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OPERATIONS CO. 0000862124 084-01839 N N N Prime N 25 38 25257186324.34 27337929323.03 23228789954.08 17270969763.85 34180146089.34 35543574163.44 33438659954.08 35397099042.41 0.3900 0.4100 0.3500 0.2600 0.5300 0.5400 0.5100 0.5300 236509477.72 63481593228.43 63475078899.12 38330878.32 269592853.56 63480326401.60 63467319904.50 1.0000 0.0062 1.0003 1.0003 1.0003 1.0003 C000013040 1000000.00 8272998340.49 8271085397.83 1.0003 1.0003 1.0003 1.0003 1456012191.10 2769956559.37 2180652912.40 1993707531.41 1632786444.93 3088635894.96 3360016199.15 2632682910.65 10280230581.56 11700844190.80 0.0044 Y Fidelity Investments, Reimbursement Fees, -203574.96; C000013085 1000000.00 1342377965.05 1342124183.74 1.0003 1.0003 1.0003 1.0003 48470480.92 38573384.69 77164982.57 86093487.60 30129994.06 380991548.20 216304341.39 24293914.45 578491978.35 608214680.50 0.0039 Y Fidelity Investments, Reimbursement Fees, -27394.58; C000056570 10000000.00 52570501769.04 52559848388.93 1.0003 1.0003 1.0003 1.0003 7999652567.07 8572765421.30 9282517939.29 7822518185.19 9040948945.51 7522615400.74 10345093666.96 9796378262.57 43029009119.77 43089706015.51 0.0048 Y Fidelity Investments, Reimbursement Fees, -1649633.57; C000056569 1000000.00 183226294.63 183181508.04 1.0003 1.0003 1.0003 1.0003 3218079.76 860942.62 3564563.62 807059.79 6525443.14 4183318.32 5253449.16 3254817.68 16927427.17 9555781.03 0.0001 Y Fidelity Investments, Reimbursement and Distribution Fees, -18628.14; C000013084 1000000.00 835061201.63 834994726.83 1.0002 1.0002 1.0002 1.0002 33057018.42 150005868.84 232093395.51 216319463.29 53416764.88 68320061.16 76496890.22 72521888.83 470449727.20 592638122.17 0.0019 Y Fidelity Investments, Reimbursement Fees, -21200.60; C000013083 1000000.00 276160830.76 276085699.13 1.0004 1.0004 1.0004 1.0004 42613767.55 47086582.81 8095109.28 18384198.68 35115983.72 16281549.43 52371900.05 39209543.83 198014400.00 205516734.76 0.0029 Y Fidelity Investments, Reimbursement Fees, -6011.28; Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.50% 06427E2X8 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit N/A N/A 2016-08-11 2016-08-11 2016-08-11 N N N 0.0050 500008150.00 500008150.00 0.0079 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.52% 06427E3H2 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit N/A N/A 2016-08-23 2016-08-23 2016-08-23 N N N 0.0052 498013446.00 498013446.00 0.0078 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.52% 06427E3M1 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0052 500011650.00 500011650.00 0.0079 N N N N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.53% 06427EK26 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0053 279003599.10 279003599.10 0.0044 N N Y N Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.80% 06427EQ53 NQQ6HPCNCCU6TUTQYE16 US06427EQ536 0000927971 Certificate of Deposit N/A N/A 2016-07-11 2016-11-10 2016-11-10 N N N 0.0080 118028556.00 118028556.00 0.0019 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.81% 06417GDA3 L3I9ZG2KFGXZ61BMYR72 US06417GDA31 Certificate of Deposit N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0081 350023800.00 350023800.00 0.0055 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 0.83% 06417GDL9 L3I9ZG2KFGXZ61BMYR72 ABD292000 Certificate of Deposit N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0083 436130625.60 436130625.60 0.0069 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.85% 06417GEM6 L3I9ZG2KFGXZ61BMYR72 ACE065000 Certificate of Deposit N/A N/A 2016-08-17 2016-08-17 2016-08-17 N N N 0.0085 300156120.00 300156120.00 0.0047 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.86% 06417GJA7 L3I9ZG2KFGXZ61BMYR72 US06417GJA76 Certificate of Deposit N/A N/A 2016-07-21 2016-11-21 2016-11-21 N N N 0.0086 275092675.00 275092675.00 0.0043 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.88% 06417GKL1 L3I9ZG2KFGXZ61BMYR72 US06417GKL13 Certificate of Deposit N/A N/A 2016-07-05 2017-01-03 2017-01-03 N N N 0.0088 199997000.00 199997000.00 0.0032 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.42% 06538MV22 C3GTMMZIHMY46P4OIX74 AGJ758000 Certificate of Deposit N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0042 200000940.00 200000940.00 0.0032 N N Y N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.55% 06538MQ69 C3GTMMZIHMY46P4OIX74 AGE800000 Certificate of Deposit N/A N/A 2016-08-15 2016-08-15 2016-08-15 N N N 0.0055 500040150.00 500040150.00 0.0079 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.56% 06538MZS1 C3GTMMZIHMY46P4OIX74 AGE126000 Certificate of Deposit N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0056 25003552.50 25003552.50 0.0004 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.58% 06538MR35 C3GTMMZIHMY46P4OIX74 AGF379000 Certificate of Deposit N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0058 300032910.00 300032910.00 0.0047 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.65% 06538ME62 C3GTMMZIHMY46P4OIX74 AFE323000 Certificate of Deposit N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0065 150032130.00 150032130.00 0.0024 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.66% 06538ML98 C3GTMMZIHMY46P4OIX74 AGA885000 Certificate of Deposit N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0066 250050825.00 250050825.00 0.0039 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.72% 06538MTP4 C3GTMMZIHMY46P4OIX74 ADB600000 Certificate of Deposit N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0072 166019754.00 166019754.00 0.0026 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.75% 06538MUY3 C3GTMMZIHMY46P4OIX74 ADG153000 Certificate of Deposit N/A N/A 2016-08-12 2016-08-12 2016-08-12 N N N 0.0075 437140145.90 437140145.90 0.0069 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.75% 06538MC31 C3GTMMZIHMY46P4OIX74 AFC526000 Certificate of Deposit N/A N/A 2016-09-22 2016-09-22 2016-09-22 N N N 0.0075 200062140.00 200062140.00 0.0032 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.59% 05574R3V5 R0MUWSFPU8MPRO8K5P83 US05574R3V53 0001146028 Certificate of Deposit N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0059 115017503.00 115017503.00 0.0018 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.65% 05574R5J0 R0MUWSFPU8MPRO8K5P83 0001146028 Certificate of Deposit N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0065 499109281.00 499109281.00 0.0079 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 0.71% 05574RY82 R0MUWSFPU8MPRO8K5P83 0001146028 Certificate of Deposit N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0071 610030195.00 610030195.00 0.0096 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.77% 13606AQA9 2IGI19DL77OX0HC3ZE78 US13606AQA96 Certificate of Deposit N/A N/A 2016-07-18 2016-07-22 2016-07-22 N N N 0.0077 588118188.00 588118188.00 0.0093 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.78% 13606AQR2 2IGI19DL77OX0HC3ZE78 ACF730000 Certificate of Deposit N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0078 500140950.00 500140950.00 0.0079 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13606AWT1 2IGI19DL77OX0HC3ZE78 US13606AWT14 Certificate of Deposit N/A N/A 2016-07-11 2016-12-12 2016-12-12 N N N 0.0085 200021800.00 200021800.00 0.0032 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.87% 13606AZK7 2IGI19DL77OX0HC3ZE78 US13606AZK77 Certificate of Deposit N/A N/A 2016-07-05 2017-01-03 2017-01-03 N N N 0.0087 199986600.00 199986600.00 0.0032 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.89% 13606AXW3 2IGI19DL77OX0HC3ZE78 US13606AXW34 Certificate of Deposit N/A N/A 2016-07-20 2017-01-20 2017-01-20 N N N 0.0089 200008400.00 200008400.00 0.0032 N N N N Credit Agricole CIB Credit Agricole CIB, 0.62% 22534HKZ3 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0062 500049000.00 500049000.00 0.0079 N N N N Credit Industriel et Commercial Credit Industriel et Commercial, 0.63% 22536TV75 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit N/A N/A 2016-09-01 2016-09-01 2016-09-01 N N N 0.0063 600112920.00 600112920.00 0.0095 N N N N Credit Industriel et Commercial Credit Industriel et Commercial, 0.63% 22536T2A0 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0063 325052162.50 325052162.50 0.0051 N N N N Credit Industriel et Commercial Credit Industriel et Commercial, 0.66% 22536TX32 N4JDFKKH2FTD8RKFXO39 0001274419 Certificate of Deposit N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0066 500096200.00 500096200.00 0.0079 N N N N DZ BANK AG DZ BANK AG, 0.50% 23328APV0 529900HNOAA1KXQJUQ27 AGG930000 Certificate of Deposit N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0050 600034380.00 600034380.00 0.0095 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.67% 60682AT22 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0067 250059775.00 250059775.00 0.0039 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.75% JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit N/A N/A 2016-08-25 2016-08-25 2016-08-25 N N N 0.0075 80041216.00 80041216.00 0.0013 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.45% 60689DYF4 RB0PEZSDGCO3JS6CEU02 AGJ305000 Certificate of Deposit N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0045 810020493.00 810020493.00 0.0128 N N Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.65% 60689DVG5 RB0PEZSDGCO3JS6CEU02 AEB482000 Certificate of Deposit N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0065 