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OPERATIONS CO. 0000862124 084-01839 N N N Prime Y 35 77 2816789771.27 2589026420.01 1966206231.93 2210345491.56 6524632523.49 5699287795.00 5361250037.33 5324976623.29 0.1800 0.1700 0.1300 0.1400 0.4300 0.3800 0.3600 0.3500 323.20 14691536884.71 14686498083.06 309191231.92 111193626.22 14884496011.96 14864296742.45 1.0000 0.0095 1.0016 1.0017 1.0017 1.0017 C000013041 1000000.00 6220521332.67 6212055660.11 1.0016 1.0017 1.0017 1.0017 108241704.09 65477204.86 115047624.37 77171302.45 135340162.61 200709122.73 77633670.31 45067630.18 484940251.95 419747293.11 0.0077 Y Fidelity Investments, Reimbursement Fees, -168991.07; C000013086 1000000.00 17690689.59 17668869.49 1.0015 1.0015 1.0015 1.0015 17106.65 378644.67 1221538.14 1498935.18 400121.49 737647.31 415654.57 515200.64 4208971.52 2999276.02 0.0062 Y Fidelity Investments, Reimbursement Fees, -2074.46; C000013087 1000000.00 97950215.84 97875040.22 1.0011 1.0011 1.0011 1.0011 1698613.93 1641427.37 1611463.37 783355.82 722633.08 1338812.15 121679.78 2644054.90 5871874.34 6432296.62 0.0052 Y Fidelity Investments, Reimbursement Fees, -2578.50; C000013088 1000000.00 6100543.87 6092882.06 1.0015 1.0016 1.0016 1.0016 3062.01 0.00 268.36 183.45 0.00 0.00 0.00 0.00 3416.30 183.45 0.0072 Y Fidelity Investments, Reimbursement Fees, -166.15; C000056571 10000000.00 8542233229.99 8530604290.57 1.0016 1.0017 1.0017 1.0017 448108854.39 183869471.88 241406881.39 172772314.05 170464330.75 157676496.71 111511036.35 90119186.97 1014539725.31 713662881.92 0.0081 Y Fidelity Investments, Reimbursement Fees, -298094.68; 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 75013477.50 75013477.50 0.0050 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 150009510.00 150009510.00 0.0101 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 150001350.00 150001350.00 0.0101 N N N N Bank of Montreal Chicago Bank of Montreal Chicago, 1.08% 06427K2F3 NQQ6HPCNCCU6TUTQYE16 US06427K2F34 0000927971 Certificate of Deposit Y N/A N/A 2016-12-01 2017-02-01 2017-02-01 N N N 0.0108 120112200.00 120112200.00 0.0081 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 100048200.00 100048200.00 0.0067 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.05% 06417GQJ0 L3I9ZG2KFGXZ61BMYR72 US06417GQJ03 Certificate of Deposit Y N/A N/A 2016-12-07 2017-04-06 2017-04-06 N N N 0.0105 149111452.00 149111452.00 0.0100 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.05% 06417GLJ5 L3I9ZG2KFGXZ61BMYR72 US06417GLJ57 Certificate of Deposit Y N/A N/A 2016-12-19 2017-02-17 2017-02-17 N N N 0.0105 150135150.00 150135150.00 0.0101 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.32% 06417GLE6 L3I9ZG2KFGXZ61BMYR72 US06417GLE60 Certificate of Deposit Y N/A N/A 2017-01-12 2017-07-12 2017-07-12 N N N 0.0132 98204820.00 98204820.00 0.0066 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 145029246.50 145029246.50 0.0097 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 1.00% 06538NKH9 C3GTMMZIHMY46P4OIX74 BBE249000 Certificate of Deposit Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0100 150021780.00 150021780.00 0.0101 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 142040654.60 142040654.60 0.0095 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 145055361.00 145055361.00 0.0097 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 150070500.00 150070500.00 0.0101 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.94% 13606AWT1 2IGI19DL77OX0HC3ZE78 US13606AWT14 Certificate of Deposit Y N/A N/A 2016-12-12 2016-12-12 2016-12-12 N N N 0.0094 150025350.00 150025350.00 0.0101 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 150096300.00 150096300.00 0.0101 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.02% 13606AH84 2IGI19DL77OX0HC3ZE78 US13606AH848 Certificate of Deposit Y N/A N/A 2016-12-23 2017-01-23 2017-01-23 N N N 0.0102 150101550.00 150101550.00 0.0101 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 150056115.00 150056115.00 0.0101 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 145066758.00 145066758.00 0.0097 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 132061617.60 132061617.60 0.0089 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 145062625.50 145062625.50 0.0097 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 133016359.00 133016359.00 0.0089 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 147033310.20 147033310.20 0.0099 N N N 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 0.0050 N N N 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 150082305.00 150082305.00 0.0101 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 151125330.00 151125330.00 0.0102 N N N N Royal Bank of Canada Royal Bank of Canada, 1.09% 78009NK39 ES7IP3U3RHIGC71XBU11 US78009NK398 Certificate of Deposit Y N/A N/A 2017-01-18 2017-04-18 2017-04-18 N N N 0.0109 149117859.00 149117859.00 0.0100 N N N N Royal Bank of Canada Royal Bank of Canada, 1.12% 78009NF84 ES7IP3U3RHIGC71XBU11 US78009NF844 Certificate of Deposit Y N/A N/A 2016-12-27 2017-01-23 2017-01-23 N N N 0.0112 100082100.00 100082100.00 0.0067 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 145065757.50 145065757.50 0.0097 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 150073635.00 150073635.00 0.0101 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 147076204.80 147076204.80 0.0099 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 120064680.00 120064680.00 0.0081 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.13% 86958JBG3 NHBDILHZTYCNBV5UYZ31 US86958JBG31 Certificate of Deposit Y N/A N/A 2016-12-19 2017-02-17 2017-02-17 N N N 0.0113 60061140.00 60061140.00 0.0040 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 150109950.00 150109950.00 0.0101 N N N N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 1.20% 89113WHH2 PT3QB789TSUIDF371261 US89113WHH25 Certificate of Deposit Y N/A N/A 2016-12-23 2017-03-23 2017-03-23 N N N 0.0120 100128600.00 100128600.00 0.0067 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 0.0101 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 150088920.00 150088920.00 0.0101 N N N N UBS AG UBS AG, 1.17% 90275DCR9 BFM8T61CT2L1QCEMIK50 US90275DCR98 0001114446 Certificate of Deposit Y N/A N/A 2016-12-13 2017-03-13 2017-03-13 N N N 0.0117 65082420.00 65082420.00 0.0044 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 145004640.00 145004640.00 0.0097 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 143995392.00 143995392.00 0.0097 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.12% 94988EZ35 KB1H1DSPRFMYMCUFXT09 US94988EZ358 Certificate of Deposit Y N/A N/A 2016-12-27 2017-03-23 2017-03-23 N N N 0.0112 100074700.00 100074700.00 0.0067 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.24% 94988EWB0 KB1H1DSPRFMYMCUFXT09 US94988EWB00 Certificate of Deposit Y N/A N/A 2016-12-02 2017-06-02 2017-06-02 N N N 0.0124 25026225.00 25026225.00 0.0017 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.24% 94988EWF1 KB1H1DSPRFMYMCUFXT09 US94988EWF14 Certificate of Deposit Y N/A N/A 2016-12-05 2017-06-05 2017-06-05 N N N 0.0124 63065646.00 63065646.00 0.0042 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 113059731.80 113059731.80 0.0076 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 37012654.00 37012654.00 0.0025 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.05% 5493006GGLR4BTEL8O61 XS1523034673 Certificate of Deposit Y N/A N/A 2017-03-17 2017-03-17 2017-03-17 N N N 0.0105 100033930.00 100033930.00 0.0067 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.10% 5493006GGLR4BTEL8O61 XS1504218618 Certificate of Deposit Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0110 152092340.00 152092340.00 0.0102 N N N N ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.87% 00084BP65 BBD729000 Financial Company Commercial Paper Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N Y ABN AMRO BANK NV 1.0000 N/A N/A N 0.0087 39952248.00 39952248.00 0.0027 N N N N 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 150011250.00 150011250.00 0.0101 N N Y 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 110905816.50 110905816.50 0.0075 N N N 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 139773956.00 139773956.00 0.0094 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 199551760.00 199551760.00 0.0134 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 162957587.40 162957587.40 0.0109 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 149866965.00 149866965.00 0.0101 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 145859066.20 145859066.20 0.0098 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 129701299.00 129701299.00 0.0087 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 39952248.00 39952248.00 0.0027 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 20974401.00 20974401.00 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 39950224.00 39950224.00 0.0027 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 0.92% 12802VPG5 BBG222000 Financial Company Commercial Paper Y N/A N/A 2017-02-16 2017-02-16 2017-02-16 N N N 0.0092 149765025.00 149765025.00 0.0101 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.99% 20272ASL1 MSFSBD3QN1GSN7Q6C537 US20272ASL16 0000008565 Financial Company Commercial Paper Y N/A N/A 2016-12-08 2017-02-08 2017-02-08 N N N 0.0099 200153600.00 200153600.00 0.0134 N N N N Credit Agricole CIB Credit Agricole CIB, 0.98% 22533TM11 1VUV7VQFKUOQSJ21A208 0001330437 Financial Company Commercial Paper Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0098 104998876.50 104998876.50 0.0071 N Y Y 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 147806001.60 147806001.60 0.0099 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.96% 21687AQ63 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N N N 0.0096 142667482.10 142667482.10 0.0096 N N N 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 189709680.00 189709680.00 0.0127 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.90% 04821TP33 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0090 99862240.00 99862240.00 0.0067 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 44973778.50 44973778.50 0.0030 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 88983606.20 88983606.20 0.0060 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 143660030.40 143660030.40 0.0097 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.02% 04821TQ73 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-03-07 2017-03-07 2017-03-07 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0102 89767683.00 89767683.00 0.0060 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.08% 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 0.0108 89866890.00 89866890.00 0.0060 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 139816250.00 139816250.00 0.0094 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.00% 38346LMD5 549300Z2ZR7VTUMRPR17 AJD540000 Asset Backed Commercial Paper Y N/A N/A 2016-12-13 2016-12-13 2016-12-13 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0100 44591784.68 44591784.68 0.0030 N N N 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 105378888.38 105378888.38 0.0071 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.03% 38346LMK9 549300Z2ZR7VTUMRPR17 AJH245000 Asset Backed Commercial Paper Y N/A N/A 2016-12-19 2016-12-19 2016-12-19 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0103 57983255.40 57983255.40 0.0039 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.03% 38346LML7 549300Z2ZR7VTUMRPR17 AJH247000 Asset Backed Commercial Paper Y N/A N/A 2016-12-20 2016-12-20 2016-12-20 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0103 77850077.11 77850077.11 0.0052 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.03% 38346LML7 549300Z2ZR7VTUMRPR17 AJH258000 Asset Backed Commercial Paper Y N/A N/A 2016-12-20 2016-12-20 2016-12-20 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0103 13995698.92 13995698.92 0.0009 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 78936175.90 78936175.90 0.0053 N N N N Liberty Street Funding LLC Liberty Street Funding LLC, 0.90% 53127TNH2 549300F33VRHM10B9391 BAG758000 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 79927680.00 79927680.00 0.0054 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 78991207.30 78991207.30 0.0053 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 73991763.80 73991763.80 0.0050 N N Y N Vermont Economic Development Authority Rev Vermont Economic Development Authority Rev, 0.88% BAH275000 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0088 130022100.00 130022100.00 0.0087 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 CONSTELLATION BRANDS INC 2023-05-01 2023-05-01 4.25 - 4.25 1472000.00 1541439.56 Corporate Debt Securities ZIGGO BD FIN B V 5493000YDO2OTY2PZU63 2027-01-15 2027-01-15 6 - 6 196455.00 189087.94 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RE 2022-07-01 2022-07-01 6.125 - 6.125 2000.00 2055.70 Corporate Debt Securities LEXMARK INTL INC 549300TGOGJOCWL57Z97 2020-03-15 2020-03-15 5.125 - 5.125 10000.00 10529.67 Corporate Debt Securities HOVNANIAN K ENTERPRISES INC 549300JJCQ0KAI7CJG32 2020-10-15 2020-10-15 7.25 - 7.25 3152000.00 2949428.84 Corporate Debt Securities CLEARWIRE COMMUNICATIONS LLC / CLEARWIRE FIN INC 2016-12-01 2016-12-01 14.75 - 14.75 2000.00 2146.68 Corporate Debt Securities PENNEY J C CORP INC 8TDNUQ07MEFMWW1VHP39 2018-02-15 2018-02-15 5.75 - 5.75 28000.00 29029.58 Corporate Debt Securities MGIC INVT CORP WIS 2023-08-15 2023-08-15 5.75 - 5.75 1.00 1.06 Corporate Debt Securities PARKER DRILLING CO 5493003B4WZ1YZYFR583 2022-07-15 2022-07-15 6.75 - 6.75 72000.00 56122.74 Corporate Debt Securities XPO LOGISTICS INC 54930096DB9LCLPN7H13 2023-09-01 2023-09-01 6.125 - 6.125 911427.00 946665.68 Corporate Debt Securities VEREIT OPER PARTNERSHIP L P 5493005TQOUJE1LCS698 2021-06-01 2026-06-01 4.125 - 4.875 18.00 18.82 Corporate Debt Securities INTELSAT LUXEMBOURG S A FORMERLY INTELSAT BERMUD 2018-06-01 2018-06-01 6.75 - 6.75 3704000.00 2818975.50 Corporate Debt Securities CORTES NP ACQUISITION CORP 2024-10-15 2024-10-15 9.25 - 9.25 973.00 991.30 Corporate Debt Securities EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 2655000.00 2654609.49 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP 2023-03-01 2023-03-01 5.625 - 5.625 2000.00 2057.81 Corporate Debt Securities AERCAP GLOBAL AVIATION TR 2045-06-15 2045-06-15 N/A 1803.00 1827.87 Corporate Debt Securities ANADARKO PETE CORP B78FQ7XBQFLP4AYJ6F79 2026-03-15 2026-03-15 5.55 - 5.55 770.00 848.40 Corporate Debt Securities RANGE RES CORP H3Y3WLYCX0BTO1TRW162 2022-08-15 2022-08-15 5 - 5 10.00 9.70 Corporate Debt Securities IAC / INTERACTIVECORP 15OMOPB0A8K0EFUVD031 2018-11-30 2018-11-30 4.875 - 4.875 2439000.00 2482170.30 Corporate Debt Securities DAVITA INC FORMERLY DAVITA HEALTHCARE PARTNERS I M2XHYMU3TZNEZURC6H66 2022-08-15 2022-08-15 5.75 - 5.75 3000.00 3166.56 Corporate Debt Securities DRIVETIME AUTOMOTIVE GROUP INC / DT ACCEP CORP 2021-06-01 2021-06-01 8 - 8 2678000.00 2664014.89 Corporate Debt Securities D R HORTON INC 2022-09-15 2022-09-15 4.375 - 4.375 765000.00 791097.66 Corporate Debt Securities COOPER-STANDARD AUTOMOTIVE INC ITCH5B3Q4RTX2PH9UN62 2026-11-15 2026-11-15 5.625 - 5.625 4.00 3.91 Corporate Debt Securities CONOCOPHILLIPS CO 6VJJ5GQWIRDQ06DUXG89 2026-03-15 2026-03-15 4.95 - 4.95 1061280.00 1165725.87 Corporate Debt Securities TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 2021-02-15 2021-02-15 4.125 - 4.125 3000.00 3141.75 Corporate Debt Securities FREEPORT-MCMORAN COPPER & GOLD INC FORMERLY FREE 2018-03-15 2018-03-15 2.375 - 2.375 1001000.00 1001148.06 Corporate Debt Securities G T E FLORIDA INC 2028-02-01 2028-02-01 6.86 - 6.86 16000.00 14308.10 Corporate Debt Securities INCEPTION MERGER SUB INC 2024-11-15 2024-11-15 8.625 - 8.625 1526400.00 1524825.90 Corporate Debt Securities FAIRPOINT COMMUNICATIONS INC 549300INHWR4EW4EAU11 2019-08-15 2019-08-15 8.75 - 8.75 3000.00 3166.56 Corporate Debt Securities REGAL ENTMT GROUP 549300FW4ECF8G8U5T62 2025-02-01 2025-02-01 5.75 - 5.75 2000.00 2053.01 Corporate Debt Securities PEABODY ENERGY CORP EJCO258LNNVSKAR2JX59 2021-11-15 2021-11-15 6.25 - 6.25 2974000.00 1784709.79 Corporate Debt Securities DISH DBS CORP 2021-06-01 2021-06-01 6.75 - 6.75 2000.00 2222.12 Corporate Debt Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0072 21000287.70 21000287.70 0.0014 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 AMERN FRMLND REIT 549300AIPN2N5BUMTE81 2049-01-01 2049-01-01 N/A 300.00 2364.00 Equities GLOBALSCAPE 2049-01-01 2049-01-01 N/A 49256.00 189635.60 Equities PC-TEL 2049-01-01 2049-01-01 N/A 21351.00 106541.49 Equities NOMAD FOODS 5493000ZZ1837DS2SI43 2049-01-01 2049-01-01 N/A 638990.00 6389900.00 Equities ARCH COAL-A RG W47HVZ7Q6FXL86RELH91 2049-01-01 2049-01-01 N/A 198077.00 15020178.91 Equities SANDRIDGE ENERGY W1MKPVGS6I5155L7VV67 2049-01-01 2049-01-01 N/A 25795.00 564394.60 Equities EKSO BIONICS 549300KPH77IVQVN2I21 2049-01-01 2049-01-01 N/A 25100.00 111695.00 Equities ADVANCED DISP SVCS 549300ML1GEF4BKIM713 2049-01-01 2049-01-01 N/A 35788.00 728643.68 Equities LIBRT EXO HLDG-A RG 5493009P1LFJ81CR2W61 2049-01-01 2049-01-01 N/A 615.00 26973.90 Equities ARBUTUS BIOPHARMA 2049-01-01 2049-01-01 N/A 190849.00 505749.85 Equities B2GOLD 549300F7OK456M5NLM05 2049-01-01 2049-01-01 N/A 44551.00 110040.97 Equities CMPNG WRLD HLD-A RG 549300E828QQI7MWI432 2049-01-01 2049-01-01 N/A 40556.00 1122184.52 Equities GRAN TIERRA ENERGY 549300IH2S17MAIUCM32 2049-01-01 2049-01-01 N/A 916979.00 2384145.40 Equities FORTERRA RG 549300M8CB93DI1JD480 2049-01-01 2049-01-01 N/A 29200.00 558888.00 Equities NORDIC AMER OFFSHOR 2049-01-01 2049-01-01 N/A 100.00 285.00 Equities VOLT INFORM.SCIENCE 549300OQF9EZM81BDQ04 2049-01-01 2049-01-01 N/A 51265.00 320406.25 Equities TECK RESOURCES-B T8KI5SQ2JRWHL7XY0E11 2049-01-01 2049-01-01 N/A 539124.00 13585924.80 Equities ZEDGE-B 549300EDIDRX7NRMGN17 2049-01-01 2049-01-01 N/A 2700.00 9693.00 Equities QLT CARE REIT RG 549300OV4BNKTNLL5B90 2049-01-01 2049-01-01 N/A 1029207.00 15149927.04 Equities NTN BUZZTIME 2049-01-01 2049-01-01 N/A 44.00 440.88 Equities ENCANA CZ72ZHBVKZXQRV3XFE26 2049-01-01 2049-01-01 N/A 678293.00 7671493.83 Equities AZURE POWER 2049-01-01 2049-01-01 N/A 100.00 1782.00 Equities ACUSHNET HOLDNGS RG 2049-01-01 2049-01-01 N/A 5185.00 103492.60 Equities INSPIREMD RG 549300OQ16IJ5DIS5D30 2049-01-01 2049-01-01 N/A 4000.00 10240.00 Equities MEDEQUITIES REIT 2049-01-01 2049-01-01 N/A 11653.00 126085.46 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 60000000.00 60000000.00 0.0040 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 ISH IBOXX HYCB 2049-01-01 2049-01-01 N/A 299792.00 25665193.12 Equities VNGD GLB EX-US RE 2049-01-01 2049-01-01 N/A 434560.00 22279891.20 Equities VANECK SEMICONDUCT 549300MJTG2N9QRH7I02 2049-01-01 2049-01-01 N/A 246795.00 17586611.70 Equities REAL EST SLCT SECT 549300EJNY3KKJHPOY44 2049-01-01 2049-01-01 N/A 831954.00 38170508.70 Equities HIGH/IBOXX SNLN ETF 2049-01-01 2049-01-01 N/A 837828.00 15558465.96 Equities BROOKF 7.625%CRP-A 2049-01-01 2049-01-01 N/A 331080.00 7101666.00 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 117000000.00 117000000.00 0.0079 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 DUTCH HILL FUNDING 2045-12-12 2045-12-12 3.995 - 3.995 8000000.00 4880146.94 Other Instrument COLLATERALIZED DEBT OBLIGATION GEMSTONE 2045-12-12 2045-12-12 1.525 - 1.525 31900000.00 5685891.73 Other Instrument COLLATERALIZED DEBT OBLIGATION ACA ABS 2038-06-10 2038-06-10 3.095 - 5.345 15500000.00 9518332.83 Other Instrument COLLATERALIZED DEBT OBLIGATION DUKE FUNDING HG 5493001DSFNI3VOCC245 2050-02-03 2050-02-03 1.481 - 1.481 10000000.00 4990937.05 Other Instrument COLLATERALIZED DEBT OBLIGATION INDEPENDENCE CDO 2038-07-15 2038-07-15 4.38 - 4.38 7000000.00 5072291.61 Other Instrument COLLATERALIZED DEBT OBLIGATION CITIGROUP MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.834 - 1.834 12000000.00 143985.33 Asset-Backed Securities SOLSTICE ABS CBO 2039-03-15 2039-03-15 4.35 - 4.35 3731102.00 1913382.95 Other Instrument COLLATERALIZED DEBT OBLIGATION INDEPENDENCE CDO 2041-05-05 2041-05-05 4.081 - 4.081 8000000.00 4774517.69 Other Instrument COLLATERALIZED DEBT OBLIGATION HILLCREST CDO 3EKVZMC7DWHX1YI0CZ77 2039-12-10 2039-12-10 3.945 - 3.945 7700000.00 4854342.52 Other Instrument COLLATERALIZED DEBT OBLIGATION FBR SECURITIZATION TRUST 2035-10-25 2035-10-25 1.259 - 1.259 12550000.00 5807792.78 Asset-Backed Securities INDEPENDENCE CDO 2039-03-06 2039-03-06 1.985 - 1.985 10555000.00 5723476.88 Other Instrument COLLATERALIZED DEBT OBLIGATION C-BASS CBO 54930094XNV6HLQUTZ27 2047-10-07 2047-10-07 3.158 - 3.158 15000000.00 4575353.32 Other Instrument COLLATERALIZED DEBT OBLIGATION TRAINER WORTHAM FIRST REPUBLIC CBO 5493000PIPEMI8CQA829 2037-04-10 2037-04-10 1.826 - 1.826 14000000.00 5267016.59 Other Instrument COLLATERALIZED DEBT OBLIGATION JER CRE CDO 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 1.242 - 1.242 10000000.00 4819705.00 Other Instrument COLLATERALIZED DEBT OBLIGATION BELLE HAVEN ABS CDO 2046-07-05 2046-07-05 6.858 - 6.858 5000000.00 4728342.70 Other Instrument COLLATERALIZED DEBT OBLIGATION SOUTH COAST FUNDING 549300JPS4LRS1YTBK56 2038-08-10 2038-08-10 4.532 - 4.532 10000000.00 5044485.75 Other Instrument COLLATERALIZED DEBT OBLIGATION JP MORGAN MORTGAGE ACQUISITION CORP 2037-01-25 2037-01-25 0.934 - 0.934 8307000.00 4725352.50 Asset-Backed Securities RFC CDO III LTD 5493006N2YY521QKSP51 2040-12-15 2040-12-15 N/A 14500000.00 5580778.18 Other Instrument COLLATERALIZED DEBT OBLIGATION PINE MOUNTAIN 2046-11-30 2046-11-30 4.106 - 4.106 12000000.00 5861745.09 Other Instrument COLLATERALIZED DEBT OBLIGATION LNR CDO 549300FIVXZ33M229N06 2043-05-28 2043-05-28 0.885 - 0.885 105700046.00 5471773.83 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.364 - 1.364 10000000.00 4670944.95 Other Instrument COLLATERALIZED DEBT OBLIGATION DIVERSIFIED ASSET SECURITIZATION HOLDINGS 54930097Y7464JDA3C63 2034-12-30 2034-12-30 14.725 - 14.725 16000000.00 5477766.87 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT POINT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 3.546 - 3.546 8500000.00 4656600.58 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT POINT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 2.496 - 2.496 12000000.00 5697589.31 Other Instrument COLLATERALIZED DEBT OBLIGATION ADAMS SQUARE FUNDING 549300EKRP1UBDF7YR18 2047-03-10 2047-03-10 7.882 - 7.882 5000000.00 4728398.99 Other Instrument COLLATERALIZED DEBT OBLIGATION CITICORP RESIDENTIAL MORTGAGE TRUST 2037-06-25 2037-06-25 6.391 - 6.391 6714000.00 5995371.30 Asset-Backed Securities FORT SHERIDAN CDO 2041-11-05 2041-11-05 3.781 - 3.781 7000000.00 4584724.30 Other Instrument COLLATERALIZED DEBT OBLIGATION KLEROS PREFERRED FUNDING 2042-12-05 2042-12-05 2.335 - 2.335 9650000.00 5607922.00 Other Instrument COLLATERALIZED DEBT OBLIGATION CENTRE SQUARE CDO 2051-11-19 2051-11-19 1.182 - 1.182 26825000.00 4657571.44 Other Instrument COLLATERALIZED DEBT OBLIGATION ISCHUS SYNTHETIC ABS CDO 5493006XWINUMFMGCZ28 2045-10-12 2045-10-12 N/A 30139003.00 5025071.55 Other Instrument COLLATERALIZED DEBT OBLIGATION ISCHUS CDO 2046-07-03 2046-07-03 3.844 - 3.844 7475000.00 4633332.47 Other Instrument COLLATERALIZED DEBT OBLIGATION ASSET BACKED SECURITIES CORPORATION HOME EQUITY LOAN TRUST 2036-01-25 2036-01-25 1.004 - 1.004 11021137.00 5816201.16 Asset-Backed Securities HIGHLAND PARK CDO 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 3.08 - 3.08 10000000.00 5871417.40 Other Instrument COLLATERALIZED DEBT OBLIGATION RIVER NORTH CDO 549300A7ILGCZF1XWW54 2040-02-06 2040-02-06 1.631 - 1.631 10750000.00 4573880.90 Other Instrument COLLATERALIZED DEBT OBLIGATION PYXIS ABS CDO 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 1.057 - 1.057 13000000.00 5312296.89 Other Instrument COLLATERALIZED DEBT OBLIGATION INDEPENDENCE CDO 2045-01-10 2045-01-10 1.576 - 1.576 10000000.00 4890401.93 Other Instrument COLLATERALIZED DEBT OBLIGATION STATIC RESIDENTIAL TRUST 2040-07-12 2040-07-12 1.374 - 1.374 46105818.00 4898828.62 Other Instrument COLLATERALIZED DEBT OBLIGATION HIGHGATE ABS CDO 2046-01-05 2046-01-05 2.308 - 2.308 9018000.00 5479793.90 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POINT CDO 54930046COUSLUSBKU90 2046-04-06 2046-04-06 N/A 13944000.00 5786934.23 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 182997438.00 182997438.00 0.0123 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 NOMURA RESECURITIZATION TR 2046-02-26 2046-02-26 0.794 - 0.794 11769541.00 6453136.53 Private Label Collateralized Mortgage Obligations CWALT 2006-12CB (#652) 2036-10-27 2036-11-27 0.349 - 0.675 18683125.00 7573412.85 Private Label Collateralized Mortgage Obligations CSMC SER 2015-3R 2035-12-29 2035-12-29 0.775 - 0.775 8821783.00 6112660.78 Private Label Collateralized Mortgage Obligations CSMC 2015-RPL3 TR 2056-12-25 2056-12-25 4.237 - 4.237 10500000.00 10131043.37 Private Label Collateralized Mortgage Obligations FREMF 2016-KF13 MORTGAGE TR MT 2025-12-25 2025-12-25 2.668 - 2.668 5000000.00 4750417.77 Private Label Collateralized Mortgage Obligations BCAP LLC 2011-RR4-I 2036-03-26 2036-03-26 3.387 - 3.387 7302406.00 2965688.83 Private Label Collateralized Mortgage Obligations WELLS FARGO RE-REMIC TR 2045-05-27 2045-05-27 N/A 5577479.00 3475726.67 Private Label Collateralized Mortgage Obligations BCAP LLC 2014-RR2 TR 2036-03-26 2036-05-26 0.684 - 0.821 20280151.00 10920341.59 Private Label Collateralized Mortgage Obligations CWMBS, INC MORTGAGE PASS-THRU 2036-11-27 2036-11-27 14.641 - 14.641 2585195.00 2143316.02 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2014-1 549300EQ60CWY6DQ4351 2044-07-25 2044-07-25 3.902 - 3.902 8030275.00 6151853.83 Private Label Collateralized Mortgage Obligations BCAP LLC 2013-RR3 TR 2036-05-26 2036-05-26 3.227 - 3.227 13366260.00 4540771.25 Private Label Collateralized Mortgage Obligations BCAP LLC 2010-RR9 TRUST 2037-01-27 2037-01-27 2.517 - 2.517 12972152.00 7353021.66 Private Label Collateralized Mortgage Obligations BANC AMER FDG 2014-R6 TR 549300R28UJ0IF8WGK39 2036-07-26 2036-07-26 0.655 - 0.655 7694000.00 5712201.17 Private Label Collateralized Mortgage Obligations CSMC 2015-RPL4 TR 2055-06-25 2055-06-25 3.75 - 3.75 2500000.00 2116674.78 Private Label Collateralized Mortgage Obligations CWMBS, INC. 2004-10 2036-12-27 2036-12-27 0.684 - 0.684 1632800.00 908531.67 Private Label Collateralized Mortgage Obligations CSMC SER 2014-12R 2037-06-27 2037-06-27 1.38 - 1.38 2838742.00 1970079.86 Private Label Collateralized Mortgage Obligations CSMC SER 2015-10R 2035-10-27 2037-01-27 0.695 - 5.297 29574260.00 17939758.87 Private Label Collateralized Mortgage Obligations CWALT INC., 2006-13T1 (#2198) 2036-12-27 2036-12-27 0.754 - 0.754 1892788.00 1233140.41 Private Label Collateralized Mortgage Obligations CSMC TR 2016-MFF 2033-11-15 2033-11-15 N/A 1510000.00 1509986.95 Private Label Collateralized Mortgage Obligations CSMC SER 2014-5R 2036-10-27 2037-05-27 0.734 - 0.834 18221446.00 13353664.05 Private Label Collateralized Mortgage Obligations FIRSTKEY MTG TR 2015-1 2045-03-25 2045-03-25 3.928 - 3.928 3223861.00 1820828.32 Private Label Collateralized Mortgage Obligations BCAP 2010-RR13 LTD 2037-01-27 2037-01-27 4.136 - 4.136 7729123.00 3909219.10 Private Label Collateralized Mortgage Obligations CSMC SER 2014-6R 2036-11-27 2036-11-27 0.734 - 0.734 8271000.00 5759682.23 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 112005241.60 112005241.60 0.0075 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 PORT AUTH N Y & N J 2031-07-15 2031-07-15 4 - 4 9500000.00 10002645.00 Other Instrument MUNICIPAL DEBT CLARK CNTY NEV ARPT REV 549300LDD8NZB2EOVG83 2035-07-01 2035-07-01 4.25 - 4.25 8720000.00 9187656.03 Other Instrument MUNICIPAL DEBT NEW YORK CONVENTION CTR DEV CORP N Y REV 2052-11-15 2052-11-15 N/A 43390000.00 9344036.50 Other Instrument MUNICIPAL DEBT WEST CONTRA COSTA CALIF UNI SCH DIST 2034-08-01 2036-08-01 N/A 40700000.00 18583590.00 Other Instrument MUNICIPAL DEBT LEANDER TEX INDPT SCH DIST FOR ISSUES DATED PRIOR TO 06/01/2012 SEE 521840 2041-08-15 2044-08-15 N/A 60545000.00 18273631.45 Other Instrument MUNICIPAL DEBT MISSOURI ST HEALTH & EDL FACS AUTH HEALTH FACS REV FOR ISSUES DTD PRIOR TO 10/20/10 SEE 60635R 549300IWTBCMX5JB3277 2032-06-01 2032-06-01 4 - 4 8000000.00 8346551.11 Other Instrument MUNICIPAL DEBT MESA ARIZ UTIL SYS REV 2040-07-01 2040-07-01 3 - 3 9120000.00 7936041.60 Other Instrument MUNICIPAL DEBT WASHINGTON ST FOR ISSUES DTD PRIOR TO 07/23/08 SEE 93974B ETC FOR FUTURE ISSUES SEE 93974D 549300X3TODFMUKLQ364 2036-08-01 2036-08-01 4 - 4 9040000.00 9516880.09 Other Instrument MUNICIPAL DEBT ALVORD CALIF UNI SCH DIST 549300Q9J0UCO75DL276 2043-08-01 2043-08-01 N/A 23915000.00 7654952.35 Other Instrument MUNICIPAL DEBT WASHINGTON ST HEALTH CARE FACS AUTH REV FOR ISSUES DTD PRIOR TO 09/02/2010 SEE 93978E 549300ZVPWQIL3N5TL85 2040-10-01 2040-10-01 4.25 - 4.25 10000000.00 10328852.78 Other Instrument MUNICIPAL DEBT IOWA FIN AUTH HEALTH FACS REV 549300NQVL49BTHOW391 2033-02-15 2035-02-15 4 - 4.125 16250000.00 16712417.71 Other Instrument MUNICIPAL DEBT LOS ANGELES CALIF MUN IMPT CORP LEASE REV 549300ZJ0YLTZNSR8F57 2033-11-01 2033-11-01 4 - 4 8150000.00 8289464.61 Other Instrument MUNICIPAL DEBT FLORIDA ST TPK AUTH TPK REV 2037-07-01 2043-07-01 4.375 - 4.5 50883582.00 55209306.53 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV FOR ISSUES DATED PRIOR TO 05/12/10 SEE 64970M FOR FUTURE ISUES SEE 64 549300SQWVHKBRF8D702 2044-11-01 2047-11-01 4.2 - 4.3 16665000.00 16967447.87 Other Instrument MUNICIPAL DEBT BIRMINGHAM ALA WTRWKS BRD WTR REV 2043-01-01 2043-01-01 5 - 5 7150000.00 8012107.27 Other Instrument MUNICIPAL DEBT DALLAS FORT WORTH TEX INTL ARPT REV 2031-11-01 2031-11-01 5 - 5 7000000.00 7685844.44 Other Instrument MUNICIPAL DEBT PENNSYLVANIA ST TPK COMMN TPK REV FOR ISSUES DTD PRIOR TO 10/29/13 SEE 709223 549300J8LLBYEYEXZJ24 2041-12-01 2041-12-01 N/A 27380000.00 9406672.80 Other Instrument MUNICIPAL DEBT SAN ANTONIO TEX ED FACS CORP REV 2038-06-01 2038-06-01 5 - 5 8500000.00 9503349.45 Other Instrument MUNICIPAL DEBT METROPOLITAN PIER & EXPOSITION AUTH ILL DEDICATED ST TAX REV FORMERLY MET & EXPOSITION AUTH FOR ISSUES DTD PRIOR TO 2045-06-15 2045-06-15 N/A 40000000.00 9478400.00 Other Instrument MUNICIPAL DEBT METROPOLITAN PIER & EXPOSITION AUTH ILL DEDICATED ST TAX REV 2033-12-15 2037-06-15 N/A 46734998.00 18449199.32 Other Instrument MUNICIPAL DEBT WESTMINSTER CALIF SCH DIST 2052-08-01 2052-08-01 N/A 17330000.00 9009347.10 Other Instrument MUNICIPAL DEBT CLARK CNTY NEV HWY IMPT REV 2031-07-01 2031-07-01 5 - 5 6109550.00 7005909.23 Other Instrument MUNICIPAL DEBT COLTON CALIF JT UNI SCH DIST 2042-08-01 2042-08-01 N/A 30670000.00 10374740.90 Other Instrument MUNICIPAL DEBT WISCONSIN ST HEALTH & EDL FACS AUTH REV FOR ISSUES DATED PRIOR TO 04/13/2013 SEE 97710B 549300ISNGXS0VHGVD41 2046-12-01 2046-12-01 4 - 4 10000000.00 10257855.56 Other Instrument MUNICIPAL DEBT PHOENIX ARIZ INDL DEV AUTH ED REV 549300A62PWFBDWB8332 2047-12-01 2047-12-01 4 - 4 8000000.00 8144951.11 Other Instrument MUNICIPAL DEBT Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0070 298000000.00 298000000.00 0.0200 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 METHANEX CORPORATION 549300TSJHRXT9QXRD13 2022-03-01 2022-03-01 5.25 - 5.25 325000.00 339039.73 Corporate Debt Securities CF INDUSTRIES, INC. 5FVKT86LAD2F40NPC183 2026-12-01 2026-12-01 4.5 - 4.5 22000000.00 21713450.31 Corporate Debt Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0063 21000027.30 21000027.30 0.0014 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 HOME LOAN MORTGAGE CORP 2039-06-15 2044-11-15 0 - 4 190841079.00 104744991.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2021-06-25 2046-11-25 0.217 - 3.5 694920405.00 55942245.95 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0061 156003884.40 156003884.40 0.0105 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 51-100 2024-04-25 2051-02-15 0 - 107.068 3143332333.00 331678746.57 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 307000000.00 307000000.00 0.0206 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 BBI947000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEERE JOHN CAP CORP MEDIUM TERM E0KSF7PFQ210NWI8Z391 2024-06-12 2024-06-12 3.35 - 3.35 634000.00 660021.47 Corporate Debt Securities LIBERTY INTERC-A RG 2049-01-01 2049-01-01 N/A 202200.00 8001054.00 Equities WEATHERFORD INTL LTD 549300A2JKMG5PGOGF82 2021-07-01 2021-07-01 5.875 - 5.875 12465270.00 12783956.74 Equities ALPHABET-C 5493006MHB84DD0ZWV18 2049-01-01 2049-01-01 N/A 4000.00 3083360.00 Equities AMERICAN AIRLINES 2049-01-01 2049-01-01 N/A 75438.00 3537287.82 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 26000000.00 26000000.00 0.0017 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 PACIRA PHARMACEUTICALS INC 2019-02-01 2019-02-01 3.25 - 3.25 941826.00 1325142.64 Equities CONNECTONE BANCORP 549300E2M5ZYAZKUK134 2049-01-01 2049-01-01 N/A 976.00 23180.00 Equities FXCM INC 2018-06-15 2018-06-15 2.25 - 2.25 66713.00 29374.57 Equities ACETO CORP FORMERLY ACETO CHEM CO TO 11/21/1985 7MUSABK5TKG3168JQL21 2020-11-01 2020-11-01 N/A 52397.00 48813.63 Equities DOMINION 17 UTS ILUL7B6Z54MRYCF6H308 2049-01-01 2049-01-01 N/A 29439.00 1496089.98 Equities TEVAPHARMIND SP ADR 549300BAFGM4RC74ZJ94 2049-01-01 2049-01-01 N/A 20.00 757.20 Equities COBALT INTL ENERGY INC 549300LQHH5G4WPME241 2024-05-15 2024-05-15 3.125 - 3.125 2.00 0.67 Equities TESLA MTRS INC 2021-03-01 2021-03-01 1.25 - 1.25 2561576.00 2175649.67 Equities CTRIP COM INTL LTD 2022-09-15 2022-09-15 1.25 - 1.25 1.00 1.01 Equities TWO HBRS INV REIT 2049-01-01 2049-01-01 N/A 2057.00 17834.19 Equities UTD FINL BANCORP 5493007HZ8HYM8VXVK61 2049-01-01 2049-01-01 N/A 1012.00 17072.44 Equities ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 2026-09-01 2026-09-01 N/A 187081.00 244305.99 Equities US TREASURY 2018-09-30 2029-04-15 0.625 - 3.875 20317700.00 24521872.66 U.S. Treasuries (including strips) GOODYEAR T & RUBBER 5493002BI0S2ZQUY3437 2049-01-01 2049-01-01 N/A 593.00 18466.02 Equities HORNBECK OFFSHORE SVCS INC NEW 2019-09-01 2019-09-01 1.5 - 1.5 1.00 0.59 Equities UNISYS CORP 2021-03-01 2021-03-01 5.5 - 5.5 876174.00 1512913.50 Equities CONSOLIDATED EDISON CO N Y INC VZFZPMWDHTQCFKYOBP05 2045-12-01 2045-12-01 4.5 - 4.5 59000.00 62518.46 Corporate Debt Securities NAVISTAR INTL CORP NEW WNDD3CRVXJGC8I7GX671 2019-04-15 2019-04-15 4.75 - 4.75 93060.00 89018.17 Equities KEYW HLDG CORP 2019-07-15 2019-07-15 2.5 - 2.5 585403.00 611380.26 Equities GOTHAM FDG CORP 2016-12-07 2016-12-07 N/A 629398.00 629330.02 Money Market ENDOLOGIX INC 54930019J6DOUCNZDI85 2018-12-15 2018-12-15 2.25 - 2.25 20846.00 18663.68 Equities CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 2038-12-15 2038-12-15 2.25 - 2.25 150000.00 142921.88 Equities YANDEX N V 549300GGZHJ5Q1B18P93 2018-12-15 2018-12-15 1.125 - 1.125 283469.00 270048.51 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 32000000.00 32000000.00 0.0021 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 3488988.00 116671758.72 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 108000000.00 108000000.00 0.0073 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 KCG HOLDINGS-A 549300U2HYPGZB6HDP95 2049-01-01 2049-01-01 N/A 1453919.00 21110903.88 Equities WILLIAM PARTNERS WUURD1P1N0874ONXXO03 2049-01-01 2049-01-01 N/A 472648.00 16698653.84 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 35000000.00 35000000.00 0.0024 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 CELGENE CORP 4SIHMF0MOSTTL8CD0X64 2049-01-01 2049-01-01 N/A 56355.00 6882636.15 Equities COMMSCOPE 2049-01-01 2049-01-01 N/A 287057.00 10400075.11 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 16000000.00 16000000.00 0.0011 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 SPDR SP MC 400 UT-1 2049-01-01 2049-01-01 N/A 17021.00 5058981.62 Equities T-MOB US 5.5% MCP-A 549300QHIJYOHPACPG31 2049-01-01 2049-01-01 N/A 466463.00 42462126.89 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 44000000.00 44000000.00 0.0030 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 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A 176436.00 4585571.64 Equities T-MOB US 5.5% MCP-A 549300QHIJYOHPACPG31 2049-01-01 2049-01-01 N/A 483537.00 44016373.11 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 45000000.00 45000000.00 0.0030 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 BROADCOM 549300GR48KUO03W2V88 2049-01-01 2049-01-01 N/A 36936.00 6480421.20 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 6000000.00 6000000.00 0.0004 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 HOLOGIC 549300DYP6F5ZJL0LB74 2049-01-01 2049-01-01 N/A 214369.00 8356103.62 Equities US TREASURY 2021-09-30 2021-09-30 2.125 - 2.125 18661400.00 18937796.35 U.S. Treasuries (including strips) ISHS MSCI GER 5493004D0K60CDIFRQ61 2049-01-01 2049-01-01 N/A 350000.00 8722000.00 Equities ISH 20+Y TRS BD 2049-01-01 2049-01-01 N/A 177500.00 17006023.00 Equities ALPHABET-A 5493006MHB84DD0ZWV18 2049-01-01 2049-01-01 N/A 10700.00 8447008.00 Equities WCI COMMUNITIES 54930022TEXJRE0D0P72 2049-01-01 2049-01-01 N/A 328413.00 7635602.25 Equities COSTCO WHSL 29DX7H14B9S6O3FD6V18 2049-01-01 2049-01-01 N/A 57100.00 8649508.00 Equities SBA COMMUNICATIONS 2049-01-01 2049-01-01 N/A 88600.00 8843166.00 Equities PLAINS ALL-AMERN LP 5521FA2ITF25TVH63740 2049-01-01 2049-01-01 N/A 283900.00 8420474.00 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 89000000.00 89000000.00 0.0060 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 21318500.00 22667523.41 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 22000000.00 22000000.00 0.0015 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.85% 7TK5RJIZDFROZCA6XF66 BAE110000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL FARM CREDIT 2017-12-01 2038-04-29 2.08 - 3.4 1556000.00 1582936.31 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2019-01-30 2019-01-30 1.8 - 1.8 1600000.00 1626144.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2016-12-08 2037-02-09 1.6 - 6.32 36621000.00 38721504.04 Agency Debentures and Agency Strips Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0185 41000783.10 41000783.10 0.0028 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.85% 7TK5RJIZDFROZCA6XF66 BAG121000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENERGY TRANSFER PRT LP 2016-12-01 2016-12-01 N/A 17510185.00 17509253.46 Money Market CANADIAN NATURAL RESOURCES 2016-12-01 2016-12-01 N/A 17221736.00 17220874.91 Money Market Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0185 33001257.30 33001257.30 0.0022 N N N Y 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 UDR INC MEDIUM TERM NTS BOOK ENTRY P3CH2EG5X6Z1XWU1OO74 2026-09-01 2026-09-01 2.95 - 2.95 2075000.00 1982273.44 Corporate Debt Securities ITAU UNIBANCO HLDG SA MEDIUM TERM NTS BOOK ENTRY 2022-08-06 2022-08-06 5.5 - 5.5 340000.00 351429.67 Corporate Debt Securities BANK AMER CORP 9DJT3UXIJIZJI4WXO774 2023-07-24 2023-07-24 4.1 - 4.1 3567000.00 3782946.18 Corporate Debt Securities NATIONWIDE BLDG SOC MEDIUM TERM SUB NTS BOOK ENT 549300XFX12G42QIKN82 2026-09-14 2026-09-14 4 - 4 4852699.00 4628137.66 Corporate Debt Securities 4 NBC 26 16-2-S 549300XFX12G42QIKN82 2026-09-14 2026-09-14 N/A 2790000.00 2660891.20 Corporate Debt Securities GOLDMAN SACHS GROUP INC MEDIUM TERM NTS FXD RATE 784F5XWPLTWKTBV3E584 2019-02-15 2019-02-15 7.5 - 7.5 1450000.00 1647323.25 Corporate Debt Securities AUTONATION INC 2016-12-14 2016-12-14 N/A 5000000.00 4997940.00 Money Market BANK AMER CORP 9DJT3UXIJIZJI4WXO774 2019-04-01 2044-01-21 2.65 - 5 9091000.00 9405812.96 Corporate Debt Securities ENERGY TRANSFER PRT LP 2016-12-01 2016-12-01 N/A 489815.00 489788.94 Money Market PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 5PRBRS5FEH7NREC8OR45 2020-06-21 2020-06-21 5.375 - 5.375 1000.00 1119.32 Corporate Debt Securities MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT IGJSJL3JD5P30I6NJZ34 2018-04-25 2018-04-25 2.125 - 2.125 3626000.00 3646182.22 Corporate Debt Securities NORDEA BK AG MEDIUM TERM JR SUB NTS BOOK ENTRY 1 6SCPQ280AIY8EP3XFW53 2021-05-13 2021-05-13 4.875 - 4.875 2570000.00 2785114.35 Corporate Debt Securities BANCO DO BRASIL S A MEDIUM TERM NTS BOOK ENTRY R 2020-01-22 2020-01-22 6 - 6 100000.00 108383.33 Corporate Debt Securities HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A 549300RIPPWJB5Z0FK07 2019-09-27 2019-09-27 1.75 - 1.75 1000000.00 986752.50 Corporate Debt Securities MACQUARIE GROUP LTD SR MEDIUM TERM NTS BOOK ENTR ACMHD8HWFMFUIQQ8Y590 2018-12-03 2018-12-03 3 - 3 3450000.00 3553914.00 Corporate Debt Securities Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0185 39002632.50 39002632.50 0.0026 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.85% 7TK5RJIZDFROZCA6XF66 BBB533000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 51-100 2017-01-28 2099-01-01 0 - 10 73888979.00 63447872.95 Corporate Debt Securities Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0185 59003363.00 59003363.00 0.0040 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.85% 7TK5RJIZDFROZCA6XF66 BBC415000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL FARM CREDIT 2017-04-25 2027-02-08 0.54 - 3 36251000.00 36071110.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2018-09-14 2020-11-25 1 - 1.37 2430000.00 2398936.44 Agency Debentures and Agency Strips FEDERAL AGRICULTURE MORTGAGE CORP 2017-07-27 2017-10-03 N/A 6474000.00 6442613.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2018-10-29 2020-11-20 1 - 1.75 16296000.00 16379161.50 Agency Debentures and Agency Strips Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0185 60002754.00 60002754.00 0.0040 N N N Y 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 2031-10-15 2046-08-15 2.5 - 7.365 3925072633.00 174190648.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2046-08-20 2046-08-20 3.5 - 3.5 39756083.00 4402454.66 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2033-07-01 2046-12-01 0 - 4 3652678.00 2869754.83 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 176000000.00 176000000.00 0.0118 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 METROPOLITAN TRANSN AUTH N Y REV FOR ISSUES DTD PRIOR TO 10/17/08 SEE 59259R FOR ADDL ISSUES SEE 59261A 5493000TKYODLXADQD60 2040-11-15 2040-11-15 5 - 5 20000000.00 21898666.67 Other Instrument MUNICIPAL DEBT BAKERSFIELD CALIF WASTEWTR REV 2030-09-15 2030-09-15 5 - 5 182003.00 214577.29 Other Instrument MUNICIPAL DEBT CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063B 2035-08-01 2035-08-01 5 - 5 20000000.00 22777555.55 Other Instrument MUNICIPAL DEBT ATLANTA GA 549300GHLQ0J51NUBM84 2032-12-01 2032-12-01 5 - 5 5802023.00 6797018.38 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 598335.00 692330.10 Other Instrument MUNICIPAL DEBT OKALOOSA CNTY FLA WTR & SWR REV 2035-07-01 2035-07-01 5 - 5 937467.00 1069888.38 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV 2029-07-15 2029-07-15 5 - 5 290777.00 339150.66 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 469160.00 553851.72 Other Instrument MUNICIPAL DEBT NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT 549300C8XO7EXTX2XU71 2029-07-01 2029-07-01 5 - 5 453566.00 532973.82 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 52000000.00 52000000.00 0.0035 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 KING CNTY WASH SWR REV 2037-07-01 2037-07-01 4 - 4 24861927.00 26247868.92 Other Instrument MUNICIPAL DEBT OMAHA PUB PWR DIST NEB ELEC REV 54930000VJEJ9CGIYG32 2031-02-01 2040-02-01 5 - 5 17762555.00 20705369.00 Other Instrument MUNICIPAL DEBT CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063B 2034-09-01 2034-09-01 5 - 5 709963.00 809181.12 Other Instrument MUNICIPAL DEBT LOS ANGELES CALIF DEPT WTR & PWR REV 549300S8NXV6YU61GG95 2044-07-01 2044-07-01 5 - 5 1818039.00 2061409.78 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 35905.00 41545.48 Other Instrument MUNICIPAL DEBT INDIANA ST FIN AUTH WASTEWATER UTIL REV 549300PS0PAS7NDSSI20 2040-10-01 2040-10-01 5 - 5 2754221.00 3085400.77 Other Instrument MUNICIPAL DEBT UTAH TRAN AUTH SALES TAX REV 2038-06-15 2038-06-15 5 - 5 10114667.00 11664604.86 Other Instrument MUNICIPAL DEBT OKALOOSA CNTY FLA WTR & SWR REV 2035-07-01 2035-07-01 5 - 5 1772189.00 2022518.57 Other Instrument MUNICIPAL DEBT SAN ANTONIO TEX WTR REV 2039-05-15 2039-05-15 5 - 5 24781970.00 27821561.23 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 982611.00 1117667.61 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV 2029-07-15 2040-07-15 5 - 5 7093676.00 7970123.30 Other Instrument MUNICIPAL DEBT LAS VEGAS VALLEY NEV WTR DIST 2039-06-01 2039-06-01 5 - 5 5205201.00 5936641.63 Other Instrument MUNICIPAL DEBT NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT 549300C8XO7EXTX2XU71 2029-07-01 2029-07-01 5 - 5 609115.00 715755.47 Other Instrument MUNICIPAL DEBT BAKERSFIELD CALIF WASTEWTR REV 2030-09-15 2030-09-15 5 - 5 303589.00 357924.35 Other Instrument MUNICIPAL DEBT FOREST HILLS OHIO LOC SCH DIST 2044-12-01 2044-12-01 5 - 5 3446364.00 3933201.21 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 626984.00 740165.76 Other Instrument MUNICIPAL DEBT LONE STAR COLLEGE SYS TEX 2040-02-15 2040-02-15 5 - 5 131413.00 148562.83 Other Instrument MUNICIPAL DEBT MEMPHIS TENN 549300J2762HBWE6MQ22 2040-04-01 2040-04-01 5 - 5 342655.00 386416.99 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 110000000.00 110000000.00 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 51-100 2017-04-01 2049-01-01 0 - 12 124947662.00 125070638.67 Corporate Debt Securities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0081 116999625.60 116999625.60 0.0079 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 WESTMORELAND COAL CO 5493005KY5ANOTGMLS28 2022-01-01 2022-01-01 8.75 - 8.75 809000.00 723015.66 Corporate Debt Securities EUROPEAN INVT BK 5493006YXS1U5GIHE750 2019-12-16 2019-12-16 1.25 - 1.25 303606.00 299977.91 Corporate Debt Securities M D C HLDGS INC FORMERLY M D C CORP COLO TO 06/2 2020-02-01 2020-02-01 5.625 - 5.625 2065000.00 2232458.60 Corporate Debt Securities SG STRUCTURED PRODS INC 549300D8JJ608SOIGA98 2031-03-31 2031-06-30 N/A 3650000.00 2952753.36 Corporate Debt Securities ABBOTT LABS HQD377W2YR662HK5JX27 2036-11-30 2046-11-30 4.75 - 4.9 1369708.00 1380116.69 Corporate Debt Securities KIMBERLY CLARK CORP MP3J6QPYPGN75NVW2S34 2025-03-01 2025-03-01 2.65 - 2.65 1543000.00 1522109.92 Corporate Debt Securities TSMC GLOBAL LTD. 549300N2ZLI21P85T117 2018-04-03 2018-04-03 1.625 - 1.625 1477000.00 1476827.07 Corporate Debt Securities STAPLES INC XQM2JINI1UL7642TU573 2018-01-12 2018-01-12 2.75 - 2.75 52000.00 52843.53 Corporate Debt Securities ORACLE CORP FORMERLY ORACLE SYS CORP TO 06/01/19 1Z4GXXU7ZHVWFCD8TV52 2046-07-15 2046-07-15 4 - 4 1225903.00 1192597.94 Corporate Debt Securities MEMORIAL PRODTN PARTNERS LP / MEM PRODTN FIN COR 2022-08-01 2022-08-01 6.875 - 6.875 5541000.00 2058346.82 Corporate Debt Securities ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON 2024-06-15 2024-06-15 6.625 - 6.625 24.00 24.81 Corporate Debt Securities MERCK & CO INC NEW 4YV9Y5M8S0BRK1RP0397 2045-02-10 2045-02-10 3.7 - 3.7 2700000.00 2614749.00 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 2037-10-01 2037-10-01 6.75 - 6.75 2000.00 2479.48 Corporate Debt Securities DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 7260JQNI6SCF9FIV2392 2019-05-30 2019-05-30 1.85 - 1.85 47000.00 47258.97 Corporate Debt Securities INTELSAT LUXEMBOURG S A FORMERLY INTELSAT BERMUD 2023-06-01 2023-06-01 8.125 - 8.125 18000000.00 6892187.43 Corporate Debt Securities GENERAL MTRS CO 54930070NSV60J38I987 2046-04-01 2046-04-01 6.75 - 6.75 798000.00 937663.96 Corporate Debt Securities WAL MART STORES INC Y87794H0US1R65VBXU25 2040-04-01 2040-04-01 5.625 - 5.625 942000.00 1166194.82 Corporate Debt Securities MONONGAHELA PWR CO 2043-12-15 2043-12-15 5.4 - 5.4 245000.00 293088.60 Corporate Debt Securities CMS ENERGY CORP 549300IA9XFBAGNIBW29 2027-02-15 2027-02-15 2.95 - 2.95 1100000.00 1052581.75 Corporate Debt Securities LLOYDS TSB BK PLC H7FNTJ4851HG0EXQ1Z70 2049-01-01 2049-01-01 12 - 12 3065000.00 4266990.84 Corporate Debt Securities VISTAJET MALTA FIN P L C / VISTAJET CO FIN LLC 2020-06-01 2020-06-01 7.75 - 7.75 24450000.00 15489923.98 Corporate Debt Securities SG STRUCTURED PRODS INC 549300D8JJ608SOIGA98 2032-07-30 2032-12-31 N/A 3353000.00 2865604.29 Corporate Debt Securities MGM RESORTS INTL 54930066VBP7DZEGGJ87 2018-03-01 2018-03-01 11.375 - 11.375 682000.00 776198.88 Corporate Debt Securities TYCO ELECTRONICS LTD C33G1C5SYE2YM95EE712 2022-02-03 2022-02-03 3.5 - 3.5 16000.00 16729.68 Corporate Debt Securities CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS-BOOK EDBQKYOPJUCJKLOJDE72 2019-05-18 2019-05-18 1.35 - 1.35 1251000.00 1235425.05 Corporate Debt Securities ALTICE FING S A 549300DIYGW8HVDF7Q17 2026-05-15 2026-05-15 7.5 - 7.5 6338085.00 6711767.93 Corporate Debt Securities JOHNSON S C & SON INC PH5ZFDENRYXEVLP50443 2046-10-15 2046-10-15 4.75 - 4.75 19195000.00 20760688.16 Corporate Debt Securities ANADARKO PETE CO FORMERLY ANADARKO PRODTN CO TO B78FQ7XBQFLP4AYJ6F79 2040-03-15 2040-03-15 6.2 - 6.2 719000.00 784520.07 Corporate Debt Securities CARDINAL HEALTH INC CCU46N3GJMF4OK4N7U60 2024-11-15 2024-11-15 3.5 - 3.5 2585000.00 2632301.19 Corporate Debt Securities DFC FIN CORP 5493004TE3VK3WL20T17 2020-06-15 2020-06-15 N/A 21305165.00 12250469.88 Corporate Debt Securities MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 9DJT3UXIJIZJI4WXO774 2017-08-28 2017-08-28 6.4 - 6.4 87000.00 91549.71 Corporate Debt Securities T-MOBILE USA INC 549300V2JRLO5DIFGE82 2021-04-01 2021-04-01 6.25 - 6.25 1564000.00 1636636.94 Corporate Debt Securities D R HORTON INC 2018-02-15 2018-02-15 3.625 - 3.625 1890000.00 1938616.31 Corporate Debt Securities TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 2019-04-01 2019-04-01 8.25 - 8.25 2062000.00 2354063.40 Corporate Debt Securities DANONE 969500KMUQ2B6CBAF162 2019-10-30 2019-10-30 1.691 - 1.691 240.00 237.56 Corporate Debt Securities HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A 549300RIPPWJB5Z0FK07 2026-09-27 2026-09-27 N/A 863999.00 793896.28 Corporate Debt Securities BNP PARIBAS / BNP PARIBAS US MEDIUM TERM NT PROG R0MUWSFPU8MPRO8K5P83 2017-09-14 2017-09-14 2.375 - 2.375 1964000.00 1987634.56 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2036-12-16 2036-12-16 5.875 - 5.875 2000.00 2580.47 Corporate Debt Securities MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY UE2136O97NLB5BYP9H04 2018-12-07 2018-12-07 2.1 - 2.1 55000.00 55923.54 Corporate Debt Securities GAMESTOP CORP NEW 549300505KLOET039L77 2021-03-15 2021-03-15 6.75 - 6.75 532335.00 540419.84 Corporate Debt Securities GTD SR SECD NT REG 2038-03-30 2038-03-30 6.375 - 6.375 11943000.00 11311873.52 Corporate Debt Securities RAYTHEON CO YR6K3WJN0KKLUPZSNL57 2044-12-15 2044-12-15 4.2 - 4.2 8695000.00 9108273.35 Corporate Debt Securities Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0081 117000000.00 117000000.00 0.0079 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 CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 2026-09-15 2026-09-15 5.5 - 5.5 24604539.00 24840455.50 Equities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0066 23000000.00 23000000.00 0.0015 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 HUTCHISON WHAMPOA F 2027-08-01 2027-08-01 7.5 - 7.5 115000.00 154023.14 Corporate Debt Securities ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 2021-06-30 2021-06-30 6 - 6 16522000.00 17141575.01 Corporate Debt Securities DH SVCS LUXEMBOURG S A R L 2020-12-15 2020-12-15 7.75 - 7.75 37501000.00 40363107.70 Corporate Debt Securities WILLIAMS CLAYTON ENERGY INC 549300F5W11P2Z0IRY28 2019-04-01 2019-04-01 7.75 - 7.75 1566000.00 1578060.37 Corporate Debt Securities CGG SA 969500FCVQ5SLAAUJV59 2022-01-15 2022-01-15 6.875 - 6.875 10517000.00 4583111.40 Corporate Debt Securities CCM MERGER INC 2019-05-01 2019-05-01 9.125 - 9.125 2828000.00 2954837.76 Corporate Debt Securities SK TELECOM 2027-07-20 2027-07-20 6.625 - 6.625 500000.00 648006.81 Corporate Debt Securities SK TELECOM LTD 2027-07-20 2027-07-20 6.625 - 6.625 225000.00 291603.06 Corporate Debt Securities HSBC HLDGS PLC MLU0ZO3ML4LN2LL2TL39 2037-09-15 2037-09-15 6.5 - 6.5 1141000.00 1401960.01 Corporate Debt Securities TERRAFORM PWR OPER LLC 5493000S2OLR3UT5BE13 2023-02-01 2023-02-01 5.875 - 5.875 7334000.00 7728492.79 Corporate Debt Securities NPC INTL INC / NPC OPER CO A INC / NPC OPER CO B 2020-01-15 2020-01-15 10.5 - 10.5 1097000.00 1178040.87 Corporate Debt Securities PETRONAS CAPITAL LI 2022-05-22 2022-05-22 7.875 - 7.875 2000000.00 2471240.00 Corporate Debt Securities TELEKOM MALAYSIA BHD 2025-08-01 2025-08-01 7.875 - 7.875 263000.00 339375.53 Corporate Debt Securities OVERSEAS SHIPHOLDING GROUP INC 2018-03-30 2018-03-30 8.125 - 8.125 16343000.00 17299746.48 Corporate Debt Securities ENEL FIN INTL S A 0YQH6LCEF474UTUV4B96 2037-09-15 2037-09-15 6.8 - 6.8 150000.00 185831.50 Corporate Debt Securities RITE AID CORP 2020-03-15 2021-06-15 6.75 - 9.25 9097000.00 9854197.76 Corporate Debt Securities CAESARS ENTMT RESORT PPTYS LLC / HARRAHS LAS VEG 2020-10-01 2020-10-01 8 - 8 18132000.00 19117675.66 Corporate Debt Securities Y N/A N/A 2016-12-05 2016-12-05 2016-12-05 N N N 0.0066 118004625.60 118004625.60 0.0079 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 ISHS MSCI SP CP IDX 549300KJYAHQCJB4CU67 2049-01-01 2049-01-01 N/A 1700.00 42806.00 Equities ISHS MSCI EM MK 549300BPYHDEDI59G670 2049-01-01 2049-01-01 N/A 46784.00 1658024.96 Equities VANECK GOLD MINERS 549300WSDUDKDJCJOV22 2049-01-01 2049-01-01 N/A 3692033.00 79003127.98 Equities SPDR EUROSTOX50-SBI 2049-01-01 2049-01-01 N/A 26200.00 823466.00 Equities PWRSHS DB US DOLLAR 2049-01-01 2049-01-01 N/A 17100.00 446481.00 Equities REAL EST SLCT SECT 549300Y12KQ6ZG08NY28 2049-01-01 2049-01-01 N/A 426490.00 9474271.02 Equities SPDR S&P HOMEBLDRS 5493008LMBT3IECLIE27 2049-01-01 2049-01-01 N/A 11431.00 355204.30 Equities Y N/A N/A 2016-12-06 2016-12-06 2016-12-06 N N N 0.0066 85004029.00 85004029.00 0.0057 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 STARWOOD PPTY TR INC BUGSFQZERKRBFWIG5267 2019-01-15 2019-01-15 4 - 4 1867196.00 2139115.75 Equities NXP SEMICONDUCTORS N V 724500M9BY5293JDF951 2019-12-01 2019-12-01 1 - 1 17134000.00 19607330.98 Equities STARWOOD WAYPOINT RESIDENTIAL TR 5493007GMUJQRA7AXT13 2019-07-01 2019-07-01 3 - 3 1880000.00 2120727.73 Equities WRIGHT MED GROUP N V 549300JGCCQ1HTDOXU32 2021-11-15 2021-11-15 2.25 - 2.25 7336000.00 9300709.18 Equities CTRIP COM INTL LTD 2018-10-15 2025-07-01 1.25 - 1.99 7147443.00 9039305.30 Equities CORENERGY INFRASTRUCTURE TR INC 549300RWMFYIPNXWXM78 2020-06-15 2020-06-15 7 - 7 4809205.00 5366271.26 Equities Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0150 43997914.40 43997914.40 0.0030 N N N Y 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 109009592.00 109009592.00 0.0073 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 0.0141 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 300425400.00 300425400.00 0.0202 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 0.76% 912828N97 US912828N977 U.S. Treasury Debt Y N/A N/A 2016-12-01 2018-01-31 2018-01-31 N N N 0.0076 150412950.00 150412950.00 0.0101 N Y Y N Barclays Bank PLC Barclays Bank PLC, 0.45% G5GSEF7VJP5I7OUK5573 BCA405000 Non-Negotiable Time Deposit Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0045 298000000.00 298000000.00 0.0200 N Y Y N New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev. New York City Muni. Wtr. Fin. Auth. Wtr. & Swr. Sys. Rev., 0.55% Series 2008 B1, (Liquidity Facility Royal Bank of Canada) VRDN 64972GBF0 US64972GBF00 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2024-06-15 Y ROYAL BANK OF CANADA 1.0000 7 Y N/A N/A N N 0.0055 57900000.00 57900000.00 0.0039 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 62000000.00 62000000.00 0.0042 N N Y N New York Local Govt. Assistance Corp. New York Local Govt. Assistance Corp., 0.57% Series 2008 B, (Liquidity Facility JPMorgan Chase Bank) VRDN 649876K57 US649876K576 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2021-04-01 Y JPMORGAN CHASE BANK NA 1.0000 7 Y N/A N/A N N 0.0057 39000000.00 39000000.00 0.0026 N N Y N Arizona Health Facilities Auth. Rev. Arizona Health Facilities Auth. Rev., 0.57% (Catholic Healthcare West Proj.) Series 2008 B, LOC Barclays Bank PLC VRDN 040507JU0 US040507JU09 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2035-07-01 Y BARCLAYS BANK PLC 1.0000 7 N N/A N/A Y BARCLAYS BANK PLC 1.0000 N/A N/A N 0.0057 42600000.00 42600000.00 0.0029 N N Y N Middletown Hosp. Facilities Rev. Middletown Hosp. Facilities Rev., 0.56% Series 2008 B, LOC PNC Bank NA VRDN 597146AM1 US597146AM12 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2039-11-15 Y PNC BANK NA PITTSBURGH PA 1.0000 7 N N/A N/A Y PNC BANK NA PITTSBURGH PA 1.0000 N/A N/A N 0.0056 31380000.00 31380000.00 0.0021 N N Y N Univ. of Illinois Rev. Univ. of Illinois Rev., 0.58% Series 2008, LOC Wells Fargo Bank NA VRDN 914353VZ7 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2026-10-01 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 0.0058 22080000.00 22080000.00 0.0015 N N Y N Tuscaloosa County Indl. Dev. Gulf Opportunity Tuscaloosa County Indl. Dev. Gulf Opportunity, 0.56% (Hunt Refining Proj.) Series 2011 A, LOC JPMorgan Chase Bank VRDN 90068FAJ5 US90068FAJ57 Variable Rate Demand Note Y N/A N/A 2016-12-07 2016-12-07 2028-06-01 Y JPMORGAN CHASE BANK NA 1.0000 7 N N/A N/A Y JPMORGAN CHASE BANK NA 1.0000 N/A N/A N 0.0056 18200000.00 18200000.00 0.0012 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 BCA328000_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 30707.90 27926.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2044-12-25 3 - 5.8 43281.34 18430.23 Agency Collateralized Mortgage Obligation Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 45005.92 45005.92 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 BCA328000_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 49932.65 50474.82 U.S. Treasuries (including strips) GINNIE MAE 2046-04-20 2046-04-20 3 - 3 0.02 0.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2022-12-09 2022-12-09 5.25 - 5.25 1.45 1.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-08-01 0.75 - 7.5 2959.08 822.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2019-03-20 2057-09-15 1.062 - 7 129841.31 3603.84 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-02-15 2024-09-15 2.875 - 3.875 56.44 58.54 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2017-10-26 2046-10-01 0 - 7.5 10782.33 7397.84 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 61061.59 61061.59 0.0000 N Y Y N BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.28%, dated 11/30/2016 due 12/01/2016 VJW2DOOHGDT6PR0ZRO63 BCA328000_08066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2016-12-15 2046-08-15 0 - 8.875 784.38 758.47 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-17 2025-03-03 0.58 - 4.875 318.04 318.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-08 2020-09-11 0 - 5 549.78 551.93 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-01-27 2046-11-01 0.5 - 8.5 7601.48 6745.36 Agency Mortgage-Backed Securities FINANCE CORPORATION 2018-11-02 2018-11-02 9.65 - 9.65 0.23 0.27 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2017-04-15 2046-11-20 2.5 - 9.5 2088.18 844.48 Agency Mortgage-Backed Securities TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-07-18 2017-07-18 5.5 - 5.5 1.14 1.19 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2016-12-01 2046-11-01 0 - 8.5 2741.82 1220.45 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 10233.79 10233.79 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 BCA328000_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 - 0 244.01 180.90 Agency Debentures and Agency Strips US TREASURY 2016-12-08 2046-02-15 0 - 9 19657.92 21255.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2017-07-21 2017-07-21 0.841 - 0.841 79.53 79.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2017-03-08 2046-07-01 1 - 6.75 849.42 632.80 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 2020-11-15 2045-10-20 2 - 9 2443.33 859.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-12-14 2051-04-01 1.125 - 6.5 364.89 248.96 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 22741.75 22741.75 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 BCA328000_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 41407.61 41165.46 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 40321.12 40321.12 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 BCA328000_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 26661.59 28074.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2038-07-20 2046-11-20 3 - 6 3678.08 2003.09 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 29457.05 29457.05 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 235232.26 242965.36 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-07-01 2046-10-01 2.5 - 8 194038.11 97231.38 Agency Mortgage-Backed Securities U.S. TREASURY 2017-01-31 2018-07-31 0.077 - 0.494 1654.75 1656.63 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 334787.47 334787.47 0.0000 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.28%, dated 11/30/2016 due 12/01/2016 KBVRJ5K57JZ3E2AVWX40 BCA328000_40488 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2041-01-01 2046-07-01 3 - 4.5 3529.46 2319.68 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 2274.17 2274.17 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 BCA328000_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 20508.75 21067.77 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2026-01-01 2046-11-01 2.5 - 4 15047.56 9926.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2058-06-15 2 - 9 2771.66 1219.60 Agency Mortgage-Backed Securities U.S. TREASURY 2017-10-31 2018-01-31 0.488 - 0.592 1248.98 1251.95 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-01 2046-12-01 2 - 7.5 92230.96 57957.74 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 89602.49 89602.49 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 70997.90 72956.60 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2046-10-20 3 - 3 5979.26 6112.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 17317.09 16041.51 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 93032.34 93032.34 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 0.28%, dated 11/30/2016 due 12/01/2016 8NAV47T0Y26Q87Y0QP81 BCA328000_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 6942.17 7133.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-10-20 2046-10-20 3 - 3 584.65 597.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2046-01-01 2046-01-01 3.5 - 3.5 1693.26 1568.54 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 9096.70 9096.70 0.0000 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 7TK5RJIZDFROZCA6XF66 BCA328000_08126 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2018-05-15 2046-08-15 0.75 - 2.75 18412.62 17417.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2019-10-01 2046-12-01 1.945 - 9.5 22999.35 5219.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2024-04-15 2046-10-20 0.876 - 8.5 17637.91 4882.77 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2026-11-02 2026-11-02 1.083 - 1.083 90.97 90.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2018-06-01 2046-12-01 2.271 - 9.5 63638.60 14218.28 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 40935.15 40935.15 0.0000 N Y Y N RBC Dominion Securities, Inc. In a joint trading account with RBC Dominion Securities, Inc. at 0.28%, dated 11/30/2016 due 12/01/2016 549300QJJX6CVVUXLE15 BCA328000_07749 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2017-03-02 2046-08-15 0 - 2.5 13067.40 12944.41 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 12689.90 12689.90 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 BCA328000_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 22399.11 22775.44 U.S. Treasuries (including strips) Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 22286.91 22286.91 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 61198.10 63898.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-26 2046-08-01 1.25 - 6.75 2169.29 2373.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2046-09-01 2.5 - 3.5 2858.18 1928.18 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 66528.46 66528.46 0.0000 N Y Y N Societe Generale In a joint trading account with Societe Generale at 0.28%, dated 11/30/2016 due 12/01/2016 O2RNE8IBXP4R0TD8PU41 BCA328000_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 5229.91 5460.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2019-07-26 2046-08-01 1.25 - 6.75 185.39 202.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2046-09-01 2.5 - 3.5 244.26 164.78 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 5685.44 5685.44 0.0000 N Y Y N Wells Fargo Bank, NA In a joint trading account with Wells Fargo Bank, NA at 0.28%, dated 11/30/2016 due 12/01/2016 KB1H1DSPRFMYMCUFXT09 BCA328000_81240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOC 2026-04-01 2043-01-01 2.5 - 3 20679.17 13338.14 Agency Mortgage-Backed Securities Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 13076.51 13076.51 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 73432.36 73106.77 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2033-03-09 0.682 - 5.16 330.87 341.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-01 2026-09-11 0 - 6.05 26167.71 26245.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-03-27 2046-10-01 0 - 5.125 12667.58 12749.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-11-20 2 - 10 78165.05 50573.56 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-26 2021-01-07 0.633 - 1.92 714.44 713.05 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-12-15 2042-12-15 0 - 7.125 1113.14 1142.08 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2026-09-24 0.811 - 2.625 6158.16 6143.76 Agency Debentures and Agency Strips Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0027 167651.73 167651.73 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 BCA328000_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 21695.07 21598.88 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2017-01-20 2033-03-09 0.682 - 5.16 97.75 101.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANK 2016-12-01 2026-09-11 0 - 6.05 7731.07 7753.99 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2017-03-27 2046-10-01 0 - 5.125 3742.55 3766.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2017-01-15 2046-11-20 2 - 10 23093.32 14941.60 Agency Mortgage-Backed Securities FEDERAL AGRICULTURE MORTGAGE CORP 549300MS654K78GYF580 2018-01-26 2021-01-07 0.633 - 1.92 211.08 210.67 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2017-12-15 2042-12-15 0 - 7.125 328.87 337.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2017-01-30 2026-09-24 0.811 - 2.625 1819.39 1815.13 Agency Debentures and Agency Strips Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0028 49531.53 49531.53 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 240000000.00 240000000.00 0.0161 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2016-12-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer