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Citigroup Global Markets, Inc., 0.43% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISH JP MORG EMB 2049-01-01 2049-01-01 N/A 319986.00 37393563.96 Equities ISH 20+Y TRS BD 2049-01-01 2049-01-01 N/A 162400.00 22533000.00 Equities VNGD GLB EX-US RE 2049-01-01 2049-01-01 N/A 643907.00 35794790.13 Equities VANECK JUNIOR GOLD 549300P2HS5GYBL1ME59 2049-01-01 2049-01-01 N/A 825543.00 37025603.55 Equities REAL EST SLCT SECT 549300Y12KQ6ZG08NY28 2049-01-01 2049-01-01 N/A 3621093.00 89705926.72 Equities SPDR GOLD 2049-01-01 2049-01-01 N/A 79059.00 9966968.13 Equities SPDR S&P BIOTECH 549300Y3ODFMPD5XXL58 2049-01-01 2049-01-01 N/A 590200.00 38669904.00 Equities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0043 251000000.00 251000000.00 0.0150 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.60% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US OIL FUND ZR7XWIN3GSRDDWZ9V446 2049-01-01 2049-01-01 N/A 124761.00 1356152.07 Equities FID MERR CORP BOND 549300KFU5ERJA35G588 2049-01-01 2049-01-01 N/A 241274.00 12379768.94 Equities VN EM MK GV IX 2049-01-01 2049-01-01 N/A 131648.00 10702982.40 Equities PWRSH EM SOVDBT POR 2049-01-01 2049-01-01 N/A 413300.00 12630448.00 Equities VANECK GOLD MINERS 549300MJTG2N9QRH7I02 2049-01-01 2049-01-01 N/A 1077704.00 39835949.96 Equities SEL SCT CONS DISCR 549300CD2I087Y919K79 2049-01-01 2049-01-01 N/A 266302.00 21144378.80 Equities DX DLY S&P500 BR 1X 549300T7XOX6HMMC6T83 2049-01-01 2049-01-01 N/A 500000.00 9735000.00 Equities SPDR GOLD 2049-01-01 2049-01-01 N/A 93741.00 11817927.87 Equities SPDR S&P RG BK ETF 549300EFWJBKUN6WJX52 2049-01-01 2049-01-01 N/A 432400.00 17953248.00 Equities CURRENCYSHARES EURO 2049-01-01 2049-01-01 N/A 109800.00 11987964.00 Equities ETCT HULL TCTL US 549300MKXG1WPT0STH40 2049-01-01 2049-01-01 N/A 325000.00 8542625.00 Equities BROOKF 7.625%CRP-A 2049-01-01 2049-01-01 N/A 610976.00 12567776.32 Equities N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0060 157999541.80 157999541.80 0.0094 N N Y N Citigroup Global Markets, Inc. 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Citigroup Global Markets, Inc., 1.70% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N E TRADE ABS CDO V LTD 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 N/A 201000000.00 15784086.69 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO 549300TQCFQE0FHSXI25 2049-12-26 2049-12-26 0.975 - 0.975 33514740.00 15748116.28 Other Instrument COLLATERALIZED DEBT OBLIGATION FAB CBO 2047-01-05 2047-01-05 1.053 - 1.053 31794000.00 15596612.71 Other Instrument COLLATERALIZED DEBT OBLIGATION COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-05-25 2036-05-25 0.915 - 0.915 26975000.00 15943280.32 Asset-Backed Securities COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-09-25 2035-09-25 0.775 - 0.775 11508358.00 7317452.97 Asset-Backed Securities CENTRE SQUARE CDO 2051-11-19 2051-11-19 1.151 - 1.151 25056040.00 14061285.23 Other Instrument COLLATERALIZED DEBT OBLIGATION N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0170 78086010.60 78086010.60 0.0047 N N N Y Credit Suisse Securities (U.S.A.) 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HSBC Securities, Inc., 0.43% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS PLC 213800LBQA1Y9L22JB70 2025-03-16 2045-08-17 3.65 - 5.25 6947000.00 7008441.64 Corporate Debt Securities BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 2017-05-05 2021-09-16 1.846 - 2.112 1896000.00 1912160.19 Corporate Debt Securities UBS GROUP FDG JERSEY LTD 2022-02-01 2022-02-01 2.65 - 2.65 12173000.00 12200275.53 Corporate Debt Securities AMGEN INC. 62QBXGPJ34PQ72Z12S66 2023-08-19 2045-05-01 2.25 - 5.65 11100000.00 11997872.62 Corporate Debt Securities CREDIT SUISSE 2024-09-09 2024-09-09 3.625 - 3.625 6846000.00 7181553.73 Corporate Debt Securities QUESTAR GAS CO. 54930073EOGSPR8HDH46 2018-03-15 2018-03-15 5.31 - 5.31 4975000.00 5315252.76 Corporate Debt Securities GOLDMAN SACHS GROUP, INC. (THE 784F5XWPLTWKTBV3E584 2018-01-18 2018-01-18 5.95 - 5.95 480000.00 512001.57 Corporate Debt Securities DELTA AIR LINES 2022-08-10 2023-01-02 6.718 - 6.821 4222000.00 1764874.76 Corporate Debt Securities AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 2020-03-15 2020-03-15 5.3 - 5.3 39000.00 43579.70 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2042-07-24 2042-07-24 6.375 - 6.375 130000.00 179829.97 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 2020-04-23 2020-04-23 2.6 - 2.6 1525000.00 1574667.62 Corporate Debt Securities MORGAN STANLEY GROUP INC. IGJSJL3JD5P30I6NJZ34 2017-08-28 2025-07-23 4 - 6.25 2749000.00 2931346.67 Corporate Debt Securities AMERICAN EXP CRT CP 9ET6B8VCXWW51H8Z3M54 2018-07-31 2018-07-31 1.8 - 1.8 1600000.00 1614544.11 Corporate Debt Securities SOUTHWEST GAS OQQR1IQTGBKH0UR88X59 2046-09-29 2046-09-29 3.8 - 3.8 1980000.00 2014165.98 Corporate Debt Securities AMERICAN AIRLS 2013-2 CL A 2023-01-15 2023-01-15 4.95 - 4.95 3630000.00 3191768.77 Corporate Debt Securities OCCIDENTAL PETROLEUM CORP. IM7X0T3ECJW4C1T7ON55 2026-04-15 2026-04-15 3.4 - 3.4 25000.00 26882.06 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2020-01-27 2020-01-27 2.65 - 2.65 5390000.00 5537780.54 Corporate Debt Securities THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 2031-09-15 2031-09-15 3.625 - 3.625 55000.00 55329.47 Corporate Debt Securities SANTANDER UK GROUP HLDGS PLC 549300F5XIFGNNW4CF72 2020-10-16 2021-08-05 2.875 - 3.125 1681000.00 1687902.60 Corporate Debt Securities STRYKER CORP 5493002F0SC4JTBU5137 2044-05-15 2046-03-15 4.375 - 4.625 2993000.00 3332914.45 Corporate Debt Securities CITIGROUP, INC. 6SHGI4ZSSLCXXQSBB395 2019-06-07 2020-02-18 2.05 - 2.4 6535000.00 6643638.97 Corporate Debt Securities PHILLIP MORRIS INTERNATIONAL I HL3H1H2BGXWVG3BSWR90 2023-03-06 2044-11-10 2.625 - 4.25 2055000.00 2159169.05 Corporate Debt Securities BANK OF AMERICA N/A B4TYDEB6GKMZO031MB27 2018-12-07 2018-12-07 2.05 - 2.05 510000.00 519549.59 Corporate Debt Securities GILEAD SCIENCES INC. 549300WTZWR07K8MNV44 2020-09-01 2047-03-01 2.55 - 4.5 1366000.00 1452492.42 Corporate Debt Securities BANK OF AMERICA FUNDING CORPOR 9DJT3UXIJIZJI4WXO774 2024-01-22 2024-01-22 4.125 - 4.125 2950000.00 3230726.95 Corporate Debt Securities JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 2021-08-15 2021-08-15 2.295 - 2.295 2415000.00 2434621.75 Corporate Debt Securities UBS GROUP FDG JERSEY LTD 2025-09-24 2025-09-24 4.125 - 4.125 114000.00 120193.33 Corporate Debt Securities MEDTRONIC CORP. D56MRZY2INAN94ZONZ37 2020-03-15 2045-03-15 2.5 - 4.625 999000.00 1080696.56 Corporate Debt Securities AMGEN, INC 2048-06-15 2048-06-15 4.563 - 4.563 33000.00 36047.07 Corporate Debt Securities THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 2043-04-01 2043-04-01 4.2 - 4.2 275000.00 318816.67 Corporate Debt Securities AMERICAN EXPRESS COMPANY R4PP93JZOLY261QX3811 2018-03-19 2018-03-19 7 - 7 147000.00 158931.83 Corporate Debt Securities COOPERATIEVE CENTRALE DG3RU1DBUFHT4ZF9WN62 2023-12-01 2045-08-04 4.625 - 5.25 5405000.00 6262026.94 Corporate Debt Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0043 90000000.00 90000000.00 0.0054 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.55% KBVRJ5K57JZ3E2AVWX40 BAA846000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACHAOGEN 549300W777PKBKSHNX65 2049-01-01 2049-01-01 N/A 16.00 72.96 Equities FIREEYE 549300E9D2UJUFLLY524 2049-01-01 2049-01-01 N/A 80597.00 1167850.53 Equities MEDIWOUND 549300LJKCS74GRYKF90 2049-01-01 2049-01-01 N/A 5.00 39.95 Equities SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 2049-01-01 2049-01-01 N/A 494040.00 13521874.80 Equities AMERICAN TOWER REIT 5493006ORUSIL88JOE18 2049-01-01 2049-01-01 N/A 102453.00 11626366.44 Equities ENSCO -A- 7N0UJMJLXD0MDT5D5086 2049-01-01 2049-01-01 N/A 1265958.00 10608728.04 Equities RESOLUTE FOREST 2049-01-01 2049-01-01 N/A 1.00 4.68 Equities CHESAPEAKE ENERGY X2MT1W32SPAZ9WSKLE78 2049-01-01 2049-01-01 N/A 2966926.00 18157587.12 Equities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 51000000.00 51000000.00 0.0030 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.55% KBVRJ5K57JZ3E2AVWX40 BAA849000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VALEANT PHARMA INTL B3BS7ACMDUWISF18KY76 2049-01-01 2049-01-01 N/A 220133.00 5514331.65 Equities YUM BRANDS 549300JE8XHZZ7OHN517 2049-01-01 2049-01-01 N/A 196.00 17602.76 Equities ESSEX PROPERTY REIT 2049-01-01 2049-01-01 N/A 5.00 1128.15 Equities APPLIED MATERIALS 41BNNE1AFPNAZELZ6K07 2049-01-01 2049-01-01 N/A 168771.00 4992246.18 Equities T-MOBILE US 549300QHIJYOHPACPG31 2049-01-01 2049-01-01 N/A 104130.00 4837879.80 Equities APOLLO CMMCL REIT 2049-01-01 2049-01-01 N/A 1.00 16.37 Equities PITNEY BOWES 549300N2O26NW4ST6W55 2049-01-01 2049-01-01 N/A 4.00 71.92 Equities FACEBOOK-A BQ4BKCS1HXDV9HN80Z93 2049-01-01 2049-01-01 N/A 43999.00 5635831.91 Equities FIREEYE 549300E9D2UJUFLLY524 2049-01-01 2049-01-01 N/A 391953.00 5679398.97 Equities FEDEX 549300E707U7WNPZN687 2049-01-01 2049-01-01 N/A 43449.00 7608788.88 Equities FORTINET 549300O0QJWDBAS0QX03 2049-01-01 2049-01-01 N/A 220386.00 7918468.98 Equities ESTEE LAUDER-A 549300VFZ8XJ9NUPU221 2049-01-01 2049-01-01 N/A 98212.00 8531676.44 Equities SBA COMMUNICATIONS 2049-01-01 2049-01-01 N/A 223.00 24886.80 Equities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 47000000.00 47000000.00 0.0028 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.55% KBVRJ5K57JZ3E2AVWX40 BAA778000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TIME WARNER KNG3XRAA0RHN9H62OK76 2049-01-01 2049-01-01 N/A 16746.00 1316403.06 Equities SWFT TRANSPRTN-A 2049-01-01 2049-01-01 N/A 581257.00 12404024.38 Equities OOMA 2049-01-01 2049-01-01 N/A 17.00 149.77 Equities ISH IBOXX HYCB 2049-01-01 2049-01-01 N/A 39.00 3388.32 Equities CIT GROUP N8O96ZZJQRFYQUJY7K79 2049-01-01 2049-01-01 N/A 61166.00 2186684.50 Equities AXALTA COAT SYST 2049-01-01 2049-01-01 N/A 40469.00 1130299.17 Equities MCEWEN MINING 2049-01-01 2049-01-01 N/A 1.00 3.79 Equities NETLIST 2049-01-01 2049-01-01 N/A 268.00 329.64 Equities APPLIED MATERIALS 41BNNE1AFPNAZELZ6K07 2049-01-01 2049-01-01 N/A 640776.00 18954154.08 Equities COMM SALES&LSG REIT 549300V3NU625PJUVA84 2049-01-01 2049-01-01 N/A 31260.00 981876.60 Equities AMERICAN TOWER REIT 5493006ORUSIL88JOE18 2049-01-01 2049-01-01 N/A 105329.00 11952734.92 Equities APOLLO CMMCL REIT 2049-01-01 2049-01-01 N/A 1.00 16.37 Equities FENIX PARTS 2049-01-01 2049-01-01 N/A 47.00 181.42 Equities FIAT CHRYSLER AUTO 549300LKT9PW7ZIBDF31 2049-01-01 2049-01-01 N/A 200636.00 1231905.04 Equities WESTROCK 549300JEB576INN13W07 2049-01-01 2049-01-01 N/A 2148.00 101621.88 Equities FACEBOOK-A BQ4BKCS1HXDV9HN80Z93 2049-01-01 2049-01-01 N/A 16246.00 2080950.14 Equities MONDELEZ INT-A 549300DV9GIB88LZ5P30 2049-01-01 2049-01-01 N/A 295040.00 12728025.60 Equities MADRIGAL PHARMCTCLS 2049-01-01 2049-01-01 N/A 3.00 36.81 Equities MASTERCARD-A AR5L2ODV9HN37376R084 2049-01-01 2049-01-01 N/A 53658.00 5398531.38 Equities XCERRA 549300NYH7XDAEJS1146 2049-01-01 2049-01-01 N/A 20.00 118.60 Equities VANGUARD REIT ETF 2049-01-01 2049-01-01 N/A 2.00 174.68 Equities RITCHIE BRO AUCTION 5493002H8U24DJXQ4886 2049-01-01 2049-01-01 N/A 13.00 444.73 Equities ENLINK MIDST 2049-01-01 2049-01-01 N/A 1545.00 24658.20 Equities UNITED CONTL 2049-01-01 2049-01-01 N/A 90000.00 4602600.00 Equities APPLE HWUPKR0MPOU8FGXBT394 2049-01-01 2049-01-01 N/A 5833.00 654345.94 Equities MCDONALD'S UE2136O97NLB5BYP9H04 2049-01-01 2049-01-01 N/A 30032.00 3447373.28 Equities ACHAOGEN 549300W777PKBKSHNX65 2049-01-01 2049-01-01 N/A 168.00 766.08 Equities VALEANT PHARMA INTL B3BS7ACMDUWISF18KY76 2049-01-01 2049-01-01 N/A 206165.00 5164433.25 Equities BIOGEN W8J5WZB5IY3K0NDQT671 2049-01-01 2049-01-01 N/A 29975.00 9165755.50 Equities INTERXION 2049-01-01 2049-01-01 N/A 168356.00 6133209.08 Equities SEL SCT TECHNOLOGY 549300BR5T0JNM2MW070 2049-01-01 2049-01-01 N/A 79.00 3754.87 Equities BLACKBERRY 549300HJD8NEGT71RF07 2049-01-01 2049-01-01 N/A 1247.00 9901.18 Equities 8X8 2049-01-01 2049-01-01 N/A 33198.00 504941.58 Equities KB HOME 549300LGUCWQURMWLG09 2049-01-01 2049-01-01 N/A 27645.00 444808.05 Equities ADECOAGRO 2049-01-01 2049-01-01 N/A 155.00 1734.45 Equities CVS HEALTH 549300EJG376EN5NQE29 2049-01-01 2049-01-01 N/A 102175.00 9149771.25 Equities BK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 2049-01-01 2049-01-01 N/A 23.00 1503.05 Equities ACADIA HEALTHCARE 5493005CW985Y9D0NC11 2049-01-01 2049-01-01 N/A 3601.00 171083.51 Equities FIREEYE 549300E9D2UJUFLLY524 2049-01-01 2049-01-01 N/A 218083.00 3160022.67 Equities JPM AL MLP ETN 24-E 2049-01-01 2049-01-01 N/A 6.00 187.86 Equities AMAZON.COM ZXTILKJKG63JELOEG630 2049-01-01 2049-01-01 N/A 1344.00 1114243.20 Equities GLOBAL MEDICAL REIT 549300HFRIPQDYU3GU60 2049-01-01 2049-01-01 N/A 6.00 58.50 Equities RAYTHEON YR6K3WJN0KKLUPZSNL57 2049-01-01 2049-01-01 N/A 9800.00 1338092.00 Equities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 107000000.00 107000000.00 0.0064 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.63% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PIONEER ENERGY SERVICES 2022-03-15 2022-03-15 6.125 - 6.125 8175000.00 5620397.77 Corporate Debt Securities CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 2019-04-15 2022-04-15 3.93 - 6.125 33915000.00 30872358.83 Corporate Debt Securities CAESARS ENTMT RESORT PPTYS LLC 2021-10-01 2021-10-01 11 - 11 19408000.00 21828070.21 Corporate Debt Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0063 54000000.00 54000000.00 0.0032 N Y Y N J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.66% 549300BRNI54SX6NX725 AJI170000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS PLC 213800LBQA1Y9L22JB70 2016-09-30 2016-09-30 N/A 1130254.00 9482831.06 Equities LIMELIGHT NETWORKS, INC.EBENTU 2016-09-30 2016-09-30 N/A 2.00 3.62 Equities BANK OF N T BUTTERFIEL 2016-09-30 2016-09-30 N/A 106957.00 2606542.09 Equities ADR ORANGE 969500MCOONR8990S771 2016-09-30 2016-09-30 N/A 3.00 46.38 Equities AVIVA PLC YF0Y5B0IB8SM0ZFG9G81 2016-09-30 2016-09-30 N/A 33691.00 384751.22 Equities OFFICE DEPOT 549300OI428NU7XTM839 2016-09-30 2016-09-30 N/A 1107420.00 3898118.40 Equities FORWARD PHARMA A/S 54930057YYF35PR5NQ33 2016-09-30 2016-09-30 N/A 1963.00 39966.68 Equities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2016-09-30 2016-09-30 N/A 604702.00 7528539.90 Other Instrument OTHER NOTE ALLIANCE DATA SRA CUM 549300G8S4PO686J7H97 2016-09-30 2016-09-30 N/A 1861.00 396299.95 Equities MONDELEZ INTERNATIONAL INC 549300DV9GIB88LZ5P30 2016-09-30 2016-09-30 N/A 153640.00 6628029.60 Equities ADR TIM PARTICIPACOES SA + 2016-09-30 2016-09-30 N/A 2.00 24.44 Equities ELDORADO GOLD CORP 5493004PWQ01YDD1IH62 2016-09-30 2016-09-30 N/A 962837.00 3870604.74 Equities MITEL NETWORKS CORPORATIONA 549300UFIKCL8N6OYG97 2016-09-30 2016-09-30 N/A 260953.00 1923223.61 Equities CERECOR INC 549300GPK6FPJ3X8SZ39 2016-09-30 2016-09-30 N/A 12.00 53.40 Equities ANWORTH MORTGAGE ASSET CORPORA N2KM5OGWVS7HLNUACF84 2016-09-30 2016-09-30 N/A 2.00 9.88 Equities NOVAGOLD RESOURCE INC 2016-09-30 2016-09-30 N/A 1.00 5.71 Equities 814 COMMERCE DRIVE 0.0 31DEC49 2016-09-30 2016-09-30 N/A 102.00 1477.98 Equities ADR GOLD FIELDS LIMITED 2016-09-30 2016-09-30 N/A 4271766.00 20888935.74 Equities VALEANT PHARMACEUTICALS INTERN B3BS7ACMDUWISF18KY76 2016-09-30 2016-09-30 N/A 2474450.00 61984972.50 Equities BAZAARVOICE INC 54930006T2FD4N316V04 2016-09-30 2016-09-30 N/A 451120.00 2607473.60 Equities PEAK RESORTS INC MO 2016-09-30 2016-09-30 N/A 1105475.00 5571594.00 Equities KAMADA LTD 2016-09-30 2016-09-30 N/A 598390.00 3015885.60 Equities KONINKLIJKE PHILIPS ELECTRONIC H1FJE8H61JGM1JSGM897 2016-09-30 2016-09-30 N/A 3.00 88.14 Equities IAMGOL INTERNATIONAL 5493003RWIRGFJUNQG48 2016-09-30 2016-09-30 N/A 330161.00 1389977.81 Equities LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 2016-09-30 2016-09-30 N/A 63072.00 5880202.56 Equities CHENIERE ENERGY PARTNERS LP 5493000UF6LX68L7NV60 2016-09-30 2016-09-30 N/A 1.00 21.26 Equities MANITOWOC INC 2RTSLGQ89VMY18RHX631 2016-09-30 2016-09-30 N/A 1.00 4.60 Equities VIDEOCON D2H LTD 2016-09-30 2016-09-30 N/A 43242.00 425933.70 Equities PDL BIOPHARMA INC C + FE4K0NQFI4D86DSOL165 2016-09-30 2016-09-30 N/A 1.00 3.23 Equities PARKER DRILLING COMPANY 5493003B4WZ1YZYFR583 2016-09-30 2016-09-30 N/A 2.00 4.22 Equities ENPRESA NACIONAL DE ELECTRICID 549300PVHXUFEIE6LY50 2016-09-30 2016-09-30 N/A 63.00 1287.72 Equities RADIO ONE, INC. 549300PLGIGPBRQUP240 2016-09-30 2016-09-30 N/A 832550.00 2472673.50 Equities PIER 1 IMPORTS, INC. 2016-09-30 2016-09-30 N/A 1531540.00 6845983.80 Equities AMERICAN INTERNATIONAL GROUP, ODVCVCQG2BP6VHV36M30 2016-09-30 2016-09-30 N/A 9905.00 208401.20 Other Instrument OTHER NOTE ENERSIS S.A. 2016-09-30 2016-09-30 N/A 1.00 8.25 Equities AR CAP ACQUISITION CORP 2016-09-30 2016-09-30 N/A 6.00 59.70 Equities KINROSS GOLD CORP 549300UEBMAQDN0K0R06 2016-09-30 2016-09-30 N/A 470002.00 2006908.54 Equities CAESARS ACQUISTION COMPANY CLA 549300Q7XCNHDISIFG33 2016-09-30 2016-09-30 N/A 1988358.00 24556221.30 Equities YANZHOU COAL MINING COMPANY LI 2016-09-30 2016-09-30 N/A 40997.00 280009.51 Equities NII HOLDINGS INC CL B 5493008M1YG2GODK3P05 2016-09-30 2016-09-30 N/A 2938623.00 9815000.82 Equities ARCOS DORADOS HOLDINGS INC 54930023P2MIZN13DQ85 2016-09-30 2016-09-30 N/A 2.00 10.54 Equities TEVA PHARMACEUTICAL INDUSTRIES 549300BAFGM4RC74ZJ94 2016-09-30 2016-09-30 N/A 359423.00 16637690.67 Equities ARC DOCUMENT SOLUTIONSINC 2016-09-30 2016-09-30 N/A 1.00 3.73 Equities APPROACH RESOURCES INC. RT1CXTWSQAHGJ413C496 2016-09-30 2016-09-30 N/A 141920.00 488204.80 Equities PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 2016-09-30 2016-09-30 N/A 43250.00 1540565.00 Equities AMERICAN CAPITAL LIMITED IX05XKCONTEBR8CL9Q86 2016-09-30 2016-09-30 N/A 790159.00 13401096.64 Equities NETEASE.COM, INC. 2016-09-30 2016-09-30 N/A 165.00 39939.90 Equities SCORPIO BULKERS INC 2016-09-30 2016-09-30 N/A 2.00 6.78 Equities RIGEL PHARMACEUTICALS, INC. 2016-09-30 2016-09-30 N/A 1.00 3.57 Equities AMBAC FINANCIAL GROUP INC. 5493000UC0RBBNDHI717 2016-09-30 2016-09-30 N/A 33525.00 607473.00 Equities N/A N/A 2016-10-07 2016-10-07 2016-10-24 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A 1.0000 7 N N N 0.0066 200000000.00 200000000.00 0.0119 N N Y N J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 1.37% 549300BRNI54SX6NX725 AJI113000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FLUIDIGM CORPORATIONE 3 YEAR 2 549300GX8Y96GSB6YP89 2016-09-30 2016-09-30 N/A 1576000.00 980402.81 Corporate Debt Securities IRONWOOD PHARMACEUTICALS INC 2016-09-30 2016-09-30 N/A 676000.00 807566.50 Corporate Debt Securities INTEL CORPORATION KNX4USFCNGPY45LOCE31 2016-09-30 2016-09-30 N/A 20000.00 27461.72 Corporate Debt Securities NETSUITE, INC. 549300GBY5VYCIKSRU87 2016-09-30 2016-09-30 N/A 1520000.00 1666046.16 Corporate Debt Securities TESLA MOTORS, INC. 2016-09-30 2016-09-30 N/A 32700000.00 27805169.70 Corporate Debt Securities CLEARWIRE COMMUNICATIONS INC L 2016-09-30 2016-09-30 N/A 1471000.00 1578088.80 Corporate Debt Securities OASIS PETE INC NEW 2016-09-30 2016-09-30 N/A 13007000.00 13033989.53 Corporate Debt Securities PDL BIOPHARMA INC C + FE4K0NQFI4D86DSOL165 2016-09-30 2016-09-30 N/A 7176000.00 7017525.22 Corporate Debt Securities APOLLO COMMERCIAL REAL ESTATE 2016-09-30 2016-09-30 N/A 531000.00 553325.36 Corporate Debt Securities MERCADOLIBRE, CVPFD C 2016-09-30 2016-09-30 N/A 2970000.00 4501406.25 Corporate Debt Securities PROSPECT ENERGY CORPORATION 549300FSD8T39P5Q0O47 2016-09-30 2016-09-30 N/A 7716000.00 7962155.83 Corporate Debt Securities BLACKSTONE MTG TR INC 549300OLDJ20R2Y2UW20 2016-09-30 2016-09-30 N/A 3388000.00 3803030.00 Corporate Debt Securities BIOMARIN PHARMACEUTICAL, INC. NSLL8ITTRR0J5HEMR848 2016-09-30 2016-09-30 N/A 537000.00 682642.99 Corporate Debt Securities ARIAD PHARMACEUTICALS, INC. 549300XQ24MXF2Y7K535 2016-09-30 2016-09-30 N/A 590000.00 968183.51 Corporate Debt Securities CIENA CORPORATION W0CZ7N0GH8UIGXDM1H41 2016-09-30 2016-09-30 N/A 1050000.00 1355540.55 Corporate Debt Securities WEBMD HEALTH CORP. 549300LJX6TBSG0JPD93 2016-09-30 2016-09-30 N/A 1431000.00 1668903.75 Corporate Debt Securities SOLARCITY CORP 54930035YLO0PKMDT602 2016-09-30 2016-09-30 N/A 9408000.00 7119692.16 Corporate Debt Securities CALAMP CORP 2016-09-30 2016-09-30 N/A 6268000.00 6243792.98 Corporate Debt Securities PFD SUNPOWER CORPONE 549300TXO070764WUH65 2016-09-30 2016-09-30 N/A 547000.00 421673.55 Corporate Debt Securities SM ENERGY COMPANY 84BUTVXV5ODI6BXNMH43 2016-09-30 2016-09-30 N/A 2126000.00 2380037.87 Corporate Debt Securities DYCOM INDUSTRIES, INC. 549300F56EKTHQI3WT60 2016-09-30 2016-09-30 N/A 4242084.00 4671947.10 Corporate Debt Securities PATTERN ENERGY GROUP INC 549300YTEUCT3H1Y2T51 2016-09-30 2016-09-30 N/A 7013114.00 7168980.46 Corporate Debt Securities ALON USA ENERGY, INC. 549300C0BW0TQ4BDMJ22 2016-09-30 2016-09-30 N/A 3515000.00 3358452.45 Corporate Debt Securities WEB.COM GROUP INC 2016-09-30 2016-09-30 N/A 750000.00 712482.75 Corporate Debt Securities WTS144 CORENERGY INFASTRUCTURE 549300RWMFYIPNXWXM78 2016-09-30 2016-09-30 N/A 6449000.00 6485185.34 Corporate Debt Securities D. R. HORTON, INC. 2016-09-30 2016-09-30 N/A 217425.00 6553189.50 Equities DEPOMED, INC. 2016-09-30 2016-09-30 N/A 4589000.00 6449990.94 Corporate Debt Securities ICONIX BRAND GROUP INC *- ZVNLR337TQLJ2PKYHL98 2016-09-30 2016-09-30 N/A 1999000.00 1765448.83 Corporate Debt Securities QUIDEL CORP. 549300X2FQ6S98OQLQ46 2016-09-30 2016-09-30 N/A 9392000.00 9557947.25 Corporate Debt Securities EZ CORP INC. 5493003K6PG3ZQ7TUQ63 2016-09-30 2016-09-30 N/A 281000.00 277458.28 Corporate Debt Securities PFD INSULET CORP SER C 549300TZTYD2PYN92D43 2016-09-30 2016-09-30 N/A 3114000.00 3536999.53 Corporate Debt Securities EURONET SERVICES INC. YG3575C4DSHJPA5KET68 2016-09-30 2016-09-30 N/A 1670000.00 2041575.00 Corporate Debt Securities PFD INPHI THINK FAST B 2016-09-30 2016-09-30 N/A 5875000.00 6895174.75 Corporate Debt Securities N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0137 137999917.20 137999917.20 0.0082 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.57% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2023-12-15 2046-05-15 1.695 - 6.5 279653110.00 71043143.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2034-11-20 2055-08-16 0.118 - 16.5 2629163499.00 251650586.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-25 2046-09-25 0.22 - 7 705421692.00 67686513.31 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0057 378997422.80 378997422.80 0.0226 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.37% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOWD PT MTG TR 2015-2 2057-11-25 2057-11-25 N/A 9458000.00 9040751.81 Private Label Collateralized Mortgage Obligations BEAR STEARNS ASSET BACKED SECU 2034-01-25 2034-01-25 5.75 - 5.75 75000000.00 5134434.81 Private Label Collateralized Mortgage Obligations BAYVIEW COMMERCIAL ASSET TRUST 2037-03-25 2037-03-25 0.795 - 0.795 10000.00 2628.83 Private Label Collateralized Mortgage Obligations WINWATER MTG LN TR 2015-1 5493006H0W2XGUBIBK91 2045-01-20 2045-01-20 3.918 - 3.918 2402000.00 2224236.82 Private Label Collateralized Mortgage Obligations CITIGROUP MORTGAGE LOAN TRUST 2047-03-10 2047-03-10 0.5 - 0.5 21596000.00 608751.86 Private Label Collateralized Mortgage Obligations CWALT, INC. 2004-2CB 2034-08-25 2034-08-25 6.925 - 6.925 36888800.00 615144.62 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SECS TR 2047-08-15 2047-08-15 0.916 - 0.916 15018000.00 757382.47 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2014-J1 2044-06-25 2044-06-25 3.684 - 3.684 2289000.00 1648612.30 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2047-05-10 2047-05-10 1.408 - 1.408 24705000.00 2080046.75 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.94 - 5.94 61274000.00 61975437.11 Private Label Collateralized Mortgage Obligations JPMORGAN CHASE COMMERCIAL MTG 2043-12-12 2043-12-12 5.464 - 5.464 31009000.00 31209871.12 Private Label Collateralized Mortgage Obligations J.R. SIMPLOT COMPANY SENIOR NO 2047-09-15 2047-09-15 1.244 - 1.244 30502000.00 2253410.32 Private Label Collateralized Mortgage Obligations GE COMMERCIAL MORTGAGE CORPORA 2045-11-10 2048-06-10 4.632 - 5.632 1096000.00 1097564.67 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITAL I INC. 5493007NPTW49ZOONV52 2049-04-15 2049-04-15 5.865 - 5.865 57773.00 56148.03 Private Label Collateralized Mortgage Obligations COBALT CMBS COMMERCIAL MORTGAG 2047-04-15 2047-04-15 0.794 - 0.794 8112.00 7408.48 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SECS TR 2045-07-15 2045-07-15 4.221 - 4.221 8323000.00 6183337.89 Private Label Collateralized Mortgage Obligations ML-CFC COMMERCIAL MORTGAGE TRU 2049-08-12 2049-08-12 6.069 - 6.069 8093.00 7937.52 Private Label Collateralized Mortgage Obligations J P MORGAN MTG TR 2015-5 2045-05-25 2045-05-25 2.892 - 2.892 4162000.00 3448516.31 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC18 2047-01-10 2047-01-10 1.388 - 1.388 22273000.00 1729378.21 Private Label Collateralized Mortgage Obligations MILL CITY MTG LN TR 2015-2 2057-09-25 2057-09-25 3.5 - 3.5 7405000.00 5576412.27 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2012-C8 2045-08-15 2045-08-15 5.031 - 5.031 18000.00 14957.67 Private Label Collateralized Mortgage Obligations N/A N/A 2016-11-14 2016-11-14 2016-11-14 Y JPMORGAN SECS (NON GOV REPO) N/A N/A 1.0000 45 N N N 0.0137 125080500.00 125080500.00 0.0075 N N N Y Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISH CR US AGG BOND 549300F7VSXTKBGHJE47 2049-01-01 2049-01-01 N/A 179698.00 20223212.92 Equities VANECK JUNIOR GOLD 549300P2HS5GYBL1ME59 2049-01-01 2049-01-01 N/A 166585.00 7471337.25 Equities PRSH ULTSHT YEN 7S6X03X7JRP1HQPIL686 2049-01-01 2049-01-01 N/A 571071.00 29384921.98 Equities SPDR S&P RG BK ETF 549300EFWJBKUN6WJX52 2049-01-01 2049-01-01 N/A 342096.00 14203825.92 Equities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 66000000.00 66000000.00 0.0039 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-08-01 3 - 4 338680764.00 351921505.30 Agency Mortgage-Backed Securities N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0055 344997067.50 344997067.50 0.0206 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. 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3.542 1000000.00 6093.47 Other Instrument COLLATERALIZED DEBT OBLIGATION NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2036-05-25 2036-05-25 0.705 - 0.705 36500000.00 9055150.67 Asset-Backed Securities SG MORTGAGE SECURITIES TRUST 2036-10-25 2036-10-25 0.665 - 0.665 151241000.00 30481633.35 Asset-Backed Securities MORGAN STANLEY ABS 2036-07-25 2036-07-25 0.615 - 0.615 30000000.00 3404641.20 Asset-Backed Securities BEAR STEARNS ASSET BACKED SECURITIES TRUST 2037-04-25 2037-04-25 0.664 - 0.664 50500000.00 15034856.06 Asset-Backed Securities CBRE REALTY FINANCE CDO 2052-04-07 2052-04-07 1.557 - 2.207 22000000.00 6499503.84 Other Instrument COLLATERALIZED DEBT OBLIGATION POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2036-01-25 2036-01-25 5.68 - 5.68 21674000.00 6347024.73 Asset-Backed Securities PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2034-09-25 2034-09-25 2.325 - 2.325 7000000.00 1541665.47 Asset-Backed Securities EMC MORTGAGE LOAN TRUST 2040-08-25 2042-04-25 0.994 - 1.624 67234000.00 6571179.43 Asset-Backed Securities TABERNA PREFERRED FUNDING 2035-07-05 2035-07-05 2.453 - 2.453 2000000.00 401777.17 Other Instrument COLLATERALIZED DEBT OBLIGATION LONG BEACH MORTGAGE LOAN TRUST 2036-09-25 2036-09-25 0.765 - 0.765 13000000.00 3877948.83 Asset-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0048 129000000.00 129000000.00 0.0077 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2017-01-15 2077-05-15 0 - 7.5 53534736.00 58393937.02 Corporate Debt Securities N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0055 56000000.00 56000000.00 0.0033 N N 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 GPT PPTY TR LP 549300422DOJNPEEDO10 2019-03-15 2019-03-15 3.75 - 3.75 17942.00 23756.33 Equities AUSTRALIA & NEW ZEALAND BKG GROUP LTD JHE42UYNWWTJB8YTTU19 2026-05-19 2026-05-19 4.4 - 4.4 951825.00 1026296.85 Equities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0060 1000000.00 1000000.00 0.0001 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 AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 2049-01-01 2049-01-01 N/A 709794.00 41451969.60 Equities CITIGROUP 40 FR 2049-01-01 2049-01-01 N/A 1013137.00 26594846.25 Equities N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0060 62999911.80 62999911.80 0.0038 N N 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 BEVERAGE PACKAGING HLDGS LUXEMBOURG II S A / BEV 2016-12-15 2016-12-15 5.625 - 5.625 12036000.00 12259944.82 Corporate Debt Securities WIRECO WORLDGROUP INC 5493008NQ1Q5T2GZOJ37 2017-05-15 2017-05-15 9.5 - 9.5 29269000.00 30311708.11 Corporate Debt Securities TERRAFORM PWR OPER LLC 5493000S2OLR3UT5BE13 2023-02-01 2023-02-01 5.875 - 5.875 2412000.00 2515389.37 Corporate Debt Securities HEXION INC 54930030FZF8HYAEHM46 2020-04-15 2020-04-15 10 - 10 16872000.00 17392220.02 Corporate Debt Securities INVENTIV HEALTH INC 549300IM8QZ2K8CD9246 2018-08-15 2018-08-15 10 - 10 6014000.00 6089175.00 Corporate Debt Securities NEEDLE MERGER SUB CORP 2019-03-15 2019-03-15 8.125 - 8.125 14580000.00 14592909.38 Corporate Debt Securities DH SVCS LUXEMBOURG S A R L 2020-12-15 2020-12-15 7.75 - 7.75 1883000.00 2005591.14 Corporate Debt Securities ANCESTRY COM HLDGS LLC 2018-10-15 2018-10-15 10.375 - 10.375 6536000.00 6906032.93 Corporate Debt Securities WILLIAMS CLAYTON ENERGY INC 549300F5W11P2Z0IRY28 2019-04-01 2019-04-01 7.75 - 7.75 8969000.00 9112815.43 Corporate Debt Securities OVERSEAS SHIPHOLDING GROUP INC 2018-03-30 2018-03-30 8.125 - 8.125 6718000.00 7070695.00 Corporate Debt Securities ROC FIN LLC / ROC FIN CORP 2018-09-01 2018-09-01 12.125 - 12.125 7039000.00 7310123.70 Corporate Debt Securities N/A N/A 2016-10-07 2016-10-07 2016-10-07 N N N 0.0060 107000000.00 107000000.00 0.0064 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 0.93% 06417LBQ9 L3I9ZG2KFGXZ61BMYR72 US06417LBQ95 0000009631 Financial Company