500050200.00 500050200.00 0.0079 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.65% 60689DVL4 RB0PEZSDGCO3JS6CEU02 AEC367000 Certificate of Deposit N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0065 100011500.00 100011500.00 0.0016 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.65% 60689DVU4 RB0PEZSDGCO3JS6CEU02 AED797000 Certificate of Deposit N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0065 548080939.60 548080939.60 0.0086 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.75% 60689DTA1 RB0PEZSDGCO3JS6CEU02 ACF275000 Certificate of Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0075 341504507.80 341504507.80 0.0054 N Y Y N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.63% 63873FE61 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0063 500136550.00 500136550.00 0.0079 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.64% 63873FF86 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0064 325080047.50 325080047.50 0.0051 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.65% 63873FD88 KX1WK48MPD4Y2NCUIZ63 0001274981 Certificate of Deposit N/A N/A 2016-09-02 2016-09-02 2016-09-02 N N N 0.0065 200059900.00 200059900.00 0.0032 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.45% 86563Q4B3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0045 600012000.00 600012000.00 0.0095 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.47% 86563Q3Z1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0047 825716431.43 825716431.43 0.0130 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86563Q3Y4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0050 355001846.00 355001846.00 0.0056 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QZW3 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0065 150001410.00 150001410.00 0.0024 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QD64 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-07-12 2016-07-12 2016-07-12 N N N 0.0065 300029940.00 300029940.00 0.0047 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QN48 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0065 199043680.50 199043680.50 0.0031 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.65% 86563QQ86 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-08-10 2016-08-10 2016-08-10 N N N 0.0065 225051885.00 225051885.00 0.0035 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.67% 86563QU73 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-08-22 2016-08-22 2016-08-22 N N N 0.0067 150040305.00 150040305.00 0.0024 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.70% 86563Q2G4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-09-15 2016-09-15 2016-09-15 N N N 0.0070 204048266.40 204048266.40 0.0032 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.73% 86563QQ94 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0073 200063400.00 200063400.00 0.0032 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.40% 86564EBX3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0040 400000000.00 400000000.00 0.0063 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.64% 86563K6N8 5493006GGLR4BTEL8O61 US86563K6N84 0001046017 Certificate of Deposit N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0064 489098386.80 489098386.80 0.0077 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.65% 86563K4V2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0065 500004700.00 500004700.00 0.0079 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.65% 86563K5E9 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0065 502022489.60 502022489.60 0.0079 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.67% 86564EAK2 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-08-24 2016-08-24 2016-08-24 N N N 0.0067 250067425.00 250067425.00 0.0039 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.75% 86563K7B3 5493006GGLR4BTEL8O61 0001046017 Certificate of Deposit N/A N/A 2016-09-12 2016-09-12 2016-09-12 N N N 0.0075 201071978.10 201071978.10 0.0032 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 0.60% 89113WBX3 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0060 500028000.00 500028000.00 0.0079 N N N N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.89% 89113WAX4 PT3QB789TSUIDF371261 US89113WAX48 Certificate of Deposit N/A N/A 2016-07-01 2017-02-01 2017-02-01 N N N 0.0089 200004200.00 200004200.00 0.0032 N N N N UBS AG UBS AG, 0.84% 90267R6C8 BFM8T61CT2L1QCEMIK50 US90267R6C84 Certificate of Deposit N/A N/A 2016-07-05 2016-09-09 2016-09-09 N N N 0.0084 292166148.00 292166148.00 0.0046 N N N N UBS AG UBS AG, 0.85% 90275DAL4 BFM8T61CT2L1QCEMIK50 US90275DAL47 0001114446 Certificate of Deposit N/A N/A 2016-07-11 2016-12-09 2016-12-09 N N N 0.0085 150020250.00 150020250.00 0.0024 N N N N UBS AG UBS AG, 0.88% 90267R7J2 BFM8T61CT2L1QCEMIK50 AFA979000 Certificate of Deposit N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0088 200109500.00 200109500.00 0.0032 N N N N UBS AG UBS AG, 0.89% 90267R3Z0 BFM8T61CT2L1QCEMIK50 AAJ144000 Certificate of Deposit N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0089 523047279.20 523047279.20 0.0082 N N Y N Citibank NA Citibank NA, 0.68% 17305TAK8 E57ODZWZ7FF32TWEFA76 AFI650000 Certificate of Deposit N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0068 400141720.00 400141720.00 0.0063 N N N N State Street Bank & Trust Co. State Street Bank & Trust Co., 0.91% 8574P1JA5 571474TGEMMWANRLN572 AEJ199000 Certificate of Deposit N/A N/A 2016-11-28 2016-11-28 2016-11-28 N N N 0.0091 159136946.70 159136946.70 0.0025 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.63% 94988EVZ8 KB1H1DSPRFMYMCUFXT09 AFG917000 Certificate of Deposit N/A N/A 2016-08-23 2016-08-23 2016-08-23 N N N 0.0063 250005100.00 250005100.00 0.0039 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.65% 94988EW20 KB1H1DSPRFMYMCUFXT09 AFG918000 Certificate of Deposit N/A N/A 2016-09-06 2016-09-06 2016-09-06 N N N 0.0065 250001700.00 250001700.00 0.0039 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.79% 94988ERT7 KB1H1DSPRFMYMCUFXT09 ACH706000 Certificate of Deposit N/A N/A 2016-07-20 2016-07-20 2016-07-20 N N N 0.0079 500069050.00 500069050.00 0.0079 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.83% 94988ERY6 KB1H1DSPRFMYMCUFXT09 ACJ045000 Certificate of Deposit N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0083 500122450.00 500122450.00 0.0079 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.85% 94988EPN2 KB1H1DSPRFMYMCUFXT09 ABE534000 Certificate of Deposit N/A N/A 2016-07-21 2016-07-21 2016-07-21 N N N 0.0085 445079388.00 445079388.00 0.0070 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.87% 94988EV39 KB1H1DSPRFMYMCUFXT09 AFB015000 Certificate of Deposit N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0087 200073880.00 200073880.00 0.0032 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 0.91% 94988EUC0 KB1H1DSPRFMYMCUFXT09 AEF607000 Certificate of Deposit N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0091 250129425.00 250129425.00 0.0039 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.70% JBONEPAGQXF4QP29B387 AEC337000 Certificate of Deposit N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0070 160021248.00 160021248.00 0.0025 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.70% JBONEPAGQXF4QP29B387 AEC338000 Certificate of Deposit N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0070 160024704.00 160024704.00 0.0025 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.71% JBONEPAGQXF4QP29B387 XS1432509971 Certificate of Deposit N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0071 250067350.00 250067350.00 0.0039 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.83% 5493006GGLR4BTEL8O61 XS1380344025 0001046017 Certificate of Deposit N/A N/A 2016-07-11 2016-07-11 2016-07-11 N N N 0.0083 222032678.40 222032678.40 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.83% 5493006GGLR4BTEL8O61 XS1380343993 0001046017 Certificate of Deposit N/A N/A 2016-07-14 2016-07-14 2016-07-14 N N N 0.0083 220040348.00 220040348.00 0.0035 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.83% 5493006GGLR4BTEL8O61 XS1380779691 0001046017 Certificate of Deposit N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0083 133025961.60 133025961.60 0.0021 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 0.73% 5493006GGLR4BTEL8O61 XS1432695408 Certificate of Deposit N/A N/A 2016-09-09 2016-09-09 2016-09-09 N N N 0.0073 190062776.00 190062776.00 0.0030 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd., 0.41% JHE42UYNWWTJB8YTTU19 AGJ319000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 1113000000.00 1113000000.00 0.0175 N Y Y N Australia & New Zealand Banking Group Ltd. 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(TD), 0.30% F8SB4JFBSYQFRQEH3Z21 AHA067000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0030 742000000.00 742000000.00 0.0117 N Y Y N National Bank of Canada (TD) National Bank of Canada (TD), 0.28% BSGEFEIOM18Y80CKCV46 AHA199000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0028 185000000.00 185000000.00 0.0029 N Y Y N Natixis SA Natixis SA, 0.42% KX1WK48MPD4Y2NCUIZ63 AGJ362000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 990000000.00 990000000.00 0.0156 N Y Y N Nordea Bank AB Nordea Bank AB, 0.28% 6SCPQ280AIY8EP3XFW53 AHA090000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0028 1113000000.00 1113000000.00 0.0175 N Y Y N Nordea Bank AB Nordea Bank AB, 0.41% 6SCPQ280AIY8EP3XFW53 AGJ363000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 1483000000.00 1483000000.00 0.0234 N Y Y N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.29% F3JS33DEI6XQ4ZBPTN86 AHA255000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0029 556000000.00 556000000.00 0.0088 N Y Y N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% NHBDILHZTYCNBV5UYZ31 AHA068000 Non-Negotiable Time Deposit N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0030 3100000000.00 3100000000.00 0.0488 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.43% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERN FRMLND REIT 549300AIPN2N5BUMTE81 2049-01-01 2049-01-01 N/A 240653.00 1453544.12 Equities VANECK JUNIOR GOLD 549300P2HS5GYBL1ME59 2049-01-01 2049-01-01 N/A 497518.00 20920631.90 Equities GLOBALSCAPE 2049-01-01 2049-01-01 N/A 75519.00 283196.25 Equities GMS 2049-01-01 2049-01-01 N/A 155177.00 3342512.58 Equities VISTA GOLD 5493002WCFTLKVBI8D48 2049-01-01 2049-01-01 N/A 1800.00 3582.00 Equities MGM GRWTH REIT-A 549300E2UGIBHWE12262 2049-01-01 2049-01-01 N/A 130810.00 3397135.70 Equities ARBUTUS BIOPHARMA 2049-01-01 2049-01-01 N/A 498530.00 1749840.30 Equities ENERGY FUELS 2049-01-01 2049-01-01 N/A 24400.00 54168.00 Equities ASHFORD 549300YCJ2CSI6S5TZ36 2049-01-01 2049-01-01 N/A 100.00 5120.00 Equities VOLT INFORM.SCIENCE 549300OQF9EZM81BDQ04 2049-01-01 2049-01-01 N/A 9064.00 52118.00 Equities ASPEN AEROGELS 2049-01-01 2049-01-01 N/A 110024.00 535816.88 Equities COMMAND SECURITY 2049-01-01 2049-01-01 N/A 1500.00 4110.00 Equities US FOODS HOLDING 549300UGOZSO64CFPR97 2049-01-01 2049-01-01 N/A 3500.00 85365.00 Equities MGT CAP INVST 2049-01-01 2049-01-01 N/A 4500.00 18180.00 Equities ATKORE INTRTL GROUP 2049-01-01 2049-01-01 N/A 232719.00 3735139.95 Equities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 33000000.00 33000000.00 0.0005 N Y Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 1.25% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2018-06-25 2065-12-25 0 - 51.806 18370773548.00 1398370869.17 Asset-Backed Securities N/A N/A 2016-09-30 2016-09-30 2016-09-30 N N N 0.0125 1285372650.00 1285372650.00 0.0202 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.43% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP, INC. 6SHGI4ZSSLCXXQSBB395 2027-09-29 2027-09-29 4.45 - 4.45 3740000.00 3884358.98 Corporate Debt Securities THE SOUTHERN COMPANY 549300FC3G3YU2FBZD92 2016-09-01 2016-09-01 1.95 - 1.95 6908000.00 6963373.64 Corporate Debt Securities COLUMBUS SOUTHERN POWER COMPAN 06ZODLC132CY1O2Y7D77 2033-03-01 2033-03-01 6.6 - 6.6 3000000.00 3887930.27 Corporate Debt Securities CREDIT SUISSE GROUP FDG 549300PXR5FKNXF0OH19 2023-06-09 2045-05-15 3.75 - 4.875 35940548.00 35919425.71 Corporate Debt Securities CREDIT SUISSE GROUP FDG 2026-04-17 2026-04-17 4.55 - 4.55 8000000.00 8343441.01 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2027-04-23 2027-04-23 3.95 - 3.95 2925000.00 2975401.68 Corporate Debt Securities ABBVIE INC FR5LCKFTG8054YNNRU85 2017-11-06 2022-11-06 1.75 - 2.9 9303000.00 9427598.69 Corporate Debt Securities CREDIT AGRICOLE S A 2025-03-17 2025-03-17 4.375 - 4.375 7709000.00 7844813.03 Corporate Debt Securities GOLDMAN SACHS GROUP, INC. (THE 784F5XWPLTWKTBV3E584 2025-10-21 2025-10-21 4.25 - 4.25 5302000.00 5529910.70 Corporate Debt Securities AON PLC VVT2B79I2Z4U3R6BY589 2045-05-15 2045-05-15 4.75 - 4.75 13235000.00 14324471.74 Corporate Debt Securities BANK OF AMERICA FUNDING CORPOR 9DJT3UXIJIZJI4WXO774 2025-04-21 2026-10-22 3.95 - 4.25 600000.00 615353.35 Corporate Debt Securities CAPITAL ONE FINANCIAL CORPORAT ZUE8T73ROZOF6FLBAR73 2024-04-24 2024-04-24 3.75 - 3.75 8564000.00 8974086.64 Corporate Debt Securities EATON CORPORATION 0NZWDMRCE180888QQE14 2025-06-01 2025-06-01 6.5 - 6.5 5000000.00 6190280.32 Corporate Debt Securities TRW INC. 2020-01-12 2020-01-12 9.25 - 9.25 5000000.00 6178537.61 Corporate Debt Securities LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 2024-11-04 2026-03-24 4.5 - 4.65 6031000.00 6152340.31 Corporate Debt Securities SANTANDER UK PLC PTCQB104N23FMNK2RZ28 2023-11-07 2023-11-07 5 - 5 1355054.00 1400585.39 Corporate Debt Securities BROOKFIELD FIN INC 2026-06-02 2026-06-02 4.25 - 4.25 1570000.00 1611032.84 Corporate Debt Securities HYUNDAI CAPITAL AMERIC 549300RIPPWJB5Z0FK07 2021-06-15 2021-06-15 2.45 - 2.45 475000.00 479449.26 Corporate Debt Securities LLOYDS BANKING GROUP PLC 2025-12-10 2025-12-10 4.582 - 4.582 2922000.00 2941447.59 Corporate Debt Securities BPCE 9695005MSX1OYEMGDF46 2024-07-11 2026-04-01 4.5 - 4.875 17120000.00 17538344.52 Corporate Debt Securities BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2016-08-15 2016-08-15 5.75 - 5.75 2035000.00 2088790.17 Corporate Debt Securities SOCIETE GENERALE 2024-01-17 2024-01-17 5 - 5 6397000.00 6774352.18 Corporate Debt Securities CAMPBELL SOUP COMPANY 5493007JDSMX8Z5Z1902 2021-05-01 2021-05-01 8.875 - 8.875 2040000.00 2639117.80 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2045-12-01 2045-12-01 5.3 - 5.3 13130502.00 13716902.03 Corporate Debt Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 168000000.00 168000000.00 0.0026 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.43% KBVRJ5K57JZ3E2AVWX40 AHA093000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2049-01-01 2049-01-01 N/A 5864385.00 199802399.54 Equities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 185000000.00 185000000.00 0.0029 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.51% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IAI INTELSAT (BERMUDA), LTD 2023-06-01 2023-06-01 8.125 - 8.125 8000000.00 1932361.13 Corporate Debt Securities HALCON RES CORP 3XHTN2NNIMMPORDAMJ28 2022-02-15 2022-02-15 13 - 13 1750000.00 1012812.53 Corporate Debt Securities BIOSCRIP INC 549300DI3Q5ACSYJRI17 2021-02-15 2021-02-15 8.875 - 8.875 2000000.00 1860354.19 Corporate Debt Securities CENVEO CORPORATION 549300Q5ZSKHLXJ0YR63 2022-09-15 2022-09-15 8.5 - 8.5 6386000.00 4628519.45 Corporate Debt Securities DBT PORCUPINE WD1 6.73% SECURE 5493004TE3VK3WL20T17 2020-06-15 2020-06-15 10.5 - 10.5 25000000.00 15234375.00 Corporate Debt Securities GRIFFEY INTER INC / GRIFFEY 2020-10-15 2020-10-15 7 - 7 3450000.00 1671812.45 Corporate Debt Securities CAESARS ENTMT RESORT PPTYS LLC 2021-10-01 2021-10-01 11 - 11 30680000.00 30900724.19 Corporate Debt Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0051 53000000.00 53000000.00 0.0008 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.51% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 2020-08-15 2021-02-15 6.125 - 6.625 22505000.00 16200458.61 Corporate Debt Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0051 15000000.00 15000000.00 0.0002 N Y Y N J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.29% 549300BRNI54SX6NX725 AEJ560000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N IRONWOOD PHARMACEUTICALS INC 2016-06-30 2016-06-30 N/A 604000.00 618155.95 Corporate Debt Securities AMERICAN RLTY CAP PPTYS INC 5493002H54FNIBW75H44 2016-06-30 2016-06-30 N/A 117000.00 116317.42 Corporate Debt Securities MOLINA HEALTHCARE, INC. 549300NQQCEQ46YHZ591 2016-06-30 2016-06-30 N/A 953000.00 1051057.03 Corporate Debt Securities TAKE-2 INTERACTIVE SOFTWARE BOMSTHHJK882EWYX3334 2016-06-30 2016-06-30 N/A 7432000.00 13241875.95 Corporate Debt Securities EMERGENT BIOSOLUTIONS INC. 549300YW6TUOX8BE5103 2016-06-30 2016-06-30 N/A 4389000.00 5041600.41 Corporate Debt Securities ARIAD PHARMACEUTICALS, INC. 549300XQ24MXF2Y7K535 2016-06-30 2016-06-30 N/A 1814000.00 1953984.57 Corporate Debt Securities WORKDAY INC 549300J0DYC0N31V7G13 2016-06-30 2016-06-30 N/A 8955000.00 9702429.08 Corporate Debt Securities COLONY FINANCIAL, INC. G6ZRFL75MXIO4KJEP931 2016-06-30 2016-06-30 N/A 18453000.00 18066741.80 Corporate Debt Securities CALAMP CORP 2016-06-30 2016-06-30 N/A 8124800.00 7603439.71 Corporate Debt Securities EXELIXIS, INC. 2016-06-30 2016-06-30 N/A 3027000.00 4536125.99 Corporate Debt Securities WTS144 CORENERGY INFASTRUCTURE 549300RWMFYIPNXWXM78 2016-06-30 2016-06-30 N/A 4588000.00 4602273.27 Corporate Debt Securities LIBERTY INTERACTIVE LLC 2016-06-30 2016-06-30 N/A 268000.00 294805.36 Corporate Debt Securities PFD NUVASIVE INC SR-D1 549300C5ZB4NZ6TWM881 2016-06-30 2016-06-30 N/A 579000.00 676886.90 Corporate Debt Securities SOLAZYME INC 549300MTLN8V6P4VTK11 2016-06-30 2016-06-30 N/A 59000.00 31045.80 Corporate Debt Securities CORNERSTONE ONDEMAND INC 549300Z402F16H5EGH48 2016-06-30 2016-06-30 N/A 663000.00 659685.00 Corporate Debt Securities QUIDEL CORP. 549300X2FQ6S98OQLQ46 2016-06-30 2016-06-30 N/A 8744000.00 8045739.14 Corporate Debt Securities WHITING PETROLEUM CORPORATION 2016-06-30 2016-06-30 N/A 4763346.00 3830401.82 Corporate Debt Securities PFD CEPHEID SER B 549300EU0OAZVQW3IT67 2016-06-30 2016-06-30 N/A 17043000.00 14617917.44 Corporate Debt Securities VITAMIN SHOPPE INC 549300ER2JOBZCUUTS42 2016-06-30 2016-06-30 N/A 173000.00 168558.23 Corporate Debt Securities NEVRO CORP 2016-06-30 2016-06-30 N/A 1541000.00 1614114.29 Corporate Debt Securities ENDOLOGIX INC 54930019J6DOUCNZDI85 2016-06-30 2016-06-30 N/A 17399000.00 22559821.78 Corporate Debt Securities PFD INPHI THINK FAST B 2016-06-30 2016-06-30 N/A 2000000.00 1951874.00 Corporate Debt Securities EURONET SERVICES INC. YG3575C4DSHJPA5KET68 2016-06-30 2016-06-30 N/A 1837600.00 2120798.05 Corporate Debt Securities PAR PAC HLDGS INC 549300BTNS7MHSHRLR55 2016-06-30 2016-06-30 N/A 1169000.00 1174947.87 Corporate Debt Securities STARWOOD WAYPOINT RESIDENTIAL 5493007GMUJQRA7AXT13 2016-06-30 2016-06-30 N/A 33741000.00 37247529.48 Corporate Debt Securities KAMAN CORP 5493003YK076OLTEQF95 2016-06-30 2016-06-30 N/A 838000.00 1087599.98 Corporate Debt Securities PDL BIOPHARMA INC C + FE4K0NQFI4D86DSOL165 2016-06-30 2016-06-30 N/A 10369000.00 9958035.05 Corporate Debt Securities SERVICENOW INC 549300HJTQM36M0E1G39 2016-06-30 2016-06-30 N/A 35574000.00 39085153.80 Corporate Debt Securities ALLSCRIPTS HEALTHCARE SOLUTION Y68YJHVB1GU4TAU3C223 2016-06-30 2016-06-30 N/A 3867000.00 3818855.85 Corporate Debt Securities PANDORA MEDIA INC 2016-06-30 2016-06-30 N/A 655000.00 631392.49 Corporate Debt Securities BIOMARIN PHARMACEUTICAL, INC. NSLL8ITTRR0J5HEMR848 2016-06-30 2016-06-30 N/A 1770000.00 2012252.82 Corporate Debt Securities PORTFOLIO RECOVERY ASSOCIATES, 549300Q5HW3JSSB86K27 2016-06-30 2016-06-30 N/A 2249000.00 1748518.79 Corporate Debt Securities COMPUCREDIT CORPORATION 2016-06-30 2016-06-30 N/A 3000000.00 1261596.00 Corporate Debt Securities WEBMD HEALTH CORP. 549300LJX6TBSG0JPD93 2016-06-30 2016-06-30 N/A 36291000.00 46497843.75 Corporate Debt Securities SOLARCITY CORP 54930035YLO0PKMDT602 2016-06-30 2016-06-30 N/A 13971000.00 9258693.47 Corporate Debt Securities PALO ALTO NETWORKS INC 549300QXR2YVZV231H43 2016-06-30 2016-06-30 N/A 42157000.00 54008597.41 Corporate Debt Securities PFD SUNPOWER CORPONE 549300TXO070764WUH65 2016-06-30 2016-06-30 N/A 7444000.00 6592592.50 Corporate Debt Securities MEDIDATA SOLUTIONS, INC.FD INC 549300N2D5UJZLKQ1O22 2016-06-30 2016-06-30 N/A 2225000.00 2362206.85 Corporate Debt Securities MENTOR GRAPHICS CORP DHJLMSOKYPPZ16S78J42 2016-06-30 2016-06-30 N/A 1610000.00 1742825.00 Corporate Debt Securities TESARO INC 2016-06-30 2016-06-30 N/A 5030000.00 7110911.00 Corporate Debt Securities JDS UNIPHASE CORP. 5493006K3E3N1QOBF092 2016-06-30 2016-06-30 N/A 13197000.00 12931225.62 Corporate Debt Securities DEPOMED, INC. 2016-06-30 2016-06-30 N/A 5686000.00 6612437.04 Corporate Debt Securities VERISIGN, INC. LMPL4N8ZOJRMF0KOF759 2016-06-30 2016-06-30 N/A 6478000.00 15375384.01 Corporate Debt Securities ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 2016-06-30 2016-06-30 N/A 3020000.00 2353618.88 Corporate Debt Securities ARRAY BIOPHARMA 5493005R5EYH03HUKO92 2016-06-30 2016-06-30 N/A 3126000.00 2578950.00 Corporate Debt Securities CIVEO CORP CDA 2016-06-30 2016-06-30 N/A 1187012.00 2124751.48 Equities FINISAR CORPORATION 2016-06-30 2016-06-30 N/A 14127000.00 13640367.23 Corporate Debt Securities UNISYS CORPORATION +# 2016-06-30 2016-06-30 N/A 13682000.00 13629242.21 Corporate Debt Securities INTERACTIVE INTELLIGENCE GROUP 2016-06-30 2016-06-30 N/A 9274500.00 8576259.99 Corporate Debt Securities PFD INSULET CORP SER C 2016-06-30 2016-06-30 N/A 9100000.00 8504750.80 Corporate Debt Securities N/A N/A 2016-09-28 2016-09-28 2016-10-31 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A 1.0000 90 N N N 0.0129 399980000.00 399980000.00 0.0063 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.38% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RESOLUTION FUNDING CORP 2021-01-15 2026-01-15 0 - 8.625 85548000.00 73159619.08 Agency Debentures and Agency Strips US TREASURY 2018-11-15 2044-02-15 0 - 3.75 14105090.00 17088935.96 U.S. Treasuries (including strips) MANHATTAN ASSET FDG. 2016-07-20 2016-07-20 N/A 5000000.00 4998687.51 Money Market LANDESBANK HSN-THURNY 2016-10-26 2016-10-26 N/A 8020000.00 8001018.41 Money Market SSM HEALTH CARE CORP. 2016-08-02 2016-08-02 N/A 25000000.00 24987035.99 Money Market FEDERAL HOME LOAN MORTGAGE CORP 2017-05-12 2046-05-15 0 - 6.75 113626074.00 64657667.26 Agency Collateralized Mortgage Obligation BAYERISCHE LNDBNK NY 2016-07-06 2016-07-06 N/A 9100000.00 9098819.73 Money Market GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2037-04-16 2058-03-16 0.118 - 6 1753405088.00 133668421.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2022-07-25 2046-06-25 2.125 - 7 43867871.00 44665358.65 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0038 370000000.00 370000000.00 0.0058 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.55% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 2021-02-28 2041-11-15 1.125 - 3.125 305658900.00 343965391.44 U.S. Treasuries (including strips) N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0055 335000000.00 335000000.00 0.0053 N N Y N J.P. Morgan Securities, LLC J.P. 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5.48 24999996.00 25095104.32 Private Label Collateralized Mortgage Obligations DUTCH HILL FUNDING 2052-05-15 2052-05-15 1.776 - 1.776 64400000.00 21330036.64 Other Instrument COLLATERALIZED DEBT OBLIGATION WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2045-07-17 2045-07-17 5.825 - 5.825 24957488.00 24946047.07 Private Label Collateralized Mortgage Obligations SLM STUDENT LOAN TRUST 2040-10-25 2040-10-25 0.848 - 0.848 666308.00 393783.30 Asset-Backed Securities C-BASS CBO 2041-09-06 2041-09-06 0.93 - 0.93 164050000.00 23276388.62 Other Instrument COLLATERALIZED DEBT OBLIGATION TOWD PT MTG TR 2016-1 2055-02-25 2055-02-25 N/A 29364000.00 24428393.83 Asset-Backed Securities ONEMAIN FINANCIAL ISSUANCE TRUST 2025-07-18 2025-07-18 5.64 - 5.64 23900000.00 22999424.10 Asset-Backed Securities LB-UBS COMMERCIAL MORTGAGE TRUST 2038-11-15 2038-11-15 5.407 - 5.407 1207316.00 917167.48 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2051-02-12 2051-02-12 6.655 - 6.655 23830000.00 21175516.46 Private Label Collateralized Mortgage Obligations GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2039-03-10 2039-03-10 5.505 - 5.505 5152685.00 4756182.45 Private Label Collateralized Mortgage Obligations WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 549300R5UTVRJY3HSJ42 2049-06-15 2049-06-15 5.702 - 5.702 17420834.00 17040826.83 Private Label Collateralized Mortgage Obligations TAL ADVANTAGE V 549300DUZ8I1AWFHN784 2038-11-20 2038-11-20 3.55 - 3.55 1108594.00 802249.87 Asset-Backed Securities WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2047-04-17 2047-04-17 5.5 - 5.5 7709859.00 7942856.08 Private Label Collateralized Mortgage Obligations SPRINGLEAF MTG LN TR 2013-3 2057-09-25 2057-09-25 N/A 51290000.00 54680330.94 Private Label Collateralized Mortgage Obligations DUKE FUNDING 549300ZQMJ1WH2JE1D26 2033-08-07 2033-08-07 1.272 - 1.272 175000000.00 24788043.43 Other Instrument COLLATERALIZED DEBT OBLIGATION TRIP RAIL MASTER FUNDING 5493004VSVYOZVEYVJ29 2044-04-15 2044-04-15 2.863 - 2.863 26750000.00 21219851.72 Asset-Backed Securities SOLARCITY LNC SER III LLC 549300EE9TJJ2SFMZ938 2044-07-20 2044-07-20 N/A 4001239.00 3637653.80 Asset-Backed Securities CENTRE SQUARE CDO 2051-11-19 2051-11-19 1.068 - 1.068 47375000.00 26467687.79 Other Instrument COLLATERALIZED DEBT OBLIGATION JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-06-15 2049-06-15 5.742 - 5.742 883095.00 885980.59 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2015-1 2053-10-25 2053-10-25 N/A 44720000.00 41954702.88 Asset-Backed Securities TABERNA PREFERRED FUNDING 2038-05-05 2038-05-05 3.883 - 3.883 44000000.00 29796935.36 Other Instrument COLLATERALIZED DEBT OBLIGATION NATIONAL COLLEGIATE TRUST 2031-09-25 2031-09-25 1.146 - 1.146 28125000.00 23968382.81 Asset-Backed Securities SOUTH COAST FUNDING 54930029YMK5WEF0EZ36 2036-12-21 2036-12-21 1.465 - 1.465 250754938.00 20633660.92 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FUNDING 5493005YUVN397SPQS39 2045-03-09 2045-03-09 1.212 - 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.68% K5HU16E3LMSVCCJJJ255 AGA265000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WALTER INVT MGMT CORP Z4TM9IUZR644E7BFXU45 2019-11-01 2019-11-01 4.5 - 4.5 508998.00 207353.06 Equities VECTOR GROUP LTD 549300TUIF4WWN6NDN50 2019-01-15 2019-01-15 2.5 - 2.5 24280.00 34832.09 Equities HOLOGIC INC 549300DYP6F5ZJL0LB74 2042-03-01 2042-03-01 2 - 2 244000.00 311036.83 Equities FEI ENU6JE4QCEWJ9YIZ4340 2049-01-01 2049-01-01 N/A 10500.00 1118250.00 Equities WRIGHT MED GROUP INC 2017-08-15 2017-08-15 2 - 2 213999.00 217476.48 Equities BEMIS CO. PTVU09TE3QPJPL7K4E13 2049-01-01 2049-01-01 N/A 7490.00 375548.60 Equities MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 2033-02-15 2033-02-15 2.125 - 2.125 18827.00 26672.56 Equities FIRST DATA-A H9AD9QN07EKOX2GRN450 2049-01-01 2049-01-01 N/A 86399.00 962484.86 Equities LORAL SPACE & CO 2049-01-01 2049-01-01 N/A 129130.00 4549249.90 Equities STILLWATER MNG CO 2032-10-15 2032-10-15 1.75 - 1.75 369306.00 405274.87 Equities HORNBECK OFFSHORE SVCS INC NEW 2019-09-01 2019-09-01 1.5 - 1.5 2000000.00 1163676.67 Equities EQUITY COM REIT-SBI 549300YPGVU9PR4L0606 2049-01-01 2049-01-01 N/A 2.00 57.74 Equities COLONY CAP INC FORMERLY COLONY FINL INC TO 04/01 G6ZRFL75MXIO4KJEP931 2021-01-15 2021-01-15 3.875 - 3.875 702804.00 677953.14 Equities LINKEDIN CORP 5493001S6ND3ULAKYF67 2019-11-01 2019-11-01 0.5 - 0.5 6528381.00 6452125.88 Equities SPDR GOLD 2049-01-01 2049-01-01 N/A 1.00 125.84 Equities WEBMD HEALTH CORP 549300LJX6TBSG0JPD93 2023-06-15 2023-06-15 N/A 1152307.00 1123319.28 Equities APPLE HWUPKR0MPOU8FGXBT394 2049-01-01 2049-01-01 N/A 34126.00 3221494.40 Equities PACIRA PHARMACEUTICALS INC 2019-02-01 2019-02-01 3.25 - 3.25 359980.00 596336.17 Equities VALEANT PHARMA INTL B3BS7ACMDUWISF18KY76 2049-01-01 2049-01-01 N/A 483055.00 9791524.85 Equities BLACKBERRY 549300HJD8NEGT71RF07 2049-01-01 2049-01-01 N/A 75168.00 499115.52 Equities BROCADE COMM 1XQGEZZK200XKZPV1W26 2049-01-01 2049-01-01 N/A 11140.00 101039.80 Equities IMMUNOMEDICS INC 5493007ZU7DDO8PSIM59 2020-02-15 2020-02-15 4.75 - 4.75 50.00 34.23 Equities EMPIRE ST RLTY OP L P 549300JHBOF3KL3CI814 2019-08-15 2019-08-15 2.625 - 2.625 3350.00 3694.96 Equities HARMONIC INC FORMERLY HARMONIC LIGHTWAVES INC TO 549300LRGRD8XC9BTL66 2020-12-01 2020-12-01 4 - 4 999998.00 771970.68 Equities HUNTSMAN 2049-01-01 2049-01-01 N/A 35529.00 478575.63 Equities LIBERTY-A-SIRIUSXM 2049-01-01 2049-01-01 N/A 83820.00 2574950.40 Equities SUNTRUST BANKS INC 7E1PDLW1JL6TS0BS1G03 2049-01-01 2049-01-01 N/A 39394.00 1577335.76 Equities ENCORE CAP GROUP INC 5493000UVC6H49CIH830 2021-03-15 2021-03-15 2.875 - 2.875 411064.00 291450.71 Equities WHITING PETE CORP 2020-04-01 2020-04-01 1.25 - 1.25 418999.00 333351.53 Equities ONEMAIN HOLDINGS 549300E3VEW8SMS5XW09 2049-01-01 2049-01-01 N/A 1.00 22.65 Equities IMPAX LABORATORIES INC 2022-06-15 2022-06-15 2 - 2 1185073.00 1034229.01 Equities N/A N/A 2016-07-06 2016-07-06 2016-07-06 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A 1.0000 6 N N N 0.0068 36000000.00 36000000.00 0.0006 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.41% 7TK5RJIZDFROZCA6XF66 AHA099000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2025-09-15 2046-06-01 3 - 10.431 252929291.00 54880320.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2045-08-20 2046-06-20 4 - 4.5 95409606.00 105130100.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2020-06-25 2046-06-01 0 - 6.254 584832293.00 92429125.03 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 247000000.00 247000000.00 0.0039 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 AGG872000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODUCTS K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 2429471.00 70211711.90 Equities N/A N/A 2016-07-05 2016-07-05 2016-07-05 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 5 N N N 0.0060 65000000.00 65000000.00 0.0010 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 AGJ230000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODUCTS K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 833401.00 24085288.90 Equities ENERGY TRANSFER RY1052DWLDPLDW74Y843 2049-01-01 2049-01-01 N/A 1235688.00 48278330.16 Equities N/A N/A 2016-07-07 2016-07-07 2016-07-12 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0060 67000000.00 67000000.00 0.0011 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 AHA083000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BUNGE 5493007M0RIN8HY3MM77 2049-01-01 2049-01-01 N/A 206000.00 12166360.00 Equities LITHIA MTRS SE8N1EZEHPZQBCBVKD53 2049-01-01 2049-01-01 N/A 2900.00 207669.00 Equities ALPHABET-A 5493006MHB84DD0ZWV18 2049-01-01 2049-01-01 N/A 18768.00 13047325.92 Equities TESORO LOGISTCS 2049-01-01 2049-01-01 N/A 3500.00 172130.00 Equities L-3 COMMUNICATIONS 2049-01-01 2049-01-01 N/A 67500.00 9674100.00 Equities US BANCORP DEP-F N1GZ7BBF3NP8GI976H15 2049-01-01 2049-01-01 N/A 5200.00 160056.00 Equities PROCTER&GAMBLE 2572IBTT8CCZW6AU4141 2049-01-01 2049-01-01 N/A 55801.00 4682261.91 Equities CARTER 2049-01-01 2049-01-01 N/A 104000.00 10918960.00 Equities MONDELEZ INT-A 549300DV9GIB88LZ5P30 2049-01-01 2049-01-01 N/A 191264.00 8218614.08 Equities ZOETIS-A 549300HD9Q1LOC9KLJ48 2049-01-01 2049-01-01 N/A 40072.00 1893001.28 Equities SHELL MIDSTREAM 2049-01-01 2049-01-01 N/A 9200.00 306176.00 Equities GENESIS ENERGY 549300VJ5D6MDK138782 2049-01-01 2049-01-01 N/A 9600.00 364896.00 Equities CME GROUP-A LCZ7XYGSLJUHFXXNXD88 2049-01-01 2049-01-01 N/A 35200.00 3382368.00 Equities WILLIS TOWERS 549300WHC56FF48KL350 2049-01-01 2049-01-01 N/A 36200.00 4380200.00 Equities UTD TECHNOLOGIES I07WOS4YJ0N7YRFE7309 2049-01-01 2049-01-01 N/A 107009.00 10751194.23 Equities ANHEUSER BSCH SPADR 5493008H3828EMEXB082 2049-01-01 2049-01-01 N/A 11500.00 1452450.00 Equities APPLE HWUPKR0MPOU8FGXBT394 2049-01-01 2049-01-01 N/A 94085.00 8881624.00 Equities BUCKEYE PARTNER ULP 549300C1PQJLVEIUBK50 2049-01-01 2049-01-01 N/A 1100.00 77121.00 Equities MCDONALD'S UE2136O97NLB5BYP9H04 2049-01-01 2049-01-01 N/A 30201.00 3608717.49 Equities JOHN BEAN TECH 5493007CT6ATBZ2L6826 2049-01-01 2049-01-01 N/A 4400.00 259600.00 Equities SPECTRA ENERGY 2HKVXE7U4NF5B6UGSU72 2049-01-01 2049-01-01 N/A 5000.00 233850.00 Equities NEWELL BRANDS 549300LWGYFM1TVO1Z12 2049-01-01 2049-01-01 N/A 142549.00 6819544.16 Equities PHILIP MRRS INT HL3H1H2BGXWVG3BSWR90 2049-01-01 2049-01-01 N/A 107500.00 10601650.00 Equities SHIRE SP ADR 54930005LQRLI2UXRQ59 2049-01-01 2049-01-01 N/A 1200.00 216792.00 Equities BIOGEN W8J5WZB5IY3K0NDQT671 2049-01-01 2049-01-01 N/A 26400.00 6307224.00 Equities NEW ORIENT SP ADR 2049-01-01 2049-01-01 N/A 130061.00 5427445.53 Equities RYMAN HOSP REIT 2049-01-01 2049-01-01 N/A 5116.00 256209.28 Equities WILLIAM PARTNERS WUURD1P1N0874ONXXO03 2049-01-01 2049-01-01 N/A 7050.00 244494.00 Equities MPLX 5493000CZJ19CK4P3G36 2049-01-01 2049-01-01 N/A 900.00 30303.00 Equities ADVANCE AUTO PARTS 2049-01-01 2049-01-01 N/A 88100.00 14184981.00 Equities HESS DEP-A UASVRYNXNK17ULIGK870 2049-01-01 2049-01-01 N/A 94636.00 6880037.20 Equities BROADCOM 549300GR48KUO03W2V88 2049-01-01 2049-01-01 N/A 47121.00 7303755.00 Equities CEDAR FAIR DULPI 549300TUVLNQQ6BVKH61 2049-01-01 2049-01-01 N/A 85000.00 4841600.00 Equities NUSTAR ENERGY 5493003BMLTUIEG2LG44 2049-01-01 2049-01-01 N/A 6300.00 309897.00 Equities CERNER CORP 549300L4UJ40IEVVI304 2049-01-01 2049-01-01 N/A 70500.00 4052340.00 Equities BERKSHIRE HATH-A 5493000C01ZX7D35SD85 2049-01-01 2049-01-01 N/A 49.00 10419605.00 Equities TC PIPELINES 6HL0C5LCIE4TN8UZHL06 2049-01-01 2049-01-01 N/A 1300.00 75842.00 Equities BAIDU SP ADR-A 2049-01-01 2049-01-01 N/A 4000.00 657640.00 Equities KELLOGG LONOZNOJYIBXOHXWDB86 2049-01-01 2049-01-01 N/A 60000.00 4654200.00 Equities LAM RESEARCH CORP 549300I4GMO6D34U1T02 2049-01-01 2049-01-01 N/A 40400.00 3320880.00 Equities N/A N/A 2016-07-07 2016-07-07 2016-07-14 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0060 168000000.00 168000000.00 0.0026 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 AGJ637000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENERGY TRANSFER RY1052DWLDPLDW74Y843 2049-01-01 2049-01-01 N/A 1879766.00 73442457.62 Equities N/A N/A 2016-07-07 2016-07-07 2016-07-13 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0060 68000000.00 68000000.00 0.0011 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.60% 7TK5RJIZDFROZCA6XF66 AGI218000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 101-500 2049-01-01 2049-01-01 N/A 7273207.00 160938782.22 Equities N/A N/A 2016-07-07 2016-07-07 2016-07-08 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0060 149000000.00 149000000.00 0.0023 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.77% 7TK5RJIZDFROZCA6XF66 AHA081000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2045-08-15 2045-08-15 5.716 - 5.716 56369086.00 8645269.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2045-07-25 2046-05-25 1.698 - 6 150968450.00 25345457.83 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-14 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0077 33000000.00 33000000.00 0.0005 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.50% 7TK5RJIZDFROZCA6XF66 AEJ218000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SAPPHIRE VALLEY 5JG9TI4NIMMY72SMRR79 2022-12-15 2022-12-15 1.063 - 1.063 642866.00 623004.86 Asset-Backed Securities CIFC FUNDING 2023-01-19 2023-01-19 3.133 - 3.733 23850000.00 23991389.52 Asset-Backed Securities EXETER AUTOMOBILE RECEIVABLES TR 2016-2 2023-04-17 2023-04-17 N/A 24362318.00 26651937.37 Asset-Backed Securities N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0150 48037857.60 48037857.60 0.0008 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.53% 7TK5RJIZDFROZCA6XF66 AEJ435000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MADISON PARK FUNDING 2026-07-20 2026-07-20 5.384 - 5.384 3500000.00 2865238.49 Asset-Backed Securities ACIS CLO 2026-11-01 2026-11-01 2.147 - 4.977 39000000.00 37926445.74 Asset-Backed Securities ACIS CLO 2026-11-01 2026-11-01 5.937 - 5.937 3800309.00 2683320.00 Asset-Backed Securities WHEELS 2 2024-04-22 2024-04-22 1.27 - 1.27 740000.00 643320.37 Asset-Backed Securities EXETER AUTOMOBILE RECEIVABLES TR 2016-2 2023-04-17 2023-04-17 N/A 13097682.00 14328628.35 Asset-Backed Securities N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0153 55006600.00 55006600.00 0.0009 N N N Y RBC Capital Markets Co. RBC Capital Markets Co., 0.60% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2020-10-01 2046-06-01 2 - 6.5 272591425.00 33863849.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2029-04-20 2065-01-20 1.658 - 6.5 741070743.00 57430786.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2025-05-01 2046-06-01 0 - 11.372 993080112.00 109176197.43 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-21 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A 1.0000 7 N N N 0.0060 195000000.00 195000000.00 0.0031 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 0.66% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2026-09-15 2046-05-01 0 - 7.466 1175700213.00 50185909.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2033-09-16 2046-02-20 0 - 21.215 826676650.00 49790695.