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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 145023316.00 145023316.00 0.0090 N N N N Bayerische Landesbank Bayerische Landesbank, 1.05% 0727M66N5 VDYMYTQGZZ6DU0912C88 BDF713000 Certificate of Deposit Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0105 170018853.00 170018853.00 0.0105 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 150022080.00 150022080.00 0.0093 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 145020068.00 145020068.00 0.0090 N N N N Credit Suisse AG Credit Suisse AG, 1.15% 22549VE58 ANGGYXNX0JLX3X63JN86 BCF870000 Certificate of Deposit Y N/A N/A 2017-03-16 2017-03-16 2017-03-16 N N N 0.0115 150071775.00 150071775.00 0.0093 N N N N Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.90% 25158BSE3 7LTWFZYICNSX8D621K86 0001022437 Certificate of Deposit Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0090 163998606.00 163998606.00 0.0102 N Y Y N Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.90% 25158BSG8 7LTWFZYICNSX8D621K86 0001022437 Certificate of Deposit Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0090 158997265.20 158997265.20 0.0098 N N Y N Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.90% 25158BSJ2 7LTWFZYICNSX8D621K86 0001022437 Certificate of Deposit Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N N N 0.0090 153091579.50 153091579.50 0.0095 N N Y N Deutsche Bank AG New York Branch Deutsche Bank AG New York Branch, 0.90% 25158BSL7 7LTWFZYICNSX8D621K86 0001022437 Certificate of Deposit Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0090 164000000.00 164000000.00 0.0102 N N Y 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 145002334.50 145002334.50 0.0090 N N Y 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 133020295.80 133020295.80 0.0082 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 147028738.50 147028738.50 0.0091 N N N N KBC Bank NV KBC Bank NV, 1.07% 4823TAHN0 6B2PBRV1FCJDMR45RZ53 BDG685000 Certificate of Deposit Y N/A N/A 2017-04-27 2017-04-27 2017-04-27 N N N 0.0107 159998432.00 159998432.00 0.0099 N N N N KBC Bank NV KBC Bank NV, 1.07% 4823TAHT7 6B2PBRV1FCJDMR45RZ53 BDI164000 Certificate of Deposit Y N/A N/A 2017-05-02 2017-05-02 2017-05-02 N N N 0.0107 159983008.00 159983008.00 0.0099 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.18% 60682A3L8 JBONEPAGQXF4QP29B387 US60682A3L88 0001462160 Certificate of Deposit Y N/A N/A 2017-02-23 2017-03-23 2017-03-23 N N N 0.0118 75036975.00 75036975.00 0.0046 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.22% 60682A3U8 JBONEPAGQXF4QP29B387 US60682A3U87 Certificate of Deposit Y N/A N/A 2017-02-06 2017-04-05 2017-04-05 N N N 0.0122 147088494.00 147088494.00 0.0091 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 1.45% 60689DR70 RB0PEZSDGCO3JS6CEU02 US60689DR708 Certificate of Deposit Y N/A N/A 2017-02-21 2017-04-20 2017-04-20 N N N 0.0145 99091674.00 99091674.00 0.0061 N N N N Royal Bank of Canada Royal Bank of Canada, 1.22% 78009NK21 ES7IP3U3RHIGC71XBU11 US78009NK216 Certificate of Deposit Y N/A N/A 2017-04-11 2017-04-11 2017-04-11 N N N 0.0122 151095734.00 151095734.00 0.0094 N N N N Royal Bank of Canada Royal Bank of Canada, 1.23% 78009NK39 ES7IP3U3RHIGC71XBU11 US78009NK398 Certificate of Deposit Y N/A N/A 2017-04-18 2017-04-18 2017-04-18 N N N 0.0123 149098489.00 149098489.00 0.0092 N N N N Royal Bank of Canada Royal Bank of Canada, 1.24% 78009NR32 ES7IP3U3RHIGC71XBU11 US78009NR328 Certificate of