N-MFP2 0000356173 XXXXXXXX 2016-11-30 0000356173 549300AM8302AG11MH61 S000004821 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FMR INVESTMENT MANAGEMENT (U.K.) LIMITED. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) LIMITED 801-69571 DELOITTE & TOUCHE LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime N 23 71 2863272146.42 2622280146.71 1958244991.96 2514524062.18 5607426689.72 5415429451.91 5399382612.04 5167652421.78 0.3200 0.2900 0.2100 0.2700 0.6200 0.5900 0.5800 0.5500 125.09 8365691220.42 8363539352.01 375210978.70 6809051.64 8734093272.57 8730626239.10 1.0000 0.0082 1.0004 1.0004 1.0004 1.0004 C000013040 1000000.00 909426809.80 908785013.26 1.0005 1.0005 1.0005 1.0005 156739193.08 42081322.14 55359369.05 121324838.94 135340536.42 4597267.95 176004944.52 206608626.69 731070154.37 609522560.09 0.0064 Y Fidelity Investments, Reimbursement Fees, -32825.19; C000013085 1000000.00 48542630.57 48516366.96 1.0005 1.0005 1.0005 1.0005 18047.60 90.97 0.00 0.00 0.00 24.55 0.00 1190.34 18047.60 1264.21 0.0059 Y Fidelity Investments, Reimbursement Fees, -1763.78; C000056570 10000000.00 7733850159.45 7731074036.04 1.0004 1.0004 1.0004 1.0004 635150718.18 875233937.29 866746935.69 603011927.21 1086058482.61 1055301164.57 934866065.05 779854371.06 3769652547.99 4174043388.10 0.0068 Y Fidelity Investments, Reimbursement Fees, -352296.95; C000056569 1000000.00 20025.53 20000.91 1.0009 1.0009 1.0009 1.0009 0.45 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.45 0.00 0.0011 Y Fidelity Investments, Reimbursement Fees, -1.01; C000013084 1000000.00 7200558.85 7189110.87 1.0004 1.0004 1.0004 1.0004 1499.77 11856547.34 0.00 2827696.44 150.89 311.11 0.00 154897.59 1650.65 14835223.69 0.0039 Y Fidelity Investments, Reimbursement Fees, -326.72; C000013083 1000000.00 35053088.37 35041711.05 1.0004 1.0004 1.0004 1.0004 1032151.94 1519570.87 1502772.55 1336614.33 102850.01 25960807.47 365825.81 2107076.11 2580090.13 30646857.92 0.0049 Y Fidelity Investments, Reimbursement Fees, -1796.57; Bank of Montreal Chicago Bank of Montreal Chicago, 0.92% 06427KFU6 NQQ6HPCNCCU6TUTQYE16 US06427KFU60 0000927971 Certificate of Deposit Y N/A N/A 2016-12-08 2017-05-08 2017-05-08 N N N 0.0092 75000675.00 75000675.00 0.0086 N N N N Bank of Nova Scotia Bank of Nova Scotia, 0.94% 06417GKL1 L3I9ZG2KFGXZ61BMYR72 US06417GKL13 Certificate of Deposit Y N/A N/A 2016-12-05 2017-01-03 2017-01-03 N N N 0.0094 200096400.00 200096400.00 0.0229 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.00% 06538NJK4 C3GTMMZIHMY46P4OIX74 BBB604000 Certificate of Deposit Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0100 91018354.70 91018354.70 0.0104 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.02% 06538NHM2 C3GTMMZIHMY46P4OIX74 BAJ198000 Certificate of Deposit Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0102 98028057.40 98028057.40 0.0112 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.93% 13606AZK7 2IGI19DL77OX0HC3ZE78 US13606AZK77 Certificate of Deposit Y N/A N/A 2016-12-05 2017-01-03 2017-01-03 N N N 0.0093 200094000.00 200094000.00 0.0229 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.00% 13606AXW3 2IGI19DL77OX0HC3ZE78 US13606AXW34 Certificate of Deposit Y N/A N/A 2016-12-20 2017-01-20 2017-01-20 N N N 0.0100 200128400.00 200128400.00 0.0229 N N N N Credit Agricole CIB Credit Agricole CIB, 0.98% 22534HSK8 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0098 97044658.80 97044658.80 0.0111 N N N N KBC Bank NV KBC Bank NV, 0.95% 4823TAEK9 6B2PBRV1FCJDMR45RZ53 BAI679000 Certificate of Deposit Y N/A N/A 2017-01-25 2017-01-25 2017-01-25 N N N 0.0095 88041078.40 88041078.40 0.0101 N N N N KBC Bank NV KBC Bank NV, 0.95% 4823TAEZ6 6B2PBRV1FCJDMR45RZ53 BBB641000 Certificate of Deposit Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0095 91039302.90 91039302.90 0.0104 N N N N KBC Bank NV KBC Bank NV, 1.00% 4823TAFT9 6B2PBRV1FCJDMR45RZ53 BBI630000 Certificate of Deposit Y N/A N/A 2017-02-27 2017-02-27 2017-02-27 N N N 0.0100 85010455.00 85010455.00 0.0097 N N N N KBC Bank NV KBC Bank NV, 1.05% 4823TAFW2 6B2PBRV1FCJDMR45RZ53 BBJ440000 Certificate of Deposit Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0105 91020620.60 91020620.60 0.0104 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.47% 60682A3M6 JBONEPAGQXF4QP29B387 0001462160 Certificate of Deposit Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0047 116999672.40 116999672.40 0.0134 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.97% 60682A3L8 JBONEPAGQXF4QP29B387 US60682A3L88 0001462160 Certificate of Deposit Y N/A N/A 2016-12-23 2017-03-23 2017-03-23 N N N 0.0097 75009675.00 75009675.00 0.0086 N N N N Royal Bank of Canada Royal Bank of Canada, 0.94% 78009NL53 ES7IP3U3RHIGC71XBU11 US78009NL537 Certificate of Deposit Y N/A N/A 2016-12-08 2017-05-08 2017-05-08 N N N 0.0094 69015387.00 69015387.00 0.0079 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.95% 86563YHY2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0095 97043989.50 97043989.50 0.0111 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.94% 86958JFD6 NHBDILHZTYCNBV5UYZ31 US86958JFD63 Certificate of Deposit Y N/A N/A 2016-12-09 2017-05-09 2017-05-09 N N N 0.0094 74039886.00 74039886.00 0.0085 N N N N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.98% 89113WAX4 PT3QB789TSUIDF371261 US89113WAX48 Certificate of Deposit Y N/A N/A 2016-12-01 2017-02-01 2017-02-01 N N N 0.0098 200146600.00 200146600.00 0.0229 N N N N UBS AG UBS AG, 0.94% 90275DAL4 BFM8T61CT2L1QCEMIK50 US90275DAL47 0001114446 Certificate of Deposit Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0094 150019350.00 150019350.00 0.0172 N N N N UBS AG UBS AG, 1.05% 90275DBH2 BFM8T61CT2L1QCEMIK50 AHD283000 Certificate of Deposit Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0105 200118560.00 200118560.00 0.0229 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.00% 94989RAZ1 KB1H1DSPRFMYMCUFXT09 US94989RAZ10 Certificate of Deposit Y N/A N/A 2016-12-02 2017-05-03 2017-05-03 N N N 0.0100 91002912.00 91002912.00 0.0104 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.08% 94989RAX6 KB1H1DSPRFMYMCUFXT09 US94989RAX61 Certificate of Deposit Y N/A N/A 2016-12-28 2017-05-19 2017-05-19 N N N 0.0108 96996896.00 96996896.00 0.0111 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.00% 5493006GGLR4BTEL8O61 BAJ096000 Certificate of Deposit Y N/A N/A 2017-01-27 2017-01-27 2017-01-27 N N N 0.0100 75039870.00 75039870.00 0.0086 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.05% 5493006GGLR4BTEL8O61 XS1523036298 Certificate of Deposit Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0105 83028386.00 83028386.00 0.0095 N N N N BNP Paribas (NON GOV REPO) BNP Paribas (NON GOV REPO), 0.72% R0MUWSFPU8MPRO8K5P83 BBJ873000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NUMERICABLE GROUP S A 5493001ZMCICV4N02J21 2022-05-15 2022-05-15 6 - 6 250000.00 256920.00 Corporate Debt Securities INTELSAT JACKSON HLDGS S A 8XJ8KF85PBKK1TLMFN29 2020-10-15 2020-10-15 7.25 - 7.25 2000.00 1488.12 Corporate Debt Securities INTELSAT LUXEMBOURG S A FORMERLY INTELSAT BERMUD 2018-06-01 2018-06-01 6.75 - 6.75 131000.00 99699.19 Corporate Debt Securities INCEPTION MERGER SUB INC 2024-11-15 2024-11-15 8.625 - 8.625 2088913.00 2086758.81 Corporate Debt Securities ROYAL CARIBBEAN CRUISES LTD K2NEH8QNVW44JIWK7Z55 2027-10-15 2027-10-15 7.5 - 7.5 1000.00 1209.38 Corporate Debt Securities WIDEOPENWEST FIN LLC / WIDEOPENWEST CAP CORP 2019-07-15 2019-07-15 10.25 - 10.25 852000.00 929478.75 Corporate Debt Securities CAIXA ECONOMICA FED GLOBAL MEDIUM TERM NTS BOOK 2022-11-07 2022-11-07 3.5 - 3.5 2168000.00 1945207.89 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP 2023-03-01 2023-03-01 5.625 - 5.625 4265000.00 4388285.16 Corporate Debt Securities BARCLAYS BK PLC G5GSEF7VJP5I7OUK5573 2022-11-21 2022-11-21 7.625 - 7.625 4286000.00 4695982.69 Corporate Debt Securities KFC HLDG CO / PIZZA HUT HLDGS LLC / TACO BELL AM 2024-06-01 2024-06-01 5 - 5 692867.00 715866.34 Corporate Debt Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0072 14000191.80 14000191.80 0.0016 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.61% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANECK GOLD MINERS 54930031TORTKAM9TJ98 2049-01-01 2049-01-01 N/A 4300409.00 91297683.07 Equities SEL SCT CONS DISCR 549300CD2I087Y919K79 2049-01-01 2049-01-01 N/A 1222990.00 100945594.60 Equities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0061 178000000.00 178000000.00 0.0204 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.00% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABS CDO 549300FHT0OQV5TANZ73 2045-08-30 2045-08-30 1.431 - 1.431 13000000.00 6391979.21 Other Instrument COLLATERALIZED DEBT OBLIGATION GEMSTONE 2045-12-12 2045-12-12 7.095 - 7.095 18700000.00 6572563.12 Other Instrument COLLATERALIZED DEBT OBLIGATION ANSONIA CDO 5493000YY0U5X4U03X89 2046-07-28 2046-07-28 5.961 - 5.961 17000000.00 8526998.83 Other Instrument COLLATERALIZED DEBT OBLIGATION BAYVIEW FINANCIAL ACQUISITION TRUST 2037-08-28 2037-08-28 1.442 - 1.442 25676000.00 8063160.92 Asset-Backed Securities CORONADO CDO 2038-09-04 2038-09-04 6 - 6 9000000.00 6113640.00 Other Instrument COLLATERALIZED DEBT OBLIGATION LEXINGTON CAPITAL 5493002WL7N5CVO0M455 2047-04-10 2047-04-10 4.376 - 4.376 10000000.00 6224123.37 Other Instrument COLLATERALIZED DEBT OBLIGATION SUMMER STREET 549300120I6CQ40Z0039 2045-12-08 2045-12-08 3.641 - 3.641 13100000.00 6057162.82 Other Instrument COLLATERALIZED DEBT OBLIGATION SOLSTICE ABS CBO 2039-03-15 2039-03-15 4.35 - 4.35 7968898.00 4086608.61 Other Instrument COLLATERALIZED DEBT OBLIGATION FULTON STREET CDO 54930077MW9OV2WL0S74 2037-04-20 2037-04-20 12.39 - 12.39 7000000.00 7182005.11 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREFERRED FUNDING O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 1.381 - 1.381 25000000.00 6329974.65 Other Instrument COLLATERALIZED DEBT OBLIGATION ISCHUS CDO 2040-08-06 2040-08-06 3.377 - 3.377 14000000.00 7929727.75 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FUNDING 549300K75EIHG4JT8034 2046-04-09 2046-04-09 3.626 - 3.626 9000000.00 6078647.10 Other Instrument COLLATERALIZED DEBT OBLIGATION CHARLES FORT CDO I LTD 2047-07-09 2047-07-09 N/A 60000000.00 6451648.18 Other Instrument COLLATERALIZED DEBT OBLIGATION HOME EQUITY ASSET TRUST 2036-04-25 2036-08-25 0.904 - 1.244 27900427.00 12739254.15 Asset-Backed Securities TABERNA PREFERRED FUNDING 2038-05-05 2038-05-05 1.531 - 1.531 171588.00 56509.62 Other Instrument COLLATERALIZED DEBT OBLIGATION AIRPLANES PASS THRU TR 2019-03-15 2019-03-15 N/A 9550000.00 6630463.47 Asset-Backed Securities DUKE FUNDING HG 549300Q6O0RIC1P2MR35 2050-07-03 2050-07-03 1.366 - 1.366 15000000.00 7026035.23 Other Instrument COLLATERALIZED DEBT OBLIGATION VERTICAL CDO 549300O3X6RC6LDW6H90 2046-02-09 2046-02-09 4.237 - 4.237 10100000.00 6398896.70 Other Instrument COLLATERALIZED DEBT OBLIGATION DIOGENES CDO 2043-12-15 2043-12-15 N/A 245500000.00 7365062.53 Other Instrument COLLATERALIZED DEBT OBLIGATION GLACIER CDO 549300CN1KHVGQ5OLF21 2041-11-04 2041-11-04 3.476 - 3.476 12499421.00 7532857.47 Other Instrument COLLATERALIZED DEBT OBLIGATION SACO I TRUST 2035-09-25 2035-09-25 0.98 - 0.98 30384000.00 8603823.08 Asset-Backed Securities CREDIT SUISSE FIRST BOSTON MANUFACTURED HOUSING 2031-12-25 2031-12-25 8.156 - 8.156 5850000.00 6025165.25 Asset-Backed Securities TABERNA PREFERRED FUNDING BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 1.581 - 1.581 19750000.00 6610974.28 Other Instrument COLLATERALIZED DEBT OBLIGATION PINE MOUNTAIN 2046-11-30 2046-11-30 1.376 - 1.376 15000000.00 6277701.37 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.264 - 1.264 15000000.00 7345417.43 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2017-02-14 2017-02-14 2017-02-14 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0200 155997816.00 155997816.00 0.0179 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.00% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GEMSTONE 2045-12-12 2045-12-12 0 - 5.595 284400000.00 36837206.08 Other Instrument COLLATERALIZED DEBT OBLIGATION ACAS CRE CDO 54930031Y46R5VPI4605 2052-11-23 2052-11-23 2.52 - 2.52 28738207.00 11787463.20 Other Instrument COLLATERALIZED DEBT OBLIGATION ISCHUS CDO 2040-08-06 2040-08-06 0.977 - 0.977 7355419.00 3582817.53 Other Instrument COLLATERALIZED DEBT OBLIGATION LACERTA ABS CDO 2046-02-15 2046-02-15 1.506 - 1.506 77000000.00 13196070.46 Other Instrument COLLATERALIZED DEBT OBLIGATION CLASS V FUNDING 5493008TXRRE1L5OII46 2052-02-28 2052-02-28 N/A 20000000.00 12470226.35 Other Instrument COLLATERALIZED DEBT OBLIGATION LEXINGTON CAPITAL 5493002WL7N5CVO0M455 2047-04-10 2047-04-10 2.876 - 2.876 20000000.00 11851932.75 Other Instrument COLLATERALIZED DEBT OBLIGATION ADAMS SQUARE FUNDING 549300EKRP1UBDF7YR18 2047-03-10 2047-03-10 5.632 - 5.632 20000000.00 10329428.98 Other Instrument COLLATERALIZED DEBT OBLIGATION CHARLES FORT CDO 2047-07-09 2047-07-09 1.426 - 1.426 25000000.00 12447122.51 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 2047-03-15 2047-03-15 1.15 - 1.15 310125675.00 11766060.38 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FUNDING HG 5493002WNDT27IQSJY17 2049-08-02 2049-08-02 2.134 - 2.134 10716819.00 5396471.76 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2017-02-21 2017-02-21 2017-02-21 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0200 119997516.00 119997516.00 0.0137 N N N Y Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.66% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BCAP LLC 2012-RR4 TR 2035-11-26 2035-11-26 2.83 - 2.83 8265000.00 81676243.11 Private Label Collateralized Mortgage Obligations Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0066 71003322.80 71003322.80 0.0081 N N Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.61% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AUSTRALIA & NEW ZEALAND BKG 2024-03-19 2024-03-19 4.5 - 4.5 900000.00 926671.46 Corporate Debt Securities BB&T CORP 549300DRQQI75D2JP341 2017-03-22 2020-06-29 1.45 - 2.625 24327000.00 24711067.34 Corporate Debt Securities THE GOLDMAN SACHS GROUP, INC. 784F5XWPLTWKTBV3E584 2026-11-16 2026-11-16 3.5 - 3.5 22508875.00 22055810.73 Corporate Debt Securities MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 2020-01-21 2020-01-21 2.4 - 2.4 65000.00 65161.85 Corporate Debt Securities UNITED PARCEL SERVICE OF AMERI D01LMJZU09ULLNCY6Z23 2026-11-15 2046-11-15 2.4 - 3.4 10470000.00 9786248.98 Corporate Debt Securities LVMH MOET HENNESSY LOU VUITT IOG4E947OATN0KJYSD45 2017-06-29 2017-06-29 1.625 - 1.625 558000.00 562751.90 Corporate Debt Securities MACQUARIE BANK LIMITED 4ZHCHI4KYZG2WVRT8631 2025-07-29 2026-01-15 3.9 - 4 1721000.00 1788123.29 Corporate Debt Securities CREDIT AGRICOLE, S.A 2019-04-15 2019-04-15 2.5 - 2.5 1000000.00 1010985.02 Corporate Debt Securities NORDEA BANK AB (PUBL) 6SCPQ280AIY8EP3XFW53 2021-05-13 2021-05-13 4.875 - 4.875 900000.00 975331.88 Corporate Debt Securities CREDIT SUISSE 2017-05-26 2017-05-26 1.375 - 1.375 64000.00 63989.30 Corporate Debt Securities GOLDMAN SACHS GROUP, INC. (THE 784F5XWPLTWKTBV3E584 2027-10-28 2027-10-28 2.64 - 2.64 7950999.00 8041934.09 Corporate Debt Securities BPCE 9695005MSX1OYEMGDF46 2019-07-15 2024-04-15 2.25 - 4 8770000.00 9171629.03 Corporate Debt Securities BHP BILLITON FINANCE (USA) LIM 5493003NUVITP3TMY274 2043-09-30 2043-09-30 5 - 5 4715000.00 5304721.24 Corporate Debt Securities NIKE, INC. 787RXPR0UX0O0XUXPZ81 2026-11-01 2026-11-01 2.375 - 2.375 1000000.00 949012.94 Corporate Debt Securities DISNEY (WALT) CO, THE 7260JQNI6SCF9FIV2392 2017-02-15 2019-05-30 0.875 - 1.85 670000.00 673199.02 Corporate Debt Securities AMERICAN EXP CRT CP 9ET6B8VCXWW51H8Z3M54 2017-09-22 2018-11-05 1.55 - 1.875 1095000.00 1099922.03 Corporate Debt Securities SANTANDER UK PLC PTCQB104N23FMNK2RZ28 2019-09-10 2024-03-13 2.35 - 4 3025000.00 3156192.26 Corporate Debt Securities OCCIDENTAL PETROLEUM CORP. IM7X0T3ECJW4C1T7ON55 2026-04-15 2026-04-15 3.4 - 3.4 2833753.00 2843529.55 Corporate Debt Securities PEPSICO FJSUNZKFNQ5YPJ5OT455 2020-10-14 2046-10-06 2.15 - 4.25 7732000.00 7178900.23 Corporate Debt Securities ADR MIZUHO FINL GROUPF 2021-04-12 2021-04-12 2.632 - 2.632 8000000.00 7989114.76 Corporate Debt Securities MIZUHO BK LTD RB0PEZSDGCO3JS6CEU02 2017-04-16 2017-04-16 0.659 - 0.659 8500000.00 8513473.57 Corporate Debt Securities CATERPLR FIN.SRV.CO. EDBQKYOPJUCJKLOJDE72 2017-03-03 2017-03-03 1 - 1 150000.00 150230.51 Corporate Debt Securities DANSKE BANK A/S MAES062Z21O4RZ2U7M96 2021-03-10 2021-03-10 2.8 - 2.8 20000.00 20358.84 Corporate Debt Securities PHILLIP MORRIS INTERNATIONAL I HL3H1H2BGXWVG3BSWR90 2024-11-10 2044-11-10 3.25 - 4.25 34017000.00 34048157.80 Corporate Debt Securities TARGET CORPORATION 8WDDFXB5T1Z6J0XC1L66 2046-04-15 2046-04-15 3.625 - 3.625 1537358.00 1429222.20 Corporate Debt Securities BANK OF AMERICA N/A B4TYDEB6GKMZO031MB27 2018-12-07 2018-12-07 2.05 - 2.05 1050000.00 1066328.90 Corporate Debt Securities WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 2031-11-23 2031-11-23 4.322 - 4.322 2500000.00 2493050.99 Corporate Debt Securities AUSTRALIA&NEW ZEALAND BKG GR JHE42UYNWWTJB8YTTU19 2026-05-19 2026-05-19 4.4 - 4.4 2000000.00 2021328.93 Corporate Debt Securities VIRGIN AUSTRALIA HLDGS LTD 2023-10-23 2023-10-23 5 - 5 800000.00 503431.32 Corporate Debt Securities SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 2021-04-08 2021-04-08 2.5 - 2.5 515000.00 514181.76 Corporate Debt Securities NORTHWEST FLA TIMBER FIN LLC 2029-03-04 2029-03-04 4.75 - 4.75 4600000.00 4026626.44 Corporate Debt Securities BANK OF AMERICA FUNDING CORPOR 9DJT3UXIJIZJI4WXO774 2019-04-01 2044-01-21 2.25 - 5 7714000.00 7653744.58 Corporate Debt Securities BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 2019-04-11 2023-09-15 1.5 - 2.25 1240000.00 1200902.29 Corporate Debt Securities CORESTATES CAPITAL III 2027-02-15 2027-02-15 0.01 - 0.01 2000000.00 1755008.34 Corporate Debt Securities GLAXOSMITHKLINE CAPITAL, INC 5493007Q8VD7Q3ZYZS59 2023-03-18 2023-03-18 2.8 - 2.8 50000.00 50439.50 Corporate Debt Securities SIMON PROPERTY GROUP, L.P. MR92GTD0MJTTTTQDVG45 2022-01-30 2046-11-30 2.35 - 4.25 10355000.00 10274000.04 Corporate Debt Securities THE HOME DEPOT, INC. QEKMOTMBBKA8I816DO57 2025-09-15 2056-09-15 3.35 - 4.4 15274000.00 14671481.55 Corporate Debt Securities ECCP LVHM MOET HENNESYLOUIS VU 2017-06-29 2017-06-29 1.625 - 1.625 1110000.00 1119452.71 Corporate Debt Securities BG ENERGY CAPITAL PLC S2M8QDKEE05NZN8JD460 2041-10-15 2041-10-15 5.125 - 5.125 5025000.00 5404720.62 Corporate Debt Securities JPMORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 2017-10-01 2017-10-01 6 - 6 50000.00 52346.16 Corporate Debt Securities CMMNWLTH BNK OF AUS MSFSBD3QN1GSN7Q6C537 2025-12-09 2025-12-09 4.5 - 4.5 459000.00 480116.25 Corporate Debt Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0061 196000000.00 196000000.00 0.0224 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.61% KBVRJ5K57JZ3E2AVWX40 BCA240000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COCA-COLA EUR 549300LTH67W4GWMRF57 2049-01-01 2049-01-01 N/A 396810.00 13098698.10 Equities LOWE'S COM WAFCR4OKGSC504WU3E95 2049-01-01 2049-01-01 N/A 139475.00 9862277.25 Equities WELLS FARGO PBLD0EJDB5FWOLXP3B76 2049-01-01 2049-01-01 N/A 126121.00 6540635.06 Equities CBS-B 5KYC8KF17ROCY24M3H09 2049-01-01 2049-01-01 N/A 88486.00 5397646.00 Equities SENSATA TECHNOLOGIE 2049-01-01 2049-01-01 N/A 201766.00 7463324.34 Equities INTERXION 2049-01-01 2049-01-01 N/A 49582.00 1712562.28 Equities CELGENE CORP 4SIHMF0MOSTTL8CD0X64 2049-01-01 2049-01-01 N/A 104481.00 12760264.53 Equities APPLIED MATERIALS 41BNNE1AFPNAZELZ6K07 2049-01-01 2049-01-01 N/A 413212.00 13288897.92 Equities DEVON ENERGY 54930042348RKR3ZPN35 2049-01-01 2049-01-01 N/A 153873.00 6487285.68 Equities SALESFORCE.COM RCGZFPDMRW58VJ54VR07 2049-01-01 2049-01-01 N/A 104619.00 7629863.67 Equities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0061 78000000.00 78000000.00 0.0089 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.61% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2045-11-15 3.5 - 5 26165920.00 30580624.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-16 2055-08-16 0.118 - 6 2117121079.00 79638019.70 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0061 107002664.30 107002664.30 0.0123 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.79% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N J P MORGAN CHASE COML MTG SECS 2028-05-15 2028-05-15 3.789 - 4.789 30943000.00 29965307.46 Private Label Collateralized Mortgage Obligations BANK OF AMERICA STRUCTURED NOT 2034-10-25 2034-10-25 6 - 6 865313.00 12618.41 Private Label Collateralized Mortgage Obligations CREDIT SUISSE MORTGAGE TRUST 549300QDWDPY7Y13B793 2029-02-15 2029-02-15 12.008 - 12.008 8367000.00 8409827.40 Private Label Collateralized Mortgage Obligations BEAR STEARNS ASSET BACKED SECU 2034-01-25 2034-01-25 6.236 - 6.236 93000000.00 1071102.60 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SECS TR 2047-09-15 2047-09-15 1.493 - 1.493 28008000.00 2389072.34 Private Label Collateralized Mortgage Obligations COMM 2014-UBS6 MTG TR 2047-12-10 2047-12-10 0.535 - 0.535 33484000.00 952870.49 Private Label Collateralized Mortgage Obligations COMM 2014-LC17 MTG TR 2047-10-10 2047-10-10 1.599 - 1.599 14383000.00 1290853.77 Private Label Collateralized Mortgage Obligations GREAT WOLF TR 2015-WOLF 2034-05-15 2034-05-15 4.989 - 4.989 3000000.00 2976172.86 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2011-GC5 2044-08-10 2044-08-10 5.566 - 5.566 300.00 255.16 Private Label Collateralized Mortgage Obligations BEAR STEARNS ASSET BACKED SECU 2034-05-25 2034-05-25 6.916 - 6.916 44638909.00 396736.52 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-GC20 2047-04-10 2047-04-10 0.5 - 0.5 29550000.00 858949.84 Private Label Collateralized Mortgage Obligations CGWF COML MTG TR 2013-RKWH 2030-11-15 2030-11-15 4.339 - 4.339 62000.00 61774.92 Private Label Collateralized Mortgage Obligations BBCMS TR 2014-BXO 2027-08-15 2027-08-15 3.098 - 3.098 80000.00 76729.92 Private Label Collateralized Mortgage Obligations CWALT, INC. 2004-13CB 2044-03-25 2044-03-25 4.143 - 4.143 1000.00 907.14 Private Label Collateralized Mortgage Obligations BHMS 2014-ATLS MTG TR 2033-07-05 2033-07-05 3.155 - 6.246 40629.00 39799.04 Private Label Collateralized Mortgage Obligations FANNIE MAE 2024-07-25 2028-08-25 3.584 - 7.334 11805000.00 11676212.25 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE PASS-THROUGH TRU 2044-10-25 2044-10-25 1.044 - 1.044 5000000.00 238553.43 Private Label Collateralized Mortgage Obligations J P MORGAN CHASE COML MTG SECS 2031-11-15 2031-11-15 4.039 - 4.039 2200000.00 1610916.11 Private Label Collateralized Mortgage Obligations GE COMMERCIAL MORTGAGE CORPORA 549300MEP395QRNT3X34 2049-12-10 2049-12-10 5.606 - 5.606 15865.00 15851.07 Private Label Collateralized Mortgage Obligations MOTEL 6 TR 2015-MTL6 2030-02-05 2030-02-05 5.279 - 5.279 67000000.00 67135116.46 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SECS TR 2047-11-15 2047-11-15 1.265 - 1.265 28128000.00 2080706.26 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAPITAL I TRUST 2042-06-11 2042-06-11 5.823 - 5.823 57000.00 51017.87 Private Label Collateralized Mortgage Obligations J P MORGAN MTG TR 2015-6 2045-10-25 2045-10-25 3.632 - 3.632 3080000.00 2387393.34 Private Label Collateralized Mortgage Obligations J P MORGAN CHASE COML MTG SECS 2045-06-15 2045-06-15 0.508 - 0.508 134445608.00 2675797.12 Private Label Collateralized Mortgage Obligations J P MORGAN CHASE COML MTG SECS 2036-07-15 2036-07-15 0.132 - 0.132 462500000.00 490616.14 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2011-GC3 2044-03-10 2044-03-10 0.679 - 0.679 186096.00 2506.66 Private Label Collateralized Mortgage Obligations J.R. SIMPLOT COMPANY SENIOR NO 2047-09-15 2047-09-15 4.709 - 4.709 12257000.00 11802188.38 Private Label Collateralized Mortgage Obligations CSMC TR 2014-TIKI 5493000INYGJD1PZIM19 2038-09-15 2038-09-15 3.688 - 3.688 5000000.00 4819508.79 Private Label Collateralized Mortgage Obligations JPMORGAN CHASE COMMERCIAL MORT 2042-07-15 2042-07-15 5.01 - 5.01 2000000.00 1943365.81 Private Label Collateralized Mortgage Obligations CSMC TR 2014-WIN2 2044-10-25 2044-10-25 4.004 - 4.004 2451350.00 2233756.59 Private Label Collateralized Mortgage Obligations FEDERAL HOME LN MTG CORP 2024-10-25 2028-03-25 5.134 - 5.284 19521400.00 20477775.57 Private Label Collateralized Mortgage Obligations COMM MORTGAGE TRUST 2029-08-10 2029-08-10 3.577 - 3.577 10977666.00 10489636.94 Private Label Collateralized Mortgage Obligations WFCG COML MTG TR 2015-BXRP 54930087MY3N74IIK897 2029-11-15 2029-11-15 4.259 - 4.259 3785000.00 3000617.64 Private Label Collateralized Mortgage Obligations J P MORGAN CHASE COML MTG SECS 2030-12-15 2030-12-15 N/A 362544000.00 1819624.64 Private Label Collateralized Mortgage Obligations CWALT, INC., 2005-53T2 549300818AKCJ4Q9TD76 2037-09-15 2037-09-15 4.373 - 4.373 50000.00 42212.08 Private Label Collateralized Mortgage Obligations UBS-CITIGROUP COML MTG TR 2045-01-10 2045-01-10 0.375 - 0.375 599.00 9.16 Private Label Collateralized Mortgage Obligations JPMORGAN CHASE COMM MTG 2007-C 2051-02-12 2051-02-12 6.361 - 6.361 7343002.00 7454260.38 Private Label Collateralized Mortgage Obligations Y N/A N/A 2016-12-07 2016-12-07 2016-12-14 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0079 186000000.00 186000000.00 0.0213 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.79% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FLUIDIGM CORPORATIONE 3 YEAR 2 549300GX8Y96GSB6YP89 2016-11-30 2016-11-30 N/A 1494000.00 936239.00 Corporate Debt Securities NOVAGOLD RESOURCE INC 2016-11-30 2016-11-30 N/A 3912977.00 17999694.20 Equities INTEL CORPORATION KNX4USFCNGPY45LOCE31 2016-11-30 2016-11-30 N/A 35734000.00 62210499.82 Corporate Debt Securities TTM TECHNOLOGIES, INC. 549300SC4BDOIS008048 2016-11-30 2016-11-30 N/A 543000.00 821596.47 Corporate Debt Securities J2 GLOBAL INC 5493008OJYGLHD7MXA18 2016-11-30 2016-11-30 N/A 5508000.00 6953772.89 Corporate Debt Securities MEDIDATA SOLUTIONS, INC.FD INC 549300N2D5UJZLKQ1O22 2016-11-30 2016-11-30 N/A 4379000.00 4996583.51 Corporate Debt Securities IMMUNOGEN, INC. 54930084U0R1OP766Y02 2016-11-30 2016-11-30 N/A 702000.00 508125.15 Corporate Debt Securities YAHOO! INC. 549300ZJC0V1K2ZCKG85 2016-11-30 2016-11-30 N/A 17521000.00 17687449.50 Corporate Debt Securities TESLA MOTORS, INC. 2016-11-30 2016-11-30 N/A 6292000.00 5670570.89 Corporate Debt Securities OASIS PETE INC NEW 2016-11-30 2016-11-30 N/A 1564000.00 1990581.00 Corporate Debt Securities OFFICE DEPOT 549300OI428NU7XTM839 2016-11-30 2016-11-30 N/A 4764929.00 23157554.94 Equities EMERGENT BIOSOLUTIONS INC. 549300YW6TUOX8BE5103 2016-11-30 2016-11-30 N/A 892000.00 1062248.01 Corporate Debt Securities SEACOR HLDGS INC 549300IQTYSR1SC4II14 2016-11-30 2016-11-30 N/A 726000.00 614945.96 Corporate Debt Securities TCP CAP CORP 549300JU1XG1HF56J989 2016-11-30 2016-11-30 N/A 1001000.00 1009428.42 Corporate Debt Securities PROSPECT ENERGY CORPORATION 549300FSD8T39P5Q0O47 2016-11-30 2016-11-30 N/A 829000.00 820419.02 Corporate Debt Securities CONSOLIDATED TOMOKA LD CO 549300ZJHMRPKE71JO81 2016-11-30 2016-11-30 N/A 778000.00 786324.60 Corporate Debt Securities BIOMARIN PHARMACEUTICAL, INC. NSLL8ITTRR0J5HEMR848 2016-11-30 2016-11-30 N/A 233000.00 280745.43 Corporate Debt Securities REPLIGEN 54930006QJ0T5AUO1E71 2016-11-30 2016-11-30 N/A 3915000.00 4750805.52 Corporate Debt Securities WORKDAY INC 549300J0DYC0N31V7G13 2016-11-30 2016-11-30 N/A 2897000.00 3555099.90 Corporate Debt Securities SOLARCITY CORP 54930035YLO0PKMDT602 2016-11-30 2016-11-30 N/A 1143000.00 933092.62 Corporate Debt Securities CHESAPEAKE ENERGY CORPORATION X2MT1W32SPAZ9WSKLE78 2016-11-30 2016-11-30 N/A 5479000.00 5525598.90 Corporate Debt Securities HALLIBURTON COMPANY ENYF8GB5SMQZ25S06U51 2016-11-30 2016-11-30 N/A 28.00 1338.12 Equities PAR PAC HLDGS INC 549300BTNS7MHSHRLR55 2016-11-30 2016-11-30 N/A 19259000.00 20938808.50 Corporate Debt Securities PFD INPHI THINK FAST B 2016-11-30 2016-11-30 N/A 2044000.00 2727360.30 Corporate Debt Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-14 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0079 171000000.00 171000000.00 0.0196 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.72% K5HU16E3LMSVCCJJJ255 BBI634000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTEL CORP KNX4USFCNGPY45LOCE31 2039-08-01 2039-08-01 3.25 - 3.25 211000.00 366638.46 Equities GOLDMAN SACHS BDC INC 6D01AGSGBNZIJSN77043 2022-04-01 2022-04-01 N/A 700000.00 690287.50 Equities TYSON FOODS 17 UTS WD6L6041MNRW1JE49D58 2049-01-01 2049-01-01 N/A 2022.00 131086.26 Equities AMERIPRISE FINCL 6ZLKQF7QB6JAEKQS5388 2049-01-01 2049-01-01 N/A 26200.00 2935972.00 Equities NORTHERN TR CORP 549300GLF98S992BC502 2500-12-31 2500-12-31 4.6 - 4.6 1750000.00 1755804.17 Corporate Debt Securities TCP CAP CORP 549300JU1XG1HF56J989 2019-12-15 2022-03-01 4.625 - 5.25 1000000.00 1022602.57 Equities NXP SEMICONDUCTORS 724500M9BY5293JDF951 2049-01-01 2049-01-01 N/A 7200.00 711720.00 Equities BLACKSTONE MTG-A 549300OLDJ20R2Y2UW20 2049-01-01 2049-01-01 N/A 21300.00 650289.00 Equities ARES CAP CORP WEQ82666OJYSI5GUAB47 2018-01-15 2018-01-15 4.75 - 4.75 1534000.00 1600640.79 Equities CITRIX SYSTEMS HCTKJGUQOPZ5NBK7NP58 2049-01-01 2049-01-01 N/A 291.00 25590.54 Equities GPT PPTY TR LP 549300422DOJNPEEDO10 2019-03-15 2019-03-15 3.75 - 3.75 825805.00 1051615.18 Equities ILLUMINA INC SQ95QG8SR5Q56LSNF682 2019-06-15 2019-06-15 N/A 769777.00 746206.43 Equities LINKEDIN-A 5493001S6ND3ULAKYF67 2049-01-01 2049-01-01 N/A 21900.00 4271157.00 Equities TERRAFORM POWER-A 549300V0USOOV31S6Z05 2049-01-01 2049-01-01 N/A 145244.00 1873647.60 Equities RAYONIER 8% MCP-A 54930053QJ7OUGZG4F72 2049-01-01 2049-01-01 N/A 5000.00 531500.00 Equities DEERE JOHN CAP CORP MEDIUM TERM E0KSF7PFQ210NWI8Z391 2024-06-12 2024-06-12 3.35 - 3.35 105000.00 109309.55 Corporate Debt Securities VICTORY RECEIVABLES CORP 2016-12-15 2016-12-15 N/A 2767985.00 2767336.74 Money Market EOG RESOURCES XWTZDRYZPBUHIQBKDB46 2049-01-01 2049-01-01 N/A 12153.00 1123423.32 Equities TARGET 8WDDFXB5T1Z6J0XC1L66 2049-01-01 2049-01-01 N/A 63300.00 4963353.00 Equities BLACKSTONE GRP 2049-01-01 2049-01-01 N/A 477400.00 12407626.00 Equities BOSTON SCIENTIFIC Y6ZDD9FP4P8JSSJMW954 2049-01-01 2049-01-01 N/A 143283.00 2975987.91 Equities AT&T 549300Z40J86GGSTL398 2049-01-01 2049-01-01 N/A 18904.00 746329.92 Equities FRONT 11.125%MCP-A 2049-01-01 2049-01-01 N/A 50390.00 3886076.80 Equities BERKSHIRE HATH-A 5493000C01ZX7D35SD85 2049-01-01 2049-01-01 N/A 13.00 3073083.00 Equities VALE OVERSEAS LTD 2022-01-11 2022-01-11 4.375 - 4.375 4000.00 3991.57 Corporate Debt Securities EPR PPTS 9% CCP-E 549300YSSXFHMPOWZ492 2049-01-01 2049-01-01 N/A 100.00 3608.00 Equities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 Y MUFJ SECS (USA) (NON GOV REPO) 1.0000 6 N N/A N/A N N 0.0072 47000000.00 47000000.00 0.0054 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.72% K5HU16E3LMSVCCJJJ255 BBJ922000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FXCM INC 2018-06-15 2018-06-15 2.25 - 2.25 1506367.00 663272.22 Equities WRIGHT MED GROUP INC 2017-08-15 2017-08-15 2 - 2 214000.00 231030.83 Equities J2 GLOBAL INC 5493008OJYGLHD7MXA18 2029-06-15 2029-06-15 3.25 - 3.25 175060.00 223839.74 Equities TYSON FOODS 17 UTS WD6L6041MNRW1JE49D58 2049-01-01 2049-01-01 N/A 26917.00 1745029.11 Equities COBALT INTL ENERGY INC 549300LQHH5G4WPME241 2024-05-15 2024-05-15 3.125 - 3.125 9.00 3.03 Equities MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 2044-08-15 2044-08-15 1.625 - 1.625 999998.00 1136617.31 Equities TESLA MTRS INC 2021-03-01 2021-03-01 1.25 - 1.25 653484.00 555030.28 Equities JAZZ INVTS I LTD 2021-08-15 2021-08-15 1.875 - 1.875 343000.00 333086.87 Equities NOVAVAX INC 2023-02-01 2023-02-01 N/A 1296016.00 553108.31 Equities CTRIP COM INTL LTD 2018-10-15 2022-09-15 1.25 - 1.25 1083056.00 1259652.85 Equities RTI INTL METALS INC 2019-10-15 2019-10-15 1.625 - 1.625 200000.00 210156.25 Equities GREENBRIER COS INC 5493001GAGGFR30BP390 2018-04-01 2018-04-01 3.5 - 3.5 416000.00 489368.30 Equities MGIC INVT CORP WIS 2020-04-01 2020-04-01 2 - 2 1000.00 1375.78 Equities RESTORATION HARDWARE HLDGS INC 5493008MTS3OGGMHGK69 2020-07-15 2020-07-15 N/A 389000.00 318007.50 Equities TWITTER INC 549300I8RX485XMK6836 2019-09-15 2021-09-15 0.25 - 1 99243.00 92690.28 Equities TUTOR PERINI CORP 549300FHXYVPW8LJ6D98 2021-06-15 2021-06-15 2.875 - 2.875 500000.00 569088.54 Equities COLONY CAP INC FORMERLY COLONY FINL INC TO 04/01 G6ZRFL75MXIO4KJEP931 2021-01-15 2021-01-15 3.875 - 3.875 289000.00 294465.35 Equities CIENA CORP W0CZ7N0GH8UIGXDM1H41 2020-12-15 2020-12-15 N/A 177732.00 239197.65 Equities ALLEGHENY TECHNOLOGIES INC ZW1LRE7C3H17O2ZN9B45 2022-07-01 2022-07-01 4.75 - 4.75 881074.00 1182542.04 Equities SOLARCITY CORP 54930035YLO0PKMDT602 2018-11-01 2018-11-01 2.75 - 2.75 29759.00 27221.01 Equities UNIVERSAL AMERN CORP NEW FORMERLY UNIVERSAL AMER 2021-06-15 2021-06-15 4 - 4 276427.00 353365.85 Equities SHUTTERFLY INC 2018-05-15 2018-05-15 0.25 - 0.25 121307.00 122154.23 Equities TTM TECHNOLOGIES INC 549300SC4BDOIS008048 2020-12-15 2020-12-15 N/A 168010.00 262918.99 Equities DYCOM INDS INC 549300F56EKTHQI3WT60 2021-09-15 2021-09-15 0.75 - 0.75 278000.00 291639.38 Equities NEWPARK RESOURCES INC NEWPARK RES INC 54930073OHWDQW4DJN26 2017-10-01 2017-10-01 4 - 4 53000.00 53479.94 Equities VIPSHOP HLDGS LTD 549300I9F52K06HPZX60 2019-03-15 2019-03-15 1.5 - 1.5 905000.00 909529.52 Equities BROCADE COMMUNICATIONS SYS INC 1XQGEZZK200XKZPV1W26 2020-01-01 2020-01-01 1.375 - 1.375 500000.00 502220.49 Equities PDC ENERGY INC 5493008W8H2T511J5Y59 2021-09-15 2021-09-15 N/A 306000.00 318192.19 Equities AMAG PHARMACEUTICALS INC 549300HCK1560YVVY867 2019-02-15 2019-02-15 2.5 - 2.5 199955.00 275522.33 Equities NUANCE COMMUNICATIONS INC AEMSOT3SS15TNMJCE605 2031-11-01 2031-11-01 2.75 - 2.75 581683.00 582971.59 Equities HARMONIC INC FORMERLY HARMONIC LIGHTWAVES INC TO 549300LRGRD8XC9BTL66 2020-12-01 2020-12-01 4 - 4 162588.00 177102.05 Equities VIOLIN MEMORY INC 549300O31SVAGXFROT92 2019-10-01 2019-10-01 N/A 4050000.00 1038198.37 Equities ICONIX BRAND GROUP INC ZVNLR337TQLJ2PKYHL98 2018-03-15 2018-03-15 1.5 - 1.5 1002000.00 899963.00 Equities DISH NETWORK CORP 2026-08-15 2026-08-15 3.375 - 3.375 969953.00 1098320.22 Equities FIREEYE INC 549300E9D2UJUFLLY524 2035-06-01 2035-06-01 1.625 - 1.625 500000.00 453104.93 Equities GREEN PLAINS INC VJ5WLTHARBSDR14KIZ98 2018-10-01 2018-10-01 3.25 - 3.25 641858.00 872334.05 Equities ENCORE CAP GROUP INC 5493000UVC6H49CIH830 2021-03-15 2021-03-15 2.875 - 2.875 496000.00 427983.31 Equities ROYAL GOLD INC 2019-06-15 2019-06-15 2.875 - 2.875 350000.00 381299.48 Equities AEGERION PHARMACEUTICALS INC 549300PFYFSCKFOY5J36 2019-08-15 2019-08-15 2 - 2 499916.00 337859.90 Equities WHITING PETE CORP 2020-06-05 2023-04-01 1.25 - 6.25 1585000.00 1635740.16 Equities AUTODESK INC FRKKVKAIQEF3FCSTPG55 2049-01-01 2049-01-01 N/A 547.00 41167.22 Equities INSULET CORP 549300TZTYD2PYN92D43 2019-06-15 2021-09-15 1.25 - 2 505859.00 463992.18 Equities ENDOLOGIX INC 54930019J6DOUCNZDI85 2018-12-15 2018-12-15 2.25 - 2.25 99108.00 88732.63 Equities YANDEX N V 549300GGZHJ5Q1B18P93 2018-12-15 2018-12-15 1.125 - 1.125 1016530.00 968403.66 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-13 Y MUFJ SECS (USA) (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 21000000.00 21000000.00 0.0024 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.72% K5HU16E3LMSVCCJJJ255 BBI947000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STERICYCLE DEP-A B8PTJH2P0AXSWSMP2136 2049-01-01 2049-01-01 N/A 20.00 1257.40 Equities INTEL KNX4USFCNGPY45LOCE31 2049-01-01 2049-01-01 N/A 88.00 3107.28 Equities ST JUDE MEDICAL INC 549300IBJ0QJU1E0GW56 2049-01-01 2049-01-01 N/A 17700.00 1410690.00 Equities FXCM INC 2018-06-15 2018-06-15 2.25 - 2.25 4905607.00 2160000.08 Equities DYCOM INDUSTRIES 549300F56EKTHQI3WT60 2049-01-01 2049-01-01 N/A 39.00 2818.53 Equities DOMINION 17 UTS ILUL7B6Z54MRYCF6H308 2049-01-01 2049-01-01 N/A 1675.00 85123.50 Equities WILLIAMS COMPANIES D71FAKCBLFS2O0RBPG08 2049-01-01 2049-01-01 N/A 48800.00 1411784.00 Equities VOLKSWAGEN INTL FIN N V 5299004PWNHKYTR23649 2018-11-20 2018-11-20 2.125 - 2.125 1190000.00 1192213.73 Corporate Debt Securities T-MOB US 5.5% MCP-A 549300QHIJYOHPACPG31 2049-01-01 2049-01-01 N/A 40.00 3641.20 Equities CTRIP COM INTL LTD 2022-09-15 2022-09-15 1.25 - 1.25 244123.00 245522.84 Equities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2019-10-09 2019-10-09 N/A 102.00 96.85 Agency Debentures and Agency Strips PARK STERLING OUUCK8JEVZ99M8YITN81 2049-01-01 2049-01-01 N/A 284600.00 2811848.00 Equities ALLSCRIPTS HEALTH Y68YJHVB1GU4TAU3C223 2049-01-01 2049-01-01 N/A 15.00 164.25 Equities ANTHEM 18 UTS 8MYN82XMYQH89CTMTH67 2049-01-01 2049-01-01 N/A 43.00 2025.30 Equities ARCONIC DEP-B-1 ABPN11VOHLHX6QR7XQ48 2049-01-01 2049-01-01 N/A 6264.00 201888.72 Equities NRTST RLT EURP REIT 549300SFRB0TMPDH1377 2049-01-01 2049-01-01 N/A 58300.00 629057.00 Equities BRISTOL-MYERSSQUIBB HLYYNH7UQUORYSJQCN42 2049-01-01 2049-01-01 N/A 47400.00 2671464.00 Equities HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A 549300RIPPWJB5Z0FK07 2019-07-01 2019-07-01 N/A 48.00 48.13 Corporate Debt Securities AMERICAN AIRLINES 2049-01-01 2049-01-01 N/A 962.00 45108.18 Equities GOTHAM FDG CORP 2016-12-07 2016-12-07 N/A 2353892.00 2353637.78 Money Market XENITH BANKSHARES 0YHH68FCS94UQQLIU670 2049-01-01 2049-01-01 N/A 764300.00 1903107.00 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 Y MUFJ SECS (USA) (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0072 16000000.00 16000000.00 0.0018 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BBH374000 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 2164465.00 72379709.60 Equities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 1 N N/A N/A N N 0.0070 67000000.00 67000000.00 0.0077 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BBH775000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANTERO MIDSTREAM 2049-01-01 2049-01-01 N/A 778800.00 21697368.00 Equities GRT PLNS DEP-B 5493001U44U18AGEVX50 2049-01-01 2049-01-01 N/A 131062.00 6605524.80 Equities WILLIAM PARTNERS WUURD1P1N0874ONXXO03 2049-01-01 2049-01-01 N/A 177352.00 6265846.16 Equities Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 2 N N/A N/A N N 0.0070 32000000.00 32000000.00 0.0037 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BBI625000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MORE THAN 1000 2049-01-01 2049-01-01 N/A 11759978.00 206316862.01 Equities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 6 N N/A N/A N N 0.0070 191000000.00 191000000.00 0.0219 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BCA238000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BROADCOM 549300GR48KUO03W2V88 2049-01-01 2049-01-01 N/A 6714.00 1177971.30 Equities AMAZON.COM ZXTILKJKG63JELOEG630 2049-01-01 2049-01-01 N/A 12619.00 9622239.88 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-14 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0070 10000000.00 10000000.00 0.0011 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BBI927000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR SP MC 400 UT-1 2049-01-01 2049-01-01 N/A 131179.00 38989022.38 Equities MPLX 5493000CZJ19CK4P3G36 2049-01-01 2049-01-01 N/A 131598.00 4217715.90 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0070 40000000.00 40000000.00 0.0046 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BBJ521000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FST TRST KR ALPDX 549300NJ7F34WG5H4365 2049-01-01 2049-01-01 N/A 25829.00 574178.67 Equities VANECK BRAZIL SMALL 549300ZD9CS886VZLI44 2049-01-01 2049-01-01 N/A 38262.00 607983.18 Equities NUSTAR ENERGY 5493003BMLTUIEG2LG44 2049-01-01 2049-01-01 N/A 14984.00 691811.28 Equities SUNOCO 54930001NJU8E40NQ561 2049-01-01 2049-01-01 N/A 31154.00 667318.68 Equities ISHS CURHD MSCI GER 549300C4ACOXR7V0KY76 2049-01-01 2049-01-01 N/A 16804.00 403464.04 Equities ENERGY TRANSFER RY1052DWLDPLDW74Y843 2049-01-01 2049-01-01 N/A 19414.00 649204.16 Equities PWRS DWA CNSMR PRFL 2049-01-01 2049-01-01 N/A 30116.00 1267853.10 Equities CLM PPLN PRTN 2049-01-01 2049-01-01 N/A 31492.00 538513.20 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-12 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0070 5000000.00 5000000.00 0.0006 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BBJ910000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N YUM CHINA HLDNGS RG 2049-01-01 2049-01-01 N/A 557857.00 15949131.63 Equities CME GROUP-A LCZ7XYGSLJUHFXXNXD88 2049-01-01 2049-01-01 N/A 22507.00 2535863.69 Equities PEPSICO FJSUNZKFNQ5YPJ5OT455 2049-01-01 2049-01-01 N/A 61986.00 6356044.44 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-13 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0070 23000000.00 23000000.00 0.0026 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.70% 7TK5RJIZDFROZCA6XF66 BBJ261000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BLACKSTONE GRP 2049-01-01 2049-01-01 N/A 2077965.00 54006310.35 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-09 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0070 50000000.00 50000000.00 0.0057 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.85% 7TK5RJIZDFROZCA6XF66 BBH352000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 2017-04-15 2017-04-15 0.125 - 0.125 12597300.00 13394450.49 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 1 N N/A N/A N N 0.0085 13000000.00 13000000.00 0.0015 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.85% 7TK5RJIZDFROZCA6XF66 BBB080000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-05-30 2019-05-30 1.75 - 1.75 22598000.00 22850193.68 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-11-27 2020-01-21 1.625 - 1.625 1652000.00 1668964.61 Agency Debentures and Agency Strips Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0185 24001620.00 24001620.00 0.0027 N N N Y RBC Capital Markets Co. RBC Capital Markets Co., 0.82% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO PUB BLDGS AUTH REV GTD 2020-07-01 2027-07-01 5.25 - 5.5 30000.00 21486.99 Other Instrument MUNICIPAL DEBT SARASOTA CNTY FLA SCH BRD CTFS PARTN 2017-07-01 2017-07-01 5 - 5 65596.00 68494.98 Other Instrument MUNICIPAL DEBT PITKIN CNTY COLO CTFS PARTN 2029-11-01 2029-11-01 4 - 4 76627.00 79873.43 Other Instrument MUNICIPAL DEBT ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE 452151 54930048FV8RWPR02D67 2020-01-01 2020-01-01 5 - 5 9185000.00 9752030.87 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH HWY & TRANSN AUTH TRANSN REV 549300J6QBXVWJXB7Y41 2026-07-01 2028-07-01 5 - 5.5 30000.00 31653.32 Other Instrument MUNICIPAL DEBT TEXAS TRANSN COMMN ST HWY FD REV 2026-10-01 2026-10-01 5 - 5 3508346.00 4217912.88 Other Instrument MUNICIPAL DEBT MASSACHUSETTS ST DEV FIN AGY REV FOR ISSUES DATED PRIOR TO 05/20/15 SEE 57583U 549300UZSVMFXJK08K70 2041-10-01 2041-10-01 5 - 5 51902.00 54100.86 Other Instrument MUNICIPAL DEBT NORTH TEX TWY AUTH REV PQGZGRE0F2WPMYQQ1B78 2049-01-01 2049-01-01 0.57 - 0.57 200000.00 200085.56 Other Instrument MUNICIPAL DEBT ALABAMA ST UNIV REV 2035-09-01 2038-09-01 7.1 - 7.2 16299.00 17516.16 Other Instrument MUNICIPAL DEBT PASCO CNTY FLA WTR & SWR REV 2034-10-01 2034-10-01 6.66 - 6.66 4861093.00 5526941.21 Other Instrument MUNICIPAL DEBT PUERTO RICO MUN FIN AGY 2030-08-01 2030-08-01 5 - 5 60000.00 62464.07 Other Instrument MUNICIPAL DEBT ARIZONA BRD REGENTS UNIV ARIZ SYS REV 2039-08-01 2039-08-01 5 - 5 800305.00 896411.85 Other Instrument MUNICIPAL DEBT VERMONT EDL & HEALTH BLDGS FING AGY REV 549300ZC1ZW1EUIIV708 2046-12-01 2046-12-01 4 - 4 2860000.00 2760497.42 Other Instrument MUNICIPAL DEBT SOUTH TEXAS CMNTY COLLEGE DIST TEX 2035-08-15 2035-08-15 5 - 5 3640950.00 4146107.54 Other Instrument MUNICIPAL DEBT HOUSTON TEX 549300C64URYS0WQQY42 2024-03-01 2024-03-01 5 - 5 17089.00 20152.39 Other Instrument MUNICIPAL DEBT MOUNTAIN VIEW WHISMAN CALIF SCH DIST CTFS PARTN 2035-06-01 2035-06-01 4 - 4 42162.00 43034.19 Other Instrument MUNICIPAL DEBT CALIFORNIA ST DEPT WTR RES PWR SUPPLY REV 2021-05-01 2021-05-01 1.713 - 1.713 15415.00 15246.33 Other Instrument MUNICIPAL DEBT NEW JERSEY ST TRANSN TR FD AUTH 549300YUVD5TEXR6L889 2022-06-15 2028-12-15 5 - 6.104 9946926.00 10779790.94 Other Instrument MUNICIPAL DEBT SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV 2039-11-01 2040-11-01 4 - 6 7558993.00 7754245.57 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV FOR ISSUES DATED PRIOR TO 11/14/2013 SEE 64971Q ETC 2020-11-01 2039-08-01 4 - 5 8364128.00 8610673.59 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH 549300X44HXPLJU48U63 2019-07-01 2035-07-01 0 - 5.5 570000.00 560001.19 Other Instrument MUNICIPAL DEBT HARRIS CNTY TEX 2034-08-15 2034-08-15 5 - 5 183823.00 212852.94 Other Instrument MUNICIPAL DEBT PIMA CNTY ARIZ INDL DEV AUTH ED REV 549300QDTQ25545R4K19 2038-07-01 2038-07-01 5.625 - 5.625 2870000.00 2629153.19 Other Instrument MUNICIPAL DEBT PITTSBURG CALIF UNI SCH DIST 2040-08-01 2040-08-01 4 - 4 225262.00 230374.45 Other Instrument MUNICIPAL DEBT PHOENIX ARIZ INDL DEV AUTH LEASE REV 549300A62PWFBDWB8332 2047-10-01 2047-10-01 4 - 4 216004.00 205693.17 Other Instrument MUNICIPAL DEBT ARIZONA ST TRANSN BRD EXCISE TAX REV 2021-07-01 2021-07-01 5 - 5 461677.00 527262.32 Other Instrument MUNICIPAL DEBT LOUISIANA PUB FACS AUTH REV 549300RQIPT5S4P4M065 2032-12-15 2032-12-15 4 - 4 2000000.00 2018237.78 Other Instrument MUNICIPAL DEBT CURATORS UNIV MO SYS FACS REV G0G4PRB87K0V5MXIV248 2041-11-01 2041-11-01 5.792 - 5.792 717521.00 944017.82 Other Instrument MUNICIPAL DEBT NEW HAMPSHIRE HIGHER EDL & HEALTH FACS AUTH REV 549300CNCK7OT82W5653 2028-10-01 2028-10-01 5.3 - 5.3 50000.00 50471.31 Other Instrument MUNICIPAL DEBT FRANKLIN CNTY OHIO CONVENTION FACS AUTH 2042-12-01 2042-12-01 6.64 - 6.64 4364219.00 5513254.83 Other Instrument MUNICIPAL DEBT MARYLAND ST CMNTY DEV ADMIN DEPT HSG & CMNTY DEV 2038-11-01 2038-11-01 0.55 - 0.55 700000.00 700299.44 Other Instrument MUNICIPAL DEBT UNIVERSITY P R UNIV REVS 2019-06-01 2019-06-01 5 - 5 15000.00 7273.07 Other Instrument MUNICIPAL DEBT TOLEDO OHIO WTRWKS REV 2027-11-15 2027-11-15 5 - 5 185831.00 221348.26 Other Instrument MUNICIPAL DEBT PENNSYLVANIA ST TPK COMMN TPK REV FOR ISSUES DTD PRIOR TO 10/29/13 SEE 709223 549300J8LLBYEYEXZJ24 2046-12-01 2046-12-01 5 - 5 3546212.00 3903918.40 Other Instrument MUNICIPAL DEBT CALIFORNIA HEALTH FACS FING AUTH REV FOR ISSUES DATED PRIOR TO 07/01/2015 SEE 13033L 5493007RI8BUDOGHZ546 2030-08-15 2030-08-15 5 - 5 11655.00 13332.47 Other Instrument MUNICIPAL DEBT MACON CNTY ILL SCH DIST NO 061 DECATUR 2017-12-01 2017-12-01 4 - 4 50000.00 51091.94 Other Instrument MUNICIPAL DEBT NEWARK N J HSG AUTH CITY-SECD POLICE FAC REV 2038-12-01 2038-12-01 5 - 5 37547.00 41511.46 Other Instrument MUNICIPAL DEBT RALEIGH N C COMB ENTERPRISE SYS REV 2035-03-01 2035-03-01 4 - 4 650000.00 681619.61 Other Instrument MUNICIPAL DEBT CITIZENS PPTY INS CORP FLA 2022-06-01 2022-06-01 5 - 5 106713.00 123222.69 Other Instrument MUNICIPAL DEBT CHICAGO ILL BRD ED FOR ISSUES DTD PRIOR TO 09/05/07 SEE 167501 54930099NR6T9V7LVB43 2039-12-01 2039-12-01 5.5 - 5.5 10000.00 8395.57 Other Instrument MUNICIPAL DEBT PUERTO RICO SALES TAX FING CORP SALES TAX REV 2026-08-01 2042-08-01 5 - 5.125 30001.00 32117.36 Other Instrument MUNICIPAL DEBT PUERTO RICO COMWLTH AQUEDUCT & SWR AUTH REV 2047-07-01 2047-07-01 5.125 - 5.125 75000.00 78972.89 Other Instrument MUNICIPAL DEBT KING CNTY WASH PUB HOSP DIST NO 001 HOSP FACS REV 2040-06-15 2040-06-15 8 - 8 5800000.00 6754718.68 Other Instrument MUNICIPAL DEBT Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 1 N N/A N/A N N 0.0082 76000000.00 76000000.00 0.0087 N Y Y N RBC Capital Markets Co. RBC Capital Markets Co., 0.91% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2035-07-15 2043-12-15 2 - 6.065 369298704.00 28471784.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-04-20 2046-08-20 0 - 3.5 221543458.00 35386944.58 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2031-11-01 2046-03-01 2.5 - 6.206 777528123.00 54568865.24 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-07 2016-12-07 2017-01-18 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0091 115000000.00 115000000.00 0.0132 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 1.02% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAKERSFIELD CALIF WASTEWTR REV 2030-09-15 2030-09-15 5 - 5 128109.00 151037.52 Other Instrument MUNICIPAL DEBT CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063B 2034-09-01 2034-09-01 5 - 5 14782392.00 16848247.69 Other Instrument MUNICIPAL DEBT ATLANTA GA 549300GHLQ0J51NUBM84 2032-12-01 2032-12-01 5 - 5 311034.00 364373.57 Other Instrument MUNICIPAL DEBT WASHINGTON ST FOR ISSUES DTD PRIOR TO 02/05/2013 SEE 93974C ETC 549300X3TODFMUKLQ364 2030-07-01 2030-07-01 5 - 5 392794.00 454499.76 Other Instrument MUNICIPAL DEBT OKALOOSA CNTY FLA WTR & SWR REV 2035-07-01 2035-07-01 5 - 5 376256.00 429403.83 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV FOR ISSUES DATED PRIOR TO 06/29/2012 SEE 64972F 2039-06-15 2039-06-15 5 - 5 1237844.00 1407981.53 Other Instrument MUNICIPAL DEBT HONOLULU HAWAII CITY & CNTY WASTEWTR SYS REV 2031-07-01 2031-07-01 5 - 5 4264.00 5052.69 Other Instrument MUNICIPAL DEBT NEW YORK N Y FOR PREVIOUS ISSUES SEE 64966K FOR FUTURE ISSUES SEE 64966M 549300ABYZD2SFD5JB29 2027-08-01 2027-08-01 5 - 5 295813.00 349212.51 Other Instrument MUNICIPAL DEBT NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT 549300C8XO7EXTX2XU71 2029-07-01 2032-07-01 5 - 5 13674701.00 15905776.87 Other Instrument MUNICIPAL DEBT Y N/A N/A 2016-12-07 2016-12-07 2017-01-17 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0102 34000000.00 34000000.00 0.0039 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 1.04% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EAST BATON ROUGE LA SEW COMMN REV 5493006BC84VNIRSCG97 2034-02-01 2039-02-01 5 - 5 5058590.00 5692444.46 Other Instrument MUNICIPAL DEBT CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063B 2034-09-01 2034-09-01 5 - 5 410393.00 467745.88 Other Instrument MUNICIPAL DEBT LOS ANGELES CALIF DEPT WTR & PWR REV 549300S8NXV6YU61GG95 2044-07-01 2044-07-01 5 - 5 12603934.00 14291152.62 Other Instrument MUNICIPAL DEBT WASHINGTON ST FOR ISSUES DTD PRIOR TO 02/05/2013 SEE 93974C ETC 549300X3TODFMUKLQ364 2030-07-01 2030-07-01 5 - 5 1461435.00 1691018.32 Other Instrument MUNICIPAL DEBT INDIANA ST FIN AUTH WASTEWATER UTIL REV 549300PS0PAS7NDSSI20 2040-10-01 2040-10-01 5 - 5 561992.00 629568.42 Other Instrument MUNICIPAL DEBT UTAH TRAN AUTH SALES TAX REV 2038-06-15 2038-06-15 5 - 5 6171852.00 7117606.03 Other Instrument MUNICIPAL DEBT OKALOOSA CNTY FLA WTR & SWR REV 2035-07-01 2035-07-01 5 - 5 1758534.00 2006934.74 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 32696949.60 Other Instrument MUNICIPAL DEBT SAN ANTONIO TEX WTR REV 2039-05-15 2039-05-15 5 - 5 218030.00 244772.11 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV FOR ISSUES DATED PRIOR TO 06/29/2012 SEE 64972F 2039-06-15 2039-06-15 5 - 5 943462.00 1073137.71 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV 2029-07-15 2040-07-15 5 - 5 1623839.00 1832637.09 Other Instrument MUNICIPAL DEBT ORANGE CNTY FLA SCH BRD CTFS PARTN 549300SEFJ368NVQXL34 2031-08-01 2031-08-01 5 - 5 10000000.00 11428777.78 Other Instrument MUNICIPAL DEBT LAS VEGAS VALLEY NEV WTR DIST 2034-06-01 2039-06-01 5 - 5 19769799.00 22607473.14 Other Instrument MUNICIPAL DEBT NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT 549300C8XO7EXTX2XU71 2029-07-01 2029-07-01 5 - 5 621739.00 730589.61 Other Instrument MUNICIPAL DEBT BAKERSFIELD CALIF WASTEWTR REV 2030-09-15 2030-09-15 5 - 5 499599.00 589015.56 Other Instrument MUNICIPAL DEBT PALM BEACH CNTY FLA SCH BRD CTFS PARTN 549300J36FX8PM8L7086 2030-08-01 2030-08-01 5 - 5 5035106.00 5811407.45 Other Instrument MUNICIPAL DEBT FOREST HILLS OHIO LOC SCH DIST 2044-12-01 2044-12-01 5 - 5 7740886.00 8834372.17 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 11369266.67 Other Instrument MUNICIPAL DEBT NEW YORK N Y FOR PREVIOUS ISSUES SEE 64966K FOR FUTURE ISSUES SEE 64966M 549300ABYZD2SFD5JB29 2027-08-01 2027-08-01 5 - 5 1181524.00 1394810.09 Other Instrument MUNICIPAL DEBT LONE STAR COLLEGE SYS TEX 2040-02-15 2040-02-15 5 - 5 620566.00 701551.93 Other Instrument MUNICIPAL DEBT MEMPHIS TENN 549300J2762HBWE6MQ22 2040-04-01 2040-04-01 5 - 5 277079.00 312465.99 Other Instrument MUNICIPAL DEBT Y N/A N/A 2016-12-07 2016-12-07 2017-02-13 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0104 125000000.00 125000000.00 0.0143 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.66% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAL DIVE INTL INC DEL 549300JRUHFOMO7Y8P62 2017-07-15 2017-07-15 5 - 5 8231000.00 20577.50 Equities ENERGY XXI BERMUDA LTD 2018-12-15 2018-12-15 3 - 3 5000000.00 25000.00 Equities TAUBMAN 6.25% CRP-K 2049-01-01 2049-01-01 N/A 12588.00 316965.84 Equities TRINA SOLAR LTD 2019-06-15 2019-06-15 N/A 12326000.00 11599279.60 Equities THERAVANCE INC 549300ACOX4QTBES6535 2023-01-15 2023-01-15 2.125 - 2.125 786000.00 665033.62 Equities SUNEDISON INC 5493004W8FBXFVSWVZ87 2018-10-01 2022-04-15 0.25 - 2.75 25766000.00 694720.00 Equities TESLA MTRS INC 2019-03-01 2019-03-01 0.25 - 0.25 4528088.00 4100718.25 Equities JAZZ INVTS I LTD 2021-08-15 2021-08-15 1.875 - 1.875 327000.00 317549.29 Equities T-MOB US 5.5% MCP-A 549300QHIJYOHPACPG31 2049-01-01 2049-01-01 N/A 63169.00 5750274.07 Equities CTRIP COM INTL LTD 2022-09-15 2022-09-15 1.25 - 1.25 7577000.00 7620447.78 Equities MOLYCORP INC DEL 2018-02-01 2018-02-01 5.5 - 5.5 20000.00 50.00 Equities CORENERGY DEP-A 549300RWMFYIPNXWXM78 2049-01-01 2049-01-01 N/A 9800.00 231182.00 Equities SILVER STD RES INC 549300JD2KR7AB9DYJ38 2033-02-01 2033-02-01 N/A 9448000.00 8935478.81 Equities ALPHA NAT RES INC 549300C9E158C3V6PT51 2017-12-15 2020-12-15 3.75 - 4.875 10780000.00 592900.00 Equities URSTADT 6.75% CRP-G 549300XXD0YL0AER3Z82 2049-01-01 2049-01-01 N/A 6100.00 157990.00 Equities 7.875% BD CONVERT 1 549300LKT9PW7ZIBDF31 2049-01-01 2049-01-01 7.875 - 7.875 516266.00 33278506.36 Equities WHITING PETE CORP 2020-04-01 2020-04-01 1.25 - 1.25 3154694.00 2626846.22 Equities CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 2026-09-15 2026-09-15 5.5 - 5.5 21228167.00 21431709.73 Equities 5.5 ALLER CCP18 -A- 635400FWJZQC1IPYUH69 2049-01-01 2049-01-01 N/A 30016.00 21516969.60 Equities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0066 111000000.00 111000000.00 0.0127 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.66% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CNPC (HK) OVERSEAS CAPITAL LTD 2041-04-28 2041-04-28 5.95 - 5.95 300000.00 365762.67 Corporate Debt Securities GTD SR NT REG S 2022-04-25 2022-04-25 4.5 - 4.5 3505000.00 3714020.68 Corporate Debt Securities RELIANCE HOLDING USA INC