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2046-05-01 0 - 30.67 1564677728.00 88636859.79 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-07 2016-07-07 2016-07-22 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A 1.0000 7 N N N 0.0066 183000000.00 183000000.00 0.0029 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 0.80% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KING CNTY WASH SWR REV 2037-07-01 2037-07-01 4 - 4 1610631.00 1848744.90 Other Instrument MUNICIPAL DEBT EAST BATON ROUGE LA SEW COMMN REV 5493006BC84VNIRSCG97 2034-02-01 2039-02-01 5 - 5 5058590.00 6212227.79 Other Instrument MUNICIPAL DEBT OMAHA PUB PWR DIST NEB ELEC REV 54930000VJEJ9CGIYG32 2031-02-01 2040-02-01 5 - 5 28380625.00 35590609.55 Other Instrument MUNICIPAL DEBT LOS ANGELES CALIF DEPT WTR & PWR REV 549300S8NXV6YU61GG95 2044-07-01 2044-07-01 5 - 5 14421973.00 17984072.15 Other Instrument MUNICIPAL DEBT INDIANA ST FIN AUTH WASTEWATER UTIL REV 549300PS0PAS7NDSSI20 2040-10-01 2040-10-01 5 - 5 13482256.00 16265817.54 Other Instrument MUNICIPAL DEBT UTAH TRAN AUTH SALES TAX REV 2038-06-15 2038-06-15 5 - 5 6171852.00 7728598.80 Other Instrument MUNICIPAL DEBT EL PASO TEX INDPT SCH DIST FOR ISSUES DTD PRIOR TO 07/02/09 SEE 283767 2031-08-15 2033-08-15 5 - 5 28362442.00 35907324.53 Other Instrument MUNICIPAL DEBT SAN ANTONIO TEX WTR REV 2039-05-15 2039-05-15 5 - 5 218030.00 268292.46 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV 2040-07-15 2040-07-15 5 - 5 1363573.00 1690212.37 Other Instrument MUNICIPAL DEBT ORANGE CNTY FLA SCH BRD CTFS PARTN 549300SEFJ368NVQXL34 2031-08-01 2031-08-01 5 - 5 10000000.00 12722244.44 Other Instrument MUNICIPAL DEBT LAS VEGAS VALLEY NEV WTR DIST 2034-06-01 2039-06-01 5 - 5 19794799.00 24475011.04 Other Instrument MUNICIPAL DEBT PALM BEACH CNTY FLA SCH BRD CTFS PARTN 549300J36FX8PM8L7086 2030-08-01 2030-08-01 5 - 5 5035106.00 6382069.58 Other Instrument MUNICIPAL DEBT FOREST HILLS OHIO LOC SCH DIST 2044-12-01 2044-12-01 5 - 5 14535000.00 17405630.20 Other Instrument MUNICIPAL DEBT BEXAR CNTY TEX FOR ISSUES DTD PRIOR TO 08/01/09 SEE 088275 2038-06-15 2038-06-15 5 - 5 10000000.00 12132533.33 Other Instrument MUNICIPAL DEBT N/A N/A 2016-07-07 2016-07-07 2016-09-12 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A 1.0000 7 N N N 0.0080 187000000.00 187000000.00 0.0029 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 0.76% 549300F35UE0BOM1WJ55 AGJ265000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2017-03-15 2067-03-29 0 - 10 140454896.00 143806527.96 Corporate Debt Securities N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0076 135002673.00 135002673.00 0.0021 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 0.76% 549300F35UE0BOM1WJ55 AGJ642000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BROADRIDGE FINL SOLUTIONS INC 2026-06-27 2026-06-27 3.4 - 3.4 562079.00 570337.81 Corporate Debt Securities FIFTH THIRD BK CINCINNATI OHIO MEDIUM TERM SUB B QFROUN1UWUYU0DVIWD51 2026-03-15 2026-03-15 3.85 - 3.85 5000000.00 5313095.83 Corporate Debt Securities CLEAR CHANNEL COMMUNICATIONS INC 54930076J6KDZL504O62 2019-12-15 2019-12-15 9 - 9 103000.00 77378.75 Corporate Debt Securities HSBC USA INC NEW 549300LBOHZ4QSIWU288 2020-03-05 2020-03-05 2.35 - 2.35 6042000.00 6060772.15 Corporate Debt Securities MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS BOOK EN 2018-08-02 2018-08-02 2.1 - 2.1 4604000.00 4733479.83 Corporate Debt Securities CLAIRES STORES INC 2019-03-15 2019-03-15 9 - 9 8382000.00 5207317.49 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC 2138005O9XJIJN4JPN90 2026-04-05 2026-04-05 4.8 - 4.8 5840000.00 6019716.27 Corporate Debt Securities EMERALD EXPOSITIONS HLDG INC 549300YQCBSQUCZ74696 2021-06-15 2021-06-15 9 - 9 5255000.00 5320687.50 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS CORP VGRQXHF3J8VDLUA7XE92 2042-06-20 2042-06-20 4 - 4 4300000.00 4590082.78 Corporate Debt Securities MEMORIAL PRODTN PARTNERS LP / MEM PRODTN FIN COR 2021-05-01 2021-05-01 7.625 - 7.625 10040000.00 5346265.13 Corporate Debt Securities CHARTER COMMUNICATIONS OPER LLC / CHARTER COMMUN 2022-07-23 2022-07-23 4.464 - 4.464 472.00 510.00 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2042-07-24 2042-07-24 6.375 - 6.375 4565000.00 6281599.78 Corporate Debt Securities UNITED STS STL CORP NEW JNLUVFYJT1OZSIQ24U47 2021-07-01 2021-07-01 8.375 - 8.375 2993253.00 3155979.95 Corporate Debt Securities WAL MART STORES INC Y87794H0US1R65VBXU25 2037-08-15 2037-08-15 6.5 - 6.5 3625000.00 5324454.37 Corporate Debt Securities GEORGIA PWR CO D981X4Z4RWS7PDMJUZ03 2042-03-15 2042-03-15 4.3 - 4.3 3569000.00 3968127.22 Corporate Debt Securities NABORS INDS INC REORGANIZED AS NABORS INDUSTRIES 549300VFQWRKICUFNU92 2020-09-15 2020-09-15 5 - 5 3957000.00 3780570.56 Corporate Debt Securities CAROLINA PWR & LT CO 0NIFZ782LS46WOC9QK20 2042-05-15 2042-05-15 4.1 - 4.1 2371000.00 2616007.28 Corporate Debt Securities SPRINT NEXTEL CORP REORGANIZED AS SPRINT CORP 07 2018-11-15 2018-11-15 9 - 9 4211000.00 4529941.14 Corporate Debt Securities BURLINGTON NORTHN SANTA FE LLC 2042-09-01 2042-09-01 4.375 - 4.375 4562000.00 5100917.30 Corporate Debt Securities SHELF DRILLING HLDGS LTD 2018-11-01 2018-11-01 8.625 - 8.625 1000.00 744.14 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 2040-02-15 2040-02-15 5.3 - 5.3 4500000.00 5871307.51 Corporate Debt Securities USAA CAP CORP MEDIUM TERM NTS BOOK ENTRY 144A 2021-06-01 2021-06-01 2 - 2 6409229.00 6490718.79 Corporate Debt Securities NATIONAL AUSTRALIA BK LIMITED ACTING THROUGH ITS 2021-01-14 2021-01-14 2.625 - 2.625 3250000.00 3396231.04 Corporate Debt Securities BLUESCOPE STL FIN LTD / BLUESCOPE FIN AMERS LLC 2021-05-15 2021-05-15 N/A 265.00 277.35 Corporate Debt Securities MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 2020-10-01 2020-10-01 6.75 - 6.75 4964000.00 5506006.75 Corporate Debt Securities KB HOME 549300LGUCWQURMWLG09 2017-09-15 2018-06-15 7.25 - 9.1 9338000.00 10069092.71 Corporate Debt Securities BLOCK FINL LLC FORMERLY BLOCK FINL CORP TO 12/31 2020-10-01 2020-10-01 4.125 - 4.125 6005000.00 6246508.59 Corporate Debt Securities AVAYA INC J6LB5QIFSP2MFEFG4U76 2019-04-01 2019-04-01 7 - 7 7840000.00 5702859.55 Corporate Debt Securities TIME WARNER CABLE INC B1WXCWLJVJXMWJX6O298 2020-02-01 2020-02-01 5 - 5 5443000.00 6028908.71 Corporate Debt Securities CSX CORP 549300JVQR4N1MMP3Q88 2042-05-30 2042-05-30 4.75 - 4.75 19000.00 21778.53 Corporate Debt Securities PT PERUSAHAAN GAS NEGARA PERSERO TBK 549300OX1VFDX7ZPN240 2024-05-16 2024-05-16 5.125 - 5.125 5301000.00 5570205.40 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP 2024-04-15 2024-04-15 7.625 - 7.625 5303000.00 4780099.89 Corporate Debt Securities VULCAN MATLS CO 549300Q8LSNHAVWBNI21 2021-06-15 2021-06-15 7.5 - 7.5 4724000.00 5671752.50 Corporate Debt Securities UNITED STATES BANCORP MEDIUM U S BANCORP MEDIUM N1GZ7BBF3NP8GI976H15 2021-01-29 2021-01-29 2.35 - 2.35 514000.00 534594.41 Corporate Debt Securities AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION 2022-02-01 2022-02-01 3.95 - 3.95 970.00 971.62 Corporate Debt Securities N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0076 135003334.50 135003334.50 0.0021 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.43% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FREEPORT MCMORAN 2049-01-01 2049-01-01 N/A 4368010.00 47043467.70 Equities CHENIERE ENERGY MIHC87W9WTYSYZWV1J40 2049-01-01 2049-01-01 N/A 178625.00 6614483.75 Equities IES HOLDINGS 549300687T8E6LN6EN72 2049-01-01 2049-01-01 N/A 5644115.00 69309732.20 Equities ALLERGAN 2049-01-01 2049-01-01 N/A 277955.00 64082525.25 Equities SPDR S&P500 UTS 549300NZAMSJ8FXPQQ63 2049-01-01 2049-01-01 N/A 63531.00 13129316.46 Equities CABELA'S 549300N9PDFQTOIP6Q81 2049-01-01 2049-01-01 N/A 1310756.00 64423657.40 Equities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0043 245000000.00 245000000.00 0.0039 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.48% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2018-07-15 2056-08-15 0 - 6.25 3484523865.00 250563377.81 Asset-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0048 232000000.00 232000000.00 0.0037 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.60% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WALT DISNEY-DISNEY 7260JQNI6SCF9FIV2392 2049-01-01 2049-01-01 N/A 897500.00 87039550.00 Equities SPDR S&P500 UTS 549300NZAMSJ8FXPQQ63 2049-01-01 2049-01-01 N/A 300096.00 62017839.36 Equities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0060 138000000.00 138000000.00 0.0022 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.32% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WALTER INVT MGMT CORP Z4TM9IUZR644E7BFXU45 2019-11-01 2019-11-01 4.5 - 4.5 107000.00 43589.12 Equities CAL DIVE INTL INC DEL 549300JRUHFOMO7Y8P62 2017-07-15 2017-07-15 5 - 5 8231000.00 82.31 Equities WPX ENER 6.25%MCP-A ZXZE9GCS2BB547GJW219 2049-01-01 2049-01-01 N/A 438802.00 20513993.50 Equities KINDER MORGAN DEP-A 549300WR7IX8XE0TBO16 2049-01-01 2049-01-01 N/A 8359.00 401900.72 Equities COBALT INTL ENERGY INC 2019-12-01 2019-12-01 2.625 - 2.625 10249000.00 3890669.87 Equities NETSUITE INC 549300GBY5VYCIKSRU87 2018-06-01 2018-06-01 0.25 - 0.25 2425987.00 2373419.23 Equities SUNEDISON INC 5493004W8FBXFVSWVZ87 2018-10-01 2022-04-15 0.25 - 2.75 22456000.00 1144934.78 Equities ALCOA DEP-B-1 ABPN11VOHLHX6QR7XQ48 2049-01-01 2049-01-01 N/A 12.00 387.00 Equities PDL BIOPHARMA INC FE4K0NQFI4D86DSOL165 2018-02-01 2018-02-01 4 - 4 10213731.00 9846604.11 Equities SILVER STD RES INC 549300JD2KR7AB9DYJ38 2033-02-01 2033-02-01 2.875 - 2.875 4000000.00 3807597.22 Equities NORTHSTAR RLTY FIN LTD PARTNERSHIP 549300LSY0UESFHBYF53 2033-06-15 2033-06-15 5.375 - 5.375 300000.00 248546.88 Equities ALPHA NAT RES INC 549300C9E158C3V6PT51 2017-12-15 2020-12-15 3.75 - 4.875 4851000.00 12127.50 Equities URSTADT 6.75% CRP-G 549300XXD0YL0AER3Z82 2049-01-01 2049-01-01 N/A 15350.00 427205.85 Equities 7.875% BD CONVERT 1 549300LKT9PW7ZIBDF31 2049-01-01 2049-01-01 7.875 - 7.875 608018.00 35757538.58 Equities ASHFORD 9% CP-E 2049-01-01 2049-01-01 N/A 7500.00 191175.00 Equities WELLTOW 6.5% CCPP-I T6IZ0MBEG5ACZDTR7D06 2049-01-01 2049-01-01 N/A 25994.00 1747056.74 Equities 5.5 ALLER CCP18 -A- 2049-01-01 2049-01-01 N/A 20000.00 16653000.00 Equities SOUTHWESTERN DEP-B EFWMP121W54QV9MGOP87 2049-01-01 2049-01-01 N/A 695203.00 21460916.61 Equities VIPSHOP HLDGS LTD 549300I9F52K06HPZX60 2019-03-15 2019-03-15 1.5 - 1.5 6530000.00 6440245.15 Equities ENERGY XXI BERMUDA LTD 2018-12-15 2018-12-15 3 - 3 7251000.00 27191.25 Equities QIHOO 360 TECHNOLOGY CO LTD 2020-08-15 2021-08-15 0 - 0.5 25262656.00 24832575.65 Equities YY INC 549300N6CHVU5CQZPW24 2019-04-01 2019-04-01 2.25 - 2.25 6955000.00 6863280.93 Equities THERAVANCE INC 549300ACOX4QTBES6535 2023-01-15 2023-01-15 2.125 - 2.125 253000.00 204074.75 Equities TRINA SOLAR LTD 2019-06-15 2019-10-15 N/A 3550000.00 3029913.58 Equities WEYERH 6.375% MCP-A 08IRJODWFYBI7QWRGS31 2049-01-01 2049-01-01 N/A 332457.00 16436674.08 Equities MOLYCORP INC DEL 2018-02-01 2018-02-01 5.5 - 5.5 20000.00 100.00 Equities JDS UNIPHASE CORP 5493006K3E3N1QOBF092 2033-08-15 2033-08-15 0.625 - 0.625 335000.00 326783.71 Equities FIXED RT CONV SR NT 549300Y8J1BDYK6VXC67 2018-11-01 2018-11-01 4 - 4 1783300.00 1401013.98 Equities HORIZON PHARMA INVT LTD 2022-03-15 2022-03-15 2.5 - 2.5 3371000.00 3096403.96 Equities LIBERTY MEDIA CORP DEL FORMERLY LIBERTY SPINCO I 549300ZKUTPIBZLWLL89 2023-10-15 2023-10-15 1.375 - 1.375 1557000.00 1530320.16 Equities ENCORE CAP GROUP INC 5493000UVC6H49CIH830 2017-11-27 2017-11-27 3 - 3 14577000.00 14097854.01 Equities STONE ENERGY CORP 549300A5B8LWWXD85L17 2017-03-01 2017-03-01 1.75 - 1.75 3000.00 1063.60 Equities WHITING PETE CORP 2020-04-01 2020-04-01 1.25 - 1.25 784150.00 623862.12 Equities ISIS PHARMACEUTICALS INC DEL 549300SI4ZGLG0BLUZ92 2021-11-15 2021-11-15 1 - 1 8466000.00 5995028.58 Equities N/A N/A 2016-08-08 2016-08-08 2016-08-08 N N N 0.0132 188013160.00 188013160.00 0.0030 N N N Y ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.63% 00084BJD7 AGF344000 Financial Company Commercial Paper N/A N/A 2016-09-13 2016-09-13 2016-09-13 N N N 0.0063 132860070.70 132860070.70 0.0021 N N N N Australia & New Zealand Banking Group Ltd. Singapore Branch Australia & New Zealand Banking Group Ltd. Singapore Branch, 0.62% 05253WJL7 JHE42UYNWWTJB8YTTU19 AGG138000 Financial Company Commercial Paper N/A N/A 2016-09-20 2016-09-20 2016-09-20 N N N 0.0062 199724380.00 199724380.00 0.0031 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.87% 06417LBQ9 L3I9ZG2KFGXZ61BMYR72 US06417LBQ95 0000009631 Financial Company Commercial Paper N/A N/A 2016-07-06 2016-12-05 2016-12-05 N N N 0.0087 265056710.00 265056710.00 0.0042 N N N N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.41% 09658YG13 R0MUWSFPU8MPRO8K5P83 AGG559000 Financial Company Commercial Paper N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 856531862.87 856531862.87 0.0135 N Y Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.43% 09658YG62 R0MUWSFPU8MPRO8K5P83 AGJ730000 Financial Company Commercial Paper N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0043 99994070.00 99994070.00 0.0016 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.59% 09658YH46 R0MUWSFPU8MPRO8K5P83 AFA010000 Financial Company Commercial Paper N/A N/A 2016-08-04 2016-08-04 2016-08-04 N N N 0.0059 499789500.00 499789500.00 0.0079 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.59% 09659JH55 KGCEPHLVVKVRZYO1T647 AFA510000 Financial Company Commercial Paper N/A N/A 2016-08-05 2016-08-05 2016-08-05 N N N 0.0059 499782000.00 499782000.00 0.0079 N N N N BPCE SA BPCE SA, 0.65% 05571BJ79 9695005MSX1OYEMGDF46 AGA210000 Financial Company Commercial Paper N/A N/A 2016-09-07 2016-09-07 2016-09-07 N N N 0.0065 549466610.00 549466610.00 0.0087 N N N N BPCE SA BPCE SA, 0.68% 05571BG72 9695005MSX1OYEMGDF46 ADG878000 Financial Company Commercial Paper N/A N/A 2016-07-07 2016-07-07 2016-07-07 N N N 0.0068 399973720.00 399973720.00 0.0063 N N Y N BPCE SA BPCE SA, 0.71% 05571BH14 9695005MSX1OYEMGDF46 AED856000 Financial Company Commercial Paper N/A N/A 2016-08-01 2016-08-01 2016-08-01 N N N 0.0071 150946983.90 150946983.90 0.0024 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.64% 1280C2J83 8TFTWWNRV3KXDI3TJE74 AGJ700000 Financial Company Commercial Paper N/A N/A 2016-09-08 2016-09-08 2016-09-08 N N N 0.0064 199809440.00 199809440.00 0.0031 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.64% 1280C2JG5 8TFTWWNRV3KXDI3TJE74 AGG141000 Financial Company Commercial Paper N/A N/A 2016-09-16 2016-09-16 2016-09-16 N N N 0.0064 216758327.10 216758327.10 0.0034 N N N N Credit Suisse AG Credit Suisse AG, 0.90% 2254EAH30 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper N/A N/A 2016-08-03 2016-08-03 2016-08-03 N N N 0.0090 491808562.80 491808562.80 0.0077 N N N N Credit Suisse AG Credit Suisse AG, 1.01% 2254EAH22 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper N/A N/A 2016-08-02 2016-08-02 2016-08-02 N N N 0.0101 338373096.35 338373096.35 0.0053 N N N N DNB Bank ASA DNB Bank ASA, 0.67% 2332K0GF3 549300GKFG0RYRRQ1414 ADB142000 Financial Company Commercial Paper N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0067 499923950.00 499923950.00 0.0079 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 0.65% 63254EK33 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0065 249664850.00 249664850.00 0.0039 N N N N Societe Generale Societe Generale, 0.47% 83369BG59 O2RNE8IBXP4R0TD8PU41 AGI676000 Financial Company Commercial Paper N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0047 600773624.88 600773624.88 0.0095 N N Y N Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.59% 89116EJT1 AGD573000 Financial Company Commercial Paper N/A N/A 2016-09-27 2016-09-27 2016-09-27 N N N 0.0059 484250626.50 484250626.50 0.0076 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.80% 89233AMZ9 Z2VZBHUMB7PWWJ63I008 US89233AMZ92 Financial Company Commercial Paper N/A N/A 2016-07-13 2016-11-08 2016-11-08 N N N 0.0080 200053200.00 200053200.00 0.0032 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.60% 04821THV0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-08-29 2016-08-29 2016-08-29 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 1.0000 N 0.0060 224797500.00 224797500.00 0.0035 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.61% 53127THN6 549300F33VRHM10B9391 AFG558000 Asset Backed Commercial Paper N/A N/A 2016-08-22 2016-08-22 2016-08-22 N Y BANK OF NOVA SCOTIA N/A N/A 1.0000 N 0.0061 49961650.00 49961650.00 0.0008 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.61% 53127THN6 549300F33VRHM10B9391 AFG555000 Asset Backed Commercial Paper N/A N/A 2016-08-22 2016-08-22 2016-08-22 N Y BANK OF NOVA SCOTIA N/A N/A 1.0000 N 0.0061 49961650.00 49961650.00 0.0008 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 0.42% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-07-21 2021-12-31 0 - 3.75 219503600.00 227651438.51 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 223185000.00 223185000.00 0.0035 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc., 0.42% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-07-15 2023-08-15 0.375 - 4.75 32996700.00 33660394.30 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0042 33000000.00 33000000.00 0.0005 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.25% 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-05-15 2020-05-15 3.5 - 3.5 2947592400.00 3252022690.66 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0025 3252000000.00 3252000000.00 0.0512 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.44% ES7IP3U3RHIGC71XBU11 AGJ670000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2025-02-15 1.75 - 2 337651000.00 352040558.71 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 344000000.00 344000000.00 0.0054 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.45% ES7IP3U3RHIGC71XBU11 AHA147000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-02-28 2021-02-28 2 - 2 79605000.00 84172496.09 U.S. Treasuries (including strips) N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0045 82000000.00 82000000.00 0.0013 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.45% ES7IP3U3RHIGC71XBU11 AHA246000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2019-09-30 1.75 - 2.125 80403000.00 84060153.30 U.S. Treasuries (including strips) N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0045 82000000.00 82000000.00 0.0013 N N Y N Royal Bank of Canada Royal Bank of Canada, 0.47% ES7IP3U3RHIGC71XBU11 AGJ271000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2019-09-30 2019-09-30 1.75 - 1.75 83677000.00 86906262.78 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0047 85000000.00 85000000.00 0.0013 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.44%, dated 6/30/2016 due 07/01/2016 B4TYDEB6GKMZO031MB27 AHA274000_04197 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2043-06-15 2.413 - 3.531 544556402.64 531460119.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-10-25 3 - 5.8 809762732.99 371277483.06 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 876433319.12 876433319.12 0.0138 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.41%, dated 6/30/2016 due 07/01/2016 R0MUWSFPU8MPRO8K5P83 AHA312000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-15 2045-05-15 0 - 7.875 30644811.29 34283848.91 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-15 2045-06-01 2.475 - 7.5 48220409.81 6802114.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 0.954 - 4 1852931156.55 48211219.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-01 2046-06-01 2 - 7.5 240919760.25 139080924.41 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 223582485.45 223582485.45 0.0035 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.44%, dated 6/30/2016 due 07/01/2016 R0MUWSFPU8MPRO8K5P83 AHA274000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-15 2045-05-15 0 - 7.875 6278170.36 7023696.18 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2029-09-15 2045-06-01 2.475 - 7.5 9878864.81 1393541.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 0.954 - 4 379608063.55 9876981.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-01-01 2046-06-01 2 - 7.5 49356978.72 28493363.18 Agency Collateralized Mortgage Obligation N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 45805109.40 45805109.40 0.0007 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.41%, dated 6/30/2016 due 07/01/2016 E57ODZWZ7FF32TWEFA76 AHA312000_26602 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-07-15 2028-10-15 0 - 0 1365439.99 1085784.30 Agency Debentures and Agency Strips US TREASURY 2016-07-15 2045-02-15 0.125 - 9.125 145480025.06 162365706.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 1620.38 1647.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2016-08-25 2044-04-01 0.75 - 6.75 5212196.43 4404515.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 8 11804392.30 6151571.11 Agency Mortgage-Backed Securities FINANCE CORPORATION 2017-02-03 2018-02-03 0 - 0 294.59 292.91 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-12-15 2016-12-15 4.875 - 4.875 108.03 110.34 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.375 - 7.95 2667854.67 1524939.43 Agency Debentures and Agency Strips N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 171544201.75 171544201.75 0.0027 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.44%, dated 6/30/2016 due 07/01/2016 1VUV7VQFKUOQSJ21A208 AHA274000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-11-15 2045-11-15 1.75 - 8.5 179090638.65 210053183.87 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 205225432.85 205225432.85 0.0032 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.41%, dated 6/30/2016 due 07/01/2016 CYYGQCGNHMHPSMRL3R97 AHA312000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-15 2045-02-15 0.625 - 8.125 68301213.74 71782788.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-05-01 2045-03-01 3 - 6.5 216287865.40 74394441.85 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-04-30 0.053 - 0.577 2647221.69 2651227.94 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 145870919.86 145870919.86 0.0023 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.41%, dated 6/30/2016 due 07/01/2016 KBVRJ5K57JZ3E2AVWX40 AHA312000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2043-01-01 3.5 - 3.5 9669514.15 7439458.62 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 7293545.99 7293545.99 0.0001 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.44%, dated 6/30/2016 due 07/01/2016 KBVRJ5K57JZ3E2AVWX40 AHA274000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2042-05-01 2043-01-01 3.5 - 3.5 93360889.33 71829304.21 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 70420491.66 70420491.66 0.0011 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.44%, dated 6/30/2016 due 07/01/2016 ZBUT11V806EZRVTWT807 AHA274000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-31 2046-05-15 0.5 - 8.875 182400019.39 204196014.69 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2017-06-01 2046-05-01 2.5 - 7 386691941.95 236474011.10 Agency Mortgage-Backed Securities U.S. TREASURY 2016-07-31 2017-10-31 0.053 - 0.473 2033746.92 2035684.10 U.S. Treasuries (including strips) N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 433790228.66 433790228.66 0.0068 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.41%, dated 6/30/2016 due 07/01/2016 8NAV47T0Y26Q87Y0QP81 AHA312000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2041-02-15 2041-02-15 4.75 - 4.75 34794123.73 52732556.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2040-02-01 2046-03-01 1.994 - 4.5 81614557.65 52076511.53 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0041 102250846.95 102250846.95 0.0016 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.44%, dated 6/30/2016 due 07/01/2016 7TK5RJIZDFROZCA6XF66 AHA274000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-09-29 2017-06-22 0 - 0 82734498.21 82542155.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2025-02-15 2045-12-01 2 - 6 39965224.86 30357533.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2027-06-20 2046-03-20 2 - 8 5492905.99 5598041.38 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-25 2018-01-25 0 - 0 344351.26 344519.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2046-03-01 2 - 8.152 124700210.52 95504342.49 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 210054266.57 210054266.57 0.0033 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.44%, dated 6/30/2016 due 07/01/2016 O2RNE8IBXP4R0TD8PU41 AHA274000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2021-01-15 2021-01-15 0 - 0 17436349.26 16440733.72 Agency Debentures and Agency Strips US TREASURY 2016-11-15 2045-05-15 0.625 - 8.75 47200644.51 52609390.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-02-01 2.152 - 6 144059946.41 2964147.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2043-07-01 1.92 - 6 87425172.65 8178944.66 Agency Mortgage-Backed Securities N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 78344205.39 78344205.39 0.0012 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.44%, dated 6/30/2016 due 07/01/2016 VYVVCKR63DVZZN70PB21 AHA274000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-07-15 2041-02-15 0 - 8.875 505910364.08 533684396.58 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-17 2040-11-02 0.636 - 5.75 44041109.72 44446628.04 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-18 2046-06-01 0 - 9 69311741.51 71552434.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2016-07-06 2036-07-15 0 - 5.75 199205884.29 202136496.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2017-03-15 2046-06-20 2 - 9 223510039.34 198378447.36 Agency Mortgage-Backed Securities FINANCE CORPORATION 2019-04-05 2019-09-26 8.6 - 9.7 6246972.62 7878001.12 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 1.2 - 1.92 133357.02 137127.12 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2042-12-15 0 - 6.75 6311286.65 6744647.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2030-01-15 0.75 - 8.95 36259490.95 37745908.86 Agency Debentures and Agency Strips N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0044 1080853946.35 1080853946.35 0.0170 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, 0.43% 3130A6MN4 US3130A6MN42 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-15 2016-07-15 2016-07-15 N N N 0.0043 500013500.00 500013500.00 0.0079 N N N N Federal Home Loan Bank Federal Home Loan Bank, 0.50% 3130A5WR6 US3130A5WR62 0001026214 U.S. Government Agency Debt N/A N/A 2016-08-03 2017-02-03 2017-02-03 N N N 0.0050 370025160.00 370025160.00 0.0058 N N N N Freddie Mac Freddie Mac, 0.45% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-07-20 2017-04-20 2017-04-20 N N N 0.0045 241931514.00 241931514.00 0.0038 N N N N U.S. Treasury Notes U.S. Treasury Notes, 0.43% 912828M23 US912828M235 U.S. Treasury Debt N/A N/A 2016-07-01 2016-07-01 2017-10-31 N N N 0.0043 210140070.00 210140070.00 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.45% 912828Q86 US912828Q863 U.S. Treasury Debt N/A N/A 2016-07-01 2018-04-30 2018-04-30 N N N 0.0045 350038850.00 350038850.00 0.0055 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.47% 912828RF9 US912828RF91 U.S. Treasury Debt N/A N/A 2016-08-31 2016-08-31 2016-08-31 N N N 0.0047 190220020.00 190220020.00 0.0030 N Y Y N LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.45% LOC Wells Fargo Bank NA VRDN 50212RAA7 US50212RAA77 Variable Rate Demand Note N/A N/A 2016-07-07 2016-07-07 2018-02-01 Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 7 N Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 N 0.0045 37000000.00 37000000.00 0.0006 N N Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.45% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note N/A N/A 2016-07-07 2016-07-07 2024-09-03 Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 7 N Y WELLS FARGO BK NATL ASSN N/A N/A 1.0000 N 0.0045 25155000.00 25155000.00 0.0004 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.78% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Note N/A N/A 2016-07-06 2016-07-07 2017-03-08 Y TOYOTA MOTOR CREDIT CORP N/A N/A 1.0000 7 N N N 0.0078 360000000.00 360000000.00 0.0057 N N Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2016-07-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer