARGO BANK NA) | 0.20% | 05/10/16 | 20,000,000 | 20,000,000 | ||
GO SERIES A-3 (LOC: JPMORGAN CHASE BANK NA; CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM;) | 0.06% | 05/04/16 | 17,030,000 | 17,030,000 | ||
GO SERIES A-3 (LOC: JPMORGAN CHASE BANK NA; CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM;) | 0.13% | 06/02/16 | 25,000,000 | 25,000,000 | ||
GO SERIES A-7 (LOC: MIZUHO BANK LTD) | 0.07% | 05/04/16 | 22,615,000 | 22,615,000 | ||
GO SERIES A-8 (LOC: BANK OF THE WEST) | 0.08% | 05/18/16 | 5,000,000 | 5,000,000 | ||
TURLOCK IRRIGATION DISTRICT | ||||||
REV POWER SERIES A (LOC: BANK OF AMERICA NA) | 0.18% | 05/11/16 | 52,000,000 | 52,000,000 | ||
UNIVERSITY OF CALIFORNIA | ||||||
REV HEALTHCARE (UNIVERSITY OF CALIF MEDICAL CENTER) SERIES 2008D | 4.00% | 05/15/16 | 200,000 | 200,882 | ||
REV HEALTHCARE (UNIVERSITY OF CALIF MEDICAL CENTER) SERIES 2013J | 3.00% | 05/15/16 | 400,000 | 401,259 | ||
REV HOSPITAL (UNIVERSITY OF CALIF MEDICAL CENTER) SERIES 2010G | 4.00% | 05/15/16 | 1,105,000 | 1,109,796 | ||
REV HOSPITAL (UNIVERSITY OF CALIF MEDICAL CENTER) SERIES D | 5.00% | 05/15/16 | 100,000 | 100,531 | ||
REV UNIVERSITY SERIES 2007D | 5.00% | 05/15/16 | 740,000 | 744,141 | ||
REV UNIVERSITY SERIES 2007D (ESCROW) | 5.00% | 05/15/16 | 22,305,000 | 22,654,922 | ||
REV UNIVERSITY SERIES 2008L (ESCROW) | 5.00% | 05/15/16 | 8,000,000 | 8,124,830 | ||
REV UNIVERSITY SERIES 2008M | 4.00% | 05/15/16 | 100,000 | 100,431 | ||
REV UNIVERSITY SERIES 2009 O | 5.00% | 05/15/16 | 1,415,000 | 1,423,068 | ||
REV UNIVERSITY SERIES 2009P | 4.00% | 05/15/16 | 350,000 | 351,478 | ||
REV UNIVERSITY SERIES 2010E | 3.00% | 05/15/16 | 200,000 | 200,645 | ||
REV UNIVERSITY SERIES 2010E | 5.00% | 05/15/16 | 200,000 | 201,160 | ||
REV UNIVERSITY SERIES 2010S | 5.00% | 05/15/16 | 100,000 | 100,556 | ||
REV UNIVERSITY SERIES 2010U | 5.00% | 05/15/16 | 100,000 | 100,573 | ||
REV UNIVERSITY SERIES 2012 G | 4.00% | 05/15/16 | 110,000 | 110,485 | ||
REV UNIVERSITY SERIES 2013 AF | 3.00% | 05/15/16 | 100,000 | 100,318 | ||
REV UNIVERSITY SERIES 2013 AF | 5.00% | 05/15/16 | 4,395,000 | 4,420,766 | ||
VENTURA CNTY CALIF | ||||||
REV COUNTY TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 07/01/16 | 51,000,000 | 51,218,102 | ||
VENTURA CNTY CALIF PUB FING AUTH | ||||||
REV LEASE REV (LOC: WELLS FARGO BANK NA) | 0.06% | 04/04/16 | 3,000,000 | 3,000,000 | ||
REV LEASE REV (LOC: WELLS FARGO BANK NA) | 0.03% | 04/05/16 | 13,600,000 | 13,600,000 | ||
WALNUT ENERGY CENTER AUTHORITY | ||||||
REV POWER SERIES B (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.10% | 06/03/16 | 26,457,000 | 26,457,000 | ||
Total Fixed-Rate Municipal Securities | ||||||
(Cost $2,437,681,984) | 2,437,681,984 | |||||
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Variable-Rate Municipal Securities 66.2% of net assets | ||||||
California 66.2% | ||||||
ABAG FIN CORP CALIF | ||||||
REV MULTI FAM HOUSING SERIES 1997A (LOC: COMERICA BANK) | 0.60% | 04/07/16 | 4,440,000 | 4,440,000 | ||
REV MULTI FAM HOUSING SERIES 2000 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 12,165,000 | 12,165,000 | ||
REV MULTI FAM HOUSING SERIES 2002 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) |
c |
0.41% | 04/07/16 | 64,450,000 | 64,450,000 | |
REV MULTI FAM HOUSING SERIES 2002 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 20,530,000 | 20,530,000 | ||
REV MULTI FAM HOUSING SERIES 2002A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 8,295,000 | 8,295,000 | ||
REV MULTI FAM HOUSING SERIES 2003A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 5,790,000 | 5,790,000 | ||
REV MULTI FAM HOUSING SERIES 2010A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.53% | 04/07/16 | 9,920,000 | 9,920,000 | ||
ALAMEDA CNTY CALIF INDL DEV AUTH | ||||||
REV IDB & PCR (OZ ENTERPRISES LLC) SERIES 2005 (LOC: MUFG UNION BANK NA) | 0.47% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV IDB & PCR SERIES 1998 A (LOC: BANK OF THE WEST) | 0.44% | 04/07/16 | 3,510,000 | 3,510,000 | ||
REV IDB & PCR SERIES 2000 A (LOC: COMERICA BANK) | 0.59% | 04/07/16 | 2,700,000 | 2,700,000 | ||
REV IDB & PCR SERIES 2005 A (LOC: COMERICA BANK) | 0.59% | 04/07/16 | 3,900,000 | 3,900,000 | ||
REV IDB & PCR SERIES 2008A (LOC: BANK OF THE WEST) | 0.49% | 04/07/16 | 3,315,000 | 3,315,000 | ||
REV IDB & PCR SERIES 2010 (LOC: COMERICA BANK) | 0.52% | 04/07/16 | 4,220,000 | 4,220,000 | ||
REV IDB & PCR SERIES 2011 (LOC: WELLS FARGO BANK NA) | 0.47% | 04/07/16 | 2,770,000 | 2,770,000 | ||
REV IDB & PCR SERIES 2014 (LOC: WELLS FARGO BANK NA) | 0.47% | 04/07/16 | 4,968,000 | 4,968,000 | ||
ALAMEDA-CONTRA COSTA CALIF SCHS FING AUTH | ||||||
REV LEASE REV SERIES N (LOC: FEDERAL HOME LOAN BANKS) | 0.39% | 04/07/16 | 1,980,000 | 1,980,000 | ||
ANAHEIM CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1998 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 5,500,000 | 5,500,000 | ||
ANAHEIM CALIF PUB FING AUTH | ||||||
REV POWER (ANAHEIM ELEC SYS CA) SERIES 2007A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 19,030,000 | 19,030,000 | |
REV POWER (ANAHEIM ELEC SYS CA) SERIES 2009A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 7,500,000 | 7,500,000 | |
BAKERSFIELD CALIF WASTEWTR REV | ||||||
REV WATER & SEWER SERIES 2012 A (LIQ: JPMORGAN CHASE BANK NA) | 0.41% | 04/07/16 | 3,900,000 | 3,900,000 | ||
BAY AREA TOLL AUTHORITY | ||||||
REV TRANSPORTATION SERIES 2006F (ESCROW) (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 16,985,000 | 16,985,000 | |
REV TRANSPORTATION SERIES 2007B-2 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.39% | 04/07/16 | 20,000,000 | 20,000,000 | ||
REV TRANSPORTATION SERIES 2007C-2 (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.40% | 04/07/16 | 11,000,000 | 11,000,000 | ||
REV TRANSPORTATION SERIES 2007C1 (LIQ: BANK OF AMERICA NA) |
a |
0.42% | 04/07/16 | 4,910,000 | 4,910,000 | |
REV TRANSPORTATION SERIES 2007F (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,245,000 | 7,245,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV TRANSPORTATION SERIES 2007F, 2008F1&2009F1 (ESCROW) (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 12,462,156 | 12,462,156 | |
REV TRANSPORTATION SERIES 2008C-1 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.40% | 04/07/16 | 6,600,000 | 6,600,000 | ||
REV TRANSPORTATION SERIES 2008F1 (ESCROW) (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV TRANSPORTATION SERIES 2009 F-1 (ESCROW) (LIQ: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 9,010,000 | 9,010,000 | |
CALIFORNIA ALTERNATIVE ENERGY SOURCE FING AUTH | ||||||
REV IDB & PCR (GENERAL ELECTRIC CO) SERIES 1993-B | 0.39% | 04/07/16 | 25,330,000 | 25,330,000 | ||
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (CALIFORNIA INSTITUTE OF TECHNOLOGY) SERIES 2006B | 0.47% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV UNIVERSITY (CALIFORNIA INSTITUTE OF TECHNOLOGY) SERIES 2009 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 9,900,000 | 9,900,000 | |
REV UNIVERSITY (PEPPERDINE UNIVERSITY) SERIES 2015 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,995,000 | 6,995,000 | |
REV UNIVERSITY (PEPPERDINE UNIVERSITY) SERIES 2016 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,670,000 | 6,670,000 | |
REV UNIVERSITY (UNIVERSITY OF SOUTHERN CALIFORNIA) SERIES 2009B (LIQ: BARCLAYS BANK PLC) |
a |
0.41% | 04/07/16 | 1,100,000 | 1,100,000 | |
REV UNIVERSITY (UNIVERSITY OF SOUTHERN CALIFORNIA) SERIES 2009B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,305,000 | 4,305,000 | |
REV UNIVERSITY SERIES 1999 (LOC: BANK OF THE WEST) | 0.41% | 04/07/16 | 10,825,000 | 10,825,000 | ||
CALIFORNIA HEALTH FACS FING AUTH | ||||||
REV HEALTHCARE (KAISER PERMANENTE) SERIES 2011A,B,C&D (LOC: ROYAL BANK OF CANADA) |
a,c |
0.44% | 04/07/16 | 81,810,000 | 81,810,000 | |
REV HOSPITAL (CHILDRENS HOSPITAL OF ORANGE COUNTY CA) SERIES 2009C (LOC: US BANK NATIONAL ASSOCIATION) | 0.39% | 04/07/16 | 19,620,000 | 19,620,000 | ||
REV HOSPITAL (CITY OF HOPE) SERIES 2012 B | 0.50% | 04/07/16 | 16,000,000 | 16,000,000 | ||
REV HOSPITAL (CITY OF HOPE) SERIES 2012 C | 0.37% | 04/07/16 | 16,200,000 | 16,200,000 | ||
REV HOSPITAL (MEMORIAL HLTH SVCS CORP) SERIES 2013A | 0.38% | 04/07/16 | 9,045,000 | 9,045,000 | ||
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2008C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,020,000 | 5,020,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2009B (LIQ: BANK OF AMERICA NA) |
a |
0.41% | 04/07/16 | 27,325,000 | 27,325,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2009B, 2014A&2014B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 26,780,000 | 26,780,000 | |
REV HOSPITAL (PROVIDENCE HEALTH AND SERVICES) SERIES 2014A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 | |
REV HOSPITAL (SCRIPPS HEALTH) SERIES 2001 A (LOC: JPMORGAN CHASE BANK NA) | 0.50% | 04/07/16 | 5,815,000 | 5,815,000 | ||
REV HOSPITAL (SCRIPPS HEALTH) SERIES 2008B (LOC: WELLS FARGO BANK NA) | 0.35% | 04/07/16 | 2,200,000 | 2,200,000 | ||
REV HOSPITAL (SCRIPPS HEALTH) SERIES 2008C (LOC: MUFG UNION BANK NA) | 0.35% | 04/07/16 | 11,485,000 | 11,485,000 | ||
REV HOSPITAL (SCRIPPS HEALTH) SERIES 2008E (LOC: MUFG UNION BANK NA) | 0.35% | 04/07/16 | 16,670,000 | 16,670,000 | ||
REV HOSPITAL (SCRIPPS HEALTH) SERIES 2012 C | 0.39% | 04/07/16 | 19,475,000 | 19,475,000 | ||
REV HOSPITAL (ST JOSEPH HEALTH SYSTEM) SERIES 2009A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 11,565,000 | 11,565,000 | |
REV HOSPITAL (ST JOSEPH HEALTH SYSTEM) SERIES 2009A (LIQ: ROYAL BANK OF CANADA) |
a |
0.43% | 04/07/16 | 11,250,000 | 11,250,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HOSPITAL (SUTTER HEALTH) SERIES 2007A & 2016A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 20,325,000 | 20,325,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2007A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 8,130,000 | 8,130,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2007A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 9,000,000 | 9,000,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2011B (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 9,565,000 | 9,565,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2011D (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 6,665,000 | 6,665,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,565,000 | 4,565,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2013A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 12,195,000 | 12,195,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2015A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 12,470,000 | 12,470,000 | |
REV HOSPITAL (SUTTER HEALTH) SERIES 2016A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 9,375,000 | 9,375,000 | |
REV HOSPITAL SERIES 2004 K (LOC: MIZUHO BANK LTD) | 0.41% | 04/07/16 | 21,750,000 | 21,750,000 | ||
REV HOSPITAL SERIES 2011 B (LOC: BANK OF MONTREAL) | 0.45% | 04/07/16 | 17,150,000 | 17,150,000 | ||
CALIFORNIA HFA HOME MORTGAGE | ||||||
REV HOUS SINGL SERIES 2000N (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 3,240,000 | 3,240,000 | ||
REV HOUS SINGL SERIES 2003 M (LOC: ROYAL BANK OF CANADA) | 0.42% | 04/07/16 | 3,970,000 | 3,970,000 | ||
REV HOUS SINGL SERIES 2005 A (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 4,100,000 | 4,100,000 | ||
REV HOUS SINGL SERIES 2005B (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 1,740,000 | 1,740,000 | ||
REV HOUS SINGL SERIES 2005F (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.42% | 04/07/16 | 41,925,000 | 41,925,000 | ||
REV HOUS SINGL SERIES 2006C (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 29,270,000 | 29,270,000 | ||
REV HOUS SINGL SERIES 2006F (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.38% | 04/07/16 | 12,690,000 | 12,690,000 | ||
REV HOUS SINGL SERIES 2007 H (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV HOUS SINGL SERIES 2007K (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV SINGLE FAM HOUSING SERIES 2013B (LOC: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 12,840,000 | 12,840,000 | ||
CALIFORNIA HOUSING FINANCE AGENCY | ||||||
REV MULTI FAM HOUSING SERIES 2001E (LOC: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 9,635,000 | 9,635,000 | ||
REV MULTI FAM HOUSING SERIES 2008B (LOC: JPMORGAN CHASE BANK NA) | 0.50% | 04/07/16 | 8,525,000 | 8,525,000 | ||
REV MULTI FAM HOUSING SERIES 2008B (LOC: JPMORGAN CHASE BANK NA) | 0.52% | 04/07/16 | 10,715,000 | 10,715,000 | ||
CALIFORNIA INFRASTRUCTURE & ECONOMIC DEVELOPMENT BANK | ||||||
REV IDB & PCR SERIES 2008 (LOC: BANK OF THE WEST) | 0.45% | 04/07/16 | 3,005,000 | 3,005,000 | ||
REV POWER (PACIFIC GAS & ELECTRIC CO) SERIES 2009A (LOC: MUFG UNION BANK NA) | 0.38% | 04/01/16 | 4,350,000 | 4,350,000 | ||
REV SCHOOL SERIES 2008 (LOC: COMERICA BANK) | 0.46% | 04/07/16 | 11,195,000 | 11,195,000 | ||
REV SCHOOL SERIES 2008 (LOC: FEDERAL HOME LOAN BANKS) | 0.18% | 04/07/16 | 10,740,000 | 10,740,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV UNIVERSITY SERIES 2009 (LOC: COMERICA BANK) | 0.50% | 04/07/16 | 1,780,000 | 1,780,000 | ||
REV UTILITY (PACIFIC GAS & ELECTRIC CO) SERIES 2009B (LOC: MUFG UNION BANK NA) | 0.38% | 04/01/16 | 7,845,000 | 7,845,000 | ||
CALIFORNIA MUN FIN AUTH | ||||||
REV IDB & PCR (CHEVRON CORP) SERIES 2010A | 0.36% | 04/01/16 | 5,480,000 | 5,480,000 | ||
REV IDB & PCR (CHEVRON CORP) SERIES 2010C | 0.34% | 04/01/16 | 3,105,000 | 3,105,000 | ||
REV MULTI FAM HOUSING SERIES 2016A-1 (LOC: FEDERAL HOME LOAN BANKS) | 0.38% | 04/07/16 | 750,000 | 750,000 | ||
REV SCHOOL SERIES 2007 (LOC: COMERICA BANK) | 0.52% | 04/07/16 | 4,275,000 | 4,275,000 | ||
REV UNIVERSITY SERIES 2010A (LOC: COMERICA BANK) | 0.52% | 04/07/16 | 12,120,000 | 12,120,000 | ||
CALIFORNIA POLLUTION CONTROL FINANCE AUTH | ||||||
REV WASTE/POLLUTION (AG RESOURCES III INC) SERIES 2004 (LOC: COBANK ACB) | 0.44% | 04/07/16 | 5,570,000 | 5,570,000 | ||
REV WASTE/POLLUTION (ALAMEDA CNTY INDUSTRIES INC) SERIES 2012 (LOC: BANK OF THE WEST) | 0.46% | 04/07/16 | 5,140,000 | 5,140,000 | ||
REV WASTE/POLLUTION (ATLAS DISPOSAL INDUSTRIES LLC) SERIES 1999A (LOC: US BANK NATIONAL ASSOCIATION) | 0.44% | 04/07/16 | 4,369,000 | 4,369,000 | ||
REV WASTE/POLLUTION (BAY COUNTIES SMART) SERIES 2014 (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 6,315,000 | 6,315,000 | ||
REV WASTE/POLLUTION (BAY COUNTIES WASTE SVCS INC) SERIES 2011A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 6,560,000 | 6,560,000 | ||
REV WASTE/POLLUTION (BESTWAY DISPOSAL) SERIES 2012 (LOC: BANK OF THE WEST) | 0.46% | 04/07/16 | 14,695,000 | 14,695,000 | ||
REV WASTE/POLLUTION (BLT ENTERPRISES) SERIES 2010 (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 15,600,000 | 15,600,000 | ||
REV WASTE/POLLUTION (BURRTEC WASTE & RECYCLING SERVICES LLC) SERIES 2006A (LOC: BANK OF AMERICA NA) | 0.44% | 04/07/16 | 8,705,000 | 8,705,000 | ||
REV WASTE/POLLUTION (BURRTEC WASTE GROUP) SERIES 2006A (LOC: US BANK NATIONAL ASSOCIATION) | 0.44% | 04/07/16 | 5,705,000 | 5,705,000 | ||
REV WASTE/POLLUTION (BURRTEC WASTE GROUP) SERIES 2008A (LOC: US BANK NATIONAL ASSOCIATION) | 0.44% | 04/07/16 | 15,010,000 | 15,010,000 | ||
REV WASTE/POLLUTION (CALIFORNIA WASTE RECOVERY SYSTEMS INC) SERIES 2012 (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 4,775,000 | 4,775,000 | ||
REV WASTE/POLLUTION (CR&R INC) SERIES 2006A (LOC: JPMORGAN CHASE BANK NA) |
c |
0.44% | 04/07/16 | 19,600,000 | 19,600,000 | |
REV WASTE/POLLUTION (CR&R INC) SERIES 2007A (LOC: JPMORGAN CHASE BANK NA) | 0.44% | 04/07/16 | 34,615,000 | 34,615,000 | ||
REV WASTE/POLLUTION (DESERT PROPERTIES LLC) SERIES 2006B (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 1,160,000 | 1,160,000 | ||
REV WASTE/POLLUTION (EDCO DISPOSAL CORP) SERIES 2004 A (LOC: WELLS FARGO BANK NA) | 0.44% | 04/07/16 | 1,395,000 | 1,395,000 | ||
REV WASTE/POLLUTION (EDCO DISPOSAL CORP) SERIES 2007A (LOC: WELLS FARGO BANK NA) | 0.44% | 04/07/16 | 7,950,000 | 7,950,000 | ||
REV WASTE/POLLUTION (GARAVENTA ENTERPRISES) SERIES 2006 A (LOC: WELLS FARGO BANK NA) | 0.44% | 04/07/16 | 12,615,000 | 12,615,000 | ||
REV WASTE/POLLUTION (GARAVENTA ENTERPRISES) SERIES 2008A (LOC: WELLS FARGO BANK NA) | 0.44% | 04/07/16 | 8,925,000 | 8,925,000 | ||
REV WASTE/POLLUTION (GARDEN CITY SANITATION) SERIES 2009A (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 7,100,000 | 7,100,000 | ||
REV WASTE/POLLUTION (GARDEN CITY SANITATION) SERIES 2009B (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 2,475,000 | 2,475,000 | ||
REV WASTE/POLLUTION (GARDEN CITY SANITATION) SERIES 2014 (LOC: MUFG UNION BANK NA) | 0.34% | 04/07/16 | 2,905,000 | 2,905,000 | ||
REV WASTE/POLLUTION (GARDEN CITY SANITATION) SERIES 2014 (LOC: MUFG UNION BANK NA) | 0.45% | 04/07/16 | 3,000,000 | 3,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV WASTE/POLLUTION (GEORGE BORBA & SON DAIRY) SERIES 2003 (LOC: WELLS FARGO BANK NA) | 0.39% | 04/07/16 | 3,800,000 | 3,800,000 | ||
REV WASTE/POLLUTION (GREENWASTE OF PALO ALTO CA) SERIES 2008-B (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 2,990,000 | 2,990,000 | ||
REV WASTE/POLLUTION (GREENWASTE RECOVERY INC) SERIES 2006A (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 595,000 | 595,000 | ||
REV WASTE/POLLUTION (MARBORG INDUSTRIES) SERIES 2009A (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 2,095,000 | 2,095,000 | ||
REV WASTE/POLLUTION (MARIN SANITARY SERVICES) SERIES 2006 A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 1,100,000 | 1,100,000 | ||
REV WASTE/POLLUTION (METROPOLITAN RECYCLING CORP) SERIES 2000 A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 1,370,000 | 1,370,000 | ||
REV WASTE/POLLUTION (METROPOLITAN RECYCLING LLC) SERIES 2012A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 5,260,000 | 5,260,000 | ||
REV WASTE/POLLUTION (MID VALLEY DISPOSAL) SERIES 2006A (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 2,275,000 | 2,275,000 | ||
REV WASTE/POLLUTION (MILL VALLEY REFUSE SVC INC) SERIES 2014 (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 1,075,000 | 1,075,000 | ||
REV WASTE/POLLUTION (MISSION TRAIL WASTE SYSTEM) SERIES 2010A (LOC: COMERICA BANK) | 0.49% | 04/07/16 | 1,690,000 | 1,690,000 | ||
REV WASTE/POLLUTION (NORTHERN RECYCLING AND WASTE SERVICES LLC) SERIES 2007A (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 1,895,000 | 1,895,000 | ||
REV WASTE/POLLUTION (PLEASANTON GARBAGE SERVICE INC) SERIES 2008A (LOC: WELLS FARGO BANK NA) | 0.44% | 04/07/16 | 2,020,000 | 2,020,000 | ||
REV WASTE/POLLUTION (RATTO GROUP CO INC) SERIES 2007A (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 27,800,000 | 27,800,000 | ||
REV WASTE/POLLUTION (RATTO GROUP CO INC) SERIES 2012 (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 16,500,000 | 16,500,000 | ||
REV WASTE/POLLUTION (RECYCLING INDUSTRIES INC) SERIES 2011 (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 2,070,000 | 2,070,000 | ||
REV WASTE/POLLUTION (SANTA CLARA VALLEY INDUSTRIES) SERIES 1998 A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 315,000 | 315,000 | ||
REV WASTE/POLLUTION (SOUTH BAY RECYCLING LLC) SERIES 2010B (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 1,740,000 | 1,740,000 | ||
REV WASTE/POLLUTION (TALCO PLASTICS INC) SERIES 1997A (LOC: US BANK NATIONAL ASSOCIATION) | 0.45% | 04/07/16 | 1,750,000 | 1,750,000 | ||
REV WASTE/POLLUTION (UPPER VALLEY DISPOSAL SERVICE) SERIES 2008A (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 1,235,000 | 1,235,000 | ||
REV WASTE/POLLUTION (VALLEY VISTA SERVICES INC) SERIES 2007A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 2,205,000 | 2,205,000 | ||
REV WASTE/POLLUTION (VANDERHAM FAMILY TRUST-J&D WILSON & SONS DAIRY) SERIES 2004 (LOC: COBANK ACB) | 0.39% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV WASTE/POLLUTION (WASTE CONNECTIONS INC) SERIES 2007 (LOC: BANK OF AMERICA NA) | 0.46% | 04/07/16 | 5,400,000 | 5,400,000 | ||
REV WASTE/POLLUTION (ZEREP MANAGEMENT CORP) SERIES 2011 A (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 2,810,000 | 2,810,000 | ||
REV WASTE/POLLUTION (ZEREP MANAGEMENT CORP) SERIES 2014 (LOC: COMERICA BANK) | 0.56% | 04/07/16 | 12,040,000 | 12,040,000 | ||
REV WASTE/POLLUTION SERIES 1996C (LOC: MIZUHO BANK LTD) | 0.45% | 04/01/16 | 10,000,000 | 10,000,000 | ||
REV WASTE/POLLUTION SERIES 1996F (LOC: TD BANK NA) | 0.45% | 04/01/16 | 3,700,000 | 3,700,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV WASTE/POLLUTION SERIES 2000-A (LOC: BANK OF THE WEST) | 0.46% | 04/07/16 | 2,525,000 | 2,525,000 | ||
REV WASTE/POLLUTION SERIES 2002A (LOC: MUFG UNION BANK NA) | 0.44% | 04/07/16 | 4,550,000 | 4,550,000 | ||
CALIFORNIA ST DEPT WTR RES | ||||||
REV WATER & SEWER SERIES AE (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 12,605,000 | 12,605,000 | |
CALIFORNIA ST ENTERPRISE DEV AUTH | ||||||
REV IDB & PCR (KLR GROUP LLC) SERIES 2015 (LOC: WELLS FARGO BANK NA) | 0.46% | 04/07/16 | 3,000,000 | 3,000,000 | ||
REV IDB & PCR SERIES 2008A (LOC: COMERICA BANK) | 0.59% | 04/07/16 | 10,000,000 | 10,000,000 | ||
CALIFORNIA STATE UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2012A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,840,000 | 5,840,000 | |
REV UNIVERSITY SERIES 2015A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,580,000 | 3,580,000 | |
CALIFORNIA STATEWIDE CMNTYS DEV AUTH | ||||||
REV HOSPITAL (KAISER PERMANENTE) SERIES 2004 L | 0.37% | 04/07/16 | 2,595,000 | 2,595,000 | ||
REV HOSPITAL (SUTTER HEALTH) SERIES 2005C (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 6,300,000 | 6,300,000 | |
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2011CA (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,175,000 | 2,175,000 | |
REV HOSPITAL SERIES 2008C (LOC: NORTHERN TRUST COMPANY (THE)) | 0.40% | 04/07/16 | 6,575,000 | 6,575,000 | ||
REV HOUSING (DUBLIN RANCH SENIOR APTS) SERIES 2003 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 29,990,000 | 29,990,000 | ||
REV HOUSING (PLAN NINE PARTNERS LLC) SERIES 2005A (LOC: MUFG UNION BANK NA) | 0.49% | 04/07/16 | 13,415,000 | 13,415,000 | ||
REV HOUSING (THE KNOLLS AT GREEN VALLEY APARTMENTS CA) SERIES 2002 FF (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 13,205,000 | 13,205,000 | ||
REV IDB & PCR (RL GRP LLC) SERIES 1998 C (LOC: US BANK NATIONAL ASSOCIATION) | 0.38% | 04/07/16 | 1,260,000 | 1,260,000 | ||
REV MULTI FAM HOUSING (ALEXANDRIA HOUSING PARTNERS LP) SERIES 2013 A (LOC: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 16,775,000 | 16,775,000 | ||
REV MULTI FAM HOUSING (AVIAN GLEN APARTMENTS CA) SERIES 2004 CC (LOC: CITIBANK NA) | 0.41% | 04/07/16 | 4,590,000 | 4,590,000 | ||
REV MULTI FAM HOUSING (BRANDON PLACE PARTNERS LP) SERIES 2006D (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 6,070,000 | 6,070,000 | ||
REV MULTI FAM HOUSING (BRENTWOOD ARBOR RIDGE LP) SERIES 2008B (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.47% | 04/07/16 | 16,405,000 | 16,405,000 | ||
REV MULTI FAM HOUSING (CA STATEWIDE CDA AEGIS AT PLEASANT HILL) SERIES 1997 H (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 6,270,000 | 6,270,000 | ||
REV MULTI FAM HOUSING (CANYON COUNTRY CMNTY LP) SERIES 2002 M (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 10,500,000 | 10,500,000 | ||
REV MULTI FAM HOUSING (CHARTER COURT SJC LP) SERIES 2008L (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 10,125,000 | 10,125,000 | ||
REV MULTI FAM HOUSING (CREEKSIDE AT MEADOW PARK LP) SERIES 2002 HH (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 8,195,000 | 8,195,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV MULTI FAM HOUSING (CROSSINGS WEST APARTMENTS CA) SERIES 2009E (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.42% | 04/07/16 | 15,000,000 | 15,000,000 | ||
REV MULTI FAM HOUSING (DUBLIN RANCH SENIOR APTS) SERIES 2006G (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 5,010,000 | 5,010,000 | ||
REV MULTI FAM HOUSING (FAIRFIELD SAGEWOOD L P) SERIES 2005CC (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 9,100,000 | 9,100,000 | ||
REV MULTI FAM HOUSING (FAIRWAY FAMILY COMMUNITY L P) SERIES 2003 PP (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 22,000,000 | 22,000,000 | ||
REV MULTI FAM HOUSING (FAIRWAY FAMILY COMMUNITY L P) SERIES 2006H (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 7,000,000 | 7,000,000 | ||
REV MULTI FAM HOUSING (GRANITE EMERALD GARDENS LLC) SERIES 2000 E (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 7,320,000 | 7,320,000 | ||
REV MULTI FAM HOUSING (HERITAGE OAKS L P) SERIES 2004 YY (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 6,900,000 | 6,900,000 | ||
REV MULTI FAM HOUSING (KDF CYPRESS VILLA LP) SERIES 2000F (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 4,725,000 | 4,725,000 | ||
REV MULTI FAM HOUSING (KDF LOS PADRES LP) SERIES 2003 E (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 10,750,000 | 10,750,000 | ||
REV MULTI FAM HOUSING (KELVIN COURT CA) SERIES 2012 B (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 12,750,000 | 12,750,000 | ||
REV MULTI FAM HOUSING (LAS FLORES VILLAGE PARTNERS LP) SERIES 2004 JJ (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.49% | 04/07/16 | 13,500,000 | 13,500,000 | ||
REV MULTI FAM HOUSING (LAUREL PARK SENIOR APARTMENTS CA) SERIES 2002 H (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.44% | 04/07/16 | 5,500,000 | 5,500,000 | ||
REV MULTI FAM HOUSING (MARTIN LUTHER TOWER L P) SERIES 2005D (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 7,050,000 | 7,050,000 | ||
REV MULTI FAM HOUSING (OAK CENTERS L P) SERIES 2005L (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 3,420,000 | 3,420,000 | ||
REV MULTI FAM HOUSING (OAKMONT OF CONCORD CA) SERIES 2002 Q (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 16,650,000 | 16,650,000 | ||
REV MULTI FAM HOUSING (PALMILLA PRIMITIVO ASSOCIATES) SERIES 2008 J (LOC: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 12,100,000 | 12,100,000 | ||
REV MULTI FAM HOUSING (RANCHO SANTA FE VILLAGE APTS CA) SERIES 2004EE (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.49% | 04/07/16 | 12,300,000 | 12,300,000 | ||
REV MULTI FAM HOUSING (SAN JOAQUIN MARINERS ASSOC LP) SERIES 2006A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 6,500,000 | 6,500,000 | ||
REV MULTI FAM HOUSING (STONERIDGE AT ELK GROVE CA) SERIES 2005Q (LOC: CITIBANK NA) | 0.41% | 04/07/16 | 6,340,000 | 6,340,000 | ||
REV MULTI FAM HOUSING SERIES 2003 WW (LOC: FEDERAL HOME LOAN BANKS) | 0.45% | 04/07/16 | 12,680,000 | 12,680,000 | ||
REV MULTI FAM HOUSING SERIES 2007A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 3,200,000 | 3,200,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV MULTI FAM HOUSING SERIES 2014 G (LOC: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 7,100,000 | 7,100,000 | ||
REV MULTI FAM HOUSING SERIES 2014A (LOC: FEDERAL HOME LOAN BANKS) | 0.42% | 04/07/16 | 16,950,000 | 16,950,000 | ||
REV POWER (ROYAL BANK OF CANADA) SERIES A (LIQ/LOC: ROYAL BANK OF CANADA) | 0.46% | 04/07/16 | 07/01/16 | 50,000,000 | 50,000,000 | |
REV POWER (ROYAL BANK OF CANADA) SERIES B (LOC: ROYAL BANK OF CANADA) | 0.46% | 04/07/16 | 09/01/16 | 50,000,000 | 50,000,000 | |
CHULA VISTA CALIF | ||||||
REV MULTI FAM HOUSING SERIES SERIES 2 (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 5,000,000 | 5,000,000 | ||
CONTRA COSTA CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2013 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 7,800,000 | 7,800,000 | |
GO SERIES 2013 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 7,500,000 | 7,500,000 | |
CONTRA COSTA CNTY CALIF | ||||||
REV MULTI FAM HOUSING SERIES 2003 B (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 32,200,000 | 32,200,000 | ||
CONTRA COSTA WATER DISTRICT | ||||||
REV WATER & SEWER | 0.19% | 06/02/16 | 12/03/16 | 24,500,000 | 24,500,000 | |
DUBLIN CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1998 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.39% | 04/07/16 | 28,700,000 | 28,700,000 | ||
EAST BAY MUNICIPAL UTILITY DISTRICT WATER SYSTEM REVENUE | ||||||
REV WATER & SEWER | 0.09% | 04/07/16 | 10/16/16 | 15,000,000 | 15,000,000 | |
REV WATER & SEWER SERIES 2005A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 35,000,000 | 35,000,000 | |
REV WATER & SEWER SERIES 2008-A4 (LIQ: WELLS FARGO BANK NA) | 0.35% | 04/07/16 | 3,765,000 | 3,765,000 | ||
REV WATER & SEWER SERIES 2012A (LIQ: CITIBANK NA) |
a,c |
0.44% | 04/07/16 | 49,500,000 | 49,500,000 | |
REV WATER & SEWER SERIES 2014C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,830,000 | 1,830,000 | |
EASTERN MUN WTR DIST CALIF | ||||||
REV WATER & SEWER SERIES 2012 A | 0.49% | 04/07/16 | 04/25/17 | 17,500,000 | 17,500,000 | |
ELSINORE VALLEY CALIF MUN WTR DIST | ||||||
REV WATER & SEWER SERIES 2011A (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 14,725,000 | 14,725,000 | ||
EMERYVILLE REDEVELOPMENT AGENCY SUCCESSOR AGENCY | ||||||
REV MULTI FAM HOUSING SERIES A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) |
c |
0.47% | 04/07/16 | 57,715,000 | 57,715,000 | |
ESCONDIDO CALIF | ||||||
REV MULTI FAM HOUSING SERIES A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 6,900,000 | 6,900,000 | ||
FOOTHILL-DE ANZA CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES C (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 4,500,000 | 4,500,000 | |
GROSSMONT CALIF HEALTHCARE DIST | ||||||
GO SERIES 2011B (ESCROW) (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 8,200,000 | 8,200,000 | |
HAYWARD CALIF | ||||||
REV MULTI FAM HOUSING SERIES 1998A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.47% | 04/07/16 | 9,500,000 | 9,500,000 | ||
REV MULTI FAM HOUSING SERIES 2005A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.49% | 04/07/16 | 13,915,000 | 13,915,000 | ||
HUNTINGTON BEACH CALIF | ||||||
REV MULTI FAM HOUSING SERIES 1991A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.47% | 04/07/16 | 4,200,000 | 4,200,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
IRVINE RANCH CALIF WTR DIST | ||||||
REV WATER & SEWER SERIES 2011A-1 | 0.48% | 04/07/16 | 03/17/17 | 25,300,000 | 25,300,000 | |
REV WATER & SEWER SERIES 2011A-2 | 0.48% | 04/07/16 | 03/17/17 | 11,500,000 | 11,500,000 | |
KINGS CNTY CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2001A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 12,645,000 | 12,645,000 | ||
LONG BEACH CALIF UNI SCH DIST | ||||||
GO SERIES 2012 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 7,750,000 | 7,750,000 | |
GO SERIES A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,665,000 | 6,665,000 | |
LOS ANGELES CA DEPARTMENT OF AIRPORTS | ||||||
REV AIRPORT SERIES 2008A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 19,295,000 | 19,295,000 | |
REV AIRPORT SERIES 2008A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.48% | 04/07/16 | 13,475,000 | 13,475,000 | |
REV AIRPORT SERIES 2010A (LIQ: BANK OF AMERICA NA) |
a |
0.40% | 04/07/16 | 10,095,000 | 10,095,000 | |
REV AIRPORT SERIES 2010A (LIQ: BARCLAYS BANK PLC) |
a |
0.41% | 04/07/16 | 9,320,000 | 9,320,037 | |
REV AIRPORT SERIES 2010A (LIQ: ROYAL BANK OF CANADA) |
a |
0.43% | 04/07/16 | 8,665,000 | 8,665,000 | |
REV AIRPORT SERIES 2010A&D (LIQ: BARCLAYS BANK PLC) |
a |
0.41% | 04/07/16 | 6,630,000 | 6,630,000 | |
REV AIRPORT SERIES 2010D (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,665,000 | 6,665,000 | |
REV AIRPORT SERIES 2012B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,165,000 | 4,165,000 | |
REV AIRPORT SERIES 2015A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.48% | 04/07/16 | 5,500,000 | 5,500,000 | |
REV AIRPORT SERIES 2015D (LIQ: BARCLAYS BANK PLC) |
a |
0.42% | 04/07/16 | 4,685,000 | 4,685,000 | |
REV AIRPORT SERIES 2015D (LIQ: MORGAN STANLEY BANK NA) |
a |
0.48% | 04/07/16 | 7,450,000 | 7,450,000 | |
LOS ANGELES CALIF | ||||||
REV MULTI FAM HOUSING SERIES 2003 A (LOC: CITIBANK NA) | 0.51% | 04/07/16 | 4,555,000 | 4,555,000 | ||
REV WATER & SEWER (LOS ANGELES CALIF WASTEWTR SYS) SERIES 2012B (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 6,665,000 | 6,665,000 | |
REV WATER & SEWER (LOS ANGELES CALIF WASTEWTR SYS) SERIES 2015A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,510,000 | 2,510,000 | |
LOS ANGELES CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2007A (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,540,000 | 6,540,000 | |
GO SERIES 2007A (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 10,000,000 | 10,000,000 | |
GO SERIES 2008F1 (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,665,000 | 6,665,000 | |
REV SCHOOL SERIES 2007A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 3,000,000 | 3,000,000 | |
LOS ANGELES CALIF COMMUNITY REDEVELOPMENT AGENCY | ||||||
REV HOUSING SERIES 1989A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 19,800,000 | 19,800,000 | ||
REV MULTI FAM HOUSING SERIES 2001A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.47% | 04/07/16 | 3,955,000 | 3,955,000 | ||
LOS ANGELES CALIF DEPARTMENT OF WATER & POWER | ||||||
REV WATER & SEWER (LOS ANGELES CALIF DEPT WTR) SERIES 2001 B-1 (LIQ: ROYAL BANK OF CANADA) | 0.39% | 04/07/16 | 45,500,000 | 45,500,000 | ||
LOS ANGELES CALIF DEPT PWR | ||||||
REV POWER SERIES 2001 B-5 (LIQ: BANK OF MONTREAL) | 0.39% | 04/07/16 | 24,500,000 | 24,500,000 | ||
REV POWER SERIES 2001B-1 (LIQ: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 61,900,000 | 61,900,000 | ||
REV POWER SERIES 2001B-8 (LIQ: BANK OF MONTREAL) | 0.48% | 04/07/16 | 6,000,000 | 6,000,000 | ||
REV POWER SERIES 2002 A-5 (LIQ: CITIBANK NA) | 0.35% | 04/01/16 | 7,000,000 | 7,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV POWER SERIES 2002 A-6 (LIQ: BANK OF AMERICA NA) | 0.36% | 04/01/16 | 12,600,000 | 12,600,000 | ||
REV POWER SERIES 2002A-2 (LIQ: CITIBANK NA) | 0.36% | 04/01/16 | 4,000,000 | 4,000,000 | ||
REV POWER SERIES 2007A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,600,000 | 4,600,000 | |
REV POWER SERIES 2007A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,380,000 | 3,380,000 | |
REV POWER SERIES 2012B, 2014B&E (LIQ: MORGAN STANLEY BANK NA) |
a |
0.44% | 04/07/16 | 15,360,000 | 15,360,000 | |
REV POWER SERIES 2013B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,500,000 | 2,500,000 | |
LOS ANGELES CALIF DEPT WTR | ||||||
REV WATER & SEWER SERIES 2006A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 35,110,000 | 35,110,000 | |
REV WATER & SEWER SERIES 2006A1 (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 17,500,000 | 17,500,000 | |
REV WATER & SEWER SERIES 2011A (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 17,565,000 | 17,565,000 | |
REV WATER & SEWER SERIES 2012A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,665,000 | 3,665,000 | |
REV WATER & SEWER SERIES 2012A (LIQ: ROYAL BANK OF CANADA) |
a |
0.43% | 04/07/16 | 12,000,000 | 12,000,000 | |
REV WATER & SEWER SERIES 2012B (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 12,375,000 | 12,375,000 | |
REV WATER & SEWER SERIES 2012B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV WATER & SEWER SERIES 2012B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 10,900,000 | 10,900,000 | |
REV WATER & SEWER SERIES 2014A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,140,000 | 1,140,000 | |
REV WATER & SEWER SERIES 2014A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 | |
LOS ANGELES CALIF HBR DEPT | ||||||
REV TRANSPORTATION SERIES 2006B (LIQ: CITIBANK NA) |
a |
0.47% | 04/07/16 | 16,120,000 | 16,120,000 | |
LOS ANGELES CALIF INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2000 (LOC: WELLS FARGO BANK NA) | 0.49% | 04/07/16 | 3,000,000 | 3,000,000 | ||
REV IDB & PCR SERIES 2008 (LOC: BANK OF THE WEST) | 0.55% | 04/07/16 | 1,360,000 | 1,360,000 | ||
LOS ANGELES CALIF UNI SCH DIST | ||||||
GO SERIES 2007B&2007B (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 7,290,000 | 7,290,000 | |
GO SERIES 2009I (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,890,000 | 6,890,000 | |
LOS ANGELES CNTY CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1985-H (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.42% | 04/07/16 | 11,000,000 | 11,000,000 | ||
REV MULTI FAM HOUSING SERIES 1998 B (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.39% | 04/07/16 | 14,550,000 | 14,550,000 | ||
REV MULTI FAM HOUSING SERIES 2003C (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 17,000,000 | 17,000,000 | ||
REV MULTI FAM HOUSING SERIES 2003C (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 9,300,000 | 9,300,000 | ||
REV MULTI FAM HOUSING SERIES 2010B (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 14,200,000 | 14,200,000 | ||
METROPOLITAN WATER DISTRICT OF SOUTHERN CALIFORNIA | ||||||
REV WATER & SEWER SERIES 2005C (LIQ: CITIBANK NA) |
a,c |
0.44% | 04/07/16 | 24,750,000 | 24,750,000 | |
REV WATER & SEWER SERIES 2006A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,590,000 | 5,590,000 | |
REV WATER & SEWER SERIES 2008A-2 (LIQ: BARCLAYS BANK PLC) | 0.39% | 04/07/16 | 38,915,000 | 38,915,000 | ||
REV WATER & SEWER SERIES 2009A-2 |
c |
0.60% | 04/07/16 | 08/30/16 | 48,000,000 | 48,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV WATER & SEWER SERIES 2011 A-3 | 0.60% | 04/07/16 | 08/16/16 | 32,200,000 | 32,200,000 | |
REV WATER & SEWER SERIES 2011A-1 | 0.60% | 04/07/16 | 08/16/16 | 30,940,000 | 30,940,000 | |
REV WATER & SEWER SERIES 2013 | 0.48% | 04/07/16 | 09/30/16 | 35,000,000 | 35,000,000 | |
REV WATER & SEWER SERIES 2013 D | 0.39% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV WATER & SEWER SERIES 2014D | 0.43% | 04/07/16 | 2,800,000 | 2,800,000 | ||
REV WATER & SEWER SERIES 2015 A-2 | 0.39% | 04/07/16 | 17,500,000 | 17,500,000 | ||
REV WATER & SEWER SERIES B-3 (LIQ: WELLS FARGO BANK NA) | 0.34% | 04/01/16 | 2,700,000 | 2,700,000 | ||
MONTEREY PENINSULA CALIF WTR MGMT DIST | ||||||
REV WATER & SEWER SERIES 1992 (LOC: WELLS FARGO BANK NA) | 0.52% | 04/07/16 | 1,350,000 | 1,350,000 | ||
NUVEEN CA AMT-FREE MUNI INCOME FUND | ||||||
SERIES 5 (LOC: MORGAN STANLEY BANK NA) |
a |
0.55% | 04/07/16 | 50,300,000 | 50,300,000 | |
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND | ||||||
REV SERIES 4 (LOC: ROYAL BANK OF CANADA) |
a |
0.48% | 04/07/16 | 5,600,000 | 5,600,000 | |
REV SERIES 6 (LOC: CITIBANK NA) |
a |
0.52% | 04/07/16 | 19,300,000 | 19,300,000 | |
SERIES 1 (LOC: MORGAN STANLEY BANK NA) |
a |
0.55% | 04/07/16 | 55,000,000 | 55,000,000 | |
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND 2 | ||||||
REV SERIES 1 (LOC: ROYAL BANK OF CANADA) |
a |
0.50% | 04/07/16 | 38,000,000 | 38,000,000 | |
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND 3 | ||||||
REV SERIES 1 (LOC: BARCLAYS BANK PLC) |
a |
0.52% | 04/07/16 | 15,900,000 | 15,900,000 | |
ORANGE CNTY CALIF HSG AUTH | ||||||
REV HOUSING SERIES 1998F (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.39% | 04/07/16 | 9,900,000 | 9,900,000 | ||
ORANGE CNTY CALIF SANTN DIST | ||||||
REV WATER & SEWER SERIES 2015A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,000,000 | 8,000,000 | |
OXNARD CALIF FING AUTH | ||||||
REV LEASE REV SERIES 2003 B (LOC: MUFG UNION BANK NA) | 0.40% | 04/07/16 | 10,295,000 | 10,295,000 | ||
REV LEASE REV SERIES 2006 (LOC: MUFG UNION BANK NA) |
c |
0.40% | 04/07/16 | 19,675,000 | 19,675,000 | |
REV WATER & SEWER SERIES 2004 B (LOC: MUFG UNION BANK NA) | 0.40% | 04/07/16 | 17,745,000 | 17,745,000 | ||
PALOMAR CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2006C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 7,570,000 | 7,570,000 | |
GO SERIES C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 15,140,000 | 15,140,000 | |
GO SERIES Election 2006 Series C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 7,570,000 | 7,570,000 | |
PASADENA CALIF | ||||||
REV COP SERIES 2008A (LOC: BANK OF AMERICA NA) | 0.39% | 04/07/16 | 13,600,000 | 13,600,000 | ||
PETALUMA CALIF | ||||||
REV MULTI FAM HOUSING SERIES 1996A (LOC: US BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 2,450,000 | 2,450,000 | ||
PINOLE CALIF REDEV AGY | ||||||
REV MULTI FAM HOUSING SERIES 1998 A (LOC: COMERICA BANK) | 0.60% | 04/07/16 | 4,959,000 | 4,959,000 | ||
PITTSBURG CALIF PUB FING AUTH | ||||||
REV WATER & SEWER SERIES 2008 (LOC: BANK OF THE WEST) | 0.45% | 04/07/16 | 7,445,000 | 7,445,000 | ||
PLEASANTON CALIF | ||||||
REV MULTI FAM HOUSING SERIES 2003 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 13,360,000 | 13,360,000 | ||
POMONA CALIF PUB FING AUTH | ||||||
REV WATER & SEWER SERIES 2007AY (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 12,610,000 | 12,610,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
POWAY CALIF UNI SCH DIST | ||||||
GO SERIES 2008B (ESCROW) (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 10,000,000 | 10,000,000 | |
REDONDO BEACH CALIF REDEV AGY | ||||||
REV MULTI FAM HOUSING SERIES 2004A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.47% | 04/07/16 | 10,890,000 | 10,890,000 | ||
RICHMOND CALIF | ||||||
REV WASTE/POLLUTION SERIES 2008A (LOC: MUFG UNION BANK NA) | 0.41% | 04/07/16 | 22,260,000 | 22,260,000 | ||
RIVERSIDE CALIF | ||||||
REV POWER (RIVERSIDE ELECTRIC SYSTEM CA) SERIES 2008A (LOC: BARCLAYS BANK PLC) | 0.38% | 04/07/16 | 40,000,000 | 40,000,000 | ||
RIVERSIDE CNTY CALIF INDL DEV AUTH | ||||||
REV INDUSTRIAL SERIES 1997 (LOC: BANK OF THE WEST) | 0.48% | 04/07/16 | 1,560,000 | 1,560,000 | ||
RIVERSIDE CNTY CALIF TRANSN COMMN | ||||||
REV SALES TAX SERIES 2009A (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 47,600,000 | 47,600,000 | ||
REV SALES TAX SERIES 2009C (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.39% | 04/07/16 | 10,765,000 | 10,765,000 | ||
REV SALES TAX SERIES 2013A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,675,000 | 1,675,000 | |
REV SALES TAX SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 8,240,000 | 8,240,000 | |
SACRAMENTO CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2000-G (LOC: CITIBANK NA) | 0.41% | 04/07/16 | 9,200,000 | 9,200,000 | ||
REV MULTI FAM HOUSING SERIES 2002 G (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 17,200,000 | 17,200,000 | ||
REV MULTI FAM HOUSING SERIES 2003I (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 8,000,000 | 8,000,000 | ||
REV MULTI FAM HOUSING SERIES 2006E (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 10,265,000 | 10,265,000 | ||
REV MULTI FAM HOUSING SERIES 2006I (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 5,150,000 | 5,150,000 | ||
SACRAMENTO CALIF MUN UTIL DIST | ||||||
REV POWER SERIES 2012 M (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.38% | 04/07/16 | 2,940,000 | 2,940,000 | ||
SACRAMENTO CALIF SUBN WTR DIST | ||||||
REV WATER & SEWER SERIES 2009A (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.37% | 04/07/16 | 29,585,000 | 29,585,000 | ||
SACRAMENTO CALIF TRANSN AUTH SALES | ||||||
REV SALES TAX SERIES 2015A (LIQ: MIZUHO BANK LTD) | 0.48% | 04/07/16 | 39,500,000 | 39,500,000 | ||
SACRAMENTO CNTY CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING (SACRAMENTO CNTY CALIF) SERIES 2006H (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 12,255,000 | 12,255,000 | ||
REV MULTI FAM HOUSING SERIES 2000-A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 6,000,000 | 6,000,000 | ||
REV MULTI FAM HOUSING SERIES 2001-I (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.08% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV MULTI FAM HOUSING SERIES 2001C (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.48% | 04/07/16 | 15,855,000 | 15,855,000 | ||
REV MULTI FAM HOUSING SERIES 2003E (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.47% | 04/07/16 | 14,000,000 | 14,000,000 | ||
REV MULTI FAM HOUSING SERIES 2004D (LOC: CITIBANK NA) | 0.42% | 04/07/16 | 4,441,000 | 4,441,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV MULTI FAM HOUSING SERIES 2004G (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 16,500,000 | 16,500,000 | ||
REV MULTI FAM HOUSING SERIES 2007E (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.45% | 04/07/16 | 41,800,000 | 41,800,000 | ||
SACRAMENTO CNTY CALIF SANTN DIST FING AUTH | ||||||
REV WASTE/POLLUTION SERIES 2013A (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 29,945,000 | 29,945,000 | |
SAN BERNARDINO CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2013A (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 8,000,000 | 8,000,000 | |
GO SERIES C (LIQ: CITIBANK NA) |
a |
0.60% | 04/07/16 | 7,500,000 | 7,500,000 | |
SAN BERNARDINO CNTY CALIF TRANSN AUTH | ||||||
REV SALES TAX SERIES 2014A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,300,000 | 8,300,000 | |
SAN DIEGO CALIF CMNTY COLLEGE DIST | ||||||
REV SCHOOL SERIES 2009 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 3,125,000 | 3,125,000 | |
SAN DIEGO CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 1999 B (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.48% | 04/07/16 | 5,320,000 | 5,320,000 | ||
REV MULTI FAM HOUSING SERIES 2004 B (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 25,595,000 | 25,595,000 | ||
SAN DIEGO CALIF PUB FACS FING AUTH | ||||||
REV WATER & SEWER (SAN DIEGO SEWER) SERIES 2016A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.50% | 04/07/16 | 1,875,000 | 1,875,000 | |
SAN DIEGO CALIF UNI SCH DIST | ||||||
GO SERIES 2012C (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 10,000,000 | 10,000,000 | |
SAN DIEGO CNTY CALIF | ||||||
REV COP SERIES 2003 (LOC: COMERICA BANK) | 0.40% | 04/07/16 | 3,275,000 | 3,275,000 | ||
SAN DIEGO CNTY CALIF WTR AUTH | ||||||
REV WATER & SEWER SERIES 1 | 0.27% | 04/06/16 | 12/17/16 | 12,500,000 | 12,500,000 | |
REV WATER & SEWER SERIES 2008A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 33,580,000 | 33,580,000 | |
REV WATER & SEWER SERIES 2008A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,810,000 | 5,810,000 | |
REV WATER & SEWER SERIES S-1 | 0.08% | 04/06/16 | 11/28/16 | 12,500,000 | 12,500,000 | |
SAN DIEGO COUNTY REGIONAL TRANSPORTATION COMMISSION | ||||||
REV SALES TAX SERIES 2008A (LIQ: JPMORGAN CHASE BANK NA) | 0.39% | 04/07/16 | 31,045,000 | 31,045,000 | ||
REV SALES TAX SERIES 2008B (LIQ: JPMORGAN CHASE BANK NA) | 0.38% | 04/07/16 | 14,310,000 | 14,310,000 | ||
SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST | ||||||
REV TRANSPORTATION SERIES 2006A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,130,000 | 6,130,000 | |
SAN FRANCISCO CALIF CITY & CNTY | ||||||
REV LEASE REV SERIES 2010A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,325,000 | 3,325,000 | |
SAN FRANCISCO CALIF CITY & CNTY ARPTS COMMN | ||||||
REV AIRPORT SERIES 2010A-3 (LOC: JPMORGAN CHASE BANK NA) | 0.39% | 04/07/16 | 12,700,000 | 12,700,000 | ||
REV AIRPORT SERIES 36A (LOC: US BANK NATIONAL ASSOCIATION) | 0.39% | 04/07/16 | 25,000,000 | 25,000,000 | ||
REV AIRPORT SERIES 36B (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.35% | 04/07/16 | 5,590,000 | 5,590,000 | ||
REV AIRPORT SERIES 36C (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.39% | 04/07/16 | 13,570,000 | 13,570,000 | ||
REV TRANSPORTATION SERIES 2ND 37C (LOC: MUFG UNION BANK NA) | 0.39% | 04/07/16 | 31,000,000 | 31,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SAN FRANCISCO CALIF CITY & CNTY FIN CORP | ||||||
REV LEASE REV (SAN FRANCISCO CALIF CITY & CNTY) SERIES 2008-1 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.39% | 04/07/16 | 10,750,000 | 10,750,000 | ||
REV LEASE REV SERIES 2008-2 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.38% | 04/07/16 | 7,775,000 | 7,775,000 | ||
SAN FRANCISCO CALIF CITY & CNTY HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2004 (LOC: CITIBANK NA) | 0.41% | 04/07/16 | 6,260,000 | 6,260,000 | ||
SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV | ||||||
REV WATER & SEWER SERIES 2011 & 2012A (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.42% | 04/07/16 | 4,555,000 | 4,555,000 | |
REV WATER & SEWER SERIES 2012A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,665,000 | 6,665,000 | |
SAN FRANCISCO CALIF CITY & CNTY REDEV AGY | ||||||
REV MULTI FAM HOUSING (THIRD AND MISSION ASSOCIATES LLC) SERIES 1999C (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 4,500,000 | 4,500,000 | ||
REV MULTI FAM HOUSING SERIES 1992A-1 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.41% | 04/07/16 | 30,100,000 | 30,100,000 | ||
REV MULTI FAM HOUSING SERIES 1992A-2 (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.44% | 04/07/16 | 3,750,000 | 3,750,000 | ||
SAN JOSE CALIF | ||||||
REV MULTI FAM HOUSING SERIES 2002 D (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.48% | 04/07/16 | 6,395,000 | 6,395,000 | ||
REV MULTI FAM HOUSING SERIES 2002 F (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.45% | 04/07/16 | 2,000,000 | 2,000,000 | ||
SAN JOSE EVERGREEN CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 3,980,000 | 3,980,000 | |
SAN MARCOS CALIF REDEV AGY | ||||||
REV MULTI FAM HOUSING SERIES 2002 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.48% | 04/07/16 | 13,390,000 | 13,390,000 | ||
SAN MARCOS CALIF UNI SCH DIST | ||||||
GO SERIES C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,665,000 | 6,665,000 | |
SAN MATEO CALIF JT PWRS FING AUTH | ||||||
REV LEASE REV (SAN MATEO CNTY CALIF) SERIES 2013A (LIQ: BARCLAYS BANK PLC) |
a |
0.41% | 04/07/16 | 10,710,000 | 10,710,000 | |
SAN MATEO CNTY CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2005B (LIQ: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 11,060,000 | 11,060,000 | |
GO SERIES 2005B&2006A (LIQ: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 19,715,000 | 19,715,000 | |
GO SERIES 2015A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 8,810,000 | 8,810,000 | |
SANTA CLARA CNTY CALIF FING AUTH | ||||||
REV COUNTY (SANTA CLARA CNTY CALIF) SERIES 2007K (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 47,050,000 | 47,050,000 | |
SANTA CLARA CNTY CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2005A (LOC: MUFG UNION BANK NA) | 0.40% | 04/07/16 | 3,948,000 | 3,948,000 | ||
REV MULTI FAM HOUSING SERIES 2005C (LOC: MUFG UNION BANK NA) | 0.55% | 04/07/16 | 8,427,000 | 8,427,000 | ||
SANTA CLARA VALLEY CALIF TRANSN AUTH | ||||||
REV SALES TAX SERIES 2008 A (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.38% | 04/07/16 | 12,900,000 | 12,900,000 | ||
REV SALES TAX SERIES 2008C (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.46% | 04/07/16 | 21,975,000 | 21,975,000 | ||
REV SALES TAX SERIES 2008D (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.49% | 04/07/16 | 24,775,000 | 24,775,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SAUSALITO CALIF | ||||||
REV MULTI FAM HOUSING SERIES 2003 (LOC: BANK OF THE WEST) | 0.48% | 04/07/16 | 1,930,000 | 1,930,000 | ||
SOUTHERN CALIFORNIA PUBLIC POWER AUTHORITY | ||||||
REV POWER SERIES 2008A (LOC: BARCLAYS BANK PLC) | 0.39% | 04/07/16 | 8,800,000 | 8,800,000 | ||
REV POWER SERIES 2008B (LOC: BARCLAYS BANK PLC) | 0.39% | 04/07/16 | 2,100,000 | 2,100,000 | ||
REV POWER SERIES 2009-2 (LOC: WELLS FARGO BANK NA) | 0.36% | 04/07/16 | 11,000,000 | 11,000,000 | ||
STATE OF CALIFORNIA | ||||||
GO SERIES 2003A-1 (LOC: JPMORGAN CHASE BANK NA) | 0.37% | 04/01/16 | 1,000,000 | 1,000,000 | ||
GO SERIES 2003B-2 (LOC: JPMORGAN CHASE BANK NA; CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM;) | 0.38% | 04/07/16 | 15,500,000 | 15,500,000 | ||
GO SERIES 2003B-3 (LOC: JPMORGAN CHASE BANK NA; CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM;) | 0.37% | 04/07/16 | 51,100,000 | 51,100,000 | ||
GO SERIES 2003B-4 (LOC: JPMORGAN CHASE BANK NA; CALIFORNIA PUBLIC EMPLOYEES' RETIREMENT SYSTEM;) | 0.38% | 04/07/16 | 8,600,000 | 8,600,000 | ||
GO SERIES 2004 A3 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.37% | 04/01/16 | 2,000,000 | 2,000,000 | ||
GO SERIES 2004 A4 (LOC: CITIBANK NA) | 0.36% | 04/01/16 | 1,530,000 | 1,530,000 | ||
GO SERIES 2004 A5 (LOC: CITIBANK NA) | 0.32% | 04/01/16 | 3,800,000 | 3,800,000 | ||
GO SERIES 2004-B3 (LOC: CITIBANK NA) | 0.28% | 04/01/16 | 600,000 | 600,000 | ||
GO SERIES 2004B2 (LOC: CITIBANK NA) | 0.32% | 04/01/16 | 1,000,000 | 1,000,000 | ||
GO SERIES 2005 B-1 (LOC: MIZUHO BANK LTD) | 0.36% | 04/07/16 | 13,900,000 | 13,900,000 | ||
GO SERIES 2005 B-3 (LOC: SUMITOMO MITSUI BANKING CORPORATION) | 0.38% | 04/07/16 | 6,140,000 | 6,140,000 | ||
GO SERIES 2005A1-2 (LOC: ROYAL BANK OF CANADA) | 0.38% | 04/07/16 | 39,000,000 | 39,000,000 | ||
GO SERIES 2005A2-2 (LOC: ROYAL BANK OF CANADA) | 0.38% | 04/07/16 | 20,000,000 | 20,000,000 | ||
GO SERIES 2005A3 (LOC: MIZUHO BANK LTD) | 0.41% | 04/07/16 | 16,000,000 | 16,000,000 | ||
GO SERIES 2005B-4 (LOC: JPMORGAN CHASE BANK NA) | 0.37% | 04/07/16 | 18,100,000 | 18,100,000 | ||
GO SERIES 2005B5 (LOC: BARCLAYS BANK PLC) | 0.39% | 04/07/16 | 12,890,000 | 12,890,000 | ||
GO SERIES 2006 (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 215,000 | 215,000 | |
GO SERIES 2013 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,500,000 | 7,500,000 | |
GO SERIES 2014 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 3,000,000 | 3,000,000 | |
GO SERIES 2015 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 7,020,000 | 7,020,000 | |
UNIVERSITY OF CALIFORNIA | ||||||
REV HEALTHCARE (UNIVERSITY OF CALIF MEDICAL CENTER) SERIES 2007C2 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 20,750,000 | 20,750,000 | |
REV HEALTHCARE (UNIVERSITY OF CALIF MEDICAL CENTER) SERIES 2013J (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 15,505,000 | 15,505,000 | |
REV HOSPITAL (UNIVERSITY OF CALIF MEDICAL CENTER) SERIES 2013J (LIQ: BARCLAYS BANK PLC) |
a |
0.41% | 04/07/16 | 20,850,000 | 20,850,000 | |
REV UNIVERSITY SERIES 2009Q (LIQ: BARCLAYS BANK PLC) |
a |
0.41% | 04/07/16 | 6,665,000 | 6,665,000 | |
REV UNIVERSITY SERIES 2012G (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,695,000 | 4,695,000 | |
REV UNIVERSITY SERIES 2013AF (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,500,000 | 6,500,000 | |
REV UNIVERSITY SERIES 2013AI (LIQ: BARCLAYS BANK PLC) |
a |
0.41% | 04/07/16 | 4,000,000 | 4,000,000 | |
REV UNIVERSITY SERIES 2013AI (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,900,000 | 1,900,000 | |
REV UNIVERSITY SERIES 2013AI (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 10,665,000 | 10,665,000 | |
REV UNIVERSITY SERIES 2014AM (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 9,695,000 | 9,695,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV UNIVERSITY SERIES 2014AM (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 7,600,000 | 7,600,000 | |
REV UNIVERSITY SERIES 2015I (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 9,600,000 | 9,600,000 | |
WEST VALLEY MISSION CMNTY COLLEGE DIST CALIF | ||||||
GO SERIES 2015B (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 8,500,000 | 8,500,000 | |
WESTMINSTER CALIF REDEV AGY | ||||||
REV MULTI FAM HOUSING SERIES 2000 A (LOC: MUFG UNION BANK NA) | 0.60% | 04/07/16 | 5,335,000 | 5,335,000 | ||
YOSEMITE CALIF CMNTY COLLEGE DIST | ||||||
GO SERIES 2008C (ESCROW) (LIQ: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 8,000,000 | 8,000,000 | |
Total Variable-Rate Municipal Securities | ||||||
(Cost $4,743,499,193) | 4,743,499,193 |
a | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $1,511,822,193 or 21.1% of net assets. |
b | Security or a portion of the security purchased on a delayed-delivery or when-issued basis. |
c | All or a portion of this security is designated as collateral for delayed-delivery securities. |
AGY — | Agency |
APPR/TOB — | Tobacco appropriation |
ARPT — | Airport |
COP — | Certificate of participation |
EDL — | Education |
FACS — | Facilities |
FING — | Financing |
GO — | General obligation |
GTY — | Guaranty agreement |
HBR — | Harbor |
HFA — | Housing finance agency/authority |
HOUS SINGL — | Single-family housing |
HSG — | Housing |
IDB — | Industrial development bond |
IMPT — | Improvement |
INDL — | Industrial |
INDPT — | Independent |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MTG — | Mortgage |
MULTI FAM — | Multi-family |
MUN — | Municipal |
PCR — | Pollution control revenue |
PFC — | Passenger facility charge |
REV — | Revenue |
SAN/SANTN — | Sanitation |
SCH DIST — | School district |
SUBN — | Suburban |
TRAN — | Tax and revenue anticipation note |
TRANSN — | Transportation |
UN — | Union |
UNI — | Unified |
Holdings by Category | Cost
($) |
Value
($) | |
25.7% | Fixed-Rate Municipal Securities | 501,966,099 | 501,966,099 |
73.6% | Variable-Rate Municipal Securities | 1,437,585,971 | 1,437,585,971 |
99.3% | Total Investments | 1,939,552,070 | 1,939,552,070 |
0.7% | Other Assets and Liabilities, Net | 14,073,586 | |
100.0% | Net Assets | 1,953,625,656 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Municipal Securities 25.7% of net assets | ||||||
New York 25.7% | ||||||
BAY SHORE N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/24/16 | 10,000,000 | 10,036,891 | ||
BAYPORT-BLUE POINT N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.50% | 06/28/16 | 10,500,000 | 10,529,955 | ||
BEACON N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 2.00% | 05/27/16 | 1,000,000 | 1,002,484 | ||
BEDFORD N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.00% | 07/15/16 | 17,700,000 | 17,735,750 | ||
BURNT HILLS-BALLSTON LAKE N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 06/24/16 | 2,000,000 | 2,005,072 | ||
CHEEKTOWAGA-MARYVALE N Y UN FREE SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 06/23/16 | 5,540,000 | 5,555,495 | ||
CLINTON CNTY N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015B | 1.50% | 06/10/16 | 9,800,000 | 9,817,662 | ||
EAST HAMPTON TWN N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 08/26/16 | 2,895,623 | 2,911,681 | ||
EASTPORT SOUTH MANOR CENT SCH DIST N Y | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.50% | 06/24/16 | 7,000,000 | 7,019,346 | ||
HAMPTON BAYS N Y UN FREE SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 06/24/16 | 4,711,250 | 4,725,887 | ||
ISLIP N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.50% | 06/24/16 | 6,000,000 | 6,016,574 | ||
JERICHO N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/19/16 | 3,330,000 | 3,342,383 | ||
MATTITUCK CUTCHOGUE UNION FREE SCHOOL DISTRICT NY | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015 | 1.50% | 06/17/16 | 9,400,000 | 9,422,843 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
METROPOLITAN TRANS AUTH NY DEDICATED TAX FD | ||||||
REV TRANSPORTATION BOND ANTICIPATION NOTE SERIES 2015 A3 | 0.75% | 06/01/16 | 10,000,000 | 10,006,865 | ||
REV TRANSPORTATION SERIES 2012B2 | 5.00% | 11/01/16 | 210,000 | 215,579 | ||
METROPOLITAN TRANS AUTH NY TRANSPORTATION REV | ||||||
REV TRANSPORTATION (NEW YORK STATE OF) SERIES 2002A | 5.75% | 07/01/16 | 2,100,000 | 2,129,282 | ||
REV TRANSPORTATION SERIES 2012C | 4.00% | 11/15/16 | 475,000 | 485,305 | ||
REV TRANSPORTATION SERIES 2013C | 4.00% | 11/15/16 | 780,000 | 797,293 | ||
MIDDLE CTRY CENT SCH DIST N Y CENTEREACH | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 08/26/16 | 8,000,000 | 8,037,540 | ||
MILLER PLACE N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES TAXES 20 | 1.50% | 06/27/16 | 11,000,000 | 11,026,520 | ||
NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | ||||||
REV WATER & SEWER SERIES 2006 BB | 3.80% | 06/15/16 | 125,000 | 125,883 | ||
REV WATER & SEWER SERIES 2006BB | 5.00% | 06/15/16 | 995,000 | 1,004,461 | ||
REV WATER & SEWER SERIES 2007 BB (ESCROW) | 5.00% | 06/15/16 | 3,515,000 | 3,548,750 | ||
REV WATER & SEWER SERIES 2009 FF1 | 4.00% | 06/15/16 | 325,000 | 327,433 | ||
REV WATER & SEWER SERIES 2009 FF1 | 5.00% | 06/15/16 | 410,000 | 413,859 | ||
REV WATER & SEWER SERIES 2009AA | 5.00% | 06/15/16 | 1,410,000 | 1,423,451 | ||
REV WATER & SEWER SERIES 2010BB | 3.25% | 06/15/16 | 200,000 | 201,122 | ||
REV WATER & SEWER SERIES 2010FF | 3.00% | 06/15/16 | 100,000 | 100,521 | ||
REV WATER & SEWER SERIES 2011BB | 4.00% | 06/15/16 | 300,000 | 302,174 | ||
REV WATER & SEWER SERIES 2012FF | 5.00% | 06/15/16 | 1,050,000 | 1,059,861 | ||
NEW YORK CITY TRANSITIONAL FIN AUTH | ||||||
REV CITY (NEW YORK STATE OF) SERIES 2007S-1 | 5.00% | 07/15/16 | 100,000 | 101,326 | ||
REV CITY (NEW YORK STATE OF) SERIES 2009 S-2 | 5.00% | 07/15/16 | 275,000 | 278,670 | ||
REV CITY (NEW YORK STATE OF) SERIES 2011 S1A | 5.00% | 07/15/16 | 250,000 | 253,272 | ||
REV CITY (NEW YORK STATE OF) SERIES 2012 S1A | 5.00% | 07/15/16 | 350,000 | 354,650 | ||
REV CITY (NEW YORK STATE OF) SERIES 2013 S-1 | 5.00% | 07/15/16 | 1,040,000 | 1,054,019 | ||
REV CITY (NEW YORK STATE OF) SERIES S-1 | 5.00% | 07/15/16 | 100,000 | 101,328 | ||
REV CITY SERIES 2011E | 5.00% | 11/01/16 | 175,000 | 179,649 | ||
REV CITY SERIES 2012C | 4.00% | 11/01/16 | 235,000 | 239,932 | ||
REV CITY SERIES 2015 A-1 | 4.00% | 08/01/16 | 100,000 | 101,194 | ||
REV CITY SERIES FY2014B1 | 5.00% | 11/01/16 | 225,000 | 230,896 | ||
NEW YORK N Y | ||||||
GO SERIES 2002C | 4.00% | 08/01/16 | 345,000 | 349,074 | ||
GO SERIES 2003 C-A | 5.00% | 08/01/16 | 420,000 | 426,498 | ||
GO SERIES 2003 G-5 | 5.00% | 08/01/16 | 100,000 | 101,530 | ||
GO SERIES 2006 G | 5.25% | 08/01/16 | 100,000 | 101,599 | ||
GO SERIES 2006I-1 | 5.00% | 04/01/16 | 100,000 | 100,000 | ||
GO SERIES 2006J-1 | 4.00% | 06/01/16 | 100,000 | 100,586 | ||
GO SERIES 2008 A-1 | 5.00% | 08/01/16 | 375,000 | 380,640 | ||
GO SERIES 2008 E | 5.00% | 08/01/16 | 280,000 | 284,273 | ||
GO SERIES 2008A-1 | 4.15% | 08/01/16 | 200,000 | 202,491 | ||
GO SERIES 2008A-1 | 4.50% | 08/01/16 | 335,000 | 339,591 | ||
GO SERIES 2008A-1 | 5.00% | 08/01/16 | 1,735,000 | 1,761,542 | ||
GO SERIES 2008A1 | 5.00% | 08/01/16 | 100,000 | 101,533 | ||
GO SERIES 2008J-1 | 5.00% | 08/01/16 | 400,000 | 406,134 | ||
GO SERIES 2008L-1 | 5.00% | 04/01/16 | 465,000 | 465,000 | ||
GO SERIES 2009 A-1 | 4.00% | 08/15/16 | 200,000 | 202,628 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
GO SERIES 2009 B1 | 5.25% | 09/01/16 | 130,000 | 132,621 | ||
GO SERIES 2009 C | 5.25% | 08/01/16 | 175,000 | 177,844 | ||
GO SERIES 2009 G | 4.00% | 08/01/16 | 100,000 | 101,191 | ||
GO SERIES 2009C | 5.00% | 08/01/16 | 225,000 | 228,394 | ||
GO SERIES 2010 E | 4.00% | 08/01/16 | 400,000 | 404,808 | ||
GO SERIES 2010 E | 5.00% | 08/01/16 | 350,000 | 355,349 | ||
GO SERIES 2010H-2 | 3.00% | 06/01/16 | 100,000 | 100,414 | ||
GO SERIES 2010H-2 | 5.00% | 06/01/16 | 300,000 | 302,289 | ||
GO SERIES 2011 B | 4.00% | 08/01/16 | 500,000 | 505,964 | ||
GO SERIES 2011 I-1 | 4.00% | 08/01/16 | 150,000 | 151,749 | ||
GO SERIES 2011 I-1 | 5.00% | 08/01/16 | 910,000 | 923,725 | ||
GO SERIES 2011BB | 5.00% | 08/01/16 | 425,000 | 431,403 | ||
GO SERIES 2011E | 5.00% | 08/01/16 | 350,000 | 355,353 | ||
GO SERIES 2012-I | 5.00% | 08/01/16 | 465,000 | 472,129 | ||
GO SERIES 2012B | 4.00% | 08/01/16 | 410,000 | 414,921 | ||
GO SERIES 2012E | 5.00% | 08/01/16 | 550,000 | 558,455 | ||
GO SERIES 2012F | 5.00% | 08/01/16 | 2,570,000 | 2,609,698 | ||
GO SERIES 2012G-1 | 5.00% | 04/01/16 | 140,000 | 140,000 | ||
GO SERIES 2013B | 5.00% | 08/01/16 | 735,000 | 746,061 | ||
GO SERIES 2013D | 5.00% | 08/01/16 | 1,150,000 | 1,167,675 | ||
GO SERIES 2013I | 4.00% | 08/01/16 | 225,000 | 227,700 | ||
GO SERIES 2013J | 5.00% | 08/01/16 | 515,000 | 522,936 | ||
GO SERIES 2014 G | 5.00% | 08/01/16 | 735,000 | 746,036 | ||
GO SERIES 2014 H | 5.00% | 08/01/16 | 200,000 | 203,127 | ||
GO SERIES 2014B | 4.00% | 08/01/16 | 1,125,000 | 1,138,447 | ||
GO SERIES 2014E | 5.00% | 08/01/16 | 2,455,000 | 2,492,818 | ||
GO SERIES 2014F | 3.00% | 08/01/16 | 500,000 | 504,327 | ||
GO SERIES 2014J | 3.00% | 08/01/16 | 485,000 | 489,349 | ||
GO SERIES F1994 A5 | 5.00% | 08/01/16 | 335,000 | 340,129 | ||
GO SERIES FY2010B | 4.00% | 08/01/16 | 100,000 | 101,177 | ||
GO SERIES H | 3.00% | 08/01/16 | 125,000 | 126,060 | ||
GO SERIES H | 5.00% | 08/01/16 | 100,000 | 101,523 | ||
NEW YORK ST ENVIRONMENTAL FACS CORP | ||||||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2002K | 5.50% | 06/15/16 | 800,000 | 808,408 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2004 C | 3.50% | 06/15/16 | 100,000 | 100,660 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2007A | 5.00% | 06/15/16 | 225,000 | 227,081 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2007B | 5.00% | 06/15/16 | 415,000 | 418,893 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2007C | 5.00% | 06/15/16 | 650,000 | 656,114 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2008 B | 5.00% | 06/15/16 | 425,000 | 428,960 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2008A | 5.00% | 06/15/16 | 100,000 | 100,955 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2009A | 5.00% | 06/15/16 | 410,000 | 413,986 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2012A | 5.00% | 06/15/16 | 810,000 | 817,753 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2012D | 4.00% | 06/15/16 | 1,000,000 | 1,007,475 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2013A | 3.00% | 06/15/16 | 445,000 | 447,366 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2013A | 5.00% | 06/15/16 | 325,000 | 328,116 | ||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH PROGRAM) SERIES 2014A | 4.00% | 06/15/16 | 200,000 | 201,489 | ||
REV WATER & SEWER SERIES 2011C | 5.00% | 05/15/16 | 150,000 | 150,823 | ||
REV WATER & SEWER SERIES 2012B | 5.00% | 08/15/16 | 965,000 | 981,381 | ||
REV WATER & SEWER SERIES 2012E | 5.00% | 05/15/16 | 165,000 | 165,917 | ||
REV WATER & SEWER SERIES 2014B | 2.00% | 05/15/16 | 375,000 | 375,731 | ||
NEW YORK ST LOC GOVT ASSISTANCE CORP | ||||||
REV SALES TAX SERIES 1993E | 5.25% | 04/01/16 | 550,000 | 550,000 | ||
REV SALES TAX SERIES 2007A | 5.00% | 04/01/16 | 570,000 | 570,000 | ||
REV SALES TAX SERIES 2008A | 5.00% | 04/01/16 | 1,090,000 | 1,090,000 | ||
REV SALES TAX SERIES 2008C | 5.00% | 04/01/16 | 370,000 | 370,000 | ||
REV SALES TAX SERIES 2010A | 5.00% | 04/01/16 | 450,000 | 450,000 | ||
REV SALES TAX SERIES 2010B | 5.00% | 04/01/16 | 1,980,000 | 1,980,000 | ||
REV SALES TAX SERIES 2011A | 5.00% | 04/01/16 | 440,000 | 440,000 | ||
NEW YORK ST MTG AGY HOMEOWNER MTG | ||||||
REV HOUS SINGL SERIES 183 | 0.85% | 04/01/16 | 150,000 | 150,000 | ||
NEW YORK ST PWR AUTH REV & GEN PURP | ||||||
REV POWER SERIES 1 | 0.05% | 04/01/16 | 29,000,000 | 29,000,000 | ||
REV POWER SERIES 1 | 0.21% | 04/01/16 | 30,859,000 | 30,859,000 | ||
REV POWER SERIES 1&2&3 | 0.04% | 04/01/16 | 22,000,000 | 22,000,000 | ||
REV POWER SERIES 1&2&3 | 0.19% | 04/01/16 | 4,629,000 | 4,629,000 | ||
REV POWER SERIES 1&2&3 | 0.21% | 04/01/16 | 10,000,000 | 10,000,000 | ||
NEW YORK ST TWY AUTH | ||||||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2006A | 5.00% | 04/01/16 | 150,000 | 150,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2006A (ESCROW) | 5.00% | 04/01/16 | 975,000 | 975,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2007A | 5.00% | 04/01/16 | 990,000 | 990,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2008 B | 5.00% | 04/01/16 | 2,325,000 | 2,325,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2008A | 5.00% | 04/01/16 | 620,000 | 620,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2010A | 4.00% | 04/01/16 | 125,000 | 125,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2010A | 5.00% | 04/01/16 | 145,000 | 145,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2011A-2 | 4.00% | 04/01/16 | 195,000 | 195,000 | ||
REV TRANSPORTATION (NEW YORK ST TWY AUTH HWY & BRD) SERIES 2012 A | 4.00% | 04/01/16 | 795,000 | 795,000 | ||
REV TRANSPORTATION (NEW YORK STATE OF) SERIES 2007 | 5.00% | 04/01/16 | 275,000 | 275,000 | ||
REV TRANSPORTATION (NEW YORK STATE OF) SERIES 2009 | 5.00% | 04/01/16 | 425,000 | 425,000 | ||
REV TRANSPORTATION (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010A | 5.00% | 03/15/17 | 1,850,000 | 1,929,627 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NEW YORK ST URBAN DEV CORP | ||||||
REV SPECIAL TAX (NEW YORK STATE OF) SERIES 2011A | 4.00% | 09/15/16 | 100,000 | 101,637 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009A-1 | 5.00% | 12/15/16 | 250,000 | 257,728 | ||
NEW YORK STATE OF | ||||||
GO SERIES 2013C | 5.00% | 04/15/16 | 3,000,000 | 3,005,497 | ||
NIAGARA CNTY N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015B | 1.25% | 05/12/16 | 9,017,615 | 9,026,772 | ||
NORTH HEMPSTEAD N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES A | 0.85% | 04/06/16 | 22,000,000 | 22,001,811 | ||
NORTH SYRACUSE N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 08/12/16 | 9,956,585 | 9,993,656 | ||
NY ST DORM AUTH | ||||||
REV HOSPITAL (NEW YORK STATE OF) SERIES 2008D | 5.00% | 08/15/16 | 765,000 | 778,104 | ||
REV PUBLIC SERVICES (NEW YORK STATE SALES TAX BONDS) SERIES A | 5.00% | 03/15/17 | 5,000,000 | 5,217,222 | ||
REV SCHOOL (CORNELL UNIVERSITY) SERIES 2009A | 5.00% | 07/01/16 | 400,000 | 404,476 | ||
REV SCHOOL (NEW YORK UNIVERSITY) SERIES 2009A | 5.00% | 07/01/16 | 475,000 | 480,477 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009D | 4.00% | 06/15/16 | 575,000 | 579,322 | ||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009D | 5.00% | 06/15/16 | 800,000 | 807,631 | ||
REV STATE (NEW YORK STATE OF) SERIES 2009A | 4.00% | 07/01/16 | 330,000 | 332,900 | ||
REV STATE (NEW YORK STATE OF) SERIES 2009A | 5.00% | 07/01/16 | 1,355,000 | 1,370,316 | ||
REV UNIVERSITY (CORNELL UNIVERSITY) | 0.10% | 05/27/16 | 16,890,000 | 16,890,000 | ||
REV UNIVERSITY (CORNELL UNIVERSITY) SERIES 2008B | 5.00% | 07/01/16 | 125,000 | 126,440 | ||
REV UNIVERSITY (CORNELL UNIVERSITY) SERIES 2009A | 3.00% | 07/01/16 | 250,000 | 251,614 | ||
REV UNIVERSITY (NEW YORK STATE OF) SERIES 2010 | 5.00% | 07/01/16 | 950,000 | 960,906 | ||
REV UNIVERSITY (NEW YORK UNIVERSITY) SERIES 2008A | 5.00% | 07/01/16 | 200,000 | 202,281 | ||
REV UNIVERSITY (NEW YORK UNIVERSITY) SERIES 2008B | 5.00% | 07/01/16 | 200,000 | 202,300 | ||
OCEANSIDE N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/21/16 | 13,500,000 | 13,543,370 | ||
PATCHOGUE-MEDFORD N Y UN FREE SCH DIST | ||||||
GO TAX ANTICIPATION NOTE SERIES 2015-16 | 1.75% | 06/24/16 | 10,000,000 | 10,032,216 | ||
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 185 | 5.00% | 09/01/16 | 245,000 | 249,586 | ||
REV TRANSPORTATION SERIES 186 | 4.00% | 10/15/16 | 100,000 | 101,913 | ||
REV TRANSPORTATION SERIES B | 0.04% | 04/12/16 | 1,045,000 | 1,045,000 | ||
REV TRANSPORTATION SERIES B | 0.05% | 04/26/16 | 14,360,000 | 14,360,000 | ||
REV TRANSPORTATION SERIES B | 0.14% | 06/02/16 | 10,530,000 | 10,530,000 | ||
PORT CHESTER N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016A | 2.00% | 02/23/17 | 5,713,370 | 5,789,763 | ||
RENSSELAER CNTY N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 08/12/16 | 11,500,000 | 11,563,401 | ||
ROCHESTER N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 I | 2.00% | 03/14/17 | 19,500,000 | 19,779,583 | ||
ROTTERDAM-MOHONASEN N Y CENT SCH DIST | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 04/08/16 | 17,000,000 | 17,005,510 | ||
SULLIVAN CNTY N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 2.00% | 03/03/17 | 3,178,500 | 3,213,877 | ||
GO TAX ANTICIPATION NOTE SERIES 2016 | 2.00% | 03/03/17 | 6,300,000 | 6,370,119 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
THREE VLG CENT SCH DIST N Y BROOKHAVEN & SMITHTOWN | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.75% | 08/26/16 | 10,000,000 | 10,057,229 | ||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 08/26/16 | 2,850,000 | 2,869,398 | ||
TONAWANDA N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.13% | 06/09/16 | 7,756,482 | 7,760,408 | ||
TRIBOROUGH BRIDGE & TUNNEL AUTHORITY | ||||||
REV TOLLS SERIES 2012B | 4.00% | 11/15/16 | 300,000 | 306,670 | ||
REV TOLLS SERIES 2012B | 5.00% | 11/15/16 | 430,000 | 442,231 | ||
VESTAL N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.25% | 05/13/16 | 5,215,000 | 5,220,605 | ||
WEST SENECA N Y | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 07/28/16 | 13,180,000 | 13,245,746 | ||
Total Fixed-Rate Municipal Securities | ||||||
(Cost $501,966,099) | 501,966,099 | |||||
Variable-Rate Municipal Securities 73.6% of net assets | ||||||
New York 73.6% | ||||||
AMHERST DEVELOPMENT CORPORATION | ||||||
REV HOUSING SERIES 2010B (LOC: HSBC BANK USA NA) | 0.43% | 04/07/16 | 14,290,000 | 14,290,000 | ||
AMHERST N Y INDL DEV AGY | ||||||
REV UNIVERSITY SERIES 2006B (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.45% | 04/07/16 | 3,265,000 | 3,265,000 | ||
BUILD NYC RESOURCE CORP | ||||||
REV SCHOOL SERIES 2015 (LOC: TD BANK NA) | 0.47% | 04/07/16 | 3,000,000 | 3,000,000 | ||
COLONIE N Y LOC DEV CORP | ||||||
REV HEALTHCARE SERIES 2011 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.40% | 04/07/16 | 9,770,000 | 9,770,000 | ||
REV HEALTHCARE SERIES 2013 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.40% | 04/07/16 | 12,000,000 | 12,000,000 | ||
FRANKLIN CNTY NY CIVIC DEV CORP REVENUE | ||||||
REV HOSPITAL SERIES 2013A (LOC: HSBC BANK USA NA) | 0.45% | 04/07/16 | 8,530,000 | 8,530,000 | ||
LANCASTER TOWN N Y INDL DEV AGY | ||||||
REV IDB & PCR SERIES 2000 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.34% | 04/07/16 | 8,635,000 | 8,635,000 | ||
METROPOLITAN TRANS AUTH NY DEDICATED TAX FD | ||||||
REV TRANSPORTATION SERIES 2004B2 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 8,055,000 | 8,055,000 | |
REV TRANSPORTATION SERIES 2006B (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 5,000,000 | 5,000,000 | |
REV TRANSPORTATION SERIES 2009B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,165,000 | 3,165,000 | |
REV TRANSPORTATION SERIES 2012A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,000,000 | 8,000,000 | |
REV TRANSPORTATION SERIES 2012A (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 6,665,000 | 6,665,000 | |
REV TRANSPORTATION SERIES 2016A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.48% | 04/07/16 | 5,345,000 | 5,345,000 | |
METROPOLITAN TRANS AUTH NY TRANSPORTATION REV | ||||||
REV TRANSPORTATION SERIES 2012G-2 (LOC: TD BANK NA) | 0.40% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV TRANSPORTATION SERIES 2012G1 (LOC: TD BANK NA) | 0.43% | 04/07/16 | 6,545,000 | 6,545,000 | ||
REV TRANSPORTATION SERIES 2015 (LOC: BANK OF THE WEST) | 0.45% | 04/07/16 | 7,000,000 | 7,000,000 | ||
METROPOLITAN TRANSPORTATION AUTHORITY | ||||||
REV TRANSPORTATION SERIES 2002B1 (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.40% | 04/07/16 | 5,000,000 | 5,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
MONROE CNTY N Y INDL DEV CORP | ||||||
REV COUNTY SERIES 2004 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.39% | 04/07/16 | 1,100,000 | 1,100,000 | ||
NASSAU HEALTH CARE CORP N Y | ||||||
REV HOSPITAL SERIES 2009 C-2 (LOC: WELLS FARGO BANK NA) | 0.48% | 04/07/16 | 485,000 | 485,000 | ||
NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY | ||||||
REV IDB & PCR SERIES 1998 (LOC: JPMORGAN CHASE BANK NA) | 0.59% | 04/07/16 | 1,050,000 | 1,050,000 | ||
REV SCHOOL SERIES 2006 (LOC: WELLS FARGO BANK NA) | 0.40% | 04/07/16 | 4,120,000 | 4,120,000 | ||
NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY | ||||||
REV WATER & SEWER SERIES 2001 F-2 (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 30,650,000 | 30,650,000 | ||
REV WATER & SEWER SERIES 2003F1 A (LIQ: WELLS FARGO BANK NA) | 0.40% | 04/07/16 | 6,170,000 | 6,170,000 | ||
REV WATER & SEWER SERIES 2007A (LIQ: BANK OF AMERICA NA) |
a |
0.40% | 04/07/16 | 11,500,000 | 11,500,000 | |
REV WATER & SEWER SERIES 2011HH (LIQ: ROYAL BANK OF CANADA) |
a |
0.32% | 04/07/16 | 14,700,000 | 14,700,000 | |
REV WATER & SEWER SERIES 2012BB (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 10,515,000 | 10,515,000 | |
REV WATER & SEWER SERIES 2016 AA1 (LIQ: BANK OF AMERICA NA) | 0.38% | 04/01/16 | 6,000,000 | 6,000,000 | ||
REV WATER & SEWER SERIES 2016 AA2 (LIQ: PNC BANK NATIONAL ASSOCIATION) | 0.38% | 04/01/16 | 14,250,000 | 14,250,000 | ||
REV WATER & SEWER SERIES 2016 AA3 (LIQ: ROYAL BANK OF CANADA) | 0.37% | 04/01/16 | 5,000,000 | 5,000,000 | ||
REV WATER & SEWER SERIES 2016 BB-1 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 10,130,000 | 10,130,000 | |
REV WATER & SEWER SERIES AA-1B (LIQ: STATE STREET BANK AND TRUST COMPANY) | 0.36% | 04/01/16 | 3,645,000 | 3,645,000 | ||
REV WATER & SEWER SERIES FISCAL 2009DD (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,125,000 | 8,125,000 | |
REV WATER & SEWER SERIES FISCAL 2009GG2 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,295,000 | 7,295,000 | |
REV WATER & SEWER SERIES FISCAL 2011EE (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,175,000 | 6,175,000 | |
REV WATER & SEWER SERIES FISCAL 2011EE (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 10,000,000 | 10,000,000 | |
REV WATER & SEWER SERIES FISCAL 2012BB (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 4,000,000 | 4,000,000 | |
REV WATER & SEWER SERIES FISCAL 2012FF (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 19,640,000 | 19,640,000 | |
REV WATER & SEWER SERIES FISCAL 2013CC (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 10,540,000 | 10,540,000 | |
REV WATER & SEWER SERIES FISCAL 2014DD (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,000,000 | 4,000,000 | |
NEW YORK CITY TRANSITIONAL FIN AUTH | ||||||
REV CITY (LIQ: ROYAL BANK OF CANADA) | 0.37% | 04/01/16 | 2,500,000 | 2,500,000 | ||
REV CITY (NEW YORK STATE OF) SERIES 2015 S2 & 2016 S1 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 3,000,000 | 3,000,000 | |
REV CITY (NEW YORK STATE OF) SERIES FISCAL 2008S1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 6,000,000 | 6,000,000 | |
REV CITY (NEW YORK STATE OF) SERIES FISCAL 2015S1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,000,000 | 4,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV CITY (NEW YORK STATE OF) SERIES FISCAL 2015S2 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,000,000 | 8,000,000 | |
REV CITY SERIES 2016A-1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,500,000 | 1,500,000 | |
REV CITY SERIES 2016A5 (LIQ: ROYAL BANK OF CANADA) | 0.37% | 04/01/16 | 2,000,000 | 2,000,000 | ||
REV CITY SERIES 2016C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 10,000,000 | 10,000,000 | |
REV CITY SERIES 2016E-1 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.44% | 04/07/16 | 2,500,000 | 2,500,000 | |
REV CITY SERIES C1 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 6,000,000 | 6,000,000 | |
REV CITY SERIES E1 (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 4,835,000 | 4,835,000 | |
REV CITY SERIES FISCAL 2007B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,495,000 | 7,495,000 | |
REV CITY SERIES FISCAL 2010A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 11,000,000 | 11,000,000 | |
REV CITY SERIES FISCAL 2011D1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,750,000 | 3,750,000 | |
REV CITY SERIES FISCAL 2012F1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 10,900,000 | 10,900,000 | |
REV CITY SERIES FISCAL 2013F1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,240,000 | 3,240,000 | |
REV CITY SERIES FISCAL 2014A1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 5,780,000 | 5,780,000 | |
REV CITY SERIES FISCAL 2015A1 and FISCAL 2016E1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 2,000,000 | 2,000,000 | |
NEW YORK LIBERTY DEVELOPMENT CORP | ||||||
REV CITY (PORT AUTHORITY OF NEW YORK AND NEW JERSEY) SERIES 2011 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 5,815,000 | 5,815,000 | |
REV CITY SERIES 2005 (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 2,975,000 | 2,975,000 | |
NEW YORK N Y | ||||||
GO SERIES 2008 D-4 (LIQ: BANK OF MONTREAL) | 0.39% | 04/07/16 | 7,050,000 | 7,050,000 | ||
GO SERIES 2012G-3 (LOC: CITIBANK NA) | 0.39% | 04/07/16 | 2,000,000 | 2,000,000 | ||
GO SERIES D&E (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 13,500,000 | 13,500,000 | |
GO SERIES FISCAL 2005C3 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 8,700,000 | 8,700,000 | |
GO SERIES FISCAL 2008E (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 18,695,000 | 18,695,000 | |
GO SERIES FISCAL 2008L1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,660,000 | 6,660,000 | |
GO SERIES FISCAL 2009 H1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 15,000,000 | 15,000,000 | |
GO SERIES FISCAL 2009I1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,000,000 | 3,000,000 | |
GO SERIES FISCAL 2009J1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 23,225,000 | 23,225,000 | |
GO SERIES FISCAL 2010E (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,445,000 | 3,445,000 | |
GO SERIES FISCAL 2012D1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 2,500,000 | 2,500,000 | |
GO SERIES FISCAL 2013A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,750,000 | 3,750,000 | |
GO SERIES FISCAL 2013F1 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 7,300,000 | 7,300,000 | |
GO SERIES FISCAL 2014A1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,000,000 | 8,000,000 | |
GO SERIES FISCAL 2014I1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,635,000 | 2,635,000 | |
REV EDUCATIONAL INSTITUTION (AMERICAN MUSEUM OF NATURAL HISTORY) SERIES 2014B2 | 0.48% | 04/07/16 | 12/09/16 | 13,490,000 | 13,490,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NEW YORK N Y CITY HSG DEV CORP | ||||||
REV MULTI FAM HOUSING SERIES 2004 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 4,200,000 | 4,200,000 | ||
REV MULTI FAM HOUSING SERIES 2005A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 7,525,000 | 7,525,000 | ||
REV MULTI FAM HOUSING SERIES 2009C1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 8,000,000 | 8,000,000 | |
REV MULTI FAM HOUSING SERIES 2013 E-2 (LIQ: JPMORGAN CHASE BANK NA) | 0.42% | 04/07/16 | 25,775,000 | 25,775,000 | ||
REV MULTI FAM HOUSING SERIES 2015 D-4 (LIQ: WELLS FARGO BANK NA) | 0.42% | 04/07/16 | 2,000,000 | 2,000,000 | ||
REV MULTI FAM HOUSING SERIES 2016 C | 0.32% | 07/01/16 | 10,000,000 | 10,000,000 | ||
REV MULTI FAM HOUSING SERIES 2016B | 0.43% | 10/03/16 | 5,000,000 | 5,000,000 | ||
REV MULTI FAM HOUSING SERIES C-3 (LIQ: TD BANK NA) | 0.42% | 04/07/16 | 12,800,000 | 12,800,000 | ||
REV MULTI FAM HOUSING SERIES J | 0.37% | 07/01/16 | 9,725,000 | 9,725,471 | ||
NEW YORK ST ENVIRONMENTAL FACS CORP | ||||||
REV WATER & SEWER (NYC MUNICIPAL WATER FINANCE AUTH) SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,500,000 | 2,500,000 | |
REV WATER & SEWER SERIES 2010C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 6,600,000 | 6,600,000 | |
NEW YORK ST HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2004 A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.38% | 04/07/16 | 10,700,000 | 10,700,000 | ||
REV HOUSING (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2005C (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 16,200,000 | 16,200,000 | ||
REV MULTI FAM HOUSING (42ND AND 10TH ASSOCIATES LLC) SERIES 2010A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.36% | 04/07/16 | 7,500,000 | 7,500,000 | ||
REV MULTI FAM HOUSING (501 WEST 41ST STREET ASSOCIATES LLC) SERIES 2002A (LOC: FEDERAL HOME LOAN MORTGAGE CORPORATION) | 0.51% | 04/07/16 | 10,900,000 | 10,900,000 | ||
REV MULTI FAM HOUSING (625 WEST 57th STREET HOUSING NY) SERIES 2015 A-1 (LOC: BANK OF NEW YORK MELLON/THE) | 0.38% | 04/07/16 | 7,715,000 | 7,715,000 | ||
REV MULTI FAM HOUSING (625 WEST 57th STREET HOUSING NY) SERIES A-2 (LOC: BANK OF NEW YORK MELLON/THE) | 0.35% | 04/07/16 | 11,500,000 | 11,500,000 | ||
REV MULTI FAM HOUSING (BILTMORE TOWER LLC) SERIES 2002A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 16,700,000 | 16,700,000 | ||
REV MULTI FAM HOUSING (BILTMORE TOWER LLC) SERIES 2003A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 43,300,000 | 43,300,000 | ||
REV MULTI FAM HOUSING (CAPITOL GREEN APARTMENTS NY) SERIES 2006A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.38% | 04/07/16 | 10,900,000 | 10,900,000 | ||
REV MULTI FAM HOUSING (MAIDEN LANE PROPERTIES LLC) SERIES 2004A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.31% | 04/07/16 | 53,675,000 | 53,675,000 | ||
REV MULTI FAM HOUSING (NAVY PIER COURT) SERIES 2014A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.39% | 04/07/16 | 15,200,000 | 15,200,000 | ||
REV MULTI FAM HOUSING (OCEAN PARK ACQUISITION LP) SERIES 2005 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.41% | 04/07/16 | 28,400,000 | 28,400,000 | ||
REV MULTI FAM HOUSING (RIVERSIDE CENTER PARCEL 2 BIT ASSOCIATES LLC) SERIES 2015A-1 (LOC: BANK OF AMERICA NA) | 0.40% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV MULTI FAM HOUSING SERIES 2000 A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 5,300,000 | 5,300,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV MULTI FAM HOUSING SERIES 2000A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.39% | 04/07/16 | 21,000,000 | 21,000,000 | ||
REV MULTI FAM HOUSING SERIES 2004A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.49% | 04/07/16 | 29,000,000 | 29,000,000 | ||
REV MULTI FAM HOUSING SERIES 2006A1 (LOC: JPMORGAN CHASE BANK NA) | 0.48% | 04/07/16 | 5,700,000 | 5,700,000 | ||
REV MULTI FAM HOUSING SERIES 2007A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.51% | 04/07/16 | 42,500,000 | 42,500,000 | ||
REV MULTI FAM HOUSING SERIES 2008A (LOC: CITIBANK NA) | 0.48% | 04/07/16 | 6,100,000 | 6,100,000 | ||
REV MULTI FAM HOUSING SERIES 2012A (LOC: BANK OF AMERICA NA) | 0.40% | 04/07/16 | 12,000,000 | 12,000,000 | ||
REV MULTI FAM HOUSING SERIES 2014A (LOC: BANK OF NEW YORK MELLON/THE) | 0.38% | 04/07/16 | 4,200,000 | 4,200,000 | ||
REV MULTI FAM HOUSING SERIES 2014A (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.42% | 04/07/16 | 15,075,000 | 15,075,000 | ||
REV MULTI FAM HOUSING SERIES 2014A (LOC: WELLS FARGO BANK NA) | 0.37% | 04/07/16 | 10,000,000 | 10,000,000 | ||
NEW YORK ST MTG AGY HOMEOWNER MTG | ||||||
REV HOUS SINGL SERIES 132 (LIQ: ROYAL BANK OF CANADA) | 0.40% | 04/01/16 | 17,580,000 | 17,580,000 | ||
REV HOUS SINGL SERIES 144 (LIQ: JPMORGAN CHASE BANK NA) | 0.41% | 04/01/16 | 600,000 | 600,000 | ||
REV HOUS SINGL SERIES 147 (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 3,880,000 | 3,880,000 | ||
REV HOUS SINGL SERIES 153 (LIQ: BARCLAYS BANK PLC) | 0.43% | 04/07/16 | 19,490,000 | 19,490,000 | ||
NEW YORK ST TWY AUTH | ||||||
REV TRANSPORTATION SERIES H (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 19,260,000 | 19,260,000 | |
NEW YORK ST URBAN DEV CORP | ||||||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2007B (LIQ: BARCLAYS BANK PLC) |
a |
0.44% | 04/07/16 | 6,670,000 | 6,670,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2009A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,995,000 | 4,995,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 4,700,000 | 4,700,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,000,000 | 3,000,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2014A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 7,500,000 | 7,500,000 | |
NEW YORK STATE PERSONAL INCOME TAX BONDS | ||||||
REV SPECIAL TAX SERIES 2009B1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 5,000,000 | 5,000,000 | |
NY ST DORM AUTH | ||||||
REV HOSPITAL (CATHOLIC HEALTH SYSTEM INC) SERIES 2006B (LOC: HSBC BANK USA NA) | 0.45% | 04/07/16 | 7,200,000 | 7,200,000 | ||
REV HOSPITAL SERIES 2006-1 (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 10,025,000 | 10,025,000 | |
REV SALES TAX (NEW YORK STATE SALES TAX BONDS) SERIES 2014A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,300,000 | 3,300,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2010F (LIQ: BANK OF AMERICA NA) |
a |
0.43% | 04/07/16 | 5,000,000 | 5,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2013A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2014C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 8,000,000 | 8,000,000 | |
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2015B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 12,295,000 | 12,295,000 | |
REV SPECIAL TAX (ST JOHNS UNIV N Y) SERIES 2007C (LOC: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 26,020,000 | 26,020,000 | |
REV UNIVERSITY (COLUMBIA UNIVERSITY) SERIES 2006A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,535,000 | 8,535,000 | |
REV UNIVERSITY (COLUMBIA UNIVERSITY) SERIES 2008A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 5,035,000 | 5,035,000 | |
REV UNIVERSITY (CORNELL UNIVERSITY) SERIES 2004A (LIQ: BANK OF NEW YORK MELLON/THE) | 0.39% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV UNIVERSITY (CORNELL UNIVERSITY) SERIES 2004B (LIQ: BANK OF NEW YORK MELLON/THE) | 0.39% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV UNIVERSITY (CULINARY INSTITUTE OF AMERICA) SERIES 2004 D (LOC: TD BANK NA) | 0.43% | 04/07/16 | 5,400,000 | 5,400,000 | ||
REV UNIVERSITY (CULINARY INSTITUTE OF AMERICA) SERIES 2004C (LOC: TD BANK NA) | 0.43% | 04/07/16 | 12,800,000 | 12,800,000 | ||
REV UNIVERSITY (CULINARY INSTITUTE OF AMERICA) SERIES 2006 (LOC: TD BANK NA) | 0.43% | 04/07/16 | 3,125,000 | 3,125,000 | ||
REV UNIVERSITY (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2006C (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 25,500,000 | 25,500,000 | |
REV UNIVERSITY (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2011A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 5,935,000 | 5,935,000 | |
REV UNIVERSITY (NEW YORK UNIVERSITY) SERIES 2009A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 9,900,000 | 9,900,000 | |
REV UNIVERSITY (UNIVERSITY OF ROCHESTER) SERIES 2006 A-1 (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 5,400,000 | 5,400,000 | ||
REV UNIVERSITY (UNIVERSITY OF ROCHESTER) SERIES 2006 B-1 (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 4,530,000 | 4,530,000 | ||
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 148th (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 9,990,500 | 9,990,500 | |
REV TRANSPORTATION SERIES 179th (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,580,000 | 2,580,000 | |
REV TRANSPORTATION SERIES 194th (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,220,000 | 1,220,000 | |
REV TRANSPORTATION SERIES 194th (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 8,500,000 | 8,500,000 | |
REV TRANSPORTATION SERIES 194TH (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,300,000 | 3,300,000 | |
ROCKLAND CNTY N Y INDL DEV AGY | ||||||
REV HOSPITAL SERIES 1999 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.50% | 04/07/16 | 6,965,000 | 6,965,000 | ||
SALES TAX ASSET RECEIVABLE CORP NY | ||||||
REV SALES TAX SERIES FISCAL 2015A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,140,000 | 3,140,000 | |
SUFFOLK CNTY N Y INDL DEV AGY | ||||||
REV SCHOOL SERIES 2001 (LOC: JPMORGAN CHASE BANK NA) | 0.46% | 04/07/16 | 2,765,000 | 2,765,000 | ||
SYRACUSE N Y INDL DEV AGY | ||||||
REV HEALTHCARE SERIES 2003A (LOC: HSBC BANK USA NA) | 0.45% | 04/07/16 | 6,100,000 | 6,100,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
TRIBOROUGH BRIDGE & TUNNEL AUTHORITY | ||||||
REV TOLLS SERIES 2001C (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.39% | 04/07/16 | 12,445,000 | 12,445,000 | ||
REV TOLLS SERIES 2002 F (LOC: LANDESBANK HESSEN THUERINGEN GIROZENTRALE) | 0.38% | 04/01/16 | 4,235,000 | 4,235,000 | ||
REV TOLLS SERIES 2005B-3 (LOC: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.39% | 04/07/16 | 22,550,000 | 22,550,000 | ||
REV TOLLS SERIES 2008C (LIQ: BANK OF AMERICA NA) |
a |
0.45% | 04/07/16 | 3,000,000 | 3,000,000 | |
REV TOLLS SERIES 2009A2 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 6,500,000 | 6,500,000 | |
REV TOLLS SERIES 2013C (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,665,000 | 6,665,000 | |
UTILITY DEBT SECURITIZATION AUTHORITY | ||||||
REV POWER SERIES 2013TE (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,355,000 | 3,355,000 | |
REV POWER SERIES 2013TE17 (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 6,650,000 | 6,650,000 | |
REV POWER SERIES 2013TE17 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.41% | 04/07/16 | 21,665,000 | 21,665,000 | |
Total Variable-Rate Municipal Securities | ||||||
(Cost $1,437,585,971) | 1,437,585,971 |
a | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $634,385,500 or 32.5% of net assets. |
AGY — | Agency |
APPR/TOB — | Tobacco appropriation |
ARPT — | Airport |
COP — | Certificate of participation |
EDL — | Education |
FACS — | Facilities |
FING — | Financing |
GO — | General obligation |
GTY — | Guaranty agreement |
HBR — | Harbor |
HOUS SINGL — | Single-family housing |
HSG — | Housing |
IDB — | Industrial development bond |
IMPT — | Improvement |
INDL — | Industrial |
INDPT — | Independent |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MTG — | Mortgage |
MULTI FAM — | Multi-family |
MUN — | Municipal |
PCR — | Pollution control revenue |
PFC — | Passenger facility charge |
REV — | Revenue |
SAN/SANTN — | Sanitation |
SCH DIST — | School district |
SUBN — | Suburban |
UN — | Union |
UNI — | Unified |
Holdings by Category | Cost
($) |
Value
($) | |
35.2% | Fixed-Rate Municipal Securities | 228,739,954 | 228,739,954 |
64.6% | Variable-Rate Municipal Securities | 419,535,000 | 419,535,000 |
99.8% | Total Investments | 648,274,954 | 648,274,954 |
0.2% | Other Assets and Liabilities, Net | 1,113,189 | |
100.0% | Net Assets | 649,388,143 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Municipal Securities 35.2% of net assets | ||||||
New Jersey 35.2% | ||||||
BERGEN CNTY N J IMPT AUTH | ||||||
GO (BERGEN CNTY N J) SERIES 2016 | 2.00% | 08/15/16 | 3,275,000 | 3,296,297 | ||
BRICK TWP N J MUN UTILS AUTH | ||||||
REV WATER & SEWER (BRICK TWP N J) BOND ANTICIPATION NOTE SERIES 2016A | 2.00% | 12/01/16 | 2,000,000 | 2,017,834 | ||
BURLINGTON CNTY N J | ||||||
GO SERIES 2013A | 2.00% | 05/15/16 | 250,000 | 250,487 | ||
BURLINGTON CNTY N J BRIDGE COMMN POOLED LN REV | ||||||
REV LEASE REV (BURLINGTON CNTY N J) SERIES 2015B | 1.50% | 05/17/16 | 5,000,000 | 5,007,696 | ||
EDISON TWP N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 2.00% | 02/10/17 | 5,000,000 | 5,062,267 | ||
ELIZABETH N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.25% | 04/08/16 | 2,350,000 | 2,350,444 | ||
GO SERIES 2015 | 2.00% | 04/01/16 | 1,080,000 | 1,080,000 | ||
ENGLEWOOD N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 1.25% | 04/08/16 | 5,000,000 | 5,000,963 | ||
ESSEX CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/16/16 | 5,000,000 | 5,040,274 | ||
HOBOKEN N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016A | 2.25% | 03/14/17 | 6,390,000 | 6,497,333 | ||
HUDSON CNTY N J IMPT AUTH | ||||||
GO (HUDSON CNTY N J) SERIES 2015X-1A | 2.00% | 07/06/16 | 1,300,000 | 1,305,088 | ||
GO (HUDSON CNTY N J) SERIES 2015Y-1 | 1.75% | 11/11/16 | 5,000,000 | 5,038,080 | ||
LIVINGSTON TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 01/11/17 | 6,300,000 | 6,360,850 | ||
GO BOND ANTICIPATION NOTE | 2.00% | 03/23/17 | 3,000,000 | 3,034,241 | ||
MARGATE CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 07/19/16 | 5,500,000 | 5,523,619 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
MIDDLESEX CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.25% | 06/03/16 | 7,000,000 | 7,011,708 | ||
MIDDLESEX CNTY N J IMPT AUTH | ||||||
GO (MIDDLESEX CNTY N J) SERIES 2011 | 5.00% | 09/15/16 | 350,000 | 357,340 | ||
GO (MIDDLESEX CNTY N J) SERIES 2014 | 2.00% | 09/15/16 | 760,000 | 765,948 | ||
REV COUNTY (MIDDLESEX CNTY N J) SERIES 2015 | 1.50% | 09/15/16 | 1,485,000 | 1,492,355 | ||
MONMOUTH CNTY N J IMPT AUTH | ||||||
GO (MONMOUTH CNTY N J) SERIES 2011 | 3.00% | 10/01/16 | 790,000 | 800,433 | ||
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY | ||||||
REV SPECIAL TAX SERIES 2004 (ESCROW) | 5.50% | 06/15/16 | 5,855,000 | 5,916,996 | ||
NEW JERSEY HEALTH CARE FACS FING AUTH REV | ||||||
REV HOSPITAL SERIES 2006A (ESCROW) | 5.13% | 07/01/16 | 3,050,000 | 3,086,603 | ||
NEW JERSEY STATE EDUCATIONAL FACILITIES AUTHORITY | ||||||
REV UNIVERSITY (PRINCETON UNIVERSITY) SERIES 1997-A | 0.01% | 04/04/16 | 5,000,000 | 5,000,000 | ||
REV UNIVERSITY (PRINCETON UNIVERSITY) SERIES 1997-A | 0.03% | 04/13/16 | 30,000,000 | 30,000,000 | ||
REV UNIVERSITY (PRINCETON UNIVERSITY) SERIES 2007 E | 5.00% | 07/01/16 | 150,000 | 151,675 | ||
REV UNIVERSITY (PRINCETON UNIVERSITY) SERIES 2008K | 5.00% | 07/01/16 | 1,655,000 | 1,674,367 | ||
REV UNIVERSITY (PRINCETON UNIVERSITY) SERIES 2015A | 3.00% | 07/01/16 | 100,000 | 100,647 | ||
REV UNIVERSITY (PRINCETON UNIVERSITY) SERIES D | 5.25% | 07/01/16 | 120,000 | 121,464 | ||
NORTH BERGEN TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.25% | 04/01/16 | 1,800,000 | 1,800,000 | ||
NUTLEY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 2.50% | 12/22/16 | 5,000,000 | 5,064,470 | ||
OCEAN CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 2.00% | 12/02/16 | 5,800,000 | 5,853,998 | ||
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 148 | 5.00% | 08/15/16 | 100,000 | 101,690 | ||
REV TRANSPORTATION SERIES 179 | 5.00% | 12/01/16 | 100,000 | 102,955 | ||
REV TRANSPORTATION SERIES 186 | 4.00% | 10/15/16 | 125,000 | 127,385 | ||
REV TRANSPORTATION SERIES A | 0.08% | 06/08/16 | 4,000,000 | 4,000,000 | ||
REV TRANSPORTATION SERIES A | 0.14% | 06/16/16 | 1,200,000 | 1,200,000 | ||
REV TRANSPORTATION SERIES B | 0.04% | 04/12/16 | 5,100,000 | 5,100,000 | ||
REV TRANSPORTATION SERIES B | 0.05% | 04/26/16 | 1,400,000 | 1,400,000 | ||
REV TRANSPORTATION SERIES B | 0.05% | 05/16/16 | 24,560,000 | 24,560,000 | ||
REV TRANSPORTATION SERIES B | 0.45% | 06/07/16 | 17,430,000 | 17,430,000 | ||
ROBBINSVILLE N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015A | 1.50% | 07/29/16 | 10,000,000 | 10,036,517 | ||
RUTGERS UNIVERSITY NEW JERSEY | ||||||
REV UNIVERSITY SERIES 2010I | 3.00% | 05/01/16 | 335,000 | 335,714 | ||
REV UNIVERSITY SERIES A (LIQ: WELLS FARGO BANK NA) | 0.46% | 04/04/16 | 5,000,000 | 5,000,000 | ||
REV UNIVERSITY SERIES A&B (LIQ: WELLS FARGO BANK NA) | 0.09% | 04/22/16 | 3,000,000 | 3,000,000 | ||
SEA ISLE CITY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 A | 2.00% | 07/21/16 | 5,000,000 | 5,022,776 | ||
STAFFORD TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/13/16 | 5,800,000 | 5,806,953 | ||
UNION CNTY N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 06/24/16 | 5,000,000 | 5,019,090 | ||
WEST MILFORD TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 09/23/16 | 3,456,950 | 3,473,562 | ||
WEST WINDSOR TWP N J | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 11/10/16 | 5,900,000 | 5,937,739 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
WOODBRIDGE TWP N J | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 08/19/16 | 5,000,000 | 5,022,096 | ||
Total Fixed-Rate Municipal Securities | ||||||
(Cost $228,739,954) | 228,739,954 | |||||
Variable-Rate Municipal Securities 64.6% of net assets | ||||||
New Jersey 57.3% | ||||||
DELAWARE RIV PORT AUTH | ||||||
REV TRANSPORTATION SERIES 2008-A (LOC: BANK OF AMERICA NA) | 0.38% | 04/07/16 | 565,000 | 565,000 | ||
REV TRANSPORTATION SERIES 2010A (LOC: ROYAL BANK OF CANADA) | 0.41% | 04/07/16 | 10,470,000 | 10,470,000 | ||
REV TRANSPORTATION SERIES 2010B (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 3,345,000 | 3,345,000 | ||
REV TRANSPORTATION SERIES 2010C (LOC: BANK OF NEW YORK MELLON/THE) | 0.40% | 04/07/16 | 3,300,000 | 3,300,000 | ||
GLOUCESTER CNTY N J INDL POLLUTN CTL FING AUTH | ||||||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 2003 | 0.20% | 04/01/16 | 13,765,000 | 13,765,000 | ||
HUDSON CNTY N J IMPT AUTH | ||||||
GO SERIES 1986 (LOC: TD BANK NA) | 0.48% | 04/07/16 | 5,000,000 | 5,000,000 | ||
NEW JERSEY ECONOMIC DEVELOPMENT AUTHORITY | ||||||
REV HEALTHCARE (APPLEWOOD ESTATES PROJECT) SERIES 2005 B (LOC: TD BANK NA) | 0.47% | 04/07/16 | 7,300,000 | 7,300,000 | ||
REV HOSPITAL SERIES 2008 A (LOC: TD BANK NA) | 0.40% | 04/07/16 | 6,100,000 | 6,100,000 | ||
REV SCHOOL (PRINCETON DAY SCH INC) SERIES 2005 (LOC: US BANK NATIONAL ASSOCIATION) | 0.39% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV SPECIAL TAX (NJ MOTOR VEHICLE SURCHARGE FUNDS) SERIES 2004A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: BANK OF AMERICA NA) |
a |
0.45% | 04/07/16 | 5,715,000 | 5,715,000 | |
REV TRANSPORTATION (NEW JERSEY STATE OF) SERIES 2005B,2006A&2005K (LOC: STATE STREET BANK AND TRUST COMPANY) |
a |
0.44% | 04/07/16 | 23,395,000 | 23,395,000 | |
REV UNIVERSITY (RUTGERS UNIVERSITY NEW JERSEY) SERIES 2013 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 4,000,000 | 4,000,000 | |
NEW JERSEY HEALTH CARE FACS FING AUTH REV | ||||||
REV HEALTHCARE (MERIDIAN HLTH SYS OBLIGATED GRP) SERIES 2003 A (LOC: JPMORGAN CHASE BANK NA) | 0.40% | 04/07/16 | 16,800,000 | 16,800,000 | ||
REV HEALTHCARE SERIES 2003A-8 (LOC: WELLS FARGO BANK NA) | 0.42% | 04/07/16 | 2,300,000 | 2,300,000 | ||
REV HOSPITAL (AHS HOSPITAL CORP) SERIES 2008B (LOC: BANK OF AMERICA NA) | 0.40% | 04/07/16 | 14,500,000 | 14,500,000 | ||
REV HOSPITAL (AHS HOSPITAL CORP) SERIES 2008C (LOC: JPMORGAN CHASE BANK NA) | 0.40% | 04/07/16 | 22,760,000 | 22,760,000 | ||
REV HOSPITAL (ROBERT WOOD JOHNSON UNIV HOSP) SERIES 2013B (LOC: WELLS FARGO BANK NA) | 0.45% | 04/07/16 | 28,340,000 | 28,340,000 | ||
REV HOSPITAL (ROBERT WOOD JOHNSON UNIV HOSP) SERIES 2014B (LOC: TD BANK NA) | 0.45% | 04/07/16 | 7,500,000 | 7,500,000 | ||
REV HOSPITAL (UNDERWOOD MEM HOSPITAL) SERIES 2008 (LOC: TD BANK NA) | 0.38% | 04/07/16 | 5,800,000 | 5,800,000 | ||
REV HOSPITAL (VIRTUA HLTH INC) SERIES 2004 (LOC: WELLS FARGO BANK NA) | 0.42% | 04/07/16 | 11,205,000 | 11,205,000 | ||
REV HOSPITAL SERIES 1985-A (LOC: JPMORGAN CHASE BANK NA) | 0.47% | 04/07/16 | 16,240,000 | 16,240,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HOSPITAL SERIES 2006 A-3 (LOC: JPMORGAN CHASE BANK NA) | 0.46% | 04/07/16 | 2,905,000 | 2,905,000 | ||
REV HOSPITAL SERIES 2006 A-5 (LOC: WELLS FARGO BANK NA) | 0.42% | 04/07/16 | 3,000,000 | 3,000,000 | ||
NEW JERSEY ST HSG & MTG FIN AGY | ||||||
REV HOUS SINGL SERIES 2008BB (LIQ: TD BANK NA) | 0.40% | 04/07/16 | 9,500,000 | 9,500,000 | ||
REV HOUS SINGL SERIES 2008BB (LIQ: TD BANK NA) | 0.47% | 04/07/16 | 11,500,000 | 11,500,000 | ||
REV HOUSING SERIES 2005F (LOC: BANK OF AMERICA NA) | 0.45% | 04/07/16 | 2,505,000 | 2,505,000 | ||
REV HOUSING SERIES 2006A (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 1,040,000 | 1,040,000 | ||
REV HOUSING SERIES 2007G (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 3,200,000 | 3,200,000 | ||
REV MULTI FAM HOUSING SERIES 2008B (LOC: BANK OF AMERICA NA) | 0.41% | 04/07/16 | 8,510,000 | 8,510,000 | ||
REV MULTI FAM HOUSING SERIES 2013-5 (LOC: CITIBANK NA) | 0.30% | 04/07/16 | 42,000,000 | 42,000,000 | ||
NEW JERSEY ST TRANSN TR FD AUTH | ||||||
REV TRANSPORTATION (NEW JERSEY STATE OF) SERIES 2006C (LOC: WELLS FARGO & COMPANY) |
a |
0.43% | 04/07/16 | 17,470,000 | 17,470,000 | |
NUVEEN NJ DIVIDEND ADVANTAGE MUNI FUND | ||||||
SERIES 2 (LOC: ROYAL BANK OF CANADA) |
a |
0.48% | 04/07/16 | 16,000,000 | 16,000,000 | |
PORT AUTHORITY OF NEW YORK AND NEW JERSEY | ||||||
REV TRANSPORTATION SERIES 144th (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 8,740,000 | 8,740,000 | |
REV TRANSPORTATION SERIES 194 (LIQ: CREDIT SUISSE AG) |
a |
0.43% | 04/07/16 | 800,000 | 800,000 | |
REV TRANSPORTATION SERIES 194th (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,220,000 | 1,220,000 | |
RUTGERS UNIVERSITY NEW JERSEY | ||||||
REV UNIVERSITY SERIES 2009F (LIQ: ROYAL BANK OF CANADA) |
a |
0.45% | 04/07/16 | 6,335,000 | 6,335,000 | |
REV UNIVERSITY SERIES 2013J (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 4,340,000 | 4,340,000 | |
REV UNIVERSITY SERIES 2013L (LIQ: BANK OF AMERICA NA) |
a |
0.41% | 04/07/16 | 7,700,000 | 7,700,000 | |
UNION CNTY N J INDL POLLUTN CTL FING AUTH | ||||||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 1989 | 0.10% | 04/01/16 | 750,000 | 750,000 | ||
REV IDB & PCR (EXXON MOBIL CORP) SERIES 1994 | 0.20% | 04/01/16 | 6,400,000 | 6,400,000 | ||
372,315,000 | ||||||
Alaska 0.9% | ||||||
ALASKA HOUSING FINANCE CORP | ||||||
REV HOUS SINGL SERIES 2002-A (LIQ: JPMORGAN CHASE BANK NA) | 0.43% | 04/01/16 | 5,500,000 | 5,500,000 | ||
Colorado 0.4% | ||||||
BROOMFIELD COLO URBAN RENEWAL AUTH | ||||||
REV SPECIAL TAX SERIES 2005 (LOC: BNP PARIBAS SA) | 0.48% | 04/07/16 | 2,375,000 | 2,375,000 | ||
Delaware 0.8% | ||||||
DELAWARE ST HEALTH FACS AUTH | ||||||
REV HEALTHCARE (CHRISTIANA CARE HLTH SVCS) SERIES 2008A | 0.34% | 04/01/16 | 5,320,000 | 5,320,000 | ||
District of Columbia 0.2% | ||||||
DISTRICT OF COLUMBIA (WASHINGTON DC) | ||||||
REV PUBLIC SERVICES SERIES 1993 (LOC: BANK OF AMERICA NA) | 0.45% | 04/07/16 | 1,265,000 | 1,265,000 | ||
Georgia 0.9% | ||||||
MACON GA WTR AUTH | ||||||
REV WATER & SEWER SERIES 2012 | 0.42% | 04/07/16 | 6,000,000 | 6,000,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Idaho 1.5% | ||||||
POWER CNTY IDAHO INDL DEV CORP | ||||||
REV WASTE/POLLUTION SERIES 2012 (LOC: COOPERATIEVE RABOBANK UA) | 0.49% | 04/07/16 | 10,000,000 | 10,000,000 | ||
Illinois 1.0% | ||||||
CHICAGO (CITY OF) | ||||||
REV MULTI FAM HOUSING SERIES 2008 (LOC: BMO HARRIS BANK NA) | 0.44% | 04/07/16 | 1,555,000 | 1,555,000 | ||
ILLINOIS FINANCE AUTHORITY | ||||||
REV MULTI FAM HOUSING (CONCORDIA PLACE APTS LP) SERIES 2013A (LOC: BMO HARRIS BANK NA) | 0.65% | 04/07/16 | 5,000,000 | 5,000,000 | ||
6,555,000 | ||||||
New York 1.2% | ||||||
NEW YORK CITY TRANSITIONAL FIN AUTH | ||||||
REV CITY (NEW YORK STATE OF) SERIES SERIES 2015 S2 & 2016 S1 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.43% | 04/07/16 | 5,000,000 | 5,000,000 | |
NEW YORK ST URBAN DEV CORP | ||||||
REV SPECIAL TAX (NEW YORK STATE PERSONAL INCOME TAX BONDS) SERIES 2004A-3A (LIQ: JPMORGAN CHASE BANK NA) | 0.45% | 04/07/16 | 2,705,000 | 2,705,000 | ||
7,705,000 | ||||||
North Carolina 0.4% | ||||||
DAVIDSON CNTY N C INDL FACS & POLLUTION CTL FING AUTH | ||||||
REV IDB & PCR (CHILDRESS WINERY) SERIES 2004 (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.48% | 04/07/16 | 2,500,000 | 2,500,000 | ||
Total Variable-Rate Municipal Securities | ||||||
(Cost $419,535,000) | 419,535,000 |
a | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $100,715,000 or 15.5% of net assets. |
AGY — | Agency |
APPR/TOB — | Tobacco appropriation |
ARPT — | Airport |
COP — | Certificate of participation |
EDL — | Education |
FACS — | Facilities |
FING — | Financing |
GO — | General obligation |
GTY — | Guaranty agreement |
HBR — | Harbor |
HOUS SINGL — | Single-family housing |
HSG — | Housing |
IDB — | Industrial development bond |
IMPT — | Improvement |
INDL — | Industrial |
INDPT — | Independent |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MTG — | Mortgage |
MULTI FAM — | Multi-family |
MUN — | Municipal |
PCR — | Pollution control revenue |
PFC — | Passenger facility charge |
REV — | Revenue |
SAN/SANTN — | Sanitation |
SCH DIST — | School district |
SUBN — | Suburban |
TRANSN — | Transportation |
UN — | Union |
UNI — | Unified |
Holdings by Category | Cost
($) |
Value
($) | |
22.4% | Fixed-Rate Municipal Securities | 111,997,956 | 111,997,956 |
76.0% | Variable-Rate Municipal Securities | 380,868,186 | 380,868,186 |
98.4% | Total Investments | 492,866,142 | 492,866,142 |
1.6% | Other Assets and Liabilities, Net | 7,883,205 | |
100.0% | Net Assets | 500,749,347 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Municipal Securities 22.4% of net assets | ||||||
Pennsylvania 21.4% | ||||||
ALLEGHENY CNTY PA HOSP DEV AUTH | ||||||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2008A | 5.00% | 09/01/16 | 595,000 | 606,223 | ||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2008B | 5.00% | 06/15/16 | 1,715,000 | 1,731,847 | ||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2009A | 4.00% | 08/15/16 | 195,000 | 197,524 | ||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2010A | 5.00% | 05/15/16 | 370,000 | 372,067 | ||
MONROEVILLE PA FIN AUTH | ||||||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2013B | 4.00% | 07/01/16 | 400,000 | 403,536 | ||
PENNSYLVANIA (COMMONWEALTH OF) | ||||||
GO SERIES 2004 | 5.38% | 07/01/16 | 9,235,000 | 9,351,593 | ||
GO SERIES 2006 | 4.00% | 09/01/16 | 1,550,000 | 1,572,963 | ||
GO SERIES 2007A | 5.00% | 08/01/16 | 240,000 | 243,674 | ||
GO SERIES 2008 | 5.00% | 05/15/16 | 1,560,000 | 1,568,608 | ||
GO SERIES 2009 | 5.00% | 07/01/16 | 475,000 | 480,437 | ||
GO SERIES 2010A | 5.00% | 07/15/16 | 500,000 | 506,689 | ||
GO SERIES 2013 | 5.00% | 04/01/16 | 885,000 | 885,000 | ||
GO SERIES 2013 | 5.00% | 10/15/16 | 275,000 | 281,792 | ||
GO SERIES 2015 | 5.00% | 08/15/16 | 2,000,000 | 2,035,287 | ||
GO SERIES FR 2015 | 5.00% | 08/15/16 | 1,900,000 | 1,932,772 | ||
PENNSYLVANIA ECONOMIC DEV FIN AUTH | ||||||
REV SPECIAL TAX (PENNSYLVANIA UNEMPLOYMENT COMPENSATION REVENUE BONDS) SERIES 2012A | 4.00% | 07/01/16 | 1,390,000 | 1,402,733 | ||
REV SPECIAL TAX (PENNSYLVANIA UNEMPLOYMENT COMPENSATION REVENUE BONDS) SERIES 2012A | 5.00% | 07/01/16 | 4,700,000 | 4,755,890 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
PENNSYLVANIA HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2009105B | 2.90% | 04/01/16 | 100,000 | 100,000 | ||
REV HOUS SINGL SERIES 2012114B | 1.05% | 04/01/16 | 2,340,000 | 2,340,000 | ||
REV HOUS SINGL SERIES 2015-116 | 0.55% | 04/01/16 | 580,000 | 580,000 | ||
REV HOUS SINGL SERIES 2015117A | 0.50% | 04/01/16 | 1,175,000 | 1,175,000 | ||
REV HOUS SINGL SERIES 2015117A | 0.75% | 10/01/16 | 1,295,000 | 1,295,000 | ||
PENNSYLVANIA STATE UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2002 | 5.25% | 08/15/16 | 275,000 | 279,951 | ||
PHILADELPHIA PA CITY OF | ||||||
GO TAX & REV ANTICIPATION NOTE SERIES 2015-16 | 2.00% | 06/30/16 | 4,880,000 | 4,900,576 | ||
REV AIRPORT (PHILADELPHIA ARPT SYS) SERIES B3 (LOC: WELLS FARGO BANK NA) | 0.09% | 04/12/16 | 2,600,000 | 2,600,000 | ||
PHILADELPHIA PA GAS WORKS | ||||||
REV UTILITY SERIES G1 (LOC: JPMORGAN CHASE BANK NA) | 0.09% | 04/06/16 | 22,500,000 | 22,500,000 | ||
SHAMOKIN-COAL TWP PA JT SWR AUTH | ||||||
REV WATER & SEWER SERIES 2006 (ESCROW) | 5.00% | 07/01/16 | 5,340,000 | 5,403,428 | ||
UNIVERSITY OF PITTSBURGH | ||||||
REV UNIVERSITY SERIES 2002A | 5.00% | 09/15/16 | 475,000 | 484,781 | ||
REV UNIVERSITY SERIES 2005C | 0.08% | 04/05/16 | 20,000,000 | 20,000,000 | ||
REV UNIVERSITY SERIES 2007B | 0.07% | 05/02/16 | 9,000,000 | 9,000,000 | ||
REV UNIVERSITY SERIES 2009A | 5.00% | 09/15/16 | 500,000 | 510,205 | ||
REV UNIVERSITY SERIES 2009B | 4.00% | 09/15/16 | 350,000 | 355,621 | ||
REV UNIVERSITY SERIES 2009B | 5.00% | 09/15/16 | 100,000 | 102,078 | ||
REV UNIVERSITY SERIES 2015 | 2.00% | 08/02/16 | 6,900,000 | 6,939,202 | ||
106,894,477 | ||||||
Hawaii 0.0% | ||||||
HAWAII STATE OF | ||||||
GO SERIES 2008DK | 5.00% | 05/01/16 | 115,000 | 115,426 | ||
Illinois 1.0% | ||||||
UNIVERSITY OF ILLINOIS | ||||||
REV UNIVERSITY SERIES 2006 (ESCROW) | 5.00% | 04/01/16 | 4,735,000 | 4,735,000 | ||
Oregon 0.0% | ||||||
PHILOMATH ORE SCH DIST NO 17J BENTON & POLK CNTYS | ||||||
GO SERIES 2010C (GTY: OREGON STATE OF) | 3.00% | 06/15/16 | 100,000 | 100,531 | ||
Texas 0.0% | ||||||
HOUSTON TEX INDPT SCH DIST | ||||||
GO SERIES 2006A (GTY: TEXAS PERMANENT SCHOOL FUND PROG) | 5.00% | 08/15/16 | 150,000 | 152,522 | ||
Total Fixed-Rate Municipal Securities | ||||||
(Cost $111,997,956) | 111,997,956 | |||||
Variable-Rate Municipal Securities 76.0% of net assets | ||||||
Pennsylvania 72.3% | ||||||
ADAMS CNTY PA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2007A (LOC: WELLS FARGO BANK NA) | 0.62% | 04/07/16 | 1,640,000 | 1,640,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ALLEGHENY CNTY PA HOSP DEV AUTH | ||||||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2010C (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 14,000,000 | 14,000,000 | |
REV HOSPITAL SERIES 2010B1&B2 (LOC: ROYAL BANK OF CANADA) |
a |
0.44% | 04/07/16 | 28,000,000 | 28,000,000 | |
ALLEGHENY CNTY PA INDL DEV AUTH | ||||||
REV HEALTHCARE SERIES 2008B (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.43% | 04/07/16 | 4,000,000 | 4,000,000 | ||
REV SCHOOL SERIES 2009 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.60% | 12/01/16 | 7,125,000 | 7,125,000 | ||
BUCKS CNTY PA INDL DEV AUTH | ||||||
REV HOSPITAL SERIES 2008A (LOC: TD BANK NA) | 0.40% | 04/07/16 | 10,850,000 | 10,850,000 | ||
CHAMBERSBURG PA MUN AUTH | ||||||
REV UNIVERSITY SERIES 2007 (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 24,480,000 | 24,480,000 | ||
DALLASTOWN PA AREA SCH DIST | ||||||
GO SERIES 2015 | 1.25% | 04/01/16 | 04/15/16 | 5,155,000 | 5,156,825 | |
DELAWARE CNTY PA INDL DEV AUTH | ||||||
REV TRANSPORTATION (UNITED PARCEL SERVICE INC) SERIES 2015 | 0.44% | 04/01/16 | 11,300,000 | 11,300,000 | ||
ERIE CNTY PA HOSP AUTH | ||||||
REV HOSPITAL SERIES 2010B (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.42% | 04/07/16 | 3,480,000 | 3,480,000 | ||
FAYETTE CNTY PA HOSP AUTH | ||||||
REV HOSPITAL SERIES 2007A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 1,750,000 | 1,750,000 | ||
INDIANA CNTY PA HOSP AUTH | ||||||
REV HOSPITAL SERIES 2014B (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.43% | 04/07/16 | 6,800,000 | 6,800,000 | ||
LANCASTER CNTY PA HOSP AUTH | ||||||
REV HOSPITAL (MASONIC HOMES AT ELIZABETHTOWN) SERIES 2008D (LOC: JPMORGAN CHASE BANK NA) | 0.35% | 04/01/16 | 4,165,000 | 4,165,000 | ||
LUZERNE CNTY PA CONVENTION CTR AUTH | ||||||
REV RECREATION/TOURISM SERIES 2012 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.43% | 04/07/16 | 3,900,000 | 3,900,000 | ||
LYCOMING CNTY PA AUTH | ||||||
REV UNIVERSITY (LYCOMING COLLEGE) SERIES 2013 S1 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.45% | 04/07/16 | 4,175,000 | 4,175,000 | ||
MONTGOMERY CNTY PA REDEV AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2001A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.42% | 04/07/16 | 7,710,000 | 7,710,000 | ||
NORTHAMPTON CNTY PA | ||||||
REV IDB & PCR SERIES 1997A (LOC: JPMORGAN CHASE BANK NA) | 0.57% | 04/07/16 | 7,500,000 | 7,500,000 | ||
REV IDB & PCR SERIES 1997B (LOC: JPMORGAN CHASE BANK NA) | 0.72% | 04/07/16 | 385,000 | 385,000 | ||
NORTHEASTERN PA HOSP & ED AUTH | ||||||
REV UNIVERSITY (THE COMMONWEALTH MEDICAL COLLEGE) SERIES 2009 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 2,500,000 | 2,500,000 | ||
NUVEEN PENNSYLVANIA INVESTMENT QUALITY MUNICIPAL FUND | ||||||
REV SERIES 3 (LOC: ROYAL BANK OF CANADA) |
a |
0.50% | 04/07/16 | 5,500,000 | 5,500,000 | |
SERIES 2 (LOC: ROYAL BANK OF CANADA) |
a |
0.50% | 04/07/16 | 7,000,000 | 7,000,000 | |
PENNSYLVANIA (COMMONWEALTH OF) | ||||||
GO SERIES 2004 (LIQ: STATE STREET BANK AND TRUST COMPANY) |
a |
0.43% | 04/07/16 | 12,200,000 | 12,200,000 | |
GO SERIES 2014 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 3,500,000 | 3,500,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
PENNSYLVANIA ECONOMIC DEV FIN AUTH | ||||||
REV DEV DIST SERIES 2005B-2 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.56% | 04/07/16 | 1,900,000 | 1,900,000 | ||
REV HOSPITAL (UNIVERSITY OF PITTSBURGH MEDICAL CENTER) SERIES 2015B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.50% | 04/07/16 | 1,665,000 | 1,665,000 | |
REV IDB & PCR SERIES 2007D1 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.56% | 04/07/16 | 1,000,000 | 1,000,000 | ||
PENNSYLVANIA HIGHER EDUCATION FACILITIES AUTHORITY | ||||||
REV UNIVERSITY SERIES 2001 I1 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.43% | 04/07/16 | 5,500,000 | 5,500,000 | ||
PENNSYLVANIA HSG FIN AGY | ||||||
REV HOUS SINGL SERIES 2002-75A (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 4,500,000 | 4,500,000 | ||
REV HOUS SINGL SERIES 2004-81C (LIQ: ROYAL BANK OF CANADA) | 0.43% | 04/07/16 | 5,060,000 | 5,060,000 | ||
REV HOUS SINGL SERIES 2004-83B (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 325,000 | 325,000 | ||
REV HOUS SINGL SERIES 2005-88B (LIQ: TD BANK NA) | 0.40% | 04/07/16 | 45,000 | 45,000 | ||
REV HOUS SINGL SERIES 2005-88C (LIQ: TD BANK NA) | 0.40% | 04/07/16 | 2,420,000 | 2,420,000 | ||
REV HOUS SINGL SERIES 2005-91B (LIQ: BANK OF TOKYO-MITSUBISHI UFJ LTD) | 0.42% | 04/07/16 | 18,435,000 | 18,435,000 | ||
REV HOUS SINGL SERIES 2006-93,94&95A, 2007-97&98A (LIQ: MORGAN STANLEY BANK NA) |
a |
0.47% | 04/07/16 | 191,361 | 191,361 | |
REV HOUS SINGL SERIES 2006-93B (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.44% | 04/07/16 | 4,585,000 | 4,585,000 | ||
REV HOUS SINGL SERIES 2013-115A (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.50% | 04/07/16 | 4,510,000 | 4,510,000 | |
PENNSYLVANIA ST TURNPIKE COMMISSION | ||||||
REV TOLLS SERIES 2005A (GTY: BERKSHIRE HATHAWAY ASSURANCE CORP) (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 6,905,000 | 6,905,000 | |
PENNSYLVANIA STATE UNIVERSITY | ||||||
REV UNIVERSITY SERIES 2007A (LOC: US BANK NATIONAL ASSOCIATION) |
a |
0.44% | 04/07/16 | 13,985,000 | 13,985,000 | |
REV UNIVERSITY SERIES 2009B | 0.29% | 06/01/16 | 12,500,000 | 12,500,000 | ||
PHILADELPHIA AUTHORITY FOR INDUSTRIAL DEVELOPMENT | ||||||
REV LEASE REV SERIES 2007B-2 (LOC: TD BANK NA) | 0.40% | 04/07/16 | 2,645,000 | 2,645,000 | ||
PHILADELPHIA PA SCH DIST | ||||||
GO SERIES 2009C (LOC: TD BANK NA) | 0.41% | 04/07/16 | 4,415,000 | 4,415,000 | ||
GO SERIES 2010F (LOC: BARCLAYS BANK PLC) | 0.42% | 04/07/16 | 26,630,000 | 26,630,000 | ||
ST MARY HOSP AUTH PA HEALTH SYS | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2012B | 0.38% | 04/07/16 | 17,000,000 | 17,000,000 | ||
UNIVERSITY OF PITTSBURGH | ||||||
REV UNIVERSITY SERIES 2009B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 500,000 | 500,000 | |
UPPER ST CLAIR TWP PA | ||||||
GO SERIES 2008 (LIQ: BANK OF NEW YORK MELLON/THE) | 0.45% | 04/07/16 | 11,620,000 | 11,620,000 | ||
WASHINGTON CNTY PA AUTH | ||||||
REV UNIVERSITY (UNIVERSITY OF PENNSYLVANIA) SERIES 2004 | 0.45% | 04/07/16 | 18,725,000 | 18,725,000 | ||
WASHINGTON CNTY PA HOSP AUTH | ||||||
REV HOSPITAL SERIES 2001B (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.50% | 07/01/16 | 3,000,000 | 3,000,000 | ||
REV HOSPITAL SERIES 2007A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.50% | 07/01/16 | 7,500,000 | 7,500,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV HOSPITAL SERIES 2008A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.38% | 04/01/16 | 7,335,000 | 7,335,000 | ||
REV HOSPITAL SERIES 2011A (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.43% | 04/07/16 | 2,000,000 | 2,000,000 | ||
362,013,186 | ||||||
Alabama 0.5% | ||||||
BIRMINGHAM ALA INDL DEV BRD | ||||||
REV IDB & PCR SERIES 2009A (LOC: FEDERAL HOME LOAN BANKS) | 0.53% | 04/07/16 | 980,000 | 980,000 | ||
LAKE MARTIN ALA AREA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2011 (LOC: COMERICA BANK) | 0.54% | 04/07/16 | 1,540,000 | 1,540,000 | ||
2,520,000 | ||||||
California 0.0% | ||||||
SACRAMENTO CNTY CALIF HSG AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2004D (LOC: CITIBANK NA) | 0.42% | 04/07/16 | 100,000 | 100,000 | ||
Florida 0.7% | ||||||
BREVARD CNTY FLA HSG FIN AUTH | ||||||
REV MULTI FAM HOUSING SERIES 2004A (LOC: FEDERAL NATIONAL MORTGAGE ASSOCIATION) | 0.43% | 04/07/16 | 2,440,000 | 2,440,000 | ||
POLK CNTY FLA INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2011 (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.48% | 04/07/16 | 890,000 | 890,000 | ||
3,330,000 | ||||||
Idaho 0.3% | ||||||
IDAHO HEALTH FACILITIES AUTHORITY | ||||||
REV HOSPITAL (TRINITY HEALTH CREDIT GROUP) SERIES 2013ID | 0.14% | 06/01/16 | 1,400,000 | 1,400,000 | ||
Illinois 1.0% | ||||||
ILLINOIS HSG DEV AUTH | ||||||
REV HOUS SINGL (STERLING TWRS ASSOC II L P) SERIES 2001 (LOC: BMO HARRIS BANK NA) | 0.65% | 04/07/16 | 3,020,000 | 3,020,000 | ||
LAKE CNTY ILL | ||||||
REV IDB & PCR SERIES 1994 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.55% | 04/07/16 | 2,200,000 | 2,200,000 | ||
5,220,000 | ||||||
North Carolina 0.1% | ||||||
NORTH CAROLINA ST PORTS AUTH | ||||||
REV IDB & PCR SERIES 2001A (LOC: BRANCH BANKING AND TRUST COMPANY) | 0.48% | 04/07/16 | 785,000 | 785,000 | ||
Texas 0.3% | ||||||
CAPITAL INDL DEV CORP TEX | ||||||
REV WASTE/POLLUTION SERIES 2001 (LOC: MUFG UNION BANK NA) | 0.48% | 04/07/16 | 1,500,000 | 1,500,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Washington 0.8% | ||||||
WASHINGTON STATE HOUSING FINANCE COMMISSION | ||||||
REV MULTI FAM HOUSING SERIES 2005A (LOC: FEDERAL HOME LOAN BANKS) | 0.41% | 04/07/16 | 4,000,000 | 4,000,000 | ||
Total Variable-Rate Municipal Securities | ||||||
(Cost $380,868,186) | 380,868,186 |
a | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $97,956,361 or 19.6% of net assets. |
AGY — | Agency |
APPR/TOB — | Tobacco appropriation |
ARPT — | Airport |
COP — | Certificate of participation |
EDL — | Education |
FACS — | Facilities |
FING — | Financing |
GO — | General obligation |
GTY — | Guaranty agreement |
HBR — | Harbor |
HOUS SINGL — | Single-family housing |
HSG — | Housing |
IDB — | Industrial development bond |
IMPT — | Improvement |
INDL — | Industrial |
INDPT — | Independent |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MTG — | Mortgage |
MULTI FAM — | Multi-family |
MUN — | Municipal |
PCR — | Pollution control revenue |
PFC — | Passenger facility charge |
REV — | Revenue |
SAN/SANTN — | Sanitation |
SCH DIST — | School district |
SUBN — | Suburban |
UN — | Union |
UNI — | Unified |
Holdings by Category | Cost
($) |
Value
($) | |
43.7% | Fixed-Rate Municipal Securities | 216,265,941 | 216,265,941 |
54.7% | Variable-Rate Municipal Securities | 271,091,767 | 271,091,767 |
98.4% | Total Investments | 487,357,708 | 487,357,708 |
1.6% | Other Assets and Liabilities, Net | 7,759,306 | |
100.0% | Net Assets | 495,117,014 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Municipal Securities 43.7% of net assets | ||||||
Massachusetts 43.5% | ||||||
BOSTON MASS WTR & SWR COMMN | ||||||
REV WATER & SEWER SERIES A (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.12% | 05/17/16 | 6,250,000 | 6,250,000 | ||
REV WATER & SEWER SERIES A (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.16% | 07/05/16 | 17,000,000 | 17,000,000 | ||
CHICOPEE MASS | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 1.50% | 07/20/16 | 2,381,080 | 2,388,453 | ||
COMMONWEALTH OF MASSACHUSETTS | ||||||
GO SERIES 2003D | 5.50% | 10/01/16 | 95,000 | 97,334 | ||
GO SERIES 2004B | 5.25% | 08/01/16 | 1,335,000 | 1,356,475 | ||
GO SERIES 2006C | 5.00% | 05/01/16 | 205,000 | 205,785 | ||
GO SERIES 2006D | 4.00% | 08/01/16 | 100,000 | 101,190 | ||
GO SERIES 2006D | 5.00% | 08/01/16 | 400,000 | 406,227 | ||
GO SERIES 2007A | 5.00% | 05/01/16 | 975,000 | 978,692 | ||
GO SERIES 2008A | 5.00% | 09/01/16 | 115,000 | 117,201 | ||
GO SERIES 2009B | 5.00% | 07/01/16 | 155,000 | 156,728 | ||
GO SERIES 2010-B | 4.00% | 06/01/16 | 685,000 | 689,068 | ||
GO SERIES 2013B | 5.00% | 08/01/16 | 500,000 | 507,594 | ||
GO SERIES 2014C | 3.00% | 08/01/16 | 2,445,000 | 2,466,641 | ||
GO SERIES 4 | 3.00% | 05/01/16 | 100,000 | 100,225 | ||
GO SERIES I (LIQ: TD BANK NA) | 0.06% | 04/21/16 | 9,000,000 | 9,000,000 | ||
EAST BRIDGEWATER MASS | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 1.00% | 09/30/16 | 3,551,000 | 3,562,397 | ||
EASTON MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/19/16 | 1,845,000 | 1,856,460 | ||
GO BOND ANTICIPATION NOTE SERIES 2016 | 1.50% | 08/19/16 | 3,620,000 | 3,636,053 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
ESSEX MASS NORTH SHORE AGRIC & TECH SCH DIST | ||||||
GO BOND ANTICIPATION NOTE | 1.25% | 06/17/16 | 2,500,000 | 2,504,342 | ||
FRANKLIN MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/20/16 | 1,000,000 | 1,001,547 | ||
HAVERHILL MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 09/01/16 | 3,000,000 | 3,020,358 | ||
HINGHAM MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/21/16 | 1,000,000 | 1,001,648 | ||
MARBLEHEAD MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/05/16 | 3,000,000 | 3,017,498 | ||
MARSHFIELD MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 07/29/16 | 3,000,000 | 3,016,231 | ||
MASSACHUSETTS BAY TRANS AUTH SALES TAX | ||||||
REV SALES TAX | 5.50% | 07/01/16 | 915,000 | 926,598 | ||
REV SALES TAX SERIES 2014 A | 3.00% | 07/01/16 | 250,000 | 251,629 | ||
REV SALES TAX SERIES B (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.23% | 04/01/16 | 7,000,000 | 7,000,000 | ||
REV SALES TAX SERIES B (LIQ: SUMITOMO MITSUI BANKING CORPORATION) | 0.60% | 05/05/16 | 6,000,000 | 6,000,000 | ||
MASSACHUSETTS SCHOOL BUILDING AUTHORITY | ||||||
REV SALES TAX SERIES 2009A | 4.00% | 05/15/16 | 605,000 | 607,610 | ||
REV SALES TAX SERIES 2011B | 5.00% | 10/15/16 | 200,000 | 204,834 | ||
REV SALES TAX SERIES 2013A | 4.00% | 05/15/16 | 725,000 | 728,147 | ||
REV SCHOOL SERIES A (LOC: BANK OF AMERICA NA) | 0.03% | 04/04/16 | 12,000,000 | 12,000,000 | ||
REV SCHOOL SERIES A (LOC: BANK OF AMERICA NA) | 0.05% | 04/06/16 | 5,000,000 | 5,000,000 | ||
REV SCHOOL SERIES A (LOC: BANK OF AMERICA NA) | 0.10% | 05/23/16 | 8,000,000 | 8,000,000 | ||
REV STATE SERIES C (LOC: BARCLAYS BANK PLC) | 0.07% | 05/02/16 | 8,000,000 | 8,000,000 | ||
REV STATE SERIES C (LOC: BARCLAYS BANK PLC) | 0.13% | 06/01/16 | 10,000,000 | 10,000,000 | ||
MASSACHUSETTS ST DEV FIN AGY | ||||||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2012L | 3.00% | 07/01/16 | 100,000 | 100,654 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2012L | 5.00% | 07/01/16 | 575,000 | 581,606 | ||
REV MULTI FAM HOUSING SERIES 2015 (ESCROW) | 0.35% | 04/01/16 | 5,000,000 | 5,000,000 | ||
MASSACHUSETTS ST HEALTH & EDL FACS AUTH | ||||||
REV HEALTHCARE (PARTNERS HEALTHCARE SYSTEM INC) SERIES H-2 | 0.12% | 06/02/16 | 12,000,000 | 12,000,000 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010 J-2 | 5.00% | 07/01/16 | 1,055,000 | 1,067,119 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010J-2 | 4.00% | 07/01/16 | 250,000 | 252,228 | ||
REV SCHOOL (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES O | 4.00% | 07/01/16 | 100,000 | 100,878 | ||
REV UNIVERSITY (HARVARD UNIVERSITY) SERIES EE | 0.03% | 04/05/16 | 6,900,000 | 6,900,000 | ||
REV UNIVERSITY (HARVARD UNIVERSITY) SERIES EE | 0.03% | 04/06/16 | 19,000,000 | 19,000,000 | ||
REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES M | 5.25% | 07/01/16 | 2,100,000 | 2,126,323 | ||
REV UNIVERSITY (TUFTS UNIVERSITY) SERIES 2002J | 5.50% | 08/15/16 | 1,500,000 | 1,529,562 | ||
MASSACHUSETTS ST HSG FIN AGY | ||||||
REV HOUSING SERIES 2010A | 3.25% | 06/01/16 | 295,000 | 296,411 | ||
MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN | ||||||
REV WATER & SEWER SERIES 12 | 4.00% | 08/01/16 | 100,000 | 101,181 | ||
REV WATER & SEWER SERIES 12 | 5.00% | 08/01/16 | 100,000 | 101,520 | ||
REV WATER & SEWER SERIES 2009A | 3.00% | 08/01/16 | 200,000 | 201,764 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
MASSACHUSETTS ST WTR RES AUTH | ||||||
REV WATER & SEWER SERIES 1999 (LOC: STATE STREET BANK AND TRUST COMPANY) | 0.06% | 05/10/16 | 6,000,000 | 6,000,000 | ||
REV WATER & SEWER SERIES 2002J | 5.25% | 08/01/16 | 125,000 | 126,984 | ||
REV WATER & SEWER SERIES 2013A | 4.00% | 08/01/16 | 900,000 | 911,045 | ||
METHUEN MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/05/16 | 1,415,000 | 1,422,563 | ||
MIDDLEBOROUGH MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.25% | 10/07/16 | 4,122,079 | 4,140,079 | ||
MILLIS MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/01/16 | 5,661,000 | 5,691,126 | ||
NEWBURYPORT MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 09/30/16 | 3,269,135 | 3,295,189 | ||
NORFOLK CNTY MASS | ||||||
GO BOND ANTICIPATION NOTE SERIES 2016 | 1.50% | 08/19/16 | 3,709,000 | 3,723,806 | ||
PLYMOUTH MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 05/04/16 | 4,529,000 | 4,534,151 | ||
QUINCY MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 07/15/16 | 2,000,000 | 2,009,629 | ||
GO BOND ANTICIPATION NOTE | 2.00% | 01/20/17 | 3,000,000 | 3,036,685 | ||
ROCKPORT MASS | ||||||
GO BOND ANTICIPATION NOTE | 1.50% | 08/05/16 | 3,940,000 | 3,954,916 | ||
SALISBURY MASS | ||||||
GO BOND ANTICIPATION NOTE SERIES 2015 | 2.00% | 09/15/16 | 1,740,000 | 1,753,242 | ||
UNIVERSITY OF MASSACHUSETTS BLDG AUTH | ||||||
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2009-1 | 4.00% | 05/01/16 | 130,000 | 130,392 | ||
WESTBOROUGH MASS | ||||||
GO BOND ANTICIPATION NOTE | 2.00% | 08/12/16 | 2,000,000 | 2,012,094 | ||
215,258,112 | ||||||
Ohio 0.2% | ||||||
HAMILTON CNTY OHIO | ||||||
REV LEASE REV (KING HIGHLAND CMNTY URBAN) SERIES 2006 A (ESCROW) | 5.00% | 06/01/16 | 1,000,000 | 1,007,829 | ||
Total Fixed-Rate Municipal Securities | ||||||
(Cost $216,265,941) | 216,265,941 | |||||
Variable-Rate Municipal Securities 54.7% of net assets | ||||||
Massachusetts 49.4% | ||||||
COMMONWEALTH OF MASSACHUSETTS | ||||||
GO SERIES 16ZF0377 (LIQ: TORONTO-DOMINION BANK/THE) |
a |
0.44% | 04/07/16 | 1,500,000 | 1,500,000 | |
GO SERIES 2007A (LIQ: SOCIETE GENERALE SA) |
a |
0.45% | 04/07/16 | 4,000,000 | 4,000,000 | |
GO SERIES 2007C (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 4,500,000 | 4,500,000 | |
GO SERIES 2007C (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,900,000 | 3,900,000 | |
GO SERIES 2007C (LIQ: SOCIETE GENERALE SA) |
a |
0.45% | 04/07/16 | 3,885,000 | 3,885,000 | |
GO SERIES 2012D | 0.74% | 04/07/16 | 01/01/17 | 2,950,000 | 2,951,278 | |
GO SERIES 2013A | 0.76% | 04/07/16 | 02/01/17 | 1,000,000 | 1,000,489 | |
GO SERIES 2015 (LOC: JPMORGAN CHASE BANK NA) |
a |
0.35% | 04/01/16 | 9,000,000 | 9,000,000 | |
GO SERIES 2015A (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 1,350,000 | 1,350,000 | |
MASSACHUSETTS BAY TRANS AUTH SALES TAX | ||||||
REV SALES TAX SERIES 2005B (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 9,900,000 | 9,900,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
MASSACHUSETTS SCHOOL BUILDING AUTHORITY | ||||||
REV SALES TAX SERIES 2007A (ESCROW) (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,315,000 | 1,315,000 | |
REV SALES TAX SERIES 2013A (LIQ: CITIBANK NA) |
a |
0.44% | 04/07/16 | 4,125,000 | 4,125,000 | |
REV SALES TAX SERIES 2015D (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 9,985,000 | 9,985,000 | |
REV SCHOOL SERIES 2012B (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 3,750,000 | 3,750,000 | |
MASSACHUSETTS ST DEV FIN AGY | ||||||
REV HEALTHCARE (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2014M4 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 4,170,000 | 4,170,000 | |
REV HEALTHCARE (SYMMES LIFE CARE INC DBA BROOKHAVEN AT LEXINGTON) SERIES 2005B (LOC: BANK OF AMERICA NA) | 0.53% | 04/07/16 | 2,440,000 | 2,440,000 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2014 M-2 (LOC: BANK OF NEW YORK MELLON/THE) | 0.42% | 04/07/16 | 5,000,000 | 5,000,000 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2015O-1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,600,000 | 1,600,000 | |
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2016Q (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,350,000 | 1,350,000 | |
REV PUBLIC SERVICES (CILS REALTY INC) SERIES 2013 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.40% | 04/07/16 | 8,525,000 | 8,525,000 | ||
REV PUBLIC SERVICES (CORPORATION FOR INDEPENDENT LIVING) SERIES 2011 (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.40% | 04/07/16 | 6,230,000 | 6,230,000 | ||
REV SCHOOL (CUSHING ACADEMY) SERIES 2004 (LOC: TD BANK NA) | 0.45% | 04/07/16 | 2,385,000 | 2,385,000 | ||
REV SCHOOL (MARINE BIOLOGICAL LABORATORY) SERIES 2006 (LOC: PNC BANK NATIONAL ASSOCIATION) | 0.42% | 04/07/16 | 7,110,000 | 7,110,000 | ||
REV UNIVERSITY (BOSTON UNIVERSITY) SERIES U-3 (LOC: NORTHERN TRUST COMPANY (THE)) | 0.38% | 04/07/16 | 6,600,000 | 6,600,000 | ||
REV UNIVERSITY (HARVARD UNIVERSITY) SERIES 2010B2 (LIQ: BANK OF AMERICA NA) |
a |
0.40% | 04/07/16 | 12,500,000 | 12,500,000 | |
REV WASTE/POLLUTION (NEW BEDFORD SOLID WASTE SYSTEM) SERIES 2001 (LOC: US BANK NATIONAL ASSOCIATION) | 0.48% | 04/07/16 | 1,940,000 | 1,940,000 | ||
MASSACHUSETTS ST HEALTH & EDL FACS AUTH | ||||||
REV EDUCATIONAL INSTITUTION (MUSEUM OF FINE ARTS) SERIES 2007-A2 (LIQ: BANK OF AMERICA NA) | 0.37% | 04/01/16 | 3,195,000 | 3,195,000 | ||
REV HOSPITAL (BAYSTATE MEDICAL CENTER MA) SERIES 2005 G (LOC: WELLS FARGO BANK NA) | 0.35% | 04/01/16 | 1,100,000 | 1,100,000 | ||
REV HOSPITAL (BAYSTATE MEDICAL CENTER MA) SERIES 2009K-1 (LOC: WELLS FARGO BANK NA) | 0.35% | 04/01/16 | 3,660,000 | 3,660,000 | ||
REV HOSPITAL (GREAT BROOK VALLEY HEALTH CENTER) SERIES 2006 A (LOC: TD BANK NA) | 0.39% | 04/07/16 | 3,165,000 | 3,165,000 | ||
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES 2010J1 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 2,100,000 | 2,100,000 | |
REV HOSPITAL (PARTNERS HEALTHCARE SYSTEM INC) SERIES P1 (LIQ: JPMORGAN CHASE BANK NA) | 0.55% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV HOSPITAL SERIES 2004M-4A (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 4,015,000 | 4,015,000 | ||
REV HOSPITAL SERIES M-2 (LOC: BANK OF AMERICA NA) | 0.42% | 04/07/16 | 2,140,000 | 2,140,000 | ||
REV UNIVERSITY (AMHERST COLLEGE) SERIES 2005I | 0.38% | 04/07/16 | 9,260,000 | 9,260,000 | ||
REV UNIVERSITY (AMHERST COLLEGE) SERIES F | 0.38% | 04/07/16 | 8,600,000 | 8,600,000 | ||
REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES 2001 J-1 | 0.43% | 04/07/16 | 2,100,000 | 2,100,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES 2001J-2 | 0.44% | 04/07/16 | 750,000 | 750,000 | ||
REV UNIVERSITY (MASSACHUSETTS INSTITUTE OF TECHNOLOGY) SERIES 2008N (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 2,000,000 | 2,000,000 | |
REV UNIVERSITY (TUFTS UNIVERSITY) SERIES 2008N1 (LIQ: US BANK NATIONAL ASSOCIATION) | 0.38% | 04/01/16 | 7,100,000 | 7,100,000 | ||
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2007E&F (ESCROW) (LIQ: US BANK NATIONAL ASSOCIATION) |
a |
0.40% | 04/07/16 | 7,220,000 | 7,220,000 | |
MASSACHUSETTS ST HSG FIN AGY | ||||||
REV MULTI FAM HOUSING SERIES 2009-A (LOC: TD BANK NA) | 0.40% | 04/07/16 | 2,500,000 | 2,500,000 | ||
REV MULTI FAM HOUSING SERIES 2015A (LOC: BANK OF AMERICA NA) | 0.45% | 04/07/16 | 4,800,000 | 4,800,000 | ||
MASSACHUSETTS ST WTR POLLN ABATEMENT TR POOL LN | ||||||
REV WATER & SEWER SERIES 14 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.46% | 04/07/16 | 6,665,000 | 6,665,000 | |
REV WATER & SEWER SERIES 2006 (LIQ: CREDIT SUISSE AG) |
a |
0.44% | 04/07/16 | 8,195,000 | 8,195,000 | |
MASSACHUSETTS ST WTR RES AUTH | ||||||
REV WATER & SEWER SERIES 2008 F (LIQ: BANK OF NEW YORK MELLON/THE) | 0.38% | 04/07/16 | 12,000,000 | 12,000,000 | ||
REV WATER & SEWER SERIES A-2 (LIQ: TD BANK NA) | 0.36% | 04/07/16 | 10,000,000 | 10,000,000 | ||
UNIVERSITY OF MASSACHUSETTS BLDG AUTH | ||||||
REV UNIVERSITY (COMMONWEALTH OF MASSACHUSETTS) SERIES 2008 A (LIQ: BARCLAYS BANK PLC) | 0.44% | 04/07/16 | 10,000,000 | 10,000,000 | ||
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2013-1 (LIQ: CITIBANK NA) |
a |
0.43% | 04/07/16 | 5,500,000 | 5,500,000 | |
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2013-3 (LIQ: JPMORGAN CHASE BANK NA) |
a |
0.45% | 04/07/16 | 1,500,000 | 1,500,000 | |
REV UNIVERSITY (UNIVERSITY OF MASSACHUSETTS) SERIES 2014-1 (LIQ: MORGAN STANLEY BANK NA) |
a |
0.56% | 04/07/16 | 3,700,000 | 3,700,000 | |
244,776,767 | ||||||
California 0.3% | ||||||
NUVEEN CALIFORNIA DIVIDEND ADVANTAGE MUNICIPAL FUND | ||||||
REV SERIES 6 (LOC: CITIBANK NA) |
a |
0.52% | 04/07/16 | 1,700,000 | 1,700,000 | |
Colorado 0.5% | ||||||
COLORADO HOUSING & FINANCE AUTHORITY | ||||||
REV IDB & PCR SERIES 2005A (LOC: FEDERAL HOME LOAN BANKS) | 0.48% | 04/07/16 | 2,300,000 | 2,300,000 | ||
District of Columbia 0.2% | ||||||
DISTRICT OF COLUMBIA (WASHINGTON DC) | ||||||
REV PUBLIC SERVICES SERIES 1993 (LOC: BANK OF AMERICA NA) | 0.45% | 04/07/16 | 780,000 | 780,000 | ||
Illinois 1.0% | ||||||
CHICAGO (CITY OF) | ||||||
REV MULTI FAM HOUSING (CHURCHVIEW SUPPORTIVE LIVING LP) SERIES 2003 (LOC: BMO HARRIS BANK NA) | 0.44% | 04/07/16 | 5,015,000 | 5,015,000 | ||
Maryland 0.7% | ||||||
MARYLAND ECONOMIC DEVELOPMENT CORPORATION | ||||||
REV INDUSTRIAL SERIES 2001-A (LOC: MANUFACTURERS AND TRADERS TRUST CO) | 0.59% | 04/07/16 | 3,350,000 | 3,350,000 |
Issuer
Type of Security, Series |
Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Michigan 0.3% | ||||||
MICHIGAN STATE FINANCE AUTHORITY | ||||||
REV HOSPITAL SERIES C (LOC: FIFTH THIRD BANK) | 0.48% | 04/07/16 | 1,750,000 | 1,750,000 | ||
Minnesota 0.3% | ||||||
MINNEAPOLIS MINN | ||||||
REV MULTI FAM HOUSING SERIES 2001 (LOC: WELLS FARGO BANK NA) | 0.52% | 04/07/16 | 1,420,000 | 1,420,000 | ||
Other Investments 2.0% | ||||||
NUVEEN SELECT QUALITY MUNICIPAL FUND | ||||||
SERIES 1 (LOC: BARCLAYS BANK PLC) |
a |
0.53% | 04/07/16 | 10,000,000 | 10,000,000 | |
Total Variable-Rate Municipal Securities | ||||||
(Cost $271,091,767) | 271,091,767 |
a | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $125,410,000 or 25.3% of net assets. |
AGY — | Agency |
APPR/TOB — | Tobacco appropriation |
ARPT — | Airport |
COP — | Certificate of participation |
EDL — | Education |
FACS — | Facilities |
FING — | Financing |
GO — | General obligation |
GTY — | Guaranty agreement |
HBR — | Harbor |
HOUS SINGL — | Single-family housing |
HSG — | Housing |
IDB — | Industrial development bond |
IMPT — | Improvement |
INDL — | Industrial |
INDPT — | Independent |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MTG — | Mortgage |
MULTI FAM — | Multi-family |
MUN — | Municipal |
PCR — | Pollution control revenue |
PFC — | Passenger facility charge |
REV — | Revenue |
SAN/SANTN — | Sanitation |
SCH DIST — | School district |
SUBN — | Suburban |
UN — | Union |
UNI — | Unified |
Holdings by Category | Cost
($) |
Value
($) | |
59.4% | Fixed-Rate Obligations | 9,284,100,129 | 9,284,100,129 |
13.7% | Variable-Rate Obligations | 2,132,898,673 | 2,132,898,673 |
27.3% | Repurchase Agreements | 4,259,067,685 | 4,259,067,685 |
100.4% | Total Investments | 15,676,066,487 | 15,676,066,487 |
(0.4%) | Other Assets and Liabilities, Net | (56,507,498) | |
100.0% | Net Assets | 15,619,558,989 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 59.4% of net assets | ||||||
Asset-Backed Commercial Paper 8.2% | ||||||
BARTON CAPITAL SA |
a,b |
0.62% | 05/18/16 | 2,000,000 | 1,998,381 | |
BENNINGTON STARK CAPITAL COMPANY LLC |
a,b |
0.66% | 05/02/16 | 44,000,000 | 43,974,993 | |
a,b |
0.64% | 05/04/16 | 17,000,000 | 16,990,027 | ||
CAFCO LLC |
a,b |
0.59% | 06/16/16 | 50,000,000 | 49,937,722 | |
CANCARA ASSET SECURITISATION LLC |
a,b |
0.60% | 07/01/16 | 32,000,000 | 31,951,467 | |
CHARTA LLC |
a,b |
0.57% | 05/24/16 | 21,000,000 | 20,982,378 | |
a,b |
0.57% | 06/07/16 | 48,000,000 | 47,949,080 | ||
a,b |
0.59% | 06/16/16 | 25,000,000 | 24,968,861 | ||
a,b |
0.85% | 09/26/16 | 70,000,000 | 69,705,806 | ||
CIESCO LLC |
a,b |
0.57% | 05/18/16 | 4,000,000 | 3,997,023 | |
a,b |
0.58% | 06/14/16 | 15,000,000 | 14,982,117 | ||
a,b |
0.58% | 06/30/16 | 55,000,000 | 54,920,250 | ||
COLLATERALIZED COMMERCIAL PAPER CO LLC |
a |
0.52% | 04/01/16 | 50,000,000 | 50,000,000 | |
COLLATERALIZED COMMERCIAL PAPER II CO LLC |
a,b |
0.52% | 04/01/16 | 53,000,000 | 53,000,000 | |
CRC FUNDING LLC |
a,b |
0.58% | 06/21/16 | 75,000,000 | 74,902,125 | |
METLIFE SHORT TERM FUNDING LLC |
a,b |
0.41% | 04/06/16 | 36,600,000 | 36,597,916 | |
a,b |
0.44% | 04/11/16 | 8,000,000 | 7,999,022 | ||
a,b |
0.44% | 04/13/16 | 15,000,000 | 14,997,800 | ||
a,b |
0.42% | 04/14/16 | 31,000,000 | 30,995,298 | ||
a,b |
0.42% | 04/15/16 | 59,000,000 | 58,990,363 | ||
a,b |
0.40% | 05/03/16 | 28,000,000 | 27,990,044 | ||
a,b |
0.56% | 06/27/16 | 24,000,000 | 23,967,520 | ||
a,b |
0.55% | 07/01/16 | 32,000,000 | 31,955,511 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NIEUW AMSTERDAM RECEIVABLES CORP |
a,b |
0.47% | 05/18/16 | 60,000,000 | 59,963,183 | |
a,b |
0.55% | 06/07/16 | 50,000,000 | 49,948,820 | ||
OLD LINE FUNDING LLC |
a,b |
0.48% | 04/25/16 | 3,000,000 | 2,999,040 | |
a,b |
0.66% | 07/21/16 | 30,000,000 | 29,938,950 | ||
a,b |
0.66% | 07/25/16 | 22,000,000 | 21,953,617 | ||
a,b |
0.00% | 08/02/16 | 50,000,000 | 49,887,250 | ||
RIDGEFIELD FUNDING COMPANY LLC |
a,b |
0.64% | 06/07/16 | 78,000,000 | 77,907,093 | |
SHEFFIELD RECEIVABLES CORP |
a,b |
0.74% | 05/09/16 | 35,000,000 | 34,972,661 | |
a,b |
0.75% | 05/17/16 | 35,000,000 | 34,966,458 | ||
a,b |
0.75% | 05/18/16 | 25,000,000 | 24,975,521 | ||
STARBIRD FUNDING CORP |
a,b |
0.62% | 06/07/16 | 17,000,000 | 16,980,384 | |
a,b |
0.69% | 07/01/16 | 3,000,000 | 2,994,768 | ||
THUNDER BAY FUNDING LLC |
a,b |
0.66% | 07/25/16 | 50,000,000 | 49,894,583 | |
a,b |
0.66% | 08/02/16 | 36,000,000 | 35,918,820 | ||
1,287,054,852 | ||||||
Financial Company Commercial Paper 8.5% | ||||||
ABN AMRO FUNDING USA LLC |
b |
0.00% | 07/06/16 | 10,000,000 | 9,984,000 | |
0.60% | 07/06/16 | 15,000,000 | 14,976,000 | |||
BANK OF NOVA SCOTIA |
b |
0.50% | 05/12/16 | 136,000,000 | 135,922,556 | |
b |
0.86% | 09/15/16 | 20,000,000 | 19,920,211 | ||
BNP PARIBAS SA |
b |
0.51% | 04/05/16 | 7,000,000 | 6,999,603 | |
BPCE SA |
b |
0.61% | 06/09/16 | 51,000,000 | 50,940,373 | |
b |
0.67% | 07/07/16 | 28,000,000 | 27,949,452 | ||
DANSKE CORP |
b |
0.53% | 05/05/16 | 16,500,000 | 16,491,741 | |
b |
0.60% | 05/06/16 | 35,000,000 | 34,979,754 | ||
DNB BANK ASA |
b |
0.58% | 06/07/16 | 134,000,000 | 133,855,354 | |
HSBC USA INC |
b |
0.47% | 04/26/16 | 40,000,000 | 39,986,944 | |
ING US FUNDING LLC |
a |
0.61% | 04/11/16 | 7,000,000 | 6,998,814 | |
a |
0.60% | 06/24/16 | 25,000,000 | 24,965,000 | ||
a |
0.69% | 07/25/16 | 95,000,000 | 94,790,604 | ||
a |
0.84% | 08/16/16 | 1,000,000 | 996,803 | ||
JP MORGAN SECURITIES LLC |
b |
0.85% | 08/02/16 | 34,000,000 | 33,901,258 | |
LLOYDS BANK PLC | 0.84% | 08/16/16 | 56,000,000 | 55,820,987 | ||
MACQUARIE BANK LTD |
b |
0.63% | 06/21/16 | 55,000,000 | 54,922,038 | |
b |
0.63% | 06/23/16 | 22,000,000 | 21,968,045 | ||
NATIONWIDE BUILDING SOCIETY |
b |
0.53% | 04/04/16 | 100,000,000 | 99,995,583 | |
NORDEA BANK AB |
b |
0.53% | 06/02/16 | 45,200,000 | 45,158,742 | |
b |
0.53% | 07/05/16 | 20,000,000 | 19,972,028 | ||
b |
0.66% | 07/07/16 | 93,000,000 | 92,835,868 | ||
NRW BANK |
b |
0.45% | 04/05/16 | 101,000,000 | 100,994,950 | |
b |
0.45% | 04/25/16 | 100,000,000 | 99,970,333 | ||
SOCIETE GENERALE SA |
b |
0.61% | 06/09/16 | 3,000,000 | 2,996,493 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
UNITED OVERSEAS BANK LTD |
b |
0.56% | 06/07/16 | 42,000,000 | 41,956,227 | |
b |
0.63% | 08/05/16 | 35,000,000 | 34,922,825 | ||
1,325,172,586 | ||||||
Other Commercial Paper 1.7% | ||||||
EXXON MOBIL CORP | 0.32% | 04/21/16 | 32,000,000 | 31,994,311 | ||
GENERAL ELECTRIC CO | 0.35% | 04/01/16 | 50,000,000 | 50,000,000 | ||
TOTAL CAPITAL CANADA LTD |
a,b |
0.58% | 06/21/16 | 36,240,000 | 36,192,707 | |
TOYOTA MOTOR CREDIT CORP | 0.45% | 04/12/16 | 50,000,000 | 49,993,125 | ||
0.45% | 04/13/16 | 55,000,000 | 54,991,750 | |||
0.61% | 07/27/16 | 50,000,000 | 49,900,875 | |||
273,072,768 | ||||||
Certificates of Deposit 31.5% | ||||||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.70% | 08/01/16 | 50,000,000 | 50,000,000 | ||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.30% | 04/04/16 | 38,000,000 | 38,000,000 | ||
0.57% | 06/16/16 | 104,000,000 | 104,000,000 | |||
0.56% | 07/05/16 | 16,000,000 | 16,000,000 | |||
BANK OF THE WEST | 0.65% | 05/19/16 | 20,000,000 | 20,000,000 | ||
0.65% | 05/24/16 | 56,000,000 | 56,000,000 | |||
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) | 0.51% | 04/19/16 | 1,000,000 | 1,000,000 | ||
0.62% | 06/16/16 | 139,000,000 | 139,000,000 | |||
0.84% | 08/18/16 | 19,000,000 | 19,000,000 | |||
0.84% | 08/19/16 | 15,000,000 | 15,000,000 | |||
BARCLAYS BANK PLC (NEW YORK BRANCH) | 0.52% | 05/09/16 | 79,000,000 | 79,000,000 | ||
0.68% | 06/14/16 | 59,000,000 | 59,000,000 | |||
0.68% | 06/30/16 | 1,000,000 | 1,000,000 | |||
0.91% | 08/11/16 | 77,000,000 | 77,000,000 | |||
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) | 0.60% | 05/09/16 | 1,000,000 | 1,000,000 | ||
0.64% | 06/03/16 | 79,000,000 | 79,000,000 | |||
0.64% | 06/07/16 | 35,000,000 | 35,000,000 | |||
BNP PARIBAS SA (SAN FRANCISCO BRANCH) | 0.85% | 07/22/16 | 50,000,000 | 50,000,000 | ||
0.85% | 07/26/16 | 94,000,000 | 94,000,000 | |||
0.85% | 08/09/16 | 9,000,000 | 9,000,000 | |||
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.54% | 06/28/16 | 234,000,000 | 234,000,000 | ||
0.85% | 09/13/16 | 154,000,000 | 154,000,000 | |||
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) | 0.58% | 06/07/16 | 50,000,000 | 50,000,000 | ||
0.70% | 08/04/16 | 100,000,000 | 100,000,000 | |||
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) | 0.48% | 05/27/16 | 49,800,000 | 49,799,924 | ||
0.64% | 07/08/16 | 55,000,000 | 55,000,000 | |||
0.71% | 08/01/16 | 101,000,000 | 101,000,000 | |||
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) | 0.36% | 04/07/16 | 2,000,000 | 2,000,000 | ||
0.60% | 06/20/16 | 154,000,000 | 154,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
CREDIT AGRICOLE SA (LONDON BRANCH) | 0.60% | 05/05/16 | 29,000,000 | 29,000,000 | ||
0.63% | 07/01/16 | 40,000,000 | 40,000,000 | |||
0.65% | 07/01/16 | 9,000,000 | 9,000,000 | |||
CREDIT SUISSE AG (NEW YORK BRANCH) | 0.90% | 08/01/16 | 64,000,000 | 64,000,000 | ||
0.85% | 08/08/16 | 80,000,000 | 80,000,000 | |||
1.00% | 09/27/16 | 1,000,000 | 1,000,000 | |||
DANSKE BANK A/S (LONDON BRANCH) | 0.62% | 06/09/16 | 25,000,000 | 25,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) | 0.58% | 05/09/16 | 60,000,000 | 60,000,000 | ||
ING BANK NV (AMSTERDAM BRANCH) | 0.54% | 05/02/16 | 183,000,000 | 183,000,000 | ||
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) | 0.50% | 04/07/16 | 77,000,000 | 77,000,000 | ||
LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) | 0.40% | 04/08/16 | 76,000,000 | 76,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.85% | 09/02/16 | 50,000,000 | 50,000,000 | ||
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) | 0.50% | 04/13/16 | 26,000,000 | 26,000,000 | ||
0.65% | 06/03/16 | 3,500,000 | 3,500,000 | |||
0.71% | 06/15/16 | 8,000,000 | 8,000,000 | |||
0.65% | 06/27/16 | 119,000,000 | 119,000,000 | |||
0.73% | 07/12/16 | 140,000,000 | 140,000,000 | |||
0.85% | 08/25/16 | 90,000,000 | 90,000,000 | |||
MIZUHO BANK LTD (NEW YORK BRANCH) | 0.61% | 06/07/16 | 114,000,000 | 114,000,000 | ||
0.60% | 06/09/16 | 142,000,000 | 142,000,000 | |||
NATIXIS (NEW YORK BRANCH) | 0.65% | 06/02/16 | 2,000,000 | 2,000,000 | ||
0.60% | 06/16/16 | 152,000,000 | 152,000,000 | |||
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) | 0.53% | 07/05/16 | 6,000,000 | 6,000,000 | ||
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) | 0.56% | 05/03/16 | 14,000,000 | 14,000,000 | ||
0.49% | 05/24/16 | 22,000,000 | 22,000,000 | |||
0.58% | 06/07/16 | 109,000,000 | 109,000,000 | |||
0.65% | 07/07/16 | 50,000,000 | 49,999,999 | |||
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) | 0.47% | 04/26/16 | 75,000,000 | 75,000,000 | ||
SOCIETE GENERALE (NEW YORK BRANCH) | 0.61% | 06/01/16 | 10,000,000 | 10,000,000 | ||
0.61% | 07/01/16 | 79,000,000 | 79,000,000 | |||
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) | 0.50% | 04/04/16 | 1,000,000 | 1,000,000 | ||
0.50% | 04/05/16 | 20,000,000 | 20,000,000 | |||
0.49% | 04/22/16 | 23,000,000 | 23,000,000 | |||
0.50% | 04/25/16 | 41,000,000 | 41,000,000 | |||
0.61% | 05/23/16 | 50,000,000 | 50,000,000 | |||
0.61% | 06/01/16 | 28,000,000 | 28,000,000 | |||
0.61% | 06/14/16 | 140,000,000 | 140,000,000 | |||
0.61% | 06/21/16 | 10,000,000 | 10,000,000 | |||
0.62% | 07/07/16 | 2,000,000 | 2,000,000 | |||
0.72% | 08/02/16 | 4,000,000 | 4,000,000 | |||
0.85% | 08/25/16 | 115,000,000 | 115,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) | 0.67% | 04/01/16 | 4,000,000 | 4,000,000 | ||
0.62% | 06/09/16 | 4,000,000 | 4,000,000 | |||
0.62% | 06/16/16 | 10,000,000 | 10,000,000 | |||
0.65% | 06/27/16 | 293,000,000 | 293,000,000 | |||
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | 0.57% | 06/22/16 | 37,000,000 | 37,000,000 | ||
0.65% | 07/14/16 | 189,000,000 | 189,000,000 | |||
0.87% | 10/17/16 | 86,000,000 | 86,000,000 | |||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.50% | 05/20/16 | 21,000,000 | 21,000,000 | ||
UBS AG (STAMFORD BRANCH) | 0.68% | 06/13/16 | 1,000,000 | 1,000,000 | ||
WELLS FARGO BANK NA | 0.46% | 04/22/16 | 21,000,000 | 21,000,000 | ||
0.83% | 08/02/16 | 1,000,000 | 1,000,000 | |||
0.81% | 08/16/16 | 39,000,000 | 39,000,000 | |||
0.83% | 08/18/16 | 17,000,000 | 17,000,000 | |||
0.85% | 09/01/16 | 51,500,000 | 51,500,000 | |||
0.86% | 09/28/16 | 10,000,000 | 10,000,000 | |||
4,915,799,923 | ||||||
Other Instruments 8.8% | ||||||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) | 0.37% | 04/05/16 | 166,000,000 | 166,000,000 | ||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.36% | 04/05/16 | 173,000,000 | 173,000,000 | ||
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 390,000,000 | 390,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) | 0.35% | 04/05/16 | 96,000,000 | 96,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.26% | 04/01/16 | 173,000,000 | 173,000,000 | ||
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 311,000,000 | 311,000,000 | ||
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) | 0.35% | 04/06/16 | 66,000,000 | 66,000,000 | ||
1,375,000,000 | ||||||
Other Notes 0.7% | ||||||
BANK OF AMERICA NA | 0.50% | 05/05/16 | 68,000,000 | 68,000,000 | ||
0.76% | 08/11/16 | 40,000,000 | 40,000,000 | |||
108,000,000 | ||||||
Total Fixed-Rate Obligations | ||||||
(Cost $9,284,100,129) | 9,284,100,129 | |||||
Variable-Rate Obligations 13.7% of net assets | ||||||
Financial Company Commercial Paper 2.8% | ||||||
COMMONWEALTH BANK OF AUSTRALIA |
b |
0.57% | 04/12/16 | 05/12/16 | 73,000,000 | 73,000,000 |
HSBC BANK PLC |
b |
0.66% | 04/19/16 | 07/19/16 | 82,000,000 | 81,998,758 |
b |
0.66% | 04/01/16 | 08/01/16 | 112,000,000 | 112,000,000 | |
b |
0.79% | 04/04/16 | 08/04/16 | 175,000,000 | 175,000,000 | |
441,998,758 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Certificates of Deposit 7.9% | ||||||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.78% | 04/04/16 | 09/02/16 | 232,000,000 | 232,000,000 | |
BANK OF NOVA SCOTIA (HOUSTON BRANCH) | 0.67% | 04/14/16 | 07/14/16 | 19,000,000 | 19,000,000 | |
0.77% | 04/25/16 | 08/23/16 | 139,000,000 | 139,000,000 | ||
BANK OF NOVA SCOTIA (NEW YORK BRANCH) | 0.67% | 04/15/16 | 07/15/16 | 54,000,000 | 54,000,000 | |
HSBC BANK USA NA | 0.81% | 04/01/16 | 09/01/16 | 25,000,000 | 25,000,000 | |
ROYAL BANK OF CANADA (NEW YORK BRANCH) | 0.57% | 04/13/16 | 51,000,000 | 51,000,000 | ||
0.73% | 04/01/16 | 08/31/16 | 50,000,000 | 50,000,000 | ||
0.77% | 04/04/16 | 10/03/16 | 100,000,000 | 100,000,000 | ||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.71% | 04/12/16 | 08/12/16 | 100,000,000 | 100,000,000 | |
UBS AG (STAMFORD BRANCH) | 0.81% | 04/26/16 | 09/08/16 | 135,000,000 | 135,000,000 | |
WELLS FARGO BANK NA | 0.67% | 04/13/16 | 05/05/16 | 137,000,000 | 137,000,000 | |
0.58% | 04/21/16 | 05/23/16 | 48,000,000 | 48,000,000 | ||
0.78% | 04/26/16 | 08/26/16 | 35,000,000 | 35,000,000 | ||
0.79% | 04/29/16 | 10/03/16 | 101,000,000 | 101,000,000 | ||
1,226,000,000 | ||||||
Treasury Debt 1.4% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 07/31/16 | 63,000,000 | 63,000,000 | |
0.38% | 04/01/16 | 01/31/17 | 48,000,000 | 47,999,915 | ||
0.47% | 04/01/16 | 10/31/17 | 100,000,000 | 100,000,000 | ||
210,999,915 | ||||||
Variable Rate Demand Notes 0.1% | ||||||
ABAG FIN CORP CALIF | ||||||
REV UNIVERSITY SERIES 2003 B (LOC: WELLS FARGO BANK NA) |
a |
0.55% | 04/07/16 | 17,550,000 | 17,550,000 | |
GFRE HOLDINGS LLC | ||||||
GFRE HOLDINGS LLC (LOC: FEDERAL HOME LOAN BANKS) |
a |
0.43% | 04/07/16 | 1,350,000 | 1,350,000 | |
18,900,000 | ||||||
Other Notes 1.5% | ||||||
JPMORGAN CHASE BANK NA | 0.78% | 04/22/16 | 10/21/16 | 25,000,000 | 25,000,000 | |
ROYAL BANK OF CANADA |
b |
0.74% | 04/07/16 | 09/06/16 | 75,000,000 | 75,000,000 |
WELLS FARGO BANK NA | 0.75% | 06/15/16 | 10/14/16 | 135,000,000 | 135,000,000 | |
235,000,000 | ||||||
Total Variable-Rate Obligations | ||||||
(Cost $2,132,898,673) | 2,132,898,673 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 27.3% of net assets | ||||||
Government Agency Repurchase Agreements* 5.1% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $38,110,000, 2.18% - 3.04%, due 11/01/33 - 05/01/45) |
0.32% | 04/01/16 | 37,000,329 | 37,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $18,720,005, 3.01% - 5.00%, due 12/25/20 - 11/01/45) |
0.27% | 04/06/16 | 18,000,945 | 18,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $225,432,386, 0.00% - 6.00%, due 05/15/17 - 07/01/45) |
0.31% | 04/01/16 | 219,001,886 | 219,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $122,570,102, 0.75% - 7.13%, due 01/12/18 - 01/15/30) |
0.32% | 04/01/16 | 119,001,058 | 119,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $3,060,001, 4.50%, due 01/01/44) |
0.30% | 04/01/16 | 3,000,025 | 3,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $48,960,000, 3.00% - 4.00%, due 10/01/20 - 05/01/45) |
0.29% | 04/06/16 | 48,002,707 | 48,000,000 | ||
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $18,540,001, 0.73% - 0.84%, due 06/25/32 - 05/25/43) |
0.30% | 04/01/16 | 18,000,150 | 18,000,000 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $40,170,001, 4.00% - 4.50%, due 08/01/45 - 12/01/45) |
0.32% | 04/01/16 | 39,000,347 | 39,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $255,842,346, 3.00% - 3.50%, due 07/01/35 - 10/01/45) |
0.33% | 04/01/16 | 246,002,255 | 246,000,000 | ||
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $26,001,720, 3.50%, due 02/01/46) |
0.34% | 04/05/16 | 25,001,653 | 25,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $28,081,857, 3.50%, due 02/01/46) |
0.34% | 04/07/16 | 27,001,785 | 27,000,000 | ||
799,000,000 | ||||||
Treasury Repurchase Agreements 17.1% | ||||||
BANK OF MONTREAL | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $27,540,240, 0.13% - 1.38%, due 04/15/16 - 08/31/20) |
0.30% | 04/01/16 | 27,000,225 | 27,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $76,500,011, 0.38% - 3.13%, due 07/15/16 - 11/15/25) |
0.30% | 04/01/16 | 75,000,625 | 75,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $86,769,049, 0.50% - 2.75%, due 07/31/16 - 03/31/23) |
0.30% | 04/01/16 | 85,068,394 | 85,067,685 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $42,840,072, 0.00% - 1.88%, due 09/22/16 - 10/31/22) |
0.30% | 04/05/16 | 42,002,450 | 42,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $29,580,329, 0.63% - 1.88%, due 06/30/17 - 10/31/19) |
0.30% | 04/01/16 | 29,000,242 | 29,000,000 | ||
FEDERAL RESERVE BANK OF NEW YORK | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $2,350,016,338, 4.50% - 8.13%, due 05/15/21 - 08/15/39) |
0.25% | 04/01/16 | 2,350,016,319 | 2,350,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $17,340,096, 2.00% - 2.25%, due 07/31/20 - 11/15/24) |
0.31% | 04/07/16 | 17,001,025 | 17,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $48,960,449, 1.50%, due 11/30/19) |
0.31% | 04/01/16 | 48,000,413 | 48,000,000 | ||
2,673,067,685 | ||||||
Other Repurchase Agreements** 5.1% | ||||||
BNP PARIBAS SECURITIES CORP. | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $20,700,000, 1.89% - 4.84%, due 10/25/23 - 10/25/44) |
0.48% | 04/05/16 | 18,001,680 | 18,000,000 | ||
CREDIT SUISSE SECURITIES (USA) LLC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $74,750,395, 0.57% - 8.06%, due 01/25/28 - 05/15/37) |
0.62% | 04/06/16 | 65,007,836 | 65,000,000 | ||
Issued
03/09/16, repurchase date 07/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $218,500,689, 0.00% - 7.86%, due 05/25/26 - 09/25/46) |
c |
1.25% | 07/05/16 | 190,778,472 | 190,000,000 | |
JP MORGAN SECURITIES LLC | ||||||
Issued
03/03/16, repurchase date 08/30/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $135,814,996, 0.93% - 7.98%, due 09/20/16 - 12/31/99) |
c |
1.08% | 06/29/16 | 118,417,720 | 118,000,000 | |
Issued
03/22/16, repurchase date 09/19/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $124,234,521, 0.89% - 6.82%, due 12/09/16 - 12/15/65) |
c |
1.08% | 06/29/16 | 108,320,760 | 108,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/10/16, repurchase date 05/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $138,000,001, 1.93%, due 10/25/37) |
c |
0.96% | 05/05/16 | 120,179,200 | 120,000,000 | |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $39,101,164, 0.64% - 24.05%, due 03/15/17 - 08/25/46) |
0.40% | 04/01/16 | 34,000,378 | 34,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $64,406,888, 1.37% - 6.14%, due 11/01/19 - 12/25/52) |
0.55% | 04/06/16 | 56,005,989 | 56,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $40,254,305, 2.94% - 4.13%, due 05/26/20 - 06/17/32) |
0.55% | 04/07/16 | 35,003,743 | 35,000,000 | ||
Issued
02/11/16, repurchase date 07/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $49,721,975, 0.00% - 8.42%, due 06/20/16 - 04/16/59) |
c |
1.10% | 07/05/16 | 43,190,514 | 43,000,000 | |
787,000,000 | ||||||
Total Repurchase Agreements | ||||||
(Cost $4,259,067,685) | 4,259,067,685 |
a | Credit-enhanced or liquidity-enhanced. |
b | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $2,916,870,695 or 18.7% of net assets. |
c | Illiquid security. At the period end, the value of these amounted to $579,000,000 or 3.7% of net assets. |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
** | Usually collateralized via common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations or less frequently by U.S. Government Agency Securities and/ or U.S. Treasury Securities. |
ABS — | Asset-backed securities |
ETF — | Exchange-traded fund |
LOC — | Letter of credit |
REV — | Revenue |
Holdings by Category | Cost
($) |
Value
($) | |
60.4% | Fixed-Rate Obligations | 24,344,410,876 | 24,344,410,876 |
16.1% | Variable-Rate Obligations | 6,490,985,233 | 6,490,985,233 |
23.7% | Repurchase Agreements | 9,576,969,683 | 9,576,969,683 |
100.2% | Total Investments | 40,412,365,792 | 40,412,365,792 |
(0.2%) | Other Assets and Liabilities, Net | (100,495,509) | |
100.0% | Net Assets | 40,311,870,283 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 60.4% of net assets | ||||||
Asset-Backed Commercial Paper 5.7% | ||||||
BENNINGTON STARK CAPITAL COMPANY LLC |
a,b |
0.66% | 05/02/16 | 147,000,000 | 146,916,455 | |
CAFCO LLC |
a,b |
0.50% | 05/04/16 | 162,000,000 | 161,925,750 | |
a,b |
0.57% | 06/02/16 | 11,000,000 | 10,989,202 | ||
a,b |
0.65% | 06/07/16 | 66,000,000 | 65,920,158 | ||
a,b |
0.58% | 06/21/16 | 25,000,000 | 24,967,375 | ||
CANCARA ASSET SECURITISATION LLC |
a,b |
0.63% | 04/06/16 | 100,000,000 | 99,991,250 | |
a,b |
0.67% | 04/19/16 | 100,000,000 | 99,966,500 | ||
CHARTA LLC |
a,b |
0.47% | 04/14/16 | 27,000,000 | 26,995,417 | |
a,b |
0.45% | 04/25/16 | 50,000,000 | 49,985,000 | ||
a,b |
0.57% | 05/24/16 | 42,000,000 | 41,964,755 | ||
a,b |
0.57% | 06/07/16 | 52,000,000 | 51,944,837 | ||
CIESCO LLC |
a,b |
0.57% | 05/18/16 | 3,000,000 | 2,997,767 | |
COLLATERALIZED COMMERCIAL PAPER CO LLC |
a |
0.52% | 04/01/16 | 136,000,000 | 136,000,000 | |
COLLATERALIZED COMMERCIAL PAPER II CO LLC |
a,b |
0.52% | 04/01/16 | 102,000,000 | 102,000,000 | |
FAIRWAY FINANCE CO LLC |
a,b |
0.30% | 04/01/16 | 11,429,000 | 11,429,000 | |
METLIFE SHORT TERM FUNDING LLC |
a,b |
0.44% | 04/11/16 | 19,000,000 | 18,997,678 | |
a,b |
0.44% | 04/13/16 | 38,000,000 | 37,994,427 | ||
a,b |
0.61% | 06/14/16 | 31,000,000 | 30,961,129 | ||
a,b |
0.56% | 06/15/16 | 117,031,000 | 116,894,464 | ||
a,b |
0.55% | 06/27/16 | 8,000,000 | 7,989,367 | ||
a,b |
0.55% | 07/01/16 | 57,000,000 | 56,920,754 | ||
NIEUW AMSTERDAM RECEIVABLES CORP |
a,b |
0.57% | 06/06/16 | 59,000,000 | 58,938,345 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
OLD LINE FUNDING LLC |
a,b |
0.47% | 04/20/16 | 10,000,000 | 9,997,519 | |
a,b |
0.51% | 05/16/16 | 7,000,000 | 6,995,537 | ||
a,b |
0.60% | 05/17/16 | 29,000,000 | 28,977,767 | ||
a,b |
0.70% | 07/12/16 | 90,000,000 | 89,821,500 | ||
a,b |
0.85% | 07/18/16 | 32,500,000 | 32,417,125 | ||
a,b |
0.85% | 09/26/16 | 40,000,000 | 39,831,889 | ||
RIDGEFIELD FUNDING COMPANY LLC |
a,b |
0.68% | 05/06/16 | 253,000,000 | 252,832,739 | |
a,b |
0.64% | 06/07/16 | 38,026,000 | 37,980,707 | ||
a,b |
0.63% | 06/28/16 | 21,000,000 | 20,967,660 | ||
SHEFFIELD RECEIVABLES CORP |
a,b |
0.74% | 05/09/16 | 83,000,000 | 82,935,168 | |
a,b |
0.75% | 05/18/16 | 44,000,000 | 43,956,917 | ||
a,b |
0.75% | 05/25/16 | 53,000,000 | 52,940,375 | ||
STARBIRD FUNDING CORP |
a,b |
0.69% | 07/01/16 | 1,000,000 | 998,256 | |
THUNDER BAY FUNDING LLC |
a,b |
0.85% | 07/19/16 | 132,000,000 | 131,660,283 | |
a,b |
0.67% | 08/09/16 | 75,000,000 | 74,818,542 | ||
VERSAILLES COMMERCIAL PAPER LLC |
a,b |
0.60% | 05/09/16 | 14,000,000 | 13,991,133 | |
2,283,812,747 | ||||||
Financial Company Commercial Paper 10.0% | ||||||
BANK OF NOVA SCOTIA |
b |
0.50% | 05/09/16 | 50,000,000 | 49,973,611 | |
b |
0.50% | 05/12/16 | 259,000,000 | 258,852,514 | ||
BNP PARIBAS SA |
b |
0.51% | 04/05/16 | 64,000,000 | 63,996,373 | |
b |
0.51% | 04/14/16 | 27,000,000 | 26,995,027 | ||
BPCE SA |
b |
0.69% | 06/01/16 | 140,000,000 | 139,837,503 | |
b |
0.61% | 06/09/16 | 109,000,000 | 108,872,561 | ||
b |
0.67% | 07/07/16 | 2,000,000 | 1,996,389 | ||
DANSKE CORP |
b |
0.61% | 04/06/16 | 109,000,000 | 108,990,765 | |
b |
0.60% | 05/06/16 | 57,000,000 | 56,967,027 | ||
b |
0.61% | 05/06/16 | 35,000,000 | 34,979,413 | ||
DNB BANK ASA |
b |
0.58% | 06/07/16 | 166,000,000 | 165,820,812 | |
HSBC USA INC |
b |
0.47% | 04/26/16 | 140,000,000 | 139,954,306 | |
ING US FUNDING LLC |
a |
0.61% | 04/11/16 | 10,000,000 | 9,998,306 | |
a |
0.67% | 06/07/16 | 330,000,000 | 329,588,508 | ||
a |
0.60% | 06/24/16 | 98,000,000 | 97,862,800 | ||
a |
0.58% | 07/07/16 | 40,000,000 | 39,937,489 | ||
a |
0.69% | 07/25/16 | 219,000,000 | 218,517,287 | ||
JP MORGAN SECURITIES LLC |
b |
0.85% | 08/02/16 | 140,000,000 | 139,593,417 | |
LLOYDS BANK PLC | 0.63% | 06/02/16 | 225,000,000 | 224,755,875 | ||
0.84% | 08/16/16 | 251,000,000 | 250,197,637 | |||
MACQUARIE BANK LTD |
b |
0.64% | 05/02/16 | 138,000,000 | 137,923,947 | |
b |
0.63% | 06/21/16 | 1,000,000 | 998,583 | ||
NATIONWIDE BUILDING SOCIETY |
b |
0.53% | 04/04/16 | 50,000,000 | 49,997,792 | |
b |
0.62% | 05/25/16 | 100,000,000 | 99,907,000 | ||
NORDEA BANK AB |
b |
0.66% | 07/07/16 | 411,000,000 | 410,274,642 | |
NRW BANK |
b |
0.45% | 04/05/16 | 127,000,000 | 126,993,650 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
OVERSEA-CHINESE BANKING CORPORATION LIMITED | 0.56% | 06/27/16 | 50,000,000 | 49,932,333 | ||
SOCIETE GENERALE SA |
b |
0.61% | 04/04/16 | 258,000,000 | 257,986,885 | |
SVENSKA HANDELSBANKEN AB |
b |
0.81% | 08/09/16 | 100,000,000 | 99,707,500 | |
UNITED OVERSEAS BANK LTD |
b |
0.64% | 04/25/16 | 35,000,000 | 34,985,067 | |
b |
0.68% | 05/10/16 | 14,000,000 | 13,989,687 | ||
b |
0.56% | 06/07/16 | 70,000,000 | 69,927,044 | ||
b |
0.63% | 08/05/16 | 120,000,000 | 119,735,400 | ||
WESTPAC BANKING CORP |
b |
0.83% | 09/02/16 | 70,000,000 | 69,751,461 | |
4,009,798,611 | ||||||
Other Commercial Paper 1.4% | ||||||
COCA-COLA CO |
b |
0.50% | 05/18/16 | 50,000,000 | 49,967,361 | |
EXXON MOBIL CORP | 0.32% | 04/21/16 | 83,000,000 | 82,985,244 | ||
GENERAL ELECTRIC CO | 0.35% | 04/01/16 | 103,000,000 | 103,000,000 | ||
TOYOTA MOTOR CREDIT CORP | 0.45% | 04/12/16 | 150,000,000 | 149,979,375 | ||
0.59% | 04/22/16 | 50,000,000 | 49,982,792 | |||
0.58% | 04/28/16 | 31,000,000 | 30,986,515 | |||
0.58% | 04/29/16 | 58,000,000 | 57,973,836 | |||
0.57% | 06/07/16 | 17,000,000 | 16,981,966 | |||
0.60% | 07/11/16 | 35,000,000 | 34,941,083 | |||
576,798,172 | ||||||
Certificates of Deposit 34.2% | ||||||
ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) | 0.62% | 04/01/16 | 15,000,000 | 15,000,000 | ||
0.62% | 05/09/16 | 227,000,000 | 227,000,000 | |||
0.92% | 09/15/16 | 43,000,000 | 43,000,000 | |||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.30% | 04/04/16 | 235,000,000 | 235,000,000 | ||
0.30% | 04/07/16 | 228,000,000 | 228,000,000 | |||
0.53% | 07/01/16 | 35,000,000 | 35,000,000 | |||
0.56% | 07/05/16 | 125,000,000 | 125,000,000 | |||
0.65% | 07/18/16 | 28,000,000 | 27,999,997 | |||
BANK OF THE WEST | 0.65% | 05/19/16 | 163,000,000 | 163,000,000 | ||
0.65% | 05/24/16 | 39,000,000 | 39,000,000 | |||
BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) | 0.51% | 04/05/16 | 182,000,000 | 182,000,000 | ||
0.51% | 04/11/16 | 83,000,000 | 83,000,000 | |||
0.51% | 04/13/16 | 77,000,000 | 77,000,000 | |||
0.51% | 04/25/16 | 23,000,000 | 23,000,000 | |||
0.70% | 05/31/16 | 149,000,000 | 149,000,000 | |||
0.84% | 08/18/16 | 328,000,000 | 328,000,000 | |||
0.84% | 08/19/16 | 2,000,000 | 2,000,000 | |||
BARCLAYS BANK PLC (NEW YORK BRANCH) | 0.68% | 06/14/16 | 243,000,000 | 243,000,000 | ||
0.68% | 06/30/16 | 181,000,000 | 181,000,000 | |||
0.91% | 08/11/16 | 200,000,000 | 200,000,000 | |||
BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) | 0.64% | 06/03/16 | 186,000,000 | 186,000,000 | ||
BNP PARIBAS SA (SAN FRANCISCO BRANCH) | 0.85% | 07/22/16 | 94,000,000 | 94,000,000 | ||
0.85% | 07/26/16 | 189,000,000 | 189,000,000 | |||
0.85% | 08/09/16 | 121,000,000 | 121,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.90% | 09/20/16 | 313,000,000 | 313,000,000 | ||
CITIBANK NA (NEW YORK BRANCH) | 0.58% | 05/11/16 | 100,000,000 | 100,000,000 | ||
0.63% | 06/09/16 | 495,000,000 | 495,000,000 | |||
0.64% | 06/14/16 | 176,000,000 | 176,000,000 | |||
COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) | 0.59% | 05/23/16 | 93,000,000 | 93,000,000 | ||
0.58% | 06/07/16 | 50,000,000 | 50,000,000 | |||
0.63% | 06/23/16 | 86,000,000 | 86,000,000 | |||
0.70% | 08/04/16 | 209,000,000 | 209,000,000 | |||
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) | 0.47% | 04/04/16 | 468,000,000 | 468,000,000 | ||
0.81% | 08/18/16 | 400,000,000 | 400,000,000 | |||
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) | 0.71% | 05/02/16 | 167,000,000 | 167,000,000 | ||
0.72% | 05/02/16 | 92,000,000 | 92,000,000 | |||
0.70% | 05/03/16 | 18,000,000 | 18,000,000 | |||
0.67% | 06/02/16 | 127,000,000 | 127,000,000 | |||
CREDIT AGRICOLE SA (LONDON BRANCH) | 0.60% | 05/05/16 | 120,000,000 | 120,000,000 | ||
0.63% | 07/01/16 | 9,000,000 | 9,000,000 | |||
0.65% | 07/01/16 | 70,000,000 | 70,000,000 | |||
CREDIT SUISSE AG (NEW YORK BRANCH) | 0.70% | 06/07/16 | 3,000,000 | 3,000,000 | ||
0.70% | 06/16/16 | 108,000,000 | 108,000,000 | |||
0.90% | 08/01/16 | 143,000,000 | 143,000,000 | |||
1.00% | 09/27/16 | 21,000,000 | 21,000,000 | |||
DNB BANK ASA (NEW YORK BRANCH) | 0.81% | 07/14/16 | 191,000,000 | 191,000,000 | ||
0.80% | 08/18/16 | 8,000,000 | 8,000,000 | |||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) | 0.58% | 05/09/16 | 120,000,000 | 120,000,000 | ||
HSBC BANK PLC | 0.85% | 07/21/16 | 34,000,000 | 34,000,000 | ||
ING BANK NV (AMSTERDAM BRANCH) | 0.54% | 05/02/16 | 108,000,000 | 108,000,000 | ||
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) | 0.50% | 04/14/16 | 200,000,000 | 200,000,000 | ||
LLOYDS BANK PLC (NEW YORK BRANCH) | 0.50% | 04/05/16 | 88,000,000 | 88,000,000 | ||
0.85% | 07/14/16 | 45,000,000 | 45,000,000 | |||
MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) | 0.68% | 04/06/16 | 60,000,000 | 60,000,000 | ||
0.50% | 04/13/16 | 12,000,000 | 12,000,000 | |||
0.62% | 05/02/16 | 164,000,000 | 164,000,000 | |||
0.65% | 05/02/16 | 60,000,000 | 60,000,000 | |||
0.65% | 05/26/16 | 73,000,000 | 73,000,000 | |||
0.71% | 06/08/16 | 179,000,000 | 179,000,000 | |||
0.65% | 06/27/16 | 6,000,000 | 6,000,000 | |||
0.73% | 07/12/16 | 21,000,000 | 21,000,000 | |||
0.85% | 07/19/16 | 3,000,000 | 3,000,000 | |||
0.83% | 07/21/16 | 191,000,000 | 191,000,000 | |||
MIZUHO BANK LTD (NEW YORK BRANCH) | 0.67% | 05/31/16 | 50,000,000 | 50,000,000 | ||
0.60% | 06/21/16 | 97,000,000 | 97,000,000 | |||
0.60% | 06/28/16 | 172,000,000 | 172,000,000 | |||
0.83% | 07/26/16 | 81,000,000 | 81,000,000 | |||
NATIXIS (NEW YORK BRANCH) | 0.65% | 06/02/16 | 338,000,000 | 338,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
NORDEA BANK FINLAND PLC (NEW YORK BRANCH) | 0.53% | 07/05/16 | 19,000,000 | 19,000,000 | ||
OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) | 0.56% | 05/03/16 | 60,000,000 | 60,000,000 | ||
0.58% | 06/07/16 | 154,000,000 | 154,000,000 | |||
0.65% | 07/07/16 | 49,000,000 | 48,999,998 | |||
SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) | 0.48% | 04/05/16 | 112,000,000 | 112,000,000 | ||
0.47% | 04/26/16 | 84,000,000 | 84,000,000 | |||
0.80% | 07/19/16 | 201,000,000 | 201,000,000 | |||
SOCIETE GENERALE (NEW YORK BRANCH) | 0.62% | 05/03/16 | 1,000,000 | 1,000,000 | ||
STATE STREET BANK AND TRUST COMPANY | 0.80% | 08/19/16 | 154,000,000 | 154,000,000 | ||
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) | 0.50% | 04/04/16 | 34,000,000 | 34,000,000 | ||
0.50% | 04/25/16 | 100,000,000 | 100,000,000 | |||
0.50% | 04/27/16 | 75,000,000 | 75,000,000 | |||
0.61% | 05/23/16 | 129,000,000 | 129,000,000 | |||
0.61% | 06/01/16 | 113,000,000 | 113,000,000 | |||
0.61% | 06/21/16 | 73,000,000 | 73,000,000 | |||
0.62% | 07/07/16 | 88,000,000 | 88,000,000 | |||
0.87% | 07/14/16 | 121,000,000 | 121,000,000 | |||
0.85% | 07/26/16 | 26,000,000 | 26,000,000 | |||
0.85% | 08/01/16 | 146,000,000 | 146,000,000 | |||
0.72% | 08/02/16 | 145,000,000 | 145,000,000 | |||
0.85% | 08/02/16 | 150,000,000 | 150,000,000 | |||
0.85% | 09/06/16 | 7,000,000 | 7,000,000 | |||
SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) | 0.67% | 04/01/16 | 43,000,000 | 43,000,000 | ||
0.68% | 04/13/16 | 18,000,000 | 18,000,000 | |||
0.69% | 04/28/16 | 129,000,000 | 129,000,000 | |||
0.65% | 05/13/16 | 168,000,000 | 168,000,000 | |||
0.62% | 05/16/16 | 265,000,000 | 265,000,000 | |||
0.62% | 05/23/16 | 1,000,000 | 1,000,000 | |||
0.63% | 05/23/16 | 120,000,000 | 120,000,000 | |||
0.62% | 06/16/16 | 62,000,000 | 62,000,000 | |||
SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) | 0.57% | 06/07/16 | 149,000,000 | 149,000,000 | ||
0.57% | 06/22/16 | 61,000,000 | 61,000,000 | |||
0.81% | 07/15/16 | 93,000,000 | 93,001,351 | |||
0.87% | 10/17/16 | 160,000,000 | 160,000,000 | |||
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.40% | 04/01/16 | 159,000,000 | 159,000,000 | ||
0.50% | 05/20/16 | 114,000,000 | 114,000,000 | |||
0.50% | 06/01/16 | 56,000,000 | 56,000,000 | |||
1.00% | 11/07/16 | 104,000,000 | 104,000,000 | |||
UBS AG (STAMFORD BRANCH) | 0.68% | 05/31/16 | 85,000,000 | 85,000,000 | ||
0.67% | 06/07/16 | 145,000,000 | 145,000,000 | |||
0.68% | 06/13/16 | 187,000,000 | 187,000,000 | |||
0.85% | 08/02/16 | 192,000,000 | 192,000,000 | |||
WELLS FARGO BANK NA | 0.46% | 04/22/16 | 165,000,000 | 165,000,000 | ||
0.85% | 07/21/16 | 71,000,000 | 71,000,000 | |||
0.83% | 08/02/16 | 132,000,000 | 132,000,000 | |||
0.81% | 08/16/16 | 103,000,000 | 103,000,000 | |||
0.83% | 08/18/16 | 31,000,000 | 31,000,000 | |||
0.85% | 09/01/16 | 11,000,000 | 11,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
0.86% | 09/08/16 | 42,000,000 | 42,000,000 | |||
0.86% | 09/28/16 | 27,000,000 | 27,000,000 | |||
WESTPAC BANKING CORP (NEW YORK BRANCH) | 0.83% | 09/06/16 | 100,000,000 | 100,000,000 | ||
13,799,001,346 | ||||||
Other Instruments 7.4% | ||||||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) | 0.37% | 04/05/16 | 427,000,000 | 427,000,000 | ||
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) | 0.36% | 04/05/16 | 374,000,000 | 374,000,000 | ||
BANK OF NEW YORK MELLON (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 1,007,000,000 | 1,007,000,000 | ||
DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) | 0.35% | 04/05/16 | 281,000,000 | 281,000,000 | ||
NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) | 0.26% | 04/01/16 | 731,000,000 | 731,000,000 | ||
SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) | 0.35% | 04/06/16 | 171,000,000 | 171,000,000 | ||
2,991,000,000 | ||||||
Other Notes 1.7% | ||||||
BANK OF AMERICA NA | 0.46% | 04/07/16 | 226,000,000 | 226,000,000 | ||
0.50% | 05/05/16 | 199,000,000 | 199,000,000 | |||
0.81% | 08/02/16 | 54,000,000 | 54,000,000 | |||
0.79% | 08/05/16 | 135,000,000 | 135,000,000 | |||
0.76% | 08/11/16 | 70,000,000 | 70,000,000 | |||
684,000,000 | ||||||
Total Fixed-Rate Obligations | ||||||
(Cost $24,344,410,876) | 24,344,410,876 | |||||
Variable-Rate Obligations 16.1% of net assets | ||||||
Financial Company Commercial Paper 3.6% | ||||||
COMMONWEALTH BANK OF AUSTRALIA |
b |
0.57% | 04/12/16 | 05/12/16 | 31,000,000 | 31,000,000 |
b |
0.64% | 04/27/16 | 06/27/16 | 300,000,000 | 300,000,000 | |
b |
0.64% | 04/29/16 | 06/29/16 | 134,000,000 | 134,000,000 | |
b |
0.65% | 04/08/16 | 07/08/16 | 55,000,000 | 55,000,000 | |
HSBC BANK PLC |
b |
0.67% | 04/25/16 | 06/23/16 | 307,000,000 | 307,000,000 |
b |
0.66% | 04/19/16 | 07/19/16 | 24,000,000 | 23,999,637 | |
b |
0.66% | 04/01/16 | 08/01/16 | 289,000,000 | 289,000,000 | |
b |
0.79% | 04/04/16 | 08/04/16 | 214,000,000 | 214,000,000 | |
WESTPAC BANKING CORP |
b |
0.65% | 04/05/16 | 07/05/16 | 74,000,000 | 73,996,360 |
1,427,995,997 | ||||||
Certificates of Deposit 9.4% | ||||||
BANK OF MONTREAL (CHICAGO BRANCH) | 0.64% | 04/13/16 | 05/13/16 | 271,000,000 | 271,000,000 | |
BANK OF NOVA SCOTIA (HOUSTON BRANCH) | 0.67% | 04/14/16 | 07/14/16 | 189,000,000 | 189,000,000 | |
0.77% | 04/25/16 | 08/23/16 | 124,000,000 | 124,000,000 | ||
BANK OF NOVA SCOTIA (NEW YORK BRANCH) | 0.67% | 04/15/16 | 07/15/16 | 292,000,000 | 292,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.67% | 04/26/16 | 05/26/16 | 113,000,000 | 113,000,000 | |
0.61% | 04/11/16 | 06/10/16 | 312,000,000 | 312,000,000 | ||
0.67% | 04/28/16 | 06/28/16 | 116,000,000 | 116,000,000 | ||
CHASE BANK USA NA | 0.69% | 04/27/16 | 07/27/16 | 67,000,000 | 67,000,000 | |
0.70% | 04/01/16 | 08/01/16 | 356,000,000 | 356,000,000 | ||
HSBC BANK USA NA | 0.81% | 04/01/16 | 09/01/16 | 50,000,000 | 50,000,000 | |
ROYAL BANK OF CANADA (NEW YORK BRANCH) | 0.57% | 04/13/16 | 414,000,000 | 414,000,000 | ||
0.73% | 04/01/16 | 08/31/16 | 125,000,000 | 125,000,000 | ||
0.77% | 04/04/16 | 10/03/16 | 243,000,000 | 243,000,000 | ||
STATE STREET BANK AND TRUST COMPANY | 0.64% | 04/20/16 | 05/20/16 | 57,000,000 | 57,000,000 | |
TORONTO-DOMINION BANK (NEW YORK BRANCH) | 0.58% | 04/27/16 | 05/27/16 | 26,000,000 | 26,000,000 | |
0.71% | 04/12/16 | 08/12/16 | 42,000,000 | 42,000,000 | ||
UBS AG (STAMFORD BRANCH) | 0.81% | 04/26/16 | 09/08/16 | 90,000,000 | 90,000,000 | |
WELLS FARGO BANK NA | 0.67% | 04/13/16 | 05/05/16 | 43,000,000 | 43,000,000 | |
0.64% | 04/18/16 | 05/19/16 | 28,000,000 | 28,000,000 | ||
0.58% | 04/21/16 | 05/23/16 | 2,000,000 | 2,000,000 | ||
0.64% | 04/26/16 | 05/26/16 | 250,000,000 | 250,000,000 | ||
0.79% | 04/07/16 | 07/07/16 | 150,000,000 | 150,000,000 | ||
0.79% | 04/12/16 | 07/12/16 | 75,000,000 | 75,000,000 | ||
WESTPAC BANKING CORP (NEW YORK BRANCH) | 0.65% | 04/04/16 | 08/03/16 | 350,000,000 | 350,000,000 | |
3,785,000,000 | ||||||
Treasury Debt 1.4% | ||||||
UNITED STATES TREASURY | 0.37% | 04/01/16 | 07/31/16 | 170,000,000 | 170,000,000 | |
0.38% | 04/01/16 | 01/31/17 | 200,000,000 | 199,999,237 | ||
0.47% | 04/01/16 | 10/31/17 | 200,000,000 | 199,999,999 | ||
569,999,236 | ||||||
Variable Rate Demand Notes 0.1% | ||||||
3925 SEAPORT ASSOCIATES LLC | ||||||
3925 SEAPORT ASSOCIATES LLC N/A SERIES VRDN (GTY: WELLS FARGO BANK NA) (LOC: WELLS FARGO BANK NA) |
a |
0.42% | 04/07/16 | 6,020,000 | 6,020,000 | |
GFRE HOLDINGS LLC | ||||||
GFRE HOLDINGS LLC (LOC: FEDERAL HOME LOAN BANKS) |
a |
0.43% | 04/07/16 | 3,470,000 | 3,470,000 | |
SMITHSONIAN INSTITUTION | ||||||
SMITHSONIAN INSTITUTION N/A SERIES VRDN (LIQ: NORTHERN TRUST COMPANY (THE)) | 0.48% | 04/07/16 | 27,500,000 | 27,500,000 | ||
TENDERFOOT SEASONAL HSG LLC COLO HSG FACS | ||||||
REV MULTI FAM HOUSING SERIES 2000B (LOC: WELLS FARGO BANK NA) |
a |
0.48% | 04/07/16 | 3,000,000 | 3,000,000 | |
YAVAPAI CNTY ARIZ INDL DEV AUTH | ||||||
REV IDB & PCR SERIES 2015 (LOC: BANK OF NOVA SCOTIA) |
a |
0.55% | 04/07/16 | 13,000,000 | 13,000,000 | |
52,990,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Other Notes 1.6% | ||||||
JPMORGAN CHASE BANK NA | 0.77% | 04/18/16 | 09/16/16 | 110,000,000 | 110,000,000 | |
0.78% | 04/22/16 | 10/21/16 | 95,000,000 | 95,000,000 | ||
ROYAL BANK OF CANADA |
b |
0.74% | 04/07/16 | 09/06/16 | 75,000,000 | 75,000,000 |
WELLS FARGO BANK NA | 0.75% | 06/15/16 | 10/14/16 | 100,000,000 | 100,000,000 | |
0.80% | 06/22/16 | 10/21/16 | 275,000,000 | 275,000,000 | ||
655,000,000 | ||||||
Total Variable-Rate Obligations | ||||||
(Cost $6,490,985,233) | 6,490,985,233 | |||||
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 23.7% of net assets | ||||||
Government Agency Repurchase Agreements* 5.1% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $98,789,313, 2.00% - 4.50%, due 02/01/26 - 11/01/45) |
0.32% | 04/01/16 | 95,912,807 | 95,911,954 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $49,920,000, 2.00% - 6.00%, due 03/01/26 - 02/01/46) |
0.27% | 04/06/16 | 48,002,520 | 48,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $582,458,232, 0.88% - 7.50%, due 12/31/17 - 04/01/53) |
0.31% | 04/01/16 | 566,004,874 | 566,000,000 | ||
DEUTSCHE BANK SECURITIES INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $321,360,000, 4.50%, due 06/01/44 - 02/01/45) |
0.32% | 04/01/16 | 309,002,747 | 309,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $6,215,634, 3.00% - 4.00%, due 12/20/40 - 09/01/45) |
0.30% | 04/01/16 | 6,093,809 | 6,093,758 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $125,460,000, 2.43% - 6.00%, due 07/01/24 - 03/01/46) |
0.29% | 04/06/16 | 123,006,936 | 123,000,000 | ||
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $47,380,001, 2.50%, due 02/01/30) |
0.30% | 04/01/16 | 46,000,383 | 46,000,000 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $103,000,000, 4.00%, due 12/01/45) |
0.32% | 04/01/16 | 100,000,889 | 100,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $665,606,102, 2.50% - 3.50%, due 04/01/26 - 07/01/45) |
0.33% | 04/01/16 | 640,005,867 | 640,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Government Agency Securities valued at $68,644,538, 3.50%, due 02/01/46) |
0.34% | 04/05/16 | 66,004,363 | 66,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $72,804,813, 3.50%, due 02/01/46) |
0.34% | 04/07/16 | 70,004,628 | 70,000,000 | ||
2,070,005,712 | ||||||
Treasury Repurchase Agreements 13.6% | ||||||
BANK OF MONTREAL | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $71,400,682, 1.00% - 1.88%, due 08/31/17 - 09/30/20) |
0.30% | 04/01/16 | 70,000,583 | 70,000,000 | ||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $195,840,092, 0.13% - 4.38%, due 10/31/16 - 02/15/46) |
0.30% | 04/01/16 | 192,001,600 | 192,000,000 | ||
BARCLAYS CAPITAL INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $173,363,316, 0.38% - 5.50%, due 09/15/16 - 08/15/28) |
0.30% | 04/01/16 | 169,965,387 | 169,963,971 | ||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by U.S. Treasury Securities valued at $109,140,030, 0.63% - 2.00%, due 07/15/16 - 07/31/20) |
0.30% | 04/05/16 | 107,006,242 | 107,000,000 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $77,520,660, 0.13% - 4.75%, due 08/15/17 - 02/15/37) |
0.30% | 04/01/16 | 76,000,633 | 76,000,000 | ||
FEDERAL RESERVE BANK OF NEW YORK | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $4,717,032,774, 4.75%, due 02/15/37) |
0.25% | 04/01/16 | 4,717,032,757 | 4,717,000,000 | ||
JP MORGAN SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Treasury Securities valued at $42,840,013, 2.00% - 3.25%, due 12/31/16 - 11/15/24) |
0.31% | 04/07/16 | 42,002,532 | 42,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $126,481,185, 1.50%, due 11/30/19) |
0.31% | 04/01/16 | 124,001,068 | 124,000,000 | ||
5,497,963,971 | ||||||
Other Repurchase Agreements** 5.0% | ||||||
BNP PARIBAS SECURITIES CORP. | ||||||
Issued
03/29/16, repurchase date 04/05/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $13,800,000, 0.00% - 6.51%, due 07/25/23 - 05/25/47) |
0.48% | 04/05/16 | 12,001,120 | 12,000,000 | ||
CREDIT SUISSE SECURITIES (USA) LLC | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $101,200,466, 0.06% - 8.06%, due 09/01/29 - 02/25/37) |
0.62% | 04/06/16 | 88,010,609 | 88,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Issued
03/09/16, repurchase date 09/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $690,001,831, 0.00% - 9.16%, due 03/15/17 - 02/12/51) |
c |
1.25% | 07/05/16 | 602,458,333 | 600,000,000 | |
JP MORGAN SECURITIES LLC | ||||||
Issued
03/03/16, repurchase date 08/30/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $314,213,719, 0.89% - 8.88%, due 05/15/16 - 12/31/99) |
c |
1.08% | 06/29/16 | 273,966,420 | 273,000,000 | |
Issued
03/22/16, repurchase date 09/19/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $271,473,278, 0.89% - 9.88%, due 06/09/16 - 06/15/68) |
c |
1.08% | 06/29/16 | 236,700,920 | 236,000,000 | |
MERRILL LYNCH PIERCE FENNER & SMITH INC | ||||||
Issued
03/10/16, repurchase date 06/08/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $343,850,001, 0.00%, due 10/01/20 - 03/25/58) |
c |
0.96% | 05/05/16 | 299,446,507 | 299,000,000 | |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $126,502,118, 2.90% - 8.77%, due 03/17/17 - 05/15/53) |
0.40% | 04/01/16 | 110,001,222 | 110,000,000 | ||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $211,622,630, 0.00% - 17.93%, due 01/17/20 - 07/17/58) |
0.55% | 04/06/16 | 184,019,678 | 184,000,000 | ||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $108,111,561, 3.63% - 6.64%, due 07/17/31 - 05/25/55) |
0.55% | 04/07/16 | 94,010,053 | 94,000,000 | ||
Issued
02/11/16, repurchase date 08/09/16 (Collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations valued at $130,664,725, 0.00% - 3.72%, due 10/20/18 - 07/25/55) |
c |
1.10% | 07/05/16 | 113,500,653 | 113,000,000 | |
2,009,000,000 | ||||||
Total Repurchase Agreements | ||||||
(Cost $9,576,969,683) | 9,576,969,683 |
a | Credit-enhanced or liquidity-enhanced. |
b | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $6,489,784,481 or 16.1% of net assets. |
c | Illiquid security. At the period end, the value of these amounted to $1,521,000,000 or 3.8% of net assets. |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
** | Usually collateralized via common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations or less frequently by U.S. Government Agency Securities and/ or U.S. Treasury Securities. |
ABS — | Asset-backed securities |
AUTH — | Authority |
CNTY — | County |
DEV — | Development |
ETF — | Exchange-traded fund |
FACS — | Facilities |
GTY — | Guaranty agreement |
HSG — | Housing |
IDB — | Industrial development bond |
INDL — | Industrial |
LIQ — | Liquidity agreement |
LOC — | Letter of credit |
MULTI FAM — | Multi-family |
PCR — | Pollution control revenue |
REV — | Revenue |
VRDN — | Variable rate demand note |
Holdings by Category | Cost
($) |
Value
($) | |
67.0% | Fixed-Rate Obligations | 58,973,960 | 58,981,559 |
33.0% | Repurchase Agreements | 29,088,046 | 29,087,901 |
100.0% | Total Investments | 88,062,006 | 88,069,460 |
0.0% | Other Assets and Liabilities, Net | 24,319 | |
100.0% | Net Assets | 88,093,779 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
Fixed-Rate Obligations 67.0% of net assets | ||||||
Asset-Backed Commercial Paper 15.3% | ||||||
CIESCO LLC |
a,b |
0.57% | 05/25/16 | 3,500,000 | 3,497,364 | |
FAIRWAY FINANCE CO LLC |
a,b |
0.30% | 04/01/16 | 3,000,000 | 2,999,966 | |
METLIFE SHORT TERM FUNDING LLC |
a,b |
0.44% | 04/13/16 | 1,000,000 | 999,858 | |
NIEUW AMSTERDAM RECEIVABLES CORP |
a,b |
0.50% | 05/23/16 | 2,000,000 | 1,998,554 | |
OLD LINE FUNDING LLC |
a,b |
0.66% | 07/25/16 | 3,000,000 | 2,993,775 | |
STARBIRD FUNDING CORP |
a,b |
0.62% | 06/07/16 | 1,000,000 | 998,995 | |
13,488,512 | ||||||
Financial Company Commercial Paper 14.8% | ||||||
BPCE SA |
b |
0.67% | 07/07/16 | 1,000,000 | 998,418 | |
DANSKE CORP |
b |
0.53% | 05/05/16 | 3,500,000 | 3,498,646 | |
DNB BANK ASA |
b |
0.58% | 06/07/16 | 2,000,000 | 1,998,315 | |
MACQUARIE BANK LTD |
b |
0.63% | 06/21/16 | 1,000,000 | 998,948 | |
NORDEA BANK AB |
b |
0.66% | 07/07/16 | 2,000,000 | 1,997,065 | |
SVENSKA HANDELSBANKEN AB |
b |
0.43% | 04/08/16 | 3,500,000 | 3,499,735 | |
12,991,127 | ||||||
Other Commercial Paper 7.4% | ||||||
COCA-COLA CO |
b |
0.40% | 04/12/16 | 3,500,000 | 3,499,649 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Face
Amount ($) |
Value
($) |
TOYOTA MOTOR CREDIT CORP | 0.44% | 04/26/16 | 2,000,000 | 1,999,363 | ||
0.61% | 07/27/16 | 1,000,000 | 997,928 | |||
6,496,940 | ||||||
Certificates of Deposit 25.5% | ||||||
CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) | 0.85% | 09/02/16 | 3,500,000 | 3,501,192 | ||
CREDIT SUISSE AG (NEW YORK BRANCH) | 0.65% | 06/03/16 | 2,500,000 | 2,500,447 | ||
LANDESBANK BADEN-WUERTTEMBERG (NEW YORK BRANCH) | 0.50% | 04/14/16 | 2,000,000 | 2,000,029 | ||
MIZUHO BANK LTD (NEW YORK BRANCH) | 0.60% | 06/28/16 | 1,000,000 | 999,998 | ||
SOCIETE GENERALE (NEW YORK BRANCH) | 0.61% | 06/01/16 | 3,500,000 | 3,500,655 | ||
SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) | 0.61% | 06/01/16 | 3,000,000 | 3,000,649 | ||
SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) | 0.61% | 05/26/16 | 3,500,000 | 3,500,755 | ||
WELLS FARGO BANK NA | 0.85% | 09/01/16 | 3,500,000 | 3,500,856 | ||
22,504,581 | ||||||
Other Note 4.0% | ||||||
BANK OF AMERICA NA | 0.57% | 05/25/16 | 3,500,000 | 3,500,399 | ||
Total Fixed-Rate Obligations | ||||||
(Cost $58,973,960) | 58,981,559 | |||||
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
Repurchase Agreements 33.0% of net assets | ||||||
Government Agency Repurchase Agreements* 33.0% | ||||||
BANK OF NOVA SCOTIA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $90,688, 2.79% - 4.00%, due 04/01/42 - 11/01/45) |
0.32% | 04/01/16 | 88,047 | 88,046 | ||
BNP PARIBAS SA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $8,240,071, 2.50% - 9.00%, due 09/01/22 - 03/20/46) |
0.31% | 04/01/16 | 8,000,069 | 8,000,000 | ||
GOLDMAN SACHS & CO | ||||||
Issued
03/30/16, repurchase date 04/06/16 (Collateralized by U.S. Government Agency Securities valued at $5,100,000, 2.40%, due 09/16/40) |
0.29% | 04/06/16 | 5,000,282 | 4,999,855 | ||
MIZUHO SECURITIES USA INC | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Treasury Securities valued at $8,160,087, 3.00%, due 05/15/45) |
0.32% | 04/01/16 | 8,000,071 | 8,000,000 | ||
WELLS FARGO BANK NA | ||||||
Issued
03/31/16, repurchase date 04/01/16 (Collateralized by U.S. Government Agency Securities valued at $5,200,048, 3.50%, due 08/01/45) |
0.33% | 04/01/16 | 5,000,046 | 5,000,000 |
Issuer | Footnotes | Rate | Effective
Maturity |
Maturity
Date |
Maturity Amount ($) |
Value
($) |
WELLS FARGO SECURITIES LLC | ||||||
Issued
03/31/16, repurchase date 04/07/16 (Collateralized by U.S. Government Agency Securities valued at $3,120,206, 2.50% - 5.00%, due 11/01/20 - 12/01/43) |
0.34% | 04/07/16 | 3,000,198 | 3,000,000 | ||
Total Repurchase Agreements | ||||||
(Cost $29,088,046) | 29,087,901 |
a | Credit-enhanced or liquidity-enhanced. |
b | Securities exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registrations, normally to qualified institutional buyers. At the period end, the value of these amounted to $29,979,288 or 34.0% of net assets. |
* | Usually collateralized via U.S. Government Agency Securities or less frequently by U.S. Treasury Securities. |
Item 2. | Controls and Procedures. |
(a) | Based on their evaluation of Registrants disclosure controls and procedures, as of a date within 90 days of the filing date, Registrants Chief Executive Officer, Marie Chandoha and Registrants Chief Financial Officer, Mark Fischer, have concluded that Registrants disclosure controls and procedures are: (i) reasonably designed to ensure that information required to be disclosed in this report is appropriately communicated to Registrants officers to allow timely decisions regarding disclosures required in this report; (ii) reasonably designed to ensure that information required to be disclosed in this report is recorded, processed, summarized and reported in a timely manner; and (iii) are effective in achieving the goals described in (i) and (ii) above. |
(b) | During Registrants last fiscal quarter, there have been no changes in Registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the Act (17 CFR 270.30a-3(d)) that the above officers believe to have materially affected, or to be reasonably likely to materially affect, Registrants internal control over financial reporting. |
Item 3. | Exhibits. |
Separate certifications for Registrants principal executive officer and principal financial officer, as required by Rule 30a-2(a) under the Act (17 CFR 270.30a-2(a)), are attached.
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
(Registrant) Charles Schwab Family of Funds | ||
By: | /s/ Marie Chandoha | |
Marie Chandoha | ||
Chief Executive Officer | ||
Date: | 5/13/2016 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Marie Chandoha | |
Marie Chandoha | ||
Chief Executive Officer | ||
Date: | 5/13/2016 |
By: | /s/ Mark Fischer | |
Mark Fischer | ||
Chief Financial Officer | ||
Date: | 5/17/2016 |
CERTIFICATIONS
I, Marie Chandoha, certify that:
1. | I have reviewed this report on Form N-Q of Charles Schwab Family of Funds; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: 5/13/2016 | /s/ Marie Chandoha | |||||
Marie Chandoha | ||||||
President and Chief Executive Officer |
CERTIFICATIONS
I, Mark Fischer, certify that:
1. | I have reviewed this report on Form N-Q of Charles Schwab Family of Funds; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
(c) Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
(d) Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and
(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting.
Date: 5/17/2016 | /s/ Mark Fischer | |||||
Mark Fischer | ||||||
Treasurer and Chief Financial Officer |