Deposit Y N/A N/A 2017-02-24 2017-10-24 2017-10-24 N N N 0.0124 159994240.00 159994240.00 0.0099 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.10% 86563YNV1 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2017-04-11 2017-04-11 2017-04-11 N N N 0.0110 156056456.40 156056456.40 0.0097 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.10% 86563YPG2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2017-04-17 2017-04-17 2017-04-17 N N N 0.0110 160050096.00 160050096.00 0.0099 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.10% 86563YPS6 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2017-04-19 2017-04-19 2017-04-19 N N N 0.0110 140041076.00 140041076.00 0.0087 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.12% 86563PM90 5U0XI89JRFVHWIBS4F54 US86563PM908 0001184915 Certificate of Deposit Y N/A N/A 2017-02-21 2017-05-19 2017-05-19 N N N 0.0112 159995040.00 159995040.00 0.0099 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.11% 86564ENP7 5493006GGLR4BTEL8O61 US86564ENP78 0001046017 Certificate of Deposit Y N/A N/A 2017-02-15 2017-05-15 2017-05-15 N N N 0.0111 149988150.00 149988150.00 0.0093 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.17% 86958JFD6 NHBDILHZTYCNBV5UYZ31 US86958JFD63 Certificate of Deposit Y N/A N/A 2017-02-09 2017-05-09 2017-05-09 N N N 0.0117 120064320.00 120064320.00 0.0074 N N N N Svenska Handelsbanken AB Svenska Handelsbanken AB, 1.35% 86958JBG3 NHBDILHZTYCNBV5UYZ31 US86958JBG31 Certificate of Deposit Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0135 60018180.00 60018180.00 0.0037 N N N N Toronto-Dominion Bank Toronto-Dominion Bank, 1.08% 89113WRZ1 PT3QB789TSUIDF371261 0000947263 Certificate of Deposit Y N/A N/A 2017-03-15 2017-03-15 2017-03-15 N N N 0.0108 150058890.00 150058890.00 0.0093 N N N N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 1.17% 89113WQF6 PT3QB789TSUIDF371261 US89113WQF67 Certificate of Deposit Y N/A N/A 2017-02-10 2017-07-10 2017-07-10 N N N 0.0117 155019840.00 155019840.00 0.0096 N N N N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 1.22% 89113WAX4 PT3QB789TSUIDF371261 US89113WAX48 Certificate of Deposit Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0122 150002400.00 150002400.00 0.0093 N Y Y N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 1.23% 89113WPN0 PT3QB789TSUIDF371261 US89113WPN01 Certificate of Deposit Y N/A N/A 2017-02-06 2017-09-06 2017-09-06 N N N 0.0123 149023840.00 149023840.00 0.0092 N N N N Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 1.41% 89113WHH2 PT3QB789TSUIDF371261 US89113WHH25 Certificate of Deposit Y N/A N/A 2017-02-23 2017-03-23 2017-03-23 N N N 0.0141 100081900.00 100081900.00 0.0062 N N N N UBS AG UBS AG, 1.40% 90275DCR9 BFM8T61CT2L1QCEMIK50 US90275DCR98 0001114446 Certificate of Deposit Y N/A N/A 2017-02-13 2017-03-13 2017-03-13 N N N 0.0140 65045240.00 65045240.00 0.0040 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.24% 94989RAZ1 KB1H1DSPRFMYMCUFXT09 US94989RAZ10 Certificate of Deposit Y N/A N/A 2017-02-02 2017-05-03 2017-05-03 N N N 0.0124 145098165.00 145098165.00 0.0090 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.26% 94989RAX6 KB1H1DSPRFMYMCUFXT09 US94989RAX61 Certificate of Deposit Y N/A N/A 2017-02-28 2017-05-19 2017-05-19 N N N 0.0126 144075312.00 144075312.00 0.0089 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.33% 94988EZ35 KB1H1DSPRFMYMCUFXT09 US94988EZ358 Certificate of Deposit Y N/A N/A 2017-02-23 2017-03-23 2017-03-23 N N N 0.0133 100070500.00 100070500.00 0.0062 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.33% 94988EWB0 KB1H1DSPRFMYMCUFXT09 US94988EWB00 Certificate of Deposit Y N/A N/A 2017-03-02 2017-06-02 2017-06-02 N N N 0.0133 25020900.00 25020900.00 0.0015 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.34% 94988EWF1 KB1H1DSPRFMYMCUFXT09 US94988EWF14 Certificate of Deposit Y N/A N/A 2017-03-03 2017-06-05 2017-06-05 N N N 0.0134 63053676.00 63053676.00 0.0039 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.15% JBONEPAGQXF4QP29B387 XS1559917049 Certificate of Deposit Y N/A N/A 2017-05-02 2017-05-02 2017-05-02 N N N 0.0115 83022567.70 83022567.70 0.0051 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 37012069.40 37012069.40 0.0023 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 100032860.00 100032860.00 0.0062 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.15% 5493006GGLR4BTEL8O61 XS1559490310 Certificate of Deposit Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0115 83025771.50 83025771.50 0.0051 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.15% 5493006GGLR4BTEL8O61 XS1559915779 Certificate of Deposit Y N/A N/A 2017-05-02 2017-05-02 2017-05-02 N N N 0.0115 82022082.60 82022082.60 0.0051 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 39994208.00 39994208.00 0.0025 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 1.21% 06417LDJ3 L3I9ZG2KFGXZ61BMYR72 US06417LDJ35 0000009631 Financial Company Commercial Paper Y N/A N/A 2017-02-06 2017-08-04 2017-08-04 N N N 0.0121 150009450.00 150009450.00 0.0093 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.23% 06417LDA2 L3I9ZG2KFGXZ61BMYR72 US06417LDA26 0000009631 Financial Company Commercial Paper Y N/A N/A 2017-02-06 2017-09-06 2017-09-06 N N N 0.0123 143003432.00 143003432.00 0.0089 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.08% G5GSEF7VJP5I7OUK5573 BDB456000 Financial Company Commercial Paper Y N/A N/A 2017-03-10 2017-03-10 2017-03-10 N N N 0.0108 155826606.00 155826606.00 0.0097 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 139966988.00 139966988.00 0.0087 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 199881660.00 199881660.00 0.0124 N N N N BNP Paribas New York Branch BNP Paribas New York Branch, 1.04% 09659BRH5 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2017-04-17 2017-04-17 2017-04-17 N N N 0.0104 159688576.00 159688576.00 0.0099 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 145994393.60 145994393.60 0.0090 N N Y 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 129927642.00 129927642.00 0.0080 N N N N BPCE SA BPCE SA, 1.10% 05571BR47 9695005MSX1OYEMGDF46 BDA949000 Financial Company Commercial Paper Y N/A N/A 2017-04-04 2017-04-04 2017-04-04 N N N 0.0110 149768220.00 149768220.00 0.0093 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 39994208.00 39994208.00 0.0025 N N Y 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 20996446.80 20996446.80 0.0013 N N Y 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 39992256.00 39992256.00 0.0025 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 149959740.00 149959740.00 0.0093 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.20% 13608CAG7 2IGI19DL77OX0HC3ZE78 US13608CAG78 0001045520 Financial Company Commercial Paper Y N/A N/A 2017-02-09 2017-07-10 2017-07-10 N N N 0.0120 150032250.00 150032250.00 0.0093 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.23% 13608CAJ1 2IGI19DL77OX0HC3ZE78 US13608CAJ18 0001045520 Financial Company Commercial Paper Y N/A N/A 2017-02-21 2017-07-20 2017-07-20 N N N 0.0123 150034650.00 150034650.00 0.0093 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.25% 13608CBB7 2IGI19DL77OX0HC3ZE78 US13608CBB72 0001045520 Financial Company Commercial Paper Y N/A N/A 2017-02-13 2017-10-13 2017-10-13 N N N 0.0125 165012540.00 165012540.00 0.0102 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 1.10% 20272ASL1 MSFSBD3QN1GSN7Q6C537 US20272ASL16 0000008565 Financial Company Commercial Paper Y N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0110 200024000.00 200024000.00 0.0124 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 147993029.20 147993029.20 0.0092 N N Y N Nationwide Building Society Nationwide Building Society, 1.08% 6385E0QT3 549300XFX12G42QIKN82 BDA477000 Financial Company Commercial Paper Y N/A N/A 2017-03-27 2017-03-27 2017-03-27 N N N 0.0108 101854762.20 101854762.20 0.0063 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 142901272.80 142901272.80 0.0089 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 189961848.00 189961848.00 0.0118 N N N N Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 1.10% 89116ERC9 BCJ292000 Financial Company Commercial Paper Y N/A N/A 2017-04-12 2017-04-12 2017-04-12 N Y TORONTO DOMINION BANK 1.0000 N/A N/A N 0.0110 74880780.00 74880780.00 0.0046 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 99993540.00 99993540.00 0.0062 N N Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.00% 04821TQ16 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0100 143895945.60 143895945.60 0.0089 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 89919765.00 89919765.00 0.0056 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 89988093.00 89988093.00 0.0056 N N Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.09% 04821TRS6 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-04-26 2017-04-26 2017-04-26 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0109 42885783.40 42885783.40 0.0027 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 139997032.00 139997032.00 0.0087 N Y Y N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.10% 04821TS30 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-05-03 2017-05-03 2017-05-03 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0110 31905382.40 31905382.40 0.0020 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.18% 04821TQL2 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-03-20 2017-03-20 2017-03-20 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0118 149808000.00 149808000.00 0.0093 N N N N Eversource Energy Eversource Energy, 0.84% 30040XP18 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0084 27999288.80 27999288.80 0.0017 N Y Y N Motiva Enterprises LLC Motiva Enterprises LLC, 1.10% 61979JPM3 UQZ4EDMHL4ZESPZY3752 BDB504000 Non-Financial Company Commercial Paper Y N/A N/A 2017-02-21 2017-02-21 2017-02-21 N N N 0.0110 13992388.20 13992388.20 0.0009 N N N N Motiva Enterprises LLC Motiva Enterprises LLC, 1.13% 61979JPQ4 UQZ4EDMHL4ZESPZY3752 BDC878000 Non-Financial Company Commercial Paper Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0113 27982547.60 27982547.60 0.0017 N N N N Motiva Enterprises LLC Motiva Enterprises LLC, 1.13% 61979JQD2 UQZ4EDMHL4ZESPZY3752 BDI138000 Non-Financial Company Commercial Paper Y N/A N/A 2017-03-13 2017-03-13 2017-03-13 N N N 0.0113 12985815.70 12985815.70 0.0008 N N N N Motiva Enterprises LLC Motiva Enterprises LLC, 1.13% 61979JQD2 UQZ4EDMHL4ZESPZY3752 BDI518000 Non-Financial Company Commercial Paper Y N/A N/A 2017-03-13 2017-03-13 2017-03-13 N N N 0.0113 12983677.85 12983677.85 0.0008 N N N N Motiva Enterprises LLC Motiva Enterprises LLC, 1.15% 61979JQ34 UQZ4EDMHL4ZESPZY3752 BDD699000 Non-Financial Company Commercial Paper Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0115 13988643.20 13988643.20 0.0009 N N N N Sempra Global Sempra Global, 1.12% 81685LQ16 BDG581000 Non-Financial Company Commercial Paper Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0112 15986660.80 15986660.80 0.0010 N N N N Sempra Global Sempra Global, 1.22% 81685LP66 BCG166000 Non-Financial Company Commercial Paper Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0122 23996203.20 23996203.20 0.0015 N N Y N Sempra Global Sempra Global, 1.22% 81685LP90 BCG878000 Non-Financial Company Commercial Paper Y N/A N/A 2017-02-09 2017-02-09 2017-02-09 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0122 39990480.00 39990480.00 0.0025 N N N N Verizon Communications, Inc. Verizon Communications, Inc., 0.90% 92344LP66 2S72QS2UO2OESLG6Y829 0000732712 Non-Financial Company Commercial Paper Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N N N 0.0090 79987344.00 79987344.00 0.0050 N N Y N Verizon Communications, Inc. Verizon Communications, Inc., 0.90% 92344LP66 2S72QS2UO2OESLG6Y829 0000732712 Non-Financial Company Commercial Paper Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N N N 0.0090 41343458.43 41343458.43 0.0026 N N Y N BNP Paribas (NON GOV REPO) BNP Paribas (NON GOV REPO), 0.81% R0MUWSFPU8MPRO8K5P83 BDI493000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 2043-09-15 2043-09-15 6.55 - 6.55 3423000.00 4313782.51 Corporate Debt Securities PARKER-HANNIFIN CORP MEDIUM TERM NTS BOOK ENTRY 5493002CONDB4N2HKI23 2044-11-21 2044-11-21 4.45 - 4.45 4119000.00 4356801.31 Corporate Debt Securities LILLY ELI & CO FRDRIPF3EKNDJ2CQJL29 2045-03-01 2045-03-01 3.7 - 3.7 4530000.00 4388739.50 Corporate Debt Securities GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 2018-07-19 2018-07-19 2.9 - 2.9 4508000.00 4576236.09 Corporate Debt Securities DIAMOND 1 FIN CORP / DIAMOND 2 FIN CORP 2023-06-15 2023-06-15 5.45 - 5.45 4000000.00 4322733.33 Corporate Debt Securities BOEING CO RVHJWBXLJ1RFUBSY1F30 2045-03-01 2045-03-01 3.5 - 3.5 4784000.00 4412825.38 Corporate Debt Securities CHESAPEAKE MIDSTREAM PARTNERS L P / CHKM FIN COR 2022-07-15 2022-07-15 6.125 - 6.125 1474000.00 1526035.48 Corporate Debt Securities ARCHER DANIELS MIDLAND CO 549300LO13MQ9HYSTR83 2043-04-16 2043-04-16 4.016 - 4.016 4397000.00 4349834.84 Corporate Debt Securities ARIZONA PUB SVC CO YG6VT0TPHRH4TFVAQV64 2045-11-15 2045-11-15 4.35 - 4.35 4251000.00 4396483.39 Corporate Debt Securities WISCONSIN ELEC PWR CO AENKIFMULUAWOUU8Q584 2045-12-15 2045-12-15 4.3 - 4.3 4192000.00 4349176.71 Corporate Debt Securities CBL & ASSOCS LTD PARTNERSHIP 549300VS75TWHD9JTH89 2026-12-15 2026-12-15 5.95 - 5.95 3126318.00 3108618.70 Corporate Debt Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0081 42000000.00 42000000.00 0.0026 N Y Y N BNP Paribas (NON GOV REPO) BNP Paribas (NON GOV REPO), 0.95% R0MUWSFPU8MPRO8K5P83 BDI507000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERGY TEX INC LWXX58X12AJXISQ28573 2019-02-01 2019-02-01 7.125 - 7.125 274000.00 311098.23 Corporate Debt Securities NABORS INDS INC REORGANIZED AS NABORS INDUSTRIES 549300VFQWRKICUFNU92 2021-09-15 2021-09-15 4.625 - 4.625 664000.00 688881.56 Corporate Debt Securities CTR PARTNERSHIP L P / CARETRUST CAP CORP 2021-06-01 2021-06-01 5.875 - 5.875 6399000.00 6605634.37 Corporate Debt Securities FELCOR LODGING LTD PARTNERSHIP 2023-03-01 2023-03-01 5.625 - 5.625 7165000.00 7547879.69 Corporate Debt Securities JOY GLOBAL INC 549300CLFIA7IY3DU273 2021-10-15 2021-10-15 5.125 - 5.125 3392000.00 3735746.22 Corporate Debt Securities CAESARS ENTMT RESORT PPTYS LLC / HARRAHS LAS VEG 2020-10-01 2020-10-01 8 - 8 4543000.00 4862902.92 Corporate Debt Securities Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0095 22001839.20 22001839.20 0.0014 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPDR S&P MIDCAP 400 ETF TR 2049-01-01 2049-01-01 N/A 96.00 29344.32 Equities ISHARES TR 549300BBCVC1Z8Y7R424 2049-01-01 2049-01-01 N/A 17200.00 339835.00 Equities ISHARES INC 5493009LYIJN26ANII18 2049-01-01 2049-01-01 N/A 7100.00 241637.00 Equities DIREXION SHS ETF TR 2JB4KUARIHFQ3UW6AS94 2049-01-01 2049-01-01 N/A 17426.00 625767.66 Equities CREDIT SUISSE NASSAU BRH 2049-01-01 2049-01-01 N/A 20900.00 174210.00 Equities SCHWAB STRATEGIC TR 549300BX5O2DW26SGM55 2049-01-01 2049-01-01 N/A 5922.00 276900.50 Equities SPDR SERIES TRUST 549300V3SXQ5D61UEN24 2049-01-01 2049-01-01 N/A 12459.00 419536.41 Equities DIREXION SHS ETF TR 69OMT0616WH2YACLX786 2049-01-01 2049-01-01 N/A 38940.00 900880.60 Equities ISHARES TR 2049-01-01 2049-01-01 N/A 29.00 2060.74 Equities PROSHARES TR I6KMEB46QTEY9DWWIG58 2049-01-01 2049-01-01 N/A 300.00 7348.00 Equities ETFS PALLADIUM TR 2049-01-01 2049-01-01 N/A 100.00 7102.00 Equities VANGUARD CHARLOTTE FDS 2049-01-01 2049-01-01 N/A 400.00 21464.00 Equities VANGUARD MALVERN FDS 2049-01-01 2049-01-01 N/A 400.00 19728.00 Equities GLOBAL X FDS 549300L5RUQZ388WGS57 2049-01-01 2049-01-01 N/A 100.00 2415.00 Equities VANGUARD BD INDEX FDS 2049-01-01 2049-01-01 N/A 3200.00 258464.00 Equities CURRENCYSHS BRIT POUND STER 2049-01-01 2049-01-01 N/A 2718.00 330998.04 Equities COMPANHIA ENERGETICA DE MINAS 2049-01-01 2049-01-01 N/A 272700.00 736290.00 Equities SPDR INDEX SHS FDS 549300NEMKJTY73KOC44 2049-01-01 2049-01-01 N/A 2100.00 97755.00 Equities WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 2049-01-01 2049-01-01 N/A 82363.00 4926131.03 Equities UBS AG JERSEY BRH 2049-01-01 2049-01-01 N/A 600.00 17472.00 Equities ISHARES S&P GSCI COMMODITY I 2049-01-01 2049-01-01 N/A 100.00 1534.00 Equities SPDR SER TR 549300SS31WHLX0B1I97 2049-01-01 2049-01-01 N/A 1100.00 75413.00 Equities CURRENCYSHARES EURO TR 2049-01-01 2049-01-01 N/A 800.00 83048.00 Equities FIRST TR EXCHANGE-TRADED FD 2049-01-01 2049-01-01 N/A 200.00 3874.00 Equities DBX ETF TR 2049-01-01 2049-01-01 N/A 8622.00 219378.17 Equities VANECK VECTORS ETF TR 549300F440UAK5RSEH97 2049-01-01 2049-01-01 N/A 400.00 12019.00 Equities ETF SER SOLUTIONS 549300UL07KE1VGTTL75 2049-01-01 2049-01-01 N/A 15235.00 423380.65 Equities ISHARES TR 54930043SLQ30SHQRM91 2049-01-01 2049-01-01 N/A 2700.00 93852.00 Equities DIREXION SHS ETF TR GYVWXN884A53FOCS2U10 2049-01-01 2049-01-01 N/A 44881.00 1312656.74 Equities ISHARES TR 549300D5PVRLB9ULJS58 2049-01-01 2049-01-01 N/A 900.00 28134.00 Equities CLAYMORE EXCHANGE-TRADED FD TR 2049-01-01 2049-01-01 N/A 900.00 22797.00 Equities COLUMBIA ETF TR II 549300P5L0CGOC1HKM58 2049-01-01 2049-01-01 N/A 300.00 3582.00 Equities ENTERPRISE PRODS PARTNERS L P K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 4049521.00 115208872.45 Equities ISHARES INC 2049-01-01 2049-01-01 N/A 1000.00 50670.00 Equities ISHARES TR 2049-01-01 2049-01-01 N/A 1900.00 160588.00 Equities PROSHARES TR 03026FQTQRJ0JSTBI779 2049-01-01 2049-01-01 N/A 100.00 7405.00 Equities PROSHARES TR II 549300Q4G1Z8K7HCIM83 2049-01-01 2049-01-01 N/A 558.00 45250.98 Equities PIMCO ETF TR J5TDE69NO4L5L1I0CB54 2049-01-01 2049-01-01 N/A 77.00 7908.67 Equities FRONTIER COMMUNICATIONS CORP 2049-01-01 2049-01-01 N/A 1091150.00 78988348.50 Equities GLOBAL X FDS 549300B7LODJBKXXYU77 2049-01-01 2049-01-01 N/A 103858.00 790878.67 Equities ISHARES TR 549300254BKG04Y2B303 2049-01-01 2049-01-01 N/A 1800.00 48249.00 Equities COMCAST HLDGS CORP 2049-01-01 2049-01-01 N/A 7565.00 341786.70 Equities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0086 192000000.00 192000000.00 0.0119 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.93% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW YORK CMNTY CAP TR V 2049-01-01 2049-01-01 N/A 22841.00 1147760.25 Equities SPDR S&P MIDCAP 400 ETF TR 2049-01-01 2049-01-01 N/A 340483.00 104075438.61 Equities POWERSHARES EXCHANGE 2049-01-01 2049-01-01 N/A 186540.00 5325717.00 Equities DIREXION SHS ETF TR 2049-01-01 2049-01-01 N/A 54939.00 1565212.11 Equities PRINCIPAL EXCHANGE-TRADED FDS 549300IJEBBJ7TDADP97 2049-01-01 2049-01-01 N/A 32800.00 1346866.40 Equities ISHARES INC 549300S0PVI5CQLC2571 2049-01-01 2049-01-01 N/A 483926.00 11493242.50 Equities ZTO EXPRESS CAYMAN INC 549300SCJPK3YZJTJR78 2049-01-01 2049-01-01 N/A 381584.00 4708746.56 Equities SPDR SERIES TRUST 549300GYQKAMF6JUVI06 2049-01-01 2049-01-01 N/A 35457.00 2445823.86 Equities UNITED STS 12 MONTH OIL FD LP 5493008LNBDD10F4QU44 2049-01-01 2049-01-01 N/A 126070.00 2478536.20 Equities FIDELITY MERRIMACK STR TR 549300KFU5ERJA35G588 2049-01-01 2049-01-01 N/A 188141.00 9311098.09 Equities GLOBAL X FDS 549300W0XPL6JJ7JYT05 2049-01-01 2049-01-01 N/A 79680.00 2946566.40 Equities CURRENCYSHARES AUSTRALIAN DLR 2049-01-01 2049-01-01 N/A 39704.00 3000431.28 Equities POWERSHS DB US DOLLAR INDEX 2049-01-01 2049-01-01 N/A 167375.00 4341707.50 Equities VANGUARD INTL EQUITY INDEX FDS 2049-01-01 2049-01-01 N/A 734020.00 37317576.80 Equities CURRENCYSHS JAPANESE YEN TR 2049-01-01 2049-01-01 N/A 136600.00 11582314.00 Equities VANECK VECTORS ETF TR 549300MJTG2N9QRH7I02 2049-01-01 2049-01-01 N/A 1650821.00 41057187.49 Equities SELECT SECTOR SPDR TR 549300SPMSTD3BRHL041 2049-01-01 2049-01-01 N/A 113330.00 3452031.80 Equities DIREXION SHS ETF TR 549300VG69ZMTQDYGC51 2049-01-01 2049-01-01 N/A 529297.00 9696525.94 Equities CURRENCYSHARES CDN DLR TR 2049-01-01 2049-01-01 N/A 13985.00 1053490.05 Equities EXCHANGE TRADED CONCEPTS TR 549300MKXG1WPT0STH40 2049-01-01 2049-01-01 N/A 507500.00 13357400.00 Equities VANGUARD WHITEHALL FDS INC 2049-01-01 2049-01-01 N/A 132920.00 10408965.20 Equities PROSHARES TR MNF315G62CW700KJGX62 2049-01-01 2049-01-01 N/A 155900.00 3729128.00 Equities PROSHARES TR II W8URCVXVZUOAQKWNXQ58 2049-01-01 2049-01-01 N/A 37500.00 807375.00 Equities HIGHLAND FDS I 2049-01-01 2049-01-01 N/A 1902819.00 35544658.92 Equities BROOKFIELD DTLA FD OFFICE TR 2049-01-01 2049-01-01 N/A 966140.00 21255080.00 Equities Y N/A N/A 2017-02-07 2017-02-07 2017-02-14 Y CITIGROUP GLB MKT INC(NON GOV) 1.0000 7 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0093 318000000.00 318000000.00 0.0197 N N Y N Citigroup Global Markets, Inc. 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1.809 24000000.00 4477675.59 Other Instrument COLLATERALIZED DEBT OBLIGATION ISCHUS CDO 2046-07-03 2046-07-03 3.844 - 3.844 7475000.00 4664432.73 Other Instrument COLLATERALIZED DEBT OBLIGATION HIGHLAND PARK CDO 549300EPZBP5YZALJQ09 2051-11-25 2051-11-25 3.08 - 3.08 10000000.00 5764516.02 Other Instrument COLLATERALIZED DEBT OBLIGATION RIVER NORTH CDO 549300A7ILGCZF1XWW54 2040-02-06 2040-02-06 1.431 - 1.631 22372349.00 9652790.34 Other Instrument COLLATERALIZED DEBT OBLIGATION PYXIS ABS CDO 5493008NHAXUFFL0HW88 2046-11-10 2046-11-10 1.283 - 1.283 13000000.00 5320231.92 Other Instrument COLLATERALIZED DEBT OBLIGATION STATIC RESIDENTIAL TRUST 2040-07-12 2040-07-12 1.374 - 1.374 46105818.00 5066619.45 Other Instrument COLLATERALIZED DEBT OBLIGATION HIGHGATE ABS CDO 2046-01-05 2046-01-05 2.449 - 2.449 9018000.00 5463263.72 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POINT CDO 54930046COUSLUSBKU90 2046-04-06 2046-04-06 N/A 13944000.00 5705531.45 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 183012462.30 183012462.30 0.0113 N N N Y Credit Suisse Securities (U.S.A.) 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5 696101.00 802209.22 Other Instrument MUNICIPAL DEBT Y N/A N/A 2017-02-07 2017-02-07 2017-03-14 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0097 65000000.00 65000000.00 0.0040 N N Y N RBC Capital Markets Co. 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DE C.V. 549300RIG2CXWN6IV731 2026-04-16 2026-04-16 7.75 - 7.75 445000.00 489500.00 Corporate Debt Securities NES RENTALS HLDGS INC PURCHASED BY PRIVATE COMPA 2018-05-01 2018-05-01 7.875 - 7.875 1486000.00 1535688.12 Corporate Debt Securities AFFINION GROUP INC T9OUIBIU0EIG4W07U515 2018-12-15 2018-12-15 7.875 - 7.875 280000.00 252717.50 Corporate Debt Securities AVAYA INC J6LB5QIFSP2MFEFG4U76 2019-04-01 2019-04-01 7 - 9 10850000.00 9182625.00 Corporate Debt Securities METHANEX CORP 549300TSJHRXT9QXRD13 2044-12-01 2044-12-01 5.65 - 5.65 20000.00 18603.53 Corporate Debt Securities CREDITO REAL S A B DE C V SOCIEDAD FINANCIERA DE 2023-07-20 2023-07-20 7.25 - 7.25 476000.00 477054.47 Corporate Debt Securities BANCO NACIONAL DE COMERCIO EXTERIOR, S. N. 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In a joint trading account with HSBC Securities (USA), Inc. at 0.54%, dated 1/31/2017 due 02/01/2017 CYYGQCGNHMHPSMRL3R97 BDI647000_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 2046-11-15 0.625 - 8.125 701.37 736.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2022-08-01 2047-02-01 2.5 - 8 331.58 178.31 Agency Mortgage-Backed Securities U.S. TREASURY 2017-07-31 2018-10-31 0.077 - 0.592 10.80 10.82 U.S. Treasuries (including strips) Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0054 906.60 906.60 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 0.54%, dated 1/31/2017 due 02/01/2017 8NAV47T0Y26Q87Y0QP81 BDI647000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 2019-01-31 2046-11-15 0.645 - 2.875 48212.07 47500.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2046-04-20 2046-04-20 3.5 - 3.5 18175.51 18093.00 Agency Mortgage-Backed Securities Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0054 64093.40 64093.40 0.0000 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.07% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument (Master Note) Y N/A N/A 2017-02-01 2017-02-07 2017-03-08 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0107 240000000.00 240000000.00 0.0149 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2017-02-02 Stephanie Dorsey Stephanie Dorsey President and Treasurer