Commercial Paper N/A N/A 2016-10-05 2016-12-05 2016-12-05 N N N 0.0093 150075900.00 150075900.00 0.0090 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.60% 06742Q7M8 G5GSEF7VJP5I7OUK5573 AJJ491000 Financial Company Commercial Paper N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0060 65997762.60 65997762.60 0.0039 N N Y N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.80% 06742Q4V1 G5GSEF7VJP5I7OUK5573 AJE474000 Financial Company Commercial Paper N/A N/A 2016-10-12 2016-10-12 2016-10-12 N N N 0.0080 61993056.00 61993056.00 0.0037 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.80% 06742Q7H9 G5GSEF7VJP5I7OUK5573 AJE458000 Financial Company Commercial Paper N/A N/A 2016-10-13 2016-10-13 2016-10-13 N N N 0.0080 61992386.40 61992386.40 0.0037 N N N N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LK55 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-10-05 2016-10-05 2016-10-05 N N N 0.0047 58996106.00 58996106.00 0.0035 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.47% 07274LK63 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0047 158987200.50 158987200.50 0.0095 N N Y N BPCE SA BPCE SA, 0.70% 05571BK36 9695005MSX1OYEMGDF46 AHC531000 Financial Company Commercial Paper N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0070 149995035.00 149995035.00 0.0089 N Y Y N BPCE SA BPCE SA, 0.85% 05571BKX0 9695005MSX1OYEMGDF46 AHE286000 Financial Company Commercial Paper N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0085 149937225.00 149937225.00 0.0089 N N N N BPCE SA BPCE SA, 1.00% 05571BMM2 9695005MSX1OYEMGDF46 AJH714000 Financial Company Commercial Paper N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0100 162689990.30 162689990.30 0.0097 N N N N BPCE SA BPCE SA, 1.01% 05571BL19 9695005MSX1OYEMGDF46 AIG560000 Financial Company Commercial Paper N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0101 92959572.90 92959572.90 0.0055 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.97% 20272ASL1 MSFSBD3QN1GSN7Q6C537 US20272ASL16 0000008565 Financial Company Commercial Paper N/A N/A 2016-10-11 2017-02-08 2017-02-08 N N N 0.0097 200026600.00 200026600.00 0.0119 N N N N Credit Agricole CIB Credit Agricole CIB, 0.98% 22533TM11 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0098 104893131.00 104893131.00 0.0063 N N N N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.45% 5148X0K46 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0045 470985493.20 470985493.20 0.0281 N N Y N Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.48% 5148X0K46 B81CK4ESI35472RHJ606 0000878519 Financial Company Commercial Paper N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0048 34998922.00 34998922.00 0.0021 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.88% 89233ANA3 Z2VZBHUMB7PWWJ63I008 US89233ANA33 Financial Company Commercial Paper N/A N/A 2016-10-13 2016-11-09 2016-11-09 N N N 0.0088 100036800.00 100036800.00 0.0060 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.88% 89233AMZ9 Z2VZBHUMB7PWWJ63I008 US89233AMZ92 Financial Company Commercial Paper N/A N/A 2016-10-13 2016-11-08 2016-11-08 N N N 0.0088 50018150.00 50018150.00 0.0030 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.00% 04821TL86 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-11-08 2016-11-08 2016-11-08 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 0.9900 N 0.0100 149899575.00 149899575.00 0.0089 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.00% 04821TLF0 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-11-15 2016-11-15 2016-11-15 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 0.9900 N 0.0100 89924445.00 89924445.00 0.0054 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.00% 04821TMD4 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper N/A N/A 2016-12-13 2016-12-13 2016-12-13 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A 0.9900 N 0.0100 88847427.30 88847427.30 0.0053 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.00% 38346LMD5 549300Z2ZR7VTUMRPR17 AJD540000 Asset Backed Commercial Paper N/A N/A 2016-12-13 2016-12-13 2016-12-13 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0100 44523542.22 44523542.22 0.0027 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.00% 38346LME3 549300Z2ZR7VTUMRPR17 AJD542000 Asset Backed Commercial Paper N/A N/A 2016-12-14 2016-12-14 2016-12-14 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0100 105215550.00 105215550.00 0.0063 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.03% 38346LMK9 549300Z2ZR7VTUMRPR17 AJH245000 Asset Backed Commercial Paper N/A N/A 2016-12-19 2016-12-19 2016-12-19 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0103 57887868.60 57887868.60 0.0035 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.03% 38346LML7 549300Z2ZR7VTUMRPR17 AJH247000 Asset Backed Commercial Paper N/A N/A 2016-12-20 2016-12-20 2016-12-20 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0103 77720510.35 77720510.35 0.0046 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.03% 38346LML7 549300Z2ZR7VTUMRPR17 AJH258000 Asset Backed Commercial Paper N/A N/A 2016-12-20 2016-12-20 2016-12-20 N Y BANK TOKYO-MITSUBISHI UFJ LTD N/A N/A 1.0000 N 0.0103 13972406.00 13972406.00 0.0008 N N N N BAT International Finance PLC BAT International Finance PLC, 0.70% 05531MK49 21380041YBGOQDFAC823 AJJ535000 Non-Financial Company Commercial Paper N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0070 21948230.83 21948230.83 0.0013 N N Y N Eversource Energy Eversource Energy, 0.63% 30040XK47 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper N/A N/A 2016-10-04 2016-10-04 2016-10-04 N N N 0.0063 58995905.40 58995905.40 0.0035 N N Y N Florida Power & Light Co. Florida Power & Light Co., 0.54% 34108AK63 A89MY1K3YLIGJMYWVX50 0000037634 Non-Financial Company Commercial Paper N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0054 59993652.00 59993652.00 0.0036 N N Y N Sempra Global Sempra Global, 0.98% 81685LKX2 AJI131000 Non-Financial Company Commercial Paper N/A N/A 2016-10-31 2016-10-31 2016-10-31 N N N 0.0098 96931421.00 96931421.00 0.0058 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TK39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0054 76000000.00 76000000.00 0.0045 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TK39 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0054 50000000.00 50000000.00 0.0030 N Y Y N Bank of Montreal London Branch Bank of Montreal London Branch, 0.45% NQQ6HPCNCCU6TUTQYE16 BAA225000 Non-Negotiable Time Deposit N/A N/A 2016-10-06 2016-10-06 2016-10-06 N N N 0.0045 480000000.00 480000000.00 0.0286 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.45% G5GSEF7VJP5I7OUK5573 BAA764000 Non-Negotiable Time Deposit N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0045 649000000.00 649000000.00 0.0387 N Y Y N BNP Paribas BNP Paribas, 0.30% R0MUWSFPU8MPRO8K5P83 BAA868000 Non-Negotiable Time Deposit N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0030 300000000.00 300000000.00 0.0179 N Y Y N Citizens Bank NA Citizens Bank NA, 0.47% DRMSV1Q0EKMEXLAU1P80 AJJ459000 Non-Negotiable Time Deposit N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0047 350000000.00 350000000.00 0.0209 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.30% 1VUV7VQFKUOQSJ21A208 BAA872000 Non-Negotiable Time Deposit N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0030 100000000.00 100000000.00 0.0060 N Y Y N New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.85% Series 2008 BB2, (Liquidity Facility Bank of America NA) VRDN 64972FPL4 US64972FPL49 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2035-06-15 Y BANK OF AMERICA NA N/A N/A 1.0000 3 Y N N 0.0085 47010000.00 47010000.00 0.0028 N Y Y N New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.86% Series 2008 BB3, (Liquidity Facility Royal Bank of Canada) VRDN 64972FPM2 US64972FPM22 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2034-06-15 Y ROYAL BANK OF CANADA N/A N/A 1.0000 7 Y N N 0.0086 62000000.00 62000000.00 0.0037 N N Y N New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.86% Series 2008 B1, (Liquidity Facility Royal Bank of Canada) VRDN 64972GBF0 US64972GBF00 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2024-06-15 Y ROYAL BANK OF CANADA N/A N/A 1.0000 7 Y N N 0.0086 57900000.00 57900000.00 0.0035 N N Y N New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.88% Series 2011 DD-3B, (Liquidity Facility State Street Bank & Trust Co., Boston) VRDN 64972FX50 US64972FX509 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2043-06-15 Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 3 Y N N 0.0088 34670000.00 34670000.00 0.0021 N Y Y N New York City Transitional Fin. Auth. Rev. New York City Transitional Fin. Auth. Rev., 0.87% Series 2003 A4, (Liquidity Facility TD Banknorth, NA) VRDN 64971QPQ0 US64971QPQ00 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2029-11-01 Y TD BANK NA WILMINGTON DE N/A N/A 1.0000 3 Y N N 0.0087 34450000.00 34450000.00 0.0021 N Y Y N New York City Transitional Fin. Auth. Rev. New York City Transitional Fin. Auth. Rev., 0.91% Series 2015 A3, (Liquidity Facility Mizuho Corporate Bank Ltd.) VRDN 64971WGW4 US64971WGW47 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2043-08-01 Y MIZUHO BANK LTD NY BRANCH N/A N/A 1.0000 3 Y N N 0.0091 60000000.00 60000000.00 0.0036 N Y Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.89% (455 West 37th Street Hsg. Proj.) Series A, LOC Landesbank Hessen-Thuringen VRDN 64986ML29 US64986ML294 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2041-05-01 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 3 N Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 N 0.0089 66460000.00 66460000.00 0.0040 N Y Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.89% (350 West 43rd Street Hsg. Proj.) Series 2002 A, LOC Landesbank Hessen-Thuringen VRDN 64986MKH7 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2034-11-01 Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 3 N Y LANDESBANK HESS-THURNGN(UNGTD) N/A N/A 1.0000 N 0.0089 49000000.00 49000000.00 0.0029 N Y Y N New York Local Govt. Assistance Corp. New York Local Govt. Assistance Corp., 0.85% Series 2008 B, (Liquidity Facility JPMorgan Chase Bank) VRDN 649876K57 US649876K576 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2021-04-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 Y N N 0.0085 39000000.00 39000000.00 0.0023 N N Y N New York Metropolitan Trans. Auth. Dedicated Tax Fund Rev. New York Metropolitan Trans. Auth. Dedicated Tax Fund Rev., 0.84% Series 2016, LOC Bank of Tokyo-Mitsubishi UFJ Ltd. VRDN 59259N2Z5 US59259N2Z52 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2022-11-01 Y BANK OF TOKYO-MITSUBISHI NY BR N/A N/A 1.0000 7 N Y BANK OF TOKYO-MITSUBISHI NY BR N/A N/A 1.0000 N 0.0084 65000000.00 65000000.00 0.0039 N N Y N California Edl. Facilities Auth. Rev. California Edl. Facilities Auth. Rev., 0.82% (Univ. of San Francisco Proj.) Series 2005 B, LOC JPMorgan Chase Bank VRDN 1301757W6 US1301757W63 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2035-10-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0082 17600000.00 17600000.00 0.0011 N N Y N Los Angeles Dept. of Wtr. & Pwr. Rev. Los Angeles Dept. of Wtr. & Pwr. Rev., 0.83% Series 2001 B1, (Liquidity Facility Barclays Bank PLC) VRDN 544495DF8 US544495DF82 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2034-07-01 Y BARCLAYS BANK PLC N/A N/A 1.0000 7 Y N N 0.0083 34400000.00 34400000.00 0.0021 N N Y N Riverside Ctfs. of Prtn. Riverside Ctfs. of Prtn., 0.88% (Riverside Renaissance Proj.) Series 2008, LOC Bank of America NA VRDN 768861GA8 US768861GA85 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2037-03-01 Y BANK OF AMERICA NA N/A N/A 1.0000 7 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0088 37280000.00 37280000.00 0.0022 N N Y N San Francisco City & County Arpts. Commission Int'l. Arpt. Rev. San Francisco City & County Arpts. Commission Int'l. Arpt. Rev., 0.86% Series 2010 A1, LOC Bank of America NA VRDN 79765A3K0 US79765A3K08 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2030-05-01 Y BANK OF AMERICA NA N/A N/A 1.0000 7 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0086 82440000.00 82440000.00 0.0049 N N Y N Clark County Arpt. Rev. Clark County Arpt. Rev., 0.84% Series 2008 D3, LOC Bank of America NA VRDN 18085PKE3 US18085PKE33 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2029-07-01 Y BANK OF AMERICA NA N/A N/A 1.0000 7 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0084 72125000.00 72125000.00 0.0043 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.84% (The Univ. of Chicago Med. Ctr. Proj.) Series 2010 A, LOC Bank of America NA VRDN 45200F6J3 US45200F6J30 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2044-08-01 Y BANK OF AMERICA NA N/A N/A 1.0000 3 N Y BANK OF AMERICA NA N/A N/A 1.0000 N 0.0084 46250000.00 46250000.00 0.0028 N Y Y N Univ. of Illinois Rev. Univ. of Illinois Rev., 0.85% Series 2008, LOC Wells Fargo Bank NA VRDN 914353VZ7 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2026-10-01 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 0.0085 22080000.00 22080000.00 0.0013 N N Y N LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.65% LOC Wells Fargo Bank NA VRDN 50212RAA7 US50212RAA77 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 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 0.0065 67000000.00 67000000.00 0.0040 N N Y N Riesel Indl. Dev. Corp. Riesel Indl. Dev. Corp., 0.87% (Sandy Creek Energy Assoc. Proj.) LOC BNP Paribas SA VRDN 766511AA7 US766511AA71 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2042-10-01 Y BNP PARIBAS N/A N/A 1.0000 7 N Y BNP PARIBAS N/A N/A 1.0000 N 0.0087 50000000.00 50000000.00 0.0030 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.88% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2035-07-01 Y BARCLAYS BANK PLC N/A N/A 1.0000 7 N Y BARCLAYS BANK PLC N/A N/A 1.0000 N 0.0088 42600000.00 42600000.00 0.0025 N N Y N Clackamas County Hosp. Facility Auth. Clackamas County Hosp. Facility Auth., 0.83% (Legacy Health Sys. Proj.) Series 2008 C, LOC U.S. Bank NA, Cincinnati VRDN 179027VL8 US179027VL84 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2037-06-01 Y US BANK NA CINCINNATI OHIO N/A N/A 1.0000 7 N Y US BANK NA CINCINNATI OHIO N/A N/A 1.0000 N 0.0083 40600000.00 40600000.00 0.0024 N N Y N New Jersey Hsg. & Mtg. Fin. Agcy. Multi-family Rev. New Jersey Hsg. & Mtg. Fin. Agcy. Multi-family Rev., 0.88% Series 2013 5, LOC Citibank NA VRDN 646108KM1 US646108KM11 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2046-11-01 Y CITIBANK NA N/A N/A 1.0000 7 N Y CITIBANK NA N/A N/A 1.0000 N 0.0088 36570000.00 36570000.00 0.0022 N N Y N Middletown Hosp. Facilities Rev. Middletown Hosp. Facilities Rev., 0.87% Series 2008 B, LOC PNC Bank NA VRDN 597146AM1 US597146AM12 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2039-11-15 Y PNC BANK NA PITTSBURGH PA N/A N/A 1.0000 7 N Y PNC BANK NA PITTSBURGH PA N/A N/A 1.0000 N 0.0087 32360000.00 32360000.00 0.0019 N N Y N Hennepin County Gen. Oblig. Hennepin County Gen. Oblig., 0.84% Series 2013 C, (Liquidity Facility U.S. Bank NA, Cincinnati) VRDN 425507BF6 US425507BF66 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2033-12-01 Y US BANK NA CINCINNATI OHIO N/A N/A 1.0000 7 Y N N 0.0084 30275000.00 30275000.00 0.0018 N N Y N New Mexico Fin. Auth. Trans. Rev. New Mexico Fin. Auth. Trans. Rev., 0.86% Series 2008 B1, LOC State Street Bank & Trust Co., Boston VRDN 64711RFM3 US64711RFM34 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2026-12-15 Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 7 N Y STATE ST BK & TR CO BOSTON N/A N/A 1.0000 N 0.0086 29760000.00 29760000.00 0.0018 N N Y N Tuscaloosa County Indl. Dev. Gulf Opportunity Tuscaloosa County Indl. Dev. Gulf Opportunity, 0.85% (Hunt Refining Proj.) Series 2011 A, LOC JPMorgan Chase Bank VRDN 90068FAJ5 US90068FAJ57 Variable Rate Demand Note N/A N/A 2016-10-07 2016-10-07 2028-06-01 Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 7 N Y JPMORGAN CHASE BANK NA N/A N/A 1.0000 N 0.0085 18200000.00 18200000.00 0.0011 N N Y N Burke County Indl. Dev. Auth. Poll. Cont. Rev. Burke County Indl. Dev. Auth. Poll. Cont. Rev., 0.97% (Georgia Pwr. Co. Plant Vogtle Proj.) Series 2012 VRDN 121342NQ8 US121342NQ89 Variable Rate Demand Note N/A N/A 2016-10-03 2016-10-03 2050-12-31 Y GEORGIA POWER CO N/A N/A 1.0000 3 N N N 0.0097 11900000.00 11900000.00 0.0007 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.49%, dated 9/30/2016 due 10/03/2016 B4TYDEB6GKMZO031MB27 49R993WH2_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 254432.67 245174.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 393483.27 176623.85 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 409495.27 409495.27 0.0000 N Y Y N Bank of America NA In a joint trading account with Bank of America NA at 0.52%, dated 9/30/2016 due 10/03/2016 B4TYDEB6GKMZO031MB27 49R993WG4_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 90105606.23 86826908.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2045-01-25 3 - 5.8 139349432.42 62550138.27 Agency Collateralized Mortgage Obligation N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 145019974.34 145019974.34 0.0087 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.49%, dated 9/30/2016 due 10/03/2016 R0MUWSFPU8MPRO8K5P83 49R993WH2_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-08 2045-05-15 0 - 8.5 7622704.90 7927874.39 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 7.99 8.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2045-06-01 1 - 7.5 2680862.67 593006.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.049 - 7 58323036.98 1394036.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-06-01 1.125 - 7.5 4740155.03 3258277.55 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 12880378.88 12880378.88 0.0008 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.52%, dated 9/30/2016 due 10/03/2016 R0MUWSFPU8MPRO8K5P83 49R993WG4_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-08 2045-05-15 0 - 8.5 17404407.78 18101180.69 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 18.24 18.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2017-07-28 2045-06-01 1 - 7.5 6121032.86 1353970.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2046-06-20 1.049 - 7 133165055.13 3182908.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-30 2046-06-01 1.125 - 7.5 10822876.15 7439405.28 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 29408900.01 29408900.01 0.0018 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.52%, dated 9/30/2016 due 10/03/2016 VJW2DOOHGDT6PR0ZRO63 49R993WG4_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-06 2046-08-15 0 - 5.5 4649930.69 4681828.92 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2016-10-03 2020-10-19 0.83 - 5.875 33937.44 34316.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-10-14 2020-12-11 0.55 - 5.375 1567142.74 1572551.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-05-12 2046-10-01 0.75 - 8.5 7176761.38 4257570.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-09-20 2.5 - 9.5 3628562.79 1728558.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2016-11-01 2046-09-01 0 - 8.5 9200831.91 4033409.73 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 15983097.83 15983097.83 0.0010 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.52%, dated 9/30/2016 due 10/03/2016 E57ODZWZ7FF32TWEFA76 49R993WG4_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 2019-10-15 2028-10-15 0 - 0 241263.05 192343.65 Agency Debentures and Agency Strips US TREASURY 2016-10-13 2046-08-15 0 - 9 27185241.49 29394079.17 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2020-09-11 2020-09-11 1.375 - 1.375 286.29 289.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 1 - 6.75 842938.52 669413.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2022-02-20 2045-10-20 2 - 9 3259835.32 1150845.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2051-04-01 1.125 - 7.95 544281.50 409131.58 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 31167040.78 31167040.78 0.0019 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.49%, dated 9/30/2016 due 10/03/2016 1VUV7VQFKUOQSJ21A208 49R993WH2_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2046-02-15 0.875 - 3.125 4780781.69 4957876.87 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 4848423.99 4848423.99 0.0003 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.52%, dated 9/30/2016 due 10/03/2016 1VUV7VQFKUOQSJ21A208 49R993WG4_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-30 2046-02-15 0.875 - 3.125 20225476.09 20974691.28 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 20511642.22 20511642.22 0.0012 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.57% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2026-02-15 2026-02-15 1.625 - 1.625 23351700.00 23461155.26 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0057 23000000.00 23000000.00 0.0014 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.49%, dated 9/30/2016 due 10/03/2016 CYYGQCGNHMHPSMRL3R97 49R993WH2_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-08-15 0.5 - 8.75 6588506.30 7116825.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2046-08-01 2.5 - 6.5 626528.57 447961.46 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-04-30 0.053 - 0.592 269690.39 270205.71 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2046-09-01 2046-09-01 3 - 3 502115.10 523542.69 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 8190183.85 8190183.85 0.0005 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 CYYGQCGNHMHPSMRL3R97 49R993WG4_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-08-15 0.5 - 8.75 87409844.48 94419067.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2023-04-01 2046-08-01 2.5 - 6.5 8312167.00 5943113.57 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-04-30 0.053 - 0.592 3577987.77 3584824.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2046-09-01 2046-09-01 3 - 3 6661571.06 6945851.35 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 108659332.48 108659332.48 0.0065 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.49%, dated 9/30/2016 due 10/03/2016 KBVRJ5K57JZ3E2AVWX40 49R993WH2_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 2043-01-01 2046-03-01 3 - 3.5 1857419.37 1670807.72 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 1637981.08 1637981.08 0.0001 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 ZBUT11V806EZRVTWT807 49R993WG4_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-31 2046-05-15 0.875 - 8.75 45599359.70 51847552.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2018-02-01 2048-07-01 2.295 - 8 22808945.69 8168733.