LW0V2CUWFIITRBI06W51 2022-02-14 2022-02-14 5.4 - 5.4 469000.00 516570.67 Corporate Debt Securities FIXED RATE NOTE REG 5493003UOETFYRONLG31 2025-01-28 2025-01-28 4.125 - 4.125 4050000.00 4085150.63 Corporate Debt Securities 5% NT REDEEM 02/05/ 2022-05-02 2042-05-02 3.875 - 5 1860000.00 1948552.13 Corporate Debt Securities CREDIT SUISSE GROUP FDG GUERNSEY LTD 549300PXR5FKNXF0OH19 2022-09-15 2022-09-15 3.8 - 3.8 466000.00 470271.67 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEVELOPMENT (2012) LIMITE 2022-05-17 2022-05-17 3.9 - 3.9 5300000.00 5511037.17 Corporate Debt Securities EMPRESA DE ENERGIA DE BOGOTA S.A. ESP 2021-11-10 2021-11-10 6.125 - 6.125 460000.00 472490.28 Corporate Debt Securities UBS GROUP FDG JERSEY LTD 2025-09-24 2025-09-24 4.125 - 4.125 1935000.00 1975059.34 Corporate Debt Securities HUTCHISON WHAMPOA INTERNATIONAL (12) (II) LIMITE 2022-11-08 2022-11-08 3.25 - 3.25 7231000.00 7363226.87 Corporate Debt Securities COLBUN SA 2024-07-10 2024-07-10 4.5 - 4.5 285000.00 291939.75 Corporate Debt Securities CORPBANCA 549300DDPTTIZ06NIV06 2019-09-22 2019-09-22 3.875 - 3.875 700000.00 721888.61 Corporate Debt Securities BPCE S A MEDIUM TERM NTS BOOK ENTRY 3/A2 9695005MSX1OYEMGDF46 2020-01-27 2020-01-27 2.25 - 2.25 2165000.00 2169216.34 Corporate Debt Securities GTD,FXD RT REG-S 2044-05-07 2044-05-07 4.85 - 4.85 6650000.00 7427575.26 Corporate Debt Securities BANCO DE CREDITO E INVERSIONES 549300E9E5Y3PKW24142 2023-02-11 2023-02-11 4 - 4 849000.00 881763.85 Corporate Debt Securities 5.125% BD REDEEM 11 724500ULW6PWKDAI7I46 2023-03-11 2024-05-20 5.125 - 5.35 4680000.00 4909309.68 Corporate Debt Securities SVENSKA HANDELSBANKEN AB PUBL MEDIUM TERM NTS BO NHBDILHZTYCNBV5UYZ31 2019-01-25 2019-01-25 2.5 - 2.5 317000.00 323565.25 Corporate Debt Securities BANK OF TOKYO-MITSUBISHI UFJ C3GTMMZIHMY46P4OIX74 2018-09-09 2018-09-09 2.7 - 2.7 200000.00 203609.00 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA NY BRH MEDIUM TERM SR 2018-03-12 2018-03-12 1.625 - 1.625 1080000.00 1083737.70 Corporate Debt Securities SIEMENS FINANCIERINGSMAATSCHAPPIJ N V TAFO772JB70PDRN5VS48 2018-05-25 2025-05-27 1.45 - 3.25 2400000.00 2419219.74 Corporate Debt Securities CORPORACION FINANCIERA DE DESARROLLO S.A. 2019-07-15 2019-07-15 3.25 - 3.25 555000.00 567314.06 Corporate Debt Securities EXPORT IMPORT BK KOREA 549300APVP4R32PI3Y06 2021-09-15 2021-09-15 4.375 - 4.375 500000.00 542882.29 Corporate Debt Securities BANCO DE BOGOTA 549300LYHE7LWSKDZT53 2017-01-15 2017-01-15 5 - 5 309000.00 316057.56 Corporate Debt Securities CORPBANCA SR GLBL REGS 19 549300DDPTTIZ06NIV06 2019-09-22 2019-09-22 N/A 388000.00 400132.54 Corporate Debt Securities LYONDELLBASELL INDS N V BN6WCCZ8OVP3ITUUVN49 2024-04-15 2024-04-15 5.75 - 5.75 342000.00 391784.08 Corporate Debt Securities UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTS BOOK 2020-03-26 2020-03-26 2.35 - 2.35 2736000.00 2747074.72 Corporate Debt Securities INVERSIONES CMPC S.A. 549300G475ACIABB4385 2024-09-15 2024-09-15 4.75 - 4.75 336000.00 344610.28 Corporate Debt Securities 3.8 TEN 25 SRMTN4-S 2025-02-11 2025-02-11 N/A 1400000.00 1446333.78 Corporate Debt Securities 4.50% BD REDEEM 03/ 2023-10-03 2023-10-03 4.5 - 4.5 1596000.00 1698630.78 Corporate Debt Securities ICICI BK LTD GLOBAL MEDIUM TERM SR BK NTS BOOK E 2018-02-21 2018-02-21 4.7 - 4.7 1300000.00 1351382.50 Corporate Debt Securities PROLOGIS INTL FDG II S A 213800JNRWW2C9DWI388 2020-02-15 2020-02-15 4.875 - 4.875 300000.00 318737.63 Corporate Debt Securities BNZ INTL FDG LTD LONDON BRH GLOBAL MED TERM BK N 2018-02-26 2018-02-26 1.9 - 1.9 2500000.00 2516052.78 Corporate Debt Securities PTT GLOBAL CHEMICAL PUBLIC COMPANY LTD 5493007X3230PPPZFF40 2022-09-19 2022-09-19 N/A 6581000.00 6939414.05 Corporate Debt Securities KOREA DEV BK 549300ML2LNRZUCS7149 2022-09-14 2022-09-14 3 - 3 820000.00 836451.93 Corporate Debt Securities SUMITOMO MITSUI BKG CORP REORGANIZED AS SUMITOMO 5U0XI89JRFVHWIBS4F54 2017-01-10 2020-07-23 1.3 - 2.65 1550000.00 1560730.86 Corporate Debt Securities MEXICHEM SA DE CV 549300MVHZ20SBIOEQ79 2022-09-19 2022-09-19 4.875 - 4.875 295000.00 302261.30 Corporate Debt Securities GRUMA S.A.B.DE C.V. 5493000XJLJ6C4T0PG82 2024-12-01 2024-12-01 4.875 - 4.875 364000.00 382374.57 Corporate Debt Securities BPCE MEDIUM TERM SUB NTS BOOK ENTRY 144A 9695005MSX1OYEMGDF46 2024-07-21 2024-07-21 5.15 - 5.15 1404000.00 1447937.01 Corporate Debt Securities TRANSPORTADORA DE GAS INTERNACIONAL S A E S P 2022-03-20 2022-03-20 5.7 - 5.7 410000.00 423154.17 Corporate Debt Securities BAIDU COM INC FORMERLY BAIDU COM INC TO 12/16/20 2019-06-09 2019-06-09 2.75 - 2.75 2025000.00 2075042.81 Corporate Debt Securities CNOOC FINANCE (2011) LTD 2021-01-26 2021-01-26 4.25 - 4.25 200000.00 212633.78 Corporate Debt Securities BG ENERGY CAP PLC S2M8QDKEE05NZN8JD460 2021-10-15 2041-10-15 4 - 5.125 5706000.00 6130374.76 Corporate Debt Securities Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0066 76002979.20 76002979.20 0.0087 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.66% VYVVCKR63DVZZN70PB21 0000276523 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 10048.00 1075959.84 Equities ISH 20+Y TRS BD 2049-01-01 2049-01-01 N/A 458817.00 37099920.25 Equities VANECK SEMICONDUCT 549300MJTG2N9QRH7I02 2049-01-01 2049-01-01 N/A 10.00 712.60 Equities POWERSHARES QQQ 2049-01-01 2049-01-01 N/A 56.00 6660.64 Equities SEL SCT ENERGY 2049-01-01 2049-01-01 N/A 158230.00 10169470.40 Equities SPDR GOLD 2049-01-01 2049-01-01 N/A 84873.00 9613564.71 Equities CURRENCYSHARES EURO 2049-01-01 2049-01-01 N/A 74.00 7659.00 Equities CURRCYSHS JAP YEN 2049-01-01 2049-01-01 N/A 4059.00 348262.20 Equities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0066 54002559.60 54002559.60 0.0062 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.50% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CLEARWIRE COMMUNICATIONS LLC / CLEARWIRE FIN INC 2040-12-01 2040-12-01 N/A 25885000.00 28111649.26 Equities Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0150 25998767.60 25998767.60 0.0030 N N N Y Bank of Nova Scotia Bank of Nova Scotia, 0.94% 06417LBQ9 L3I9ZG2KFGXZ61BMYR72 US06417LBQ95 0000009631 Financial Company Commercial Paper Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0094 265019875.00 265019875.00 0.0303 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.98% 09658YPD7 R0MUWSFPU8MPRO8K5P83 BAI113000 Financial Company Commercial Paper Y N/A N/A 2017-02-13 2017-02-13 2017-02-13 N N N 0.0098 99838540.00 99838540.00 0.0114 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.98% 09659JQ22 KGCEPHLVVKVRZYO1T647 BBC452000 Financial Company Commercial Paper Y N/A N/A 2017-03-02 2017-03-02 2017-03-02 N N N 0.0098 69843116.00 69843116.00 0.0080 N N N N BPCE SA BPCE SA, 1.00% 05571BP23 9695005MSX1OYEMGDF46 BAH563000 Financial Company Commercial Paper Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0100 94908296.50 94908296.50 0.0109 N N N N BPCE SA BPCE SA, 1.00% 05571BQ14 9695005MSX1OYEMGDF46 BBI250000 Financial Company Commercial Paper Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0100 74827672.50 74827672.50 0.0086 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.85% 1280C2P60 8TFTWWNRV3KXDI3TJE74 BBD368000 Financial Company Commercial Paper Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N N N 0.0085 22972542.60 22972542.60 0.0026 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.85% 1280C2P78 8TFTWWNRV3KXDI3TJE74 BBD384000 Financial Company Commercial Paper Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0085 11985372.00 11985372.00 0.0014 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.85% 1280C2P86 8TFTWWNRV3KXDI3TJE74 BBD387000 Financial Company Commercial Paper Y N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0085 22971378.80 22971378.80 0.0026 N N N N Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.90% 63873JP38 KX1WK48MPD4Y2NCUIZ63 0001274981 Financial Company Commercial Paper Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0090 87884649.60 87884649.60 0.0101 N N N N Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.90% 89116EPH0 BBH451000 Financial Company Commercial Paper Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N Y TORONTO DOMINION BANK 1.0000 N/A N/A N 0.0090 74888745.00 74888745.00 0.0086 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.54% 91058TM11 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0054 28999565.00 28999565.00 0.0033 N Y Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TM60 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0061 84990539.50 84990539.50 0.0097 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TM60 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0061 139984418.00 139984418.00 0.0160 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.61% 91058TM60 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0061 154482799.52 154482799.52 0.0177 N N Y N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.62% 91058TM60 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0062 46994768.90 46994768.90 0.0054 N N Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.00% 04821TQ16 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0100 84799323.50 84799323.50 0.0097 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.00% 04821TQ16 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0100 85796962.60 85796962.60 0.0098 N N N N Gotham Funding Corp. Gotham Funding Corp., 0.48% 38346LM78 549300Z2ZR7VTUMRPR17 BCA256000 Asset Backed Commercial Paper Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0048 41996081.40 41996081.40 0.0048 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.33% 1VUV7VQFKUOQSJ21A208 BCA401000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0033 167000000.00 167000000.00 0.0191 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.47% 969500TJ5KRTCJQWXH05 BCA250000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0047 191000000.00 191000000.00 0.0219 N N Y N ING Bank NV ING Bank NV, 0.47% 3TK20IVIUJ8J3ZU0QE75 BBJ449000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0047 90000000.00 90000000.00 0.0103 N N Y N ING Bank NV ING Bank NV, 0.47% 3TK20IVIUJ8J3ZU0QE75 BCA183000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0047 90000000.00 90000000.00 0.0103 N N Y N Nordea Bank AB Nordea Bank AB, 0.32% 6SCPQ280AIY8EP3XFW53 BCA411000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0032 240000000.00 240000000.00 0.0275 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.66% 912828T75 US912828T750 U.S. Treasury Debt Y N/A N/A 2016-12-01 2018-10-31 2018-10-31 N N N 0.0066 70006160.00 70006160.00 0.0080 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.66% 912828M23 US912828M235 U.S. Treasury Debt Y N/A N/A 2016-12-01 2017-10-31 2017-10-31 N N N 0.0066 210308490.00 210308490.00 0.0241 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.68% 912828Q86 US912828Q863 U.S. Treasury Debt Y N/A N/A 2016-12-01 2018-04-30 2018-04-30 N N N 0.0068 350496300.00 350496300.00 0.0401 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 0.75% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0075 25155000.00 25155000.00 0.0029 N N Y N Bank of America NA In a joint trading account with Bank of America NA at 0.28%, dated 11/30/2016 due 12/01/2016 B4TYDEB6GKMZO031MB27 BCA334000_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 12828.92 11666.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-12-25 3 - 5.8 18081.77 7699.65 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 18802.25 18802.25 0.0000 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.28%, dated 11/30/2016 due 12/01/2016 R0MUWSFPU8MPRO8K5P83 BCA334000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-01-12 2046-08-15 0 - 8.5 6567.71 6639.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2022-12-09 2022-12-09 5.25 - 5.25 0.19 0.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-08-01 0.75 - 7.5 389.21 108.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2057-09-15 1.062 - 7 17078.20 474.02 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2024-09-15 2.875 - 3.875 7.42 7.70 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2046-10-01 0 - 7.5 1418.21 973.05 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 8031.51 8031.51 0.0000 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.28%, dated 11/30/2016 due 12/01/2016 E57ODZWZ7FF32TWEFA76 BCA334000_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 16.95 12.56 Agency Debentures and Agency Strips US TREASURY 2016-12-08 2046-02-15 0 - 9 1365.15 1476.09 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2017-07-21 2017-07-21 0.841 - 0.841 5.52 5.54 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 1 - 6.75 58.99 43.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2045-10-20 2 - 9 169.68 59.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-14 2051-04-01 1.125 - 6.5 25.34 17.29 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 1579.31 1579.31 0.0000 N Y Y N Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.28%, dated 11/30/2016 due 12/01/2016 1VUV7VQFKUOQSJ21A208 BCA334000_04361 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-06-30 2046-02-15 0.75 - 3.625 7565.15 7520.91 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 7366.65 7366.65 0.0000 N Y Y N Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.28%, dated 11/30/2016 due 12/01/2016 1V8Y6QCX6YMJ2OELII46 BCA334000_26252 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-30 2045-02-15 0.5 - 8.125 19695.50 20739.27 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2038-07-20 2046-11-20 3 - 6 2717.08 1479.73 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0028 21760.57 21760.57 0.0000 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.27%, dated 11/30/2016 due 12/01/2016 CYYGQCGNHMHPSMRL3R97 BCA416000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-02-15 2046-02-15 0.625 - 8.125 165941.79 171397.02 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2046-10-01 2.5 - 8 136881.87 68590.72 Agency Mortgage-Backed Securities U.S. TREASURY 2017-01-31 2018-07-31 0.077 - 0.494 1167.32 1168.65 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 236171.82 236171.82 0.0000 N Y Y N J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 ZBUT11V806EZRVTWT807 BCA334000_55502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-15 2046-11-15 0.5 - 8 324.64 333.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2046-11-01 2.5 - 4 238.20 157.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2058-06-15 2 - 9 43.87 19.31 Agency Mortgage-Backed Securities U.S. TREASURY 2017-10-31 2018-01-31 0.488 - 0.592 19.77 19.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-01 2046-12-01 2 - 7.5 1459.98 917.45 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 1418.37 1418.37 0.0000 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.27%, dated 11/30/2016 due 12/01/2016 8NAV47T0Y26Q87Y0QP81 BCA416000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-05-31 2045-02-15 0.625 - 5.5 50084.62 51466.36 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2046-10-20 3 - 3 4218.00 4311.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 12216.13 11316.29 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 65628.55 65628.55 0.0000 N Y Y N Royal Bank of Canada In a joint trading account with Royal Bank of Canada at 0.28%, dated 11/30/2016 due 12/01/2016 ES7IP3U3RHIGC71XBU11 BCA334000_07750 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-09-30 2045-05-15 1.375 - 3.625 6414.79 6522.57 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 6382.66 6382.66 0.0000 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.27%, dated 11/30/2016 due 12/01/2016 O2RNE8IBXP4R0TD8PU41 BCA416000_74037 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-11-09 2044-08-15 0 - 8 43171.47 45076.56 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-26 2046-08-01 1.25 - 6.75 1530.30 1674.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2046-09-01 2.5 - 3.5 2016.27 1360.21 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 46931.71 46931.71 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.27%, dated 11/30/2016 due 12/01/2016 VYVVCKR63DVZZN70PB21 BCA416000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-13 2046-05-15 0 - 2.5 51801.98 51572.30 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2033-03-09 0.682 - 5.16 233.41 241.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-01 2026-09-11 0 - 6.05 18459.70 18514.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-03-27 2046-10-01 0 - 5.125 8936.20 8993.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-11-20 2 - 10 55140.60 35676.52 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-26 2021-01-07 0.633 - 1.92 503.99 503.01 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-12-15 2042-12-15 0 - 7.125 785.25 805.67 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2026-09-24 0.811 - 2.625 4344.20 4334.05 Agency Debentures and Agency Strips Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 118267.91 118267.91 0.0000 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.28%, dated 11/30/2016 due 12/01/2016 VYVVCKR63DVZZN70PB21 BCA334000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-04-13 2046-05-15 0 - 2.5 7734.60 7700.31 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2033-03-09 0.682 - 5.16 34.85 36.01 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-01 2026-09-11 0 - 6.05 2756.23 2764.41 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-03-27 2046-10-01 0 - 5.125 1334.27 1342.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-11-20 2 - 10 8233.09 5326.89 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-26 2021-01-07 0.633 - 1.92 75.25 75.11 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-12-15 2042-12-15 0 - 7.125 117.25 120.29 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2026-09-24 0.811 - 2.625 648.64 647.12 Agency Debentures and Agency Strips Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 17658.69 17658.69 0.0000 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.81% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument (Master Note) Y N/A N/A 2016-12-07 2016-12-07 2017-03-08 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0081 360000000.00 360000000.00 0.0412 N N Y N Fidelity Colchester Street Trust: Prime Money Market Portfolio 2016-12-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer