N-MFP2 0000356173 XXXXXXXX 2016-11-30 0000356173 549300L6Y0PMNIGY0428 S000054090 5 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 29 193808385.33 183499061.57 166173120.05 201536794.32 393145063.21 385121188.69 424037504.66 425673896.18 0.3300 0.3000 0.2400 0.2900 0.6700 0.6400 0.6300 0.6200 0.00 676294139.42 676218528.63 520841.77 443839.94 676371141.25 676276533.69 1.0000 0.0077 1.0001 1.0001 1.0001 1.0001 C000170006 1000000.00 209303838.40 209274061.04 1.0001 1.0001 1.0001 1.0001 4972565.64 5500256.87 21872153.12 3626010.00 3138166.64 6633349.65 12416782.16 1312990.80 56050602.18 18817394.23 0.0059 Y Fidelity Investments, Reimbursement Fees, -11982.13; C000170007 1000000.00 1001429.65 1001291.71 1.0001 1.0001 1.0001 1.0001 292.58 0.00 0.00 0.00 0.00 0.00 0.00 0.00 292.58 0.00 0.0044 Y Fidelity Investments, Reimbursement Fees, -65.62; C000170008 1000000.00 1000934.06 1000796.28 1.0001 1.0001 1.0001 1.0001 207.56 0.00 0.00 0.00 0.00 0.00 0.00 0.00 207.56 0.00 0.0034 Y Fidelity Investments, Reimbursement Fees, -67.00; C000170009 1000000.00 1001926.16 1001788.00 1.0001 1.0001 1.0001 1.0001 377.74 0.00 0.00 0.00 0.00 0.00 0.00 0.00 377.74 0.00 0.0054 Y Fidelity Investments, Reimbursement Fees, -64.81; C000170010 10000000.00 464063012.98 463998596.65 1.0001 1.0001 1.0001 1.0001 39344947.41 4288923.23 532310.10 1193702.60 69824799.42 157785.88 4719684.98 1251795.18 91169898.19 22268610.73 0.0063 Y Fidelity Investments, Reimbursement Fees, -31274.58; ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.89% 00084BM27 AJA121000 Financial Company Commercial Paper Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N Y ABN AMRO BANK NV 1.0000 N/A N/A ABN AMRO BANK NV 1.0000 N/A N/A N 0.0089 4999886.50 4999886.50 0.0074 N N Y N ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.89% 00084BNR1 BAJ155000 Financial Company Commercial Paper Y N/A N/A 2017-01-25 2017-01-25 2017-01-25 N Y ABN AMRO BANK NV 1.0000 N/A N/A ABN AMRO BANK NV 1.0000 N/A N/A N 0.0089 4995496.50 4995496.50 0.0074 N N N N ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.90% 00084BNA8 BAC968000 Financial Company Commercial Paper Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N Y ABN AMRO BANK NV 1.0000 N/A N/A N 0.0090 4997067.50 4997067.50 0.0074 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.90% 06742QAE2 G5GSEF7VJP5I7OUK5573 BBG839000 Financial Company Commercial Paper Y N/A N/A 2016-12-16 2016-12-16 2016-12-16 N N N 0.0090 4998060.00 4998060.00 0.0074 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.05% 06742QAK8 G5GSEF7VJP5I7OUK5573 BBJ594000 Financial Company Commercial Paper Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0105 4995757.50 4995757.50 0.0074 N N N N Bayerische Landesbank Bayerische Landesbank, 0.49% 07274LM12 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0049 5199962.04 5199962.04 0.0077 N Y Y N Bayerische Landesbank Bayerische Landesbank, 0.49% 07274LM20 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0049 8182870.71 8182870.71 0.0121 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.49% 07274LM53 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0049 6999661.90 6999661.90 0.0103 N N Y N Bayerische Landesbank Bayerische Landesbank, 0.49% 07274LM61 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0049 6999569.50 6999569.50 0.0103 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 0.47% 09658YM65 R0MUWSFPU8MPRO8K5P83 BBJ822000 Financial Company Commercial Paper Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0047 9999347.00 9999347.00 0.0148 N N Y N BNP Paribas Fortis BNP Paribas Fortis, 0.98% 09659JPD9 KGCEPHLVVKVRZYO1T647 BAH134000 Financial Company Commercial Paper Y N/A N/A 2017-02-13 2017-02-13 2017-02-13 N N N 0.0098 4991927.00 4991927.00 0.0074 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 4988794.00 4988794.00 0.0074 N N N N BPCE SA BPCE SA, 1.00% 05571BMM2 9695005MSX1OYEMGDF46 AJH714000 Financial Company Commercial Paper Y N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0100 4998699.00 4998699.00 0.0074 N N N N BPCE SA BPCE SA, 1.00% 05571BNX7 9695005MSX1OYEMGDF46 BAE075000 Financial Company Commercial Paper Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0100 4995565.50 4995565.50 0.0074 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 4995173.50 4995173.50 0.0074 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 4988511.50 4988511.50 0.0074 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 1997612.40 1997612.40 0.0030 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 998781.00 998781.00 0.0015 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 1997511.20 1997511.20 0.0030 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.90% 1280C2MF3 8TFTWWNRV3KXDI3TJE74 AJE954000 Financial Company Commercial Paper Y N/A N/A 2016-12-15 2016-12-15 2016-12-15 N N N 0.0090 4999083.50 4999083.50 0.0074 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.93% 1280C2PM5 8TFTWWNRV3KXDI3TJE74 BBH832000 Financial Company Commercial Paper Y N/A N/A 2017-02-21 2017-02-21 2017-02-21 N N N 0.0093 4992023.00 4992023.00 0.0074 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.93% 60682WNL8 JBONEPAGQXF4QP29B387 0001462160 Financial Company Commercial Paper Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0093 4995226.00 4995226.00 0.0074 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 4993446.00 4993446.00 0.0074 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 0.90% 68325KN30 BAG197000 Financial Company Commercial Paper Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N Y ONTARIO TEACHERS PENSION PL BD 1.0000 N/A N/A ONTARIO TEACHERS PENSION PL BD 1.0000 N/A N/A N 0.0090 4996671.00 4996671.00 0.0074 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.50% 86562KM27 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0050 1199976.48 1199976.48 0.0018 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.90% 86562KPA6 5U0XI89JRFVHWIBS4F54 0001184915 Financial Company Commercial Paper Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0090 4992360.00 4992360.00 0.0074 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 4992583.00 4992583.00 0.0074 N N N N Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.90% 89116EPP2 BBI883000 Financial Company Commercial Paper Y N/A N/A 2017-02-23 2017-02-23 2017-02-23 N Y TORONTO DOMINION BANK 1.0000 N/A N/A N 0.0090 4991736.00 4991736.00 0.0074 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.90% 04821TP66 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0090 4992605.00 4992605.00 0.0074 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.95% 04821TN35 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0095 4997086.50 4997086.50 0.0074 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.00% 04821TMD4 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2016-12-13 2016-12-13 2016-12-13 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0100 2999447.40 2999447.40 0.0044 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.10% 04821TP17 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0110 4993437.50 4993437.50 0.0074 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 0.47% 0527M0M53 BBJ597000 Asset Backed Commercial Paper Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0047 7999477.60 7999477.60 0.0118 N N Y N Gotham Funding Corp. Gotham Funding Corp., 1.00% 38346LME3 549300Z2ZR7VTUMRPR17 AJD542000 Asset Backed Commercial Paper Y N/A N/A 2016-12-14 2016-12-14 2016-12-14 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0100 4998998.50 4998998.50 0.0074 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.05% 38346LND4 549300Z2ZR7VTUMRPR17 BAC563000 Asset Backed Commercial Paper Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0105 1998384.20 1998384.20 0.0030 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.40% 53127TM18 549300F33VRHM10B9391 BCA303000 Asset Backed Commercial Paper Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0040 8001903.98 8001903.98 0.0118 N Y Y N Liberty Street Funding LLC Liberty Street Funding LLC, 0.89% 53127TN58 549300F33VRHM10B9391 BAD497000 Asset Backed Commercial Paper Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0089 4996870.00 4996870.00 0.0074 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.90% 53127TNH2 549300F33VRHM10B9391 BAG756000 Asset Backed Commercial Paper Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0090 4995480.00 4995480.00 0.0074 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.90% 53127TPD9 549300F33VRHM10B9391 BBG325000 Asset Backed Commercial Paper Y N/A N/A 2017-02-13 2017-02-13 2017-02-13 N Y BANK OF NOVA SCOTIA 1.0000 N/A N/A N 0.0090 4991354.00 4991354.00 0.0074 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.45% 56274LM19 549300S0NSJYSOB32S63 BCA288000 Asset Backed Commercial Paper Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0045 25999662.00 25999662.00 0.0384 N Y Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.50% 56274LM50 549300S0NSJYSOB32S63 BBJ458000 Asset Backed Commercial Paper Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0050 2299849.81 2299849.81 0.0034 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.05% 56274LNH3 549300S0NSJYSOB32S63 BAC119000 Asset Backed Commercial Paper Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0105 4995480.00 4995480.00 0.0074 N N N 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 29996661.00 29996661.00 0.0443 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 2999666.10 2999666.10 0.0044 N N Y 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 WIDEOPENWEST FIN LLC / WIDEOPENWEST CAP CORP 2019-07-15 2019-07-15 10.25 - 10.25 991000.00 1081119.06 Corporate Debt Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0072 1000013.70 1000013.70 0.0015 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 PLAINS GP HLDG-A RG 549300O56BSKRD8FAM12 2049-01-01 2049-01-01 N/A 531702.00 17280315.00 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 16000000.00 16000000.00 0.0237 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.66% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MERCER INTL 549300Z5IAG39VRTY874 2049-01-01 2049-01-01 N/A 121908.00 1164221.40 Equities ENBRIDGE ENG PART-A CZ6VG2MNE1J6YDI02G48 2049-01-01 2049-01-01 N/A 57728.00 1351989.76 Equities FIDELITY&GRNTY LIFE 549300UJJCG16YY1N573 2049-01-01 2049-01-01 N/A 122199.00 2883896.40 Equities Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0066 5000000.00 5000000.00 0.0074 N N 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 HG-COLL 2052-04-05 2052-04-05 0.604 - 0.604 15133694.00 11889900.53 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 10999846.00 10999846.00 0.0163 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 585000.00 5781077.10 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 5000234.00 5000234.00 0.0074 N N Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc., 0.70% 9J6MBOOO7BECTDTUZW19 0000058056 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JACKSONVILLE FLA SPL REV 549300XQE0JVN9WV0J40 2040-10-01 2040-10-01 5 - 5 6094259.00 6891658.93 Other Instrument MUNICIPAL DEBT SAN MATEO CNTY CALIF JT PWRS FING AUTH LEASE REV 2035-06-15 2035-06-15 4 - 4 6323646.00 6758607.46 Other Instrument MUNICIPAL DEBT Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0070 13000000.00 13000000.00 0.0192 N Y 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 ABBOTT LABORATORIES HQD377W2YR662HK5JX27 2023-11-30 2036-11-30 3.4 - 4.75 15755000.00 15754357.27 Corporate Debt Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0061 15000000.00 15000000.00 0.0222 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 ARMSTRONG WORLD IND KXMRXXOJ88Q45Y45MG74 2049-01-01 2049-01-01 N/A 2.00 83.30 Equities CR BARD 549300XS4HD3R8MDYK78 2049-01-01 2049-01-01 N/A 18386.00 3969169.68 Equities VISA-A 549300JZ4OKEHW3DPJ59 2049-01-01 2049-01-01 N/A 30047.00 2378220.05 Equities MOLSON COORS-B NVTG 54930073LBBH6ZCBE225 2049-01-01 2049-01-01 N/A 33710.00 3372685.50 Equities ALLISON TRANSMI 2049-01-01 2049-01-01 N/A 1.00 32.61 Equities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0061 9000000.00 9000000.00 0.0133 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 LEXMARK INTERNATIONAL, INC. 549300TGOGJOCWL57Z97 2018-06-01 2018-06-01 6.65 - 6.65 970000.00 1053143.84 Corporate Debt Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0063 1000001.30 1000001.30 0.0015 N N 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 NATIONAL MORTGAGE ASSOC 2046-11-25 2046-11-25 3 - 3 15060000.00 13391858.75 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0061 13000323.70 13000323.70 0.0192 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 MILL CITY MTG LN TR 2015-2 2057-09-25 2057-09-25 3.537 - 3.537 3158000.00 2406058.39 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2013-C17 2046-12-15 2046-12-15 3.5 - 3.5 12305000.00 8399407.93 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 10000000.00 10000000.00 0.0148 N N Y N J.P. Morgan Securities, LLC J.P. 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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 SHOPIFY SVTG-A 549300HGQ43STJLLP808 2049-01-01 2049-01-01 N/A 9578.00 407927.02 Equities EOG RESOURCES XWTZDRYZPBUHIQBKDB46 2049-01-01 2049-01-01 N/A 2446.00 226108.24 Equities GPT PPTY TR LP 549300422DOJNPEEDO10 2019-03-15 2019-03-15 3.75 - 3.75 1174195.00 1495269.82 Equities HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A 549300RIPPWJB5Z0FK07 2019-07-01 2019-07-01 N/A 389210.00 390285.95 Corporate Debt Securities GENERAL MTRS FINL CO INC 5493008B6JBRUJ90QL97 2019-10-04 2019-10-04 2.35 - 2.35 158299.00 156360.63 Corporate Debt Securities COGNIZANT TECH SO-A 2049-01-01 2049-01-01 N/A 402.00 22363.26 Equities FRONT 11.125%MCP-A 2049-01-01 2049-01-01 N/A 121.00 9331.52 Equities BERKSHIRE HATH-A 5493000C01ZX7D35SD85 2049-01-01 2049-01-01 N/A 2.00 472782.00 Equities GRT PLNS DEP-B 5493001U44U18AGEVX50 2049-01-01 2049-01-01 N/A 1.00 50.40 Equities PPG INDUSTRIES 549300BKPEP01R3V6C59 2049-01-01 2049-01-01 N/A 18.00 1764.00 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 3000000.00 3000000.00 0.0044 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 UNISYS CORP 2021-03-01 2021-03-01 5.5 - 5.5 625077.00 1079337.47 Equities AUTODESK INC FRKKVKAIQEF3FCSTPG55 2049-01-01 2049-01-01 N/A 10.00 752.60 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 1000000.00 1000000.00 0.0015 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 T ROWE PRICE GRP 2049-01-01 2049-01-01 N/A 14464.00 1061368.32 Equities CTRIP COM INTL LTD 2018-10-15 2018-10-15 1.25 - 1.25 14825.00 18823.19 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 1000000.00 1000000.00 0.0015 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 FT NQ GLBL AUTO IDX 549300BBNYFIGYUTII47 2049-01-01 2049-01-01 N/A 9446.00 316535.46 Equities WIPRO SP ADR 2049-01-01 2049-01-01 N/A 34001.00 325729.58 Equities CEDAR FAIR DULPI 549300TUVLNQQ6BVKH61 2049-01-01 2049-01-01 N/A 5229.00 318864.42 Equities WBI HIGH INCOME 5493005E1TC0HFMS3167 2049-01-01 2049-01-01 N/A 12929.00 306158.72 Equities VANECK AGRIBUSINESS 549300PY1GVOA1FO5J32 2049-01-01 2049-01-01 N/A 6422.00 325210.08 Equities SPDR S&P RUSSIA ETF 549300CJP6U568G1TU37 2049-01-01 2049-01-01 N/A 2539.00 46565.26 Equities WSDMTR TTL ERNGS FD 5493006LGPJCUO6SNE40 2049-01-01 2049-01-01 N/A 4096.00 320020.48 Equities FIRST MAJESTIC SILV 2049-01-01 2049-01-01 N/A 34944.00 310302.72 Equities GLBLX CHNA CONS ETF 549300ZKPZ4CX85D8R98 2049-01-01 2049-01-01 N/A 28051.00 338856.08 Equities STONEMOR PARTNERS 2049-01-01 2049-01-01 N/A 30447.00 303556.59 Equities 21VIANET SP ADR-A 2049-01-01 2049-01-01 N/A 42083.00 329089.06 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 3000000.00 3000000.00 0.0044 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 POWERSHS GLBL AGRI 2049-01-01 2049-01-01 N/A 7582.00 180451.60 Equities ISH RESID RE 2049-01-01 2049-01-01 N/A 2805.00 168440.25 Equities PENN WEST PETE 549300DITPHH8W8CK636 2049-01-01 2049-01-01 N/A 110141.00 172921.37 Equities WBI TACTICAL LCS 549300JTJ6WTWJ5Z3G37 2049-01-01 2049-01-01 N/A 14956.00 340489.49 Equities PWSH S&P INT DEV QP 2049-01-01 2049-01-01 N/A 8681.00 166327.96 Equities PRSHS HDG REPLCTION ADUJ68TGZBVW30IQNE81 2049-01-01 2049-01-01 N/A 3900.00 166491.00 Equities DOMINION DIAMND 2049-01-01 2049-01-01 N/A 17325.00 163894.50 Equities BAYTEX EGY 549300R5LTV2H7I1I079 2049-01-01 2049-01-01 N/A 47053.00 172684.51 Equities COSAN-A 2049-01-01 2049-01-01 N/A 24813.00 173939.13 Equities PLAINS ALL-AMERN LP 5521FA2ITF25TVH63740 2049-01-01 2049-01-01 N/A 5818.00 172561.88 Equities PWS DWA FCL MTM PFL 2049-01-01 2049-01-01 N/A 9140.00 282357.44 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 2000000.00 2000000.00 0.0030 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 BROADCOM 549300GR48KUO03W2V88 2049-01-01 2049-01-01 N/A 10511.00 1844154.95 Equities PIONEER NATURAL RES FY8JBF7CCL2VE4F1B628 2049-01-01 2049-01-01 N/A 26700.00 4636989.00 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 6000000.00 6000000.00 0.0089 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 ECOPETROL SA SP ADR 2049-01-01 2049-01-01 N/A 8705.00 68334.25 Equities JUMEI INT SP ADS-A 549300DLECQR1G5C3H64 2049-01-01 2049-01-01 N/A 49132.00 232394.36 Equities COMPASS HLDGS-SBI 2049-01-01 2049-01-01 N/A 11663.00 219847.55 Equities SPDR S&P EMG LATAME 549300TIXT83VBVPYD38 2049-01-01 2049-01-01 N/A 12330.00 466165.62 Equities IQ HD MCRO TRKR ETF 2049-01-01 2049-01-01 N/A 8945.00 220136.45 Equities FORTUNA SILVER 5493003Q88RVK7CW4735 2049-01-01 2049-01-01 N/A 37699.00 234487.78 Equities STMICRELCTRO-NY REG 213800Z8NOHIKRI42W10 2049-01-01 2049-01-01 N/A 22692.00 223743.12 Equities GL X JPM US SCRTIDX 549300PZF0SE5Y2J0N44 2049-01-01 2049-01-01 N/A 9214.00 222057.40 Equities TERRA NITRO 2049-01-01 2049-01-01 N/A 404.00 43183.56 Equities PWRSHS DWA NQ 2049-01-01 2049-01-01 N/A 2880.00 229795.20 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 2000000.00 2000000.00 0.0030 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 TRINITY BIO SP ADR 635400ESQQYRIISTLB94 2049-01-01 2049-01-01 N/A 18721.00 125243.49 Equities ENVIVA PARTNERS 549300WH5VXDEFM5KR81 2049-01-01 2049-01-01 N/A 4439.00 123626.15 Equities SID NACIONAL SP ADR 2049-01-01 2049-01-01 N/A 33222.00 125246.94 Equities SANTANDER BR SP ADR 549300D1H731B30TSI43 2049-01-01 2049-01-01 N/A 5285.00 43125.60 Equities SPDR MSCI AUST STRF 5493005OSAPRBXONDV08 2049-01-01 2049-01-01 N/A 2480.00 120637.12 Equities RYL BNK SCOT SP ADR 2138005O9XJIJN4JPN90 2049-01-01 2049-01-01 N/A 24912.00 122317.92 Equities LATAM AIRL SP ADR 549300HX3UUDPEFTG707 2049-01-01 2049-01-01 N/A 14170.00 121720.30 Equities SPDR BLB EM MKT LCB 549300UZIXAGB0EPMT96 2049-01-01 2049-01-01 N/A 4820.00 125705.60 Equities DX IBILLION INDEX 54930000KGRGHMNY1P55 2049-01-01 2049-01-01 N/A 2021.00 51555.71 Equities RECON CAP DAX GER 2049-01-01 2049-01-01 N/A 5084.00 120948.36 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 1000000.00 1000000.00 0.0015 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 FRST TRST HK APHADX 5493007Y9XOM6NF35641 2049-01-01 2049-01-01 N/A 7248.00 242373.12 Equities ECOPETROL SA SP ADR 2049-01-01 2049-01-01 N/A 21810.00 171208.50 Equities ISHRS CORE US REIT 2049-01-01 2049-01-01 N/A 5407.00 258049.08 Equities TESORO LOGISTCS 2049-01-01 2049-01-01 N/A 5580.00 256066.20 Equities SPDR MSCI ACW INMKT 549300VYOHBSQ8J75492 2049-01-01 2049-01-01 N/A 3850.00 253638.00 Equities XINYUAN REAL SP ADR 2049-01-01 2049-01-01 N/A 48614.00 258140.34 Equities GLB X NEXT EM&FRONT 549300XQTWVVW1VWH457 2049-01-01 2049-01-01 N/A 13444.00 245487.44 Equities BLDRS DEV MKTS 100 2049-01-01 2049-01-01 N/A 12158.00 235378.88 Equities QNTSHS US MK NT ANB 549300YBDDPCJBGJCO29 2049-01-01 2049-01-01 N/A 12082.00 239706.88 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 2000000.00 2000000.00 0.0030 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 GBL X STHEAST ASIA 5493006EZP4IAP7JPH28 2049-01-01 2049-01-01 N/A 13258.00 221629.53 Equities INTREPID POTASH 549300OZ696E2PRRTO45 2049-01-01 2049-01-01 N/A 36880.00 44993.60 Equities ELLINGTON FINANCIAL 60GS1D1R1YY5G1W7IT74 2049-01-01 2049-01-01 N/A 6305.00 101258.30 Equities DX IBILLION INDEX 54930000KGRGHMNY1P55 2049-01-01 2049-01-01 N/A 2661.00 67882.11 Equities DLEK LGST PRTNS 549300UVYITDIU51P724 2049-01-01 2049-01-01 N/A 4498.00 111550.40 Equities WILLIAM PARTNERS WUURD1P1N0874ONXXO03 2049-01-01 2049-01-01 N/A 3039.00 107367.87 Equities MECHEL SP ADR 2049-01-01 2049-01-01 N/A 18892.00 105417.36 Equities IQ CA SMALL CAP 2049-01-01 2049-01-01 N/A 10616.00 216130.82 Equities HI-CRUSH PARTS 2049-01-01 2049-01-01 N/A 6537.00 103938.30 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 1000000.00 1000000.00 0.0015 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 969100.00 1030424.14 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 1000000.00 1000000.00 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 BANK 2017-05-10 2017-05-10 0.367 - 0.367 1025000.00 1024737.49 Agency Debentures and Agency Strips Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0185 1000067.50 1000067.50 0.0015 N N N Y Mizuho Securities U.S.A., Inc. 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RBC Capital Markets Co., 1.04% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KING CNTY WASH SWR REV 2037-07-01 2037-07-01 4 - 4 2054581.00 2169114.76 Other Instrument MUNICIPAL DEBT OMAHA PUB PWR DIST NEB ELEC REV 54930000VJEJ9CGIYG32 2040-02-01 2040-02-01 5 - 5 2686326.00 3086206.52 Other Instrument MUNICIPAL DEBT OKALOOSA CNTY FLA WTR & SWR REV 2035-07-01 2035-07-01 5 - 5 75252.00 85881.68 Other Instrument MUNICIPAL DEBT HONOLULU HAWAII CITY & CNTY WASTEWTR SYS REV 2031-07-01 2031-07-01 5 - 5 40076.00 47488.64 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 5000000.00 5000000.00 0.0074 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 0.81% 549300F35UE0BOM1WJ55 BBJ902000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TYCO ELECTRONICS LTD C33G1C5SYE2YM95EE712 2022-02-03 2022-02-03 3.5 - 3.5 977000.00 1021556.08 Corporate Debt Securities CENOVUS ENERGY INC 549300DK79J32SE1QE52 2023-09-15 2023-09-15 3.8 - 3.8 1187000.00 1152252.55 Corporate Debt Securities ABBOTT LABS HQD377W2YR662HK5JX27 2023-11-30 2046-11-30 3.4 - 4.9 32592.00 32747.39 Corporate Debt Securities DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 2040-02-15 2040-02-15 5.3 - 5.3 4000.00 4763.15 Corporate Debt Securities HEINZ H J CO 5493003STKEZ2S0RNU91 2025-02-15 2025-02-15 4.875 - 4.875 8000.00 8832.23 Corporate Debt Securities DFC FIN CORP 5493004TE3VK3WL20T17 2020-06-15 2020-06-15 N/A 1782.00 1024.65 Corporate Debt Securities ORACLE CORP FORMERLY ORACLE SYS CORP TO 06/01/19 1Z4GXXU7ZHVWFCD8TV52 2044-07-08 2044-07-08 4.5 - 4.5 73000.00 76618.61 Corporate Debt Securities MURRAY ENERGY CORP 2021-04-15 2021-04-15 11.25 - 11.25 54000.00 39436.88 Corporate Debt Securities SAFEWAY INC FORMERLY SAFEWAY STORES INC TO 02/2 549300NKZ6VCN5P3K723 2031-02-01 2031-02-01 7.25 - 7.25 1000.00 998.97 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP CORP 2023-05-01 2023-05-01 5.125 - 5.125 9000.00 9262.16 Corporate Debt Securities TIME WARNER ENTMT CO L P 2033-07-15 2033-07-15 8.375 - 8.375 221000.00 293111.47 Corporate Debt Securities TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 2038-07-01 2038-07-01 7.3 - 7.3 2000.00 2464.27 Corporate Debt Securities GENERAL MTRS CO 54930070NSV60J38I987 2046-04-01 2046-04-01 6.75 - 6.75 1616000.00 1898828.28 Corporate Debt Securities COMMUNICATIONS SALES & LEASING INC / CSL CAP LLC 2023-10-15 2023-10-15 8.25 - 8.25 3000.00 3165.94 Corporate Debt Securities ENTERGY CORP NEW 4XM3TW50JULSLG8BNC79 2026-09-01 2026-09-01 2.95 - 2.95 12860.00 12251.68 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2036-12-16 2036-12-16 5.875 - 5.875 2000.00 2580.47 Corporate Debt Securities MONONGAHELA PWR CO 2043-12-15 2043-12-15 5.4 - 5.4 2000.00 2392.56 Corporate Debt Securities MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY UE2136O97NLB5BYP9H04 2018-12-07 2018-12-07 2.1 - 2.1 1000.00 1016.79 Corporate Debt Securities PROVIDENT FDG ASSOCS LP / PFG FIN CORP 2021-06-15 2021-06-15 6.75 - 6.75 1000.00 1035.94 Corporate Debt Securities ROWAN COS INC 5493006IFM30PWSM2474 2044-01-15 2044-01-15 5.85 - 5.85 2000.00 1443.88 Corporate Debt Securities MGM RESORTS INTL 54930066VBP7DZEGGJ87 2018-03-01 2018-03-01 11.375 - 11.375 704000.00 801237.55 Corporate Debt Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0081 4999984.00 4999984.00 0.0074 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 0.81% 549300F35UE0BOM1WJ55 BCA236000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TULLOW OIL PLC 2138003EYHWO75RKS857 2020-11-01 2020-11-01 6 - 6 5805000.00 5317863.75 Corporate Debt Securities SOUTHERN NAT GAS CO ACQUIRED BY SOUTHERN NAT RE 2017-04-01 2017-04-01 5.9 - 5.9 67000.00 68617.34 Corporate Debt Securities GENERAL MTRS CO 54930070NSV60J38I987 2046-04-01 2046-04-01 6.75 - 6.75 10000.00 11750.18 Corporate Debt Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0081 5000000.00 5000000.00 0.0074 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 CLEARWIRE COMMUNICATIONS LLC / CLEARWIRE FIN INC 2040-12-01 2040-12-01 N/A 7974000.00 8659930.12 Equities RYLAND GROUP INC 5493006Z0ED3DFZCWU56 2018-05-15 2018-05-15 1.625 - 1.625 2669000.00 3221288.39 Equities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0066 11000000.00 11000000.00 0.0163 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 SUNOCO LOGISTICS PARTN 2016-12-06 2016-12-06 N/A 1370926.00 1364071.37 Money Market RELIANCE HOLDING USA INC LW0V2CUWFIITRBI06W51 2022-02-14 2022-02-14 5.4 - 5.4 3951000.00 4351749.93 Corporate Debt Securities BBVA BANCO CONTINENTAL SA 2017-01-18 2017-01-18 5.75 - 5.75 570000.00 584525.50 Corporate Debt Securities Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0066 6000235.20 6000235.20 0.0089 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 RUSS 2000 549300O80OAR5VTWR172 2049-01-01 2049-01-01 N/A 32665.00 4320272.90 Equities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0066 4000189.60 4000189.60 0.0059 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 RYLAND GROUP INC 5493006Z0ED3DFZCWU56 2018-05-15 2018-05-15 1.625 - 1.625 1792000.00 2162813.33 Equities Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0150 1999905.20 1999905.20 0.0030 N N N Y Bank of Montreal Chicago Bank of Montreal Chicago, 0.90% 06427KAA5 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2016-12-14 2016-12-14 2016-12-14 N N N 0.0090 5000723.00 5000723.00 0.0074 N N N N Bank of Montreal Chicago Bank of Montreal Chicago, 0.90% 06427KB63 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2016-12-21 2016-12-21 2016-12-21 N N N 0.0090 5000901.00 5000901.00 0.0074 N N N N Bank of Montreal Chicago Bank of Montreal Chicago, 0.90% 06427KDB0 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0090 5000898.50 5000898.50 0.0074 N N N N Bank of Montreal Chicago Bank of Montreal Chicago, 0.90% 06427KGG6 NQQ6HPCNCCU6TUTQYE16 0000927971 Certificate of Deposit Y N/A N/A 2017-02-15 2017-02-15 2017-02-15 N N N 0.0090 5000317.00 5000317.00 0.0074 N N N N 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 5000045.00 5000045.00 0.0074 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 5001008.50 5001008.50 0.0074 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.03% 06538NGG6 C3GTMMZIHMY46P4OIX74 BAG714000 Certificate of Deposit Y N/A N/A 2017-02-21 2017-02-21 2017-02-21 N N N 0.0103 5001909.00 5001909.00 0.0074 N N N N Credit Agricole CIB Credit Agricole CIB, 0.95% 22534HTE1 1VUV7VQFKUOQSJ21A208 0001330437 Certificate of Deposit Y N/A N/A 2017-02-21 2017-02-21 2017-02-21 N N N 0.0095 5001870.50 5001870.50 0.0074 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 5002159.50 5002159.50 0.0074 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 5000615.00 5000615.00 0.0074 N N N N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.47% 51489K4D7 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0047 6999869.10 6999869.10 0.0103 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.47% 51489K4E5 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0047 6999834.10 6999834.10 0.0103 N N Y 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 9999972.00 9999972.00 0.0148 N N Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.00% 60689DP49 RB0PEZSDGCO3JS6CEU02 BAF326000 Certificate of Deposit Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0100 5002743.50 5002743.50 0.0074 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.00% 60689DR88 RB0PEZSDGCO3JS6CEU02 BAH651000 Certificate of Deposit Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0100 5002932.50 5002932.50 0.0074 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 5001115.00 5001115.00 0.0074 N N N N Royal Bank of Canada Royal Bank of Canada, 1.09% 78009NK21 ES7IP3U3RHIGC71XBU11 US78009NK216 Certificate of Deposit Y N/A N/A 2017-01-11 2017-04-11 2017-04-11 N N N 0.0109 5004150.00 5004150.00 0.0074 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.00% 86563YGC1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0100 5002454.50 5002454.50 0.0074 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.00% 86563YHC0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2017-01-18 2017-01-18 2017-01-18 N N N 0.0100 5002592.00 5002592.00 0.0074 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 5002695.00 5002695.00 0.0074 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 5000160.00 5000160.00 0.0074 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.05% 94989RCV8 KB1H1DSPRFMYMCUFXT09 US94989RCV87 Certificate of Deposit Y N/A N/A 2016-12-29 2017-06-29 2017-06-29 N N N 0.0105 4997000.00 4997000.00 0.0074 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.00% 5493006GGLR4BTEL8O61 BAJ097000 Certificate of Deposit Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0100 4002114.40 4002114.40 0.0059 N N N N Barclays Bank PLC Barclays Bank PLC, 0.45% G5GSEF7VJP5I7OUK5573 BCA295000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0045 23000000.00 23000000.00 0.0340 N Y Y N ING Bank NV ING Bank NV, 0.47% 3TK20IVIUJ8J3ZU0QE75 BBJ185000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-02 2016-12-02 2016-12-02 N N N 0.0047 10000000.00 10000000.00 0.0148 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 5000000.00 5000000.00 0.0074 N N Y N ING Bank NV ING Bank NV, 0.47% 3TK20IVIUJ8J3ZU0QE75 BBJ788000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0047 7000000.00 7000000.00 0.0103 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., 0.55% Series 2008 B1, (Liquidity Facility Sumitomo Mitsui Banking Corp.) VRDN 64972GBH6 US64972GBH65 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2024-06-15 Y SUMITOMO MITSUI BKG CORP NY BR 1.0000 7 Y N/A N/A N N 0.0055 1000000.00 1000000.00 0.0015 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., 0.55% Series 2008 BB3, (Liquidity Facility Royal Bank of Canada) VRDN 64972FPM2 US64972FPM22 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2034-06-15 Y ROYAL BANK OF CANADA 1.0000 7 Y N/A N/A N N 0.0055 4000000.00 4000000.00 0.0059 N N Y N New York City Transitional Fin. Auth. Rev. New York City Transitional Fin. Auth. Rev., 0.57% Series 2001 A, (Liquidity Facility JPMorgan Chase Bank) VRDN 649716WE3 US649716WE31 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2030-02-15 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0057 2200000.00 2200000.00 0.0033 N N Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.57% Series 2014 A, LOC Manufacturers & Traders Trust Co. VRDN 64986U4D6 US64986U4D60 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2049-11-01 Y MANUFACTURERS & TRADERS TR CO 1.0000 7 N N/A N/A Y MANUFACTURERS & TRADERS TR CO 1.0000 N/A N/A N 0.0057 1950000.00 1950000.00 0.0029 N N Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.60% Series 2010 A, LOC Landesbank Hessen-Thuringen VRDN 64986U2U0 US64986U2U04 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2044-11-01 Y LANDESBK HESS-THRN(UNGTD)NY BR 1.0000 7 N N/A N/A Y LANDESBK HESS-THRN(UNGTD)NY BR 1.0000 N/A N/A N 0.0060 3000000.00 3000000.00 0.0044 N N Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.62% (350 West 43rd Street Hsg. Proj.) Series 2002 A, LOC Landesbank Hessen-Thuringen VRDN 64986MKH7 Variable Rate Demand Note Y N/A N/A 2016-12-01 2016-12-01 2034-11-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 1 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0062 2500000.00 2500000.00 0.0037 N Y Y N Heard County Dev. Auth. Poll. Cont. Rev. Heard County Dev. Auth. Poll. Cont. Rev., 0.65% Series 2007 VRDN 422230BX9 Variable Rate Demand Note Y N/A N/A 2016-12-01 2016-12-01 2037-12-01 Y GEORGIA POWER CO 1.0000 1 N N/A N/A N N 0.0065 6900000.00 6900000.00 0.0102 N Y Y N Hamilton County Hosp. Facilities Rev. Hamilton County Hosp. Facilities Rev., 0.54% (Children's Hosp. Med. Ctr. Proj.) Series 2002 I, LOC U.S. Bank NA, Cincinnati VRDN 407272H97 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2028-05-15 Y US BANK NA CINCINNATI OHIO 1.0000 7 N N/A N/A Y US BANK NA CINCINNATI OHIO 1.0000 N/A N/A N 0.0054 6815000.00 6815000.00 0.0101 N N Y N Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev. FNMA Maryland Cmnty. Dev. Administration Dept. of Hsg. & Cmnty. Dev., 0.57% 57419NJW5 US57419NJW56 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2034-02-15 Y FANNIE MAE 1.0000 7 N N/A N/A Y FANNIE MAE 1.0000 N/A N/A N 0.0057 2475000.00 2475000.00 0.0037 N N Y N Louisiana Pub. Facilities Auth. Rev. FHLMC Louisiana Pub. Facilities Auth. Rev., 0.51% 546398KH0 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2036-04-01 Y FREDDIE MAC 1.0000 7 N N/A N/A Y FREDDIE MAC 1.0000 N/A N/A N 0.0051 2000000.00 2000000.00 0.0030 N N Y N Tarrant County Cultural Ed. Facilities Fin. Corp. Rev. Tarrant County Cultural Ed. Facilities Fin. Corp. Rev., 0.55% (Christus Health Proj.) Series 2008 C1, LOC Sumitomo Mitsui Banking Corp. VRDN 87638TDC4 US87638TDC45 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2047-07-01 Y SUMITOMO MITSUI BKG CORP NY BR 1.0000 7 N N/A N/A Y SUMITOMO MITSUI BKG CORP NY BR 1.0000 N/A N/A N 0.0055 1995000.00 1995000.00 0.0029 N N Y N Connecticut Hsg. Fin. Auth. Connecticut Hsg. Fin. Auth., 0.55% Series 2013 B6, (Liquidity Facility Bank of Tokyo-Mitsubishi UFJ Ltd.) VRDN 20775BL53 US20775BL537 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2034-05-15 Y BANK OF TOKYO-MITSUBISHI NY BR 1.0000 7 Y N/A N/A N Y CT GENERAL HOUSING 9/27/72 OBLIGOR 1.0000 N/A N/A 0.0055 1700000.00 1700000.00 0.0025 N N Y N Fidelity Colchester Street Trust: Prime Reserves Portfolio 2016-12-06 Stephanie Dorsey Stephanie Dorsey President and Treasurer