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2040-06-20 2046-01-20 3 - 5 21172332.65 18561066.86 Agency Mortgage-Backed Securities U.S. TREASURY 2016-10-31 2018-07-31 0.053 - 0.592 1814140.71 1816846.87 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2047-07-01 3 - 6.5 48657054.23 32133236.13 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 110230098.06 110230098.06 0.0066 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.49%, dated 9/30/2016 due 10/03/2016 8NAV47T0Y26Q87Y0QP81 49R993WH2_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-11-30 2044-11-15 1.625 - 3.625 1775668.68 1979455.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3 - 3 114678.74 80742.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2046-08-01 2.5 - 4 655067.70 588706.54 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 2587584.23 2587584.23 0.0002 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 8NAV47T0Y26Q87Y0QP81 49R993WG4_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2020-11-30 2044-11-15 1.625 - 3.625 9944341.84 11085617.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2028-11-01 2028-11-01 3 - 3 642239.53 452183.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2046-08-01 2.5 - 4 3668599.46 3296954.65 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 14491342.04 14491342.04 0.0009 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.52%, dated 9/30/2016 due 10/03/2016 7TK5RJIZDFROZCA6XF66 49R993WG4_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2024-02-15 2046-08-15 1.5 - 6.875 13754488.80 14660772.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2046-06-01 2046-10-01 3 - 4 2091425.82 2188894.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2046-05-20 2046-09-20 3 - 6.5 10576929.64 11570790.06 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2048-01-15 2048-01-15 4.875 - 4.875 861.81 1119.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2046-06-01 2046-10-01 2.55 - 4.5 7814102.63 8226024.90 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 35908693.13 35908693.13 0.0021 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.49%, dated 9/30/2016 due 10/03/2016 O2RNE8IBXP4R0TD8PU41 49R993WH2_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 2020-10-15 2020-10-15 0 - 0 1056.50 1003.38 Agency Debentures and Agency Strips US TREASURY 2017-05-15 2042-11-15 0 - 8.875 3622026.61 4104066.78 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-07-20 3 - 3.5 75738.35 79206.82 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0049 4094952.70 4094952.70 0.0002 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.52%, dated 9/30/2016 due 10/03/2016 O2RNE8IBXP4R0TD8PU41 49R993WG4_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 2020-10-15 2020-10-15 0 - 0 3436.37 3263.59 Agency Debentures and Agency Strips US TREASURY 2017-05-15 2042-11-15 0 - 8.875 11781008.22 13348892.67 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-06-20 2046-07-20 3 - 3.5 246346.63 257628.21 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 13319248.19 13319248.19 0.0008 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.52%, dated 9/30/2016 due 10/03/2016 KB1H1DSPRFMYMCUFXT09 49R993WG4_81240 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 2026-04-01 2043-01-01 2.5 - 3 45621291.85 31248388.46 Agency Mortgage-Backed Securities N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 30634270.85 30634270.85 0.0018 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.52%, dated 9/30/2016 due 10/03/2016 VYVVCKR63DVZZN70PB21 49R993WG4_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-10-15 2041-05-15 0 - 7.625 91636052.34 96144234.02 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2040-11-02 0.6 - 5.16 3197490.79 3201949.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2016-10-14 2022-01-13 0 - 2.375 6168874.36 6218642.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-10-31 2026-09-28 0 - 7.5 27796608.47 27877586.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2016-11-15 2046-09-20 2 - 10 105175339.01 85209736.03 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2017-12-22 2021-01-07 1.2 - 1.92 194356.15 199094.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2030-11-15 0.875 - 6.625 9844198.51 10139864.30 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2016-10-04 2042-12-15 0 - 5.5 3627390.92 3835550.01 Agency Debentures and Agency Strips N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0052 228185360.07 228185360.07 0.0136 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.42% 912828M23 US912828M235 U.S. Treasury Debt N/A N/A 2016-10-03 2017-10-31 2017-10-31 N N N 0.0042 210201810.00 210201810.00 0.0125 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.44% 912828Q86 US912828Q863 U.S. Treasury Debt N/A N/A 2016-10-03 2018-04-30 2018-04-30 N N N 0.0044 300249900.00 300249900.00 0.0179 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.52% 912828N97 US912828N977 U.S. Treasury Debt N/A N/A 2016-10-03 2018-01-31 2018-01-31 N N N 0.0052 150355800.00 150355800.00 0.0090 N Y Y N Fannie Mae Fannie Mae, 0.54% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 0000310522 U.S. Government Agency Debt N/A N/A 2016-10-26 2017-01-26 2017-01-26 N N N 0.0054 210125160.00 210125160.00 0.0125 N N N N Freddie Mac Freddie Mac, 0.54% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 0001026214 U.S. Government Agency Debt N/A N/A 2016-10-20 2017-04-20 2017-04-20 N N N 0.0054 358240576.00 358240576.00 0.0214 N N N N Barclays Capital, Inc. Barclays Capital, Inc., 0.47% AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2016-12-15 2020-09-30 0.359 - 1.375 33551300.00 33661352.68 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0047 33000000.00 33000000.00 0.0020 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.55% 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2025-05-15 2026-02-15 1.625 - 2.125 40865900.00 41821995.22 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0055 41000000.00 41000000.00 0.0024 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.53% 7TK5RJIZDFROZCA6XF66 0000812291 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-02-29 2020-02-29 1.38 - 1.38 42155000.00 42860211.00 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0053 42000000.00 42000000.00 0.0025 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc., 0.50% OXTKY6Q8X53C9ILVV871 BAA658000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-01-31 2023-01-31 1.75 - 1.75 192896000.00 199098377.98 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0050 194000000.00 194000000.00 0.0116 N Y Y N RBS Securities, Inc. RBS Securities, Inc., 0.48% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2018-05-31 2043-02-15 0.875 - 3.125 33320800.00 34766000.39 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0048 34000000.00 34000000.00 0.0020 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.54% ES7IP3U3RHIGC71XBU11 BAA689000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2022-05-31 2022-05-31 1.88 - 1.88 100944000.00 105711282.29 U.S. Treasuries (including strips) N/A N/A 2016-10-03 2016-10-03 2016-10-03 N N N 0.0054 103000000.00 103000000.00 0.0061 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.87% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument (Master Note) N/A N/A 2016-10-05 2016-10-07 2017-03-08 Y TOYOTA MOTOR CREDIT CORP N/A N/A 1.0000 7 N N N 0.0087 240000000.00 240000000.00 0.0143 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2016-10-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer