N-MFP2 0000759667 XXXXXXXX 2016-10-31 0000759667 S000000018 5 N N 002-94930 The Dreyfus Corporation 801-08147 Ernst and Young New York NY none Dreyfus Transfer Inc 0001285911 084-06102 N N N Prime N 28 41 3374000000.00 2057145325.00 1587745544.98 1698408670.88 1423528953.75 3688360000.00 2409450325.00 1940050544.98 2156688670.88 1920138953.75 0.5730 0.4462 0.4028 0.4290 0.3825 0.6263 0.5227 0.4922 0.5448 0.5159 308953.75 3718673888.89 3718673888.89 3399482.70 95363056.78 3626710315.47 3626068008.26 1.0000 0.0069 1.0000 1.0000 1.0001 1.0002 1.0002 C000000025 10000000.00 3281612062.47 3281033638.21 1.0000 1.0000 1.0001 1.0002 1.0002 590724383.70 4085838349.93 518373217.69 1928393510.12 967008588.93 1411829582.39 676260479.76 770838165.03 168323206.82 309515120.20 2920689876.90 8506414727.67 0.0044 Y Dreyfus Yield is supported by waiving of management fee to 4 basis points. C000000026 10000000.00 204804562.81 204767974.32 1.0000 1.0000 1.0001 1.0002 1.0002 24924891.51 345027827.23 102889051.30 31838190.66 11506141.17 97959606.16 26700559.73 39684520.32 17299260.95 18166271.84 183319904.66 532676416.21 0.0021 Y Dreyfus Yield is supported by waiving of management fee to 1 basis point. 4,204.88 C000000027 10000000.00 112808919.42 112786445.06 1.0000 1.0000 1.0001 1.0002 1.0002 16084824.79 71194588.46 23987068.95 13106858.03 18995237.31 71249538.25 10381029.05 26119164.95 349249.49 34086191.85 69797409.59 215756341.54 0.0035 Y Dreyfus Yield is supported by waiving of management fee to 1 basis point. C000000028 10000000.00 18564560.28 18561550.70 1.0000 1.0000 1.0001 1.0002 1.0002 12029095.10 208558087.44 1570661.01 6940857.63 1224239.93 1193797.72 473944.92 13876867.92 100070.05 15297940.96 230669680.76 0.0005 Y Dreyfus Yield is supported by waiving of management fee to 1 basis point. 5,043.67 C000053664 10000000.00 8920210.49 8918399.98 1.0000 1.0000 1.0001 1.0002 1.0002 1239233.37 89307846.81 27279.45 553494.30 1588557.57 989876.52 34197.54 256656.57 733238.90 12328.25 3622506.83 91120202.45 0.0039 Y Dreyfus Yield is supported by waiving of management fee to 1 basis point. ABN AMRO BANK NV REPO ABN AMRO BANK NV REPO BFXS5XCH7N0Y05NIXW11 023000 0000897878 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-11-30 5.750 1700000.00 2016383.69 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-12-15 5.250 38000.00 41108.14 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-12-15 6.750 140000.00 148020.59 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2036-11-17 6.200 1627000.00 1753473.93 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-06-21 6.200 92000.00 96394.73 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-10-23 3.000 4000000.00 3967960.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-04-11 4.000 345000.00 369633.76 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-04-01 5.625 64000.00 83355.36 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-02-01 5.750 176000.00 187625.67 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-02-15 4.450 69000.00 77347.23 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-01-15 4.000 151000.00 156805.61 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-08-15 1.126 3478285.00 3479146.02 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-04-15 6.900 25000.00 32870.41 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-06-15 6.625 50000.00 59821.88 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-03-15 4.250 342000.00 364442.23 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-02-15 5.950 470000.00 612391.72 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-06-01 4.500 7000.00 7794.78 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-10-15 4.950 315000.00 345529.79 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-08-15 5.400 347000.00 369551.53 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-10-24 2.000 82000.00 83033.92 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-07-02 2.125 372000.00 379649.92 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-04-30 1.399 2892000.00 2911151.46 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-05-15 6.150 241000.00 302726.92 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-10-15 5.375 304000.00 344009.10 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-07-19 1.700 3512348.00 3502345.61 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 4.099 549000.00 570789.20 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-03-17 6.625 397000.00 521466.33 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-02-15 6.099 84000.00 92335.13 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-05-15 4.375 426000.00 449312.25 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-05-15 3.950 370000.00 377205.33 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-09-25 5.950 100000.00 117332.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-10-01 4.875 555000.00 632146.38 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-04-16 6.750 40000.00 43348.50 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-11-15 5.125 61000.00 75354.02 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-03-15 4.450 122000.00 138249.92 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-09-01 4.500 233000.00 267171.78 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-02-01 5.950 312000.00 416914.67 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-06-01 6.000 124000.00 167362.79 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-03-15 2.149 671000.00 681532.83 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-10-01 5.450 129000.00 152893.59 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-08-15 7.500 137000.00 190067.40 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-11-01 4.750 330000.00 356258.09 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-08-04 7.000 17000.00 21694.32 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-11-15 4.434 450000.00 509506.05 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-06-15 7.375 26000.00 30451.74 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-05-15 4.349 8000.00 8147.18 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-01-15 3.899 260000.00 276789.06 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-12-01 5.625 90000.00 105207.97 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-03-15 5.599 25000.00 26423.38 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-05-01 5.875 303000.00 377512.24 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-05-01 2.950 2702000.00 2766902.04 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-06-15 4.299 465000.00 520695.11 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-05-15 1.100 3118000.00 3137743.87 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-10-15 6.250 737000.00 991418.13 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-02-01 4.099 51000.00 54961.67 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-01-15 6.710 24000.00 29768.81 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-02-15 4.750 156000.00 180889.45 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-07-15 4.750 110000.00 128876.67 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-05-15 6.250 456000.00 631614.46 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-09-15 1.899 2954163.00 2960166.51 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-07-15 4.000 40000.00 40239.15 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-02-01 4.658 303000.00 339528.16 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-09-01 7.500 22000.00 32800.01 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-10-15 8.250 338000.00 498417.05 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-03-15 5.500 1000.00 1249.62 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-05-15 4.125 531000.00 587339.54 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-02-01 5.650 2000.00 2523.67 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-05-01 3.625 140000.00 142705.49 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-03-15 4.875 50000.00 51829.45 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-05-15 5.450 250000.00 314267.63 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-01-15 4.450 189000.00 205946.26 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2016-12-02 1.269 319000.00 319813.54 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-09-01 5.500 118000.00 112088.98 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-07-30 1.756 25000.00 23317.09 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-11-01 4.875 2462000.00 2760037.40 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-05-22 4.099 862000.00 922347.18 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-01-25 5.750 905000.00 1040047.11 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-02-01 2.450 6368000.00 6503861.28 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-08-28 6.250 254000.00 266927.96 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-04-01 6.625 100000.00 107316.08 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-09-15 4.799 105000.00 123669.35 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-12-15 4.875 308000.00 362579.65 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-02-12 3.750 451000.00 451031.19 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-02-12 1.850 2697000.00 2738074.56 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-08-28 6.400 22900000.00 24100000.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-10-01 6.200 2000.00 2275.93 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-12-01 4.200 94000.00 91518.39 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-04-07 6.625 208000.00 240734.34 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-01-14 6.250 159000.00 182976.62 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-01-14 6.000 80000.00 89769.86 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-05-15 7.110 44000.00 61206.20 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-09-15 5.000 200000.00 235591.77 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-05-01 8.125 241000.00 343814.21 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-09-15 4.849 38000.00 43638.33 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-08-15 4.700 250000.00 264025.55 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-08-15 4.625 113000.00 123476.66 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-07-17 5.549 43000.00 42233.88 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-09-15 6.549 423000.00 466361.49 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-03-01 5.500 50000.00 50836.33 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-03-01 6.375 400000.00 435902.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-02-01 6.500 126000.00 136634.39 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-12-13 2.299 3604000.00 3682230.82 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-08-15 4.950 84000.00 93175.32 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-10-01 6.000 3750000.00 3923700.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-05-15 4.849 10000.00 12792.43 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-01-20 6.500 23000.00 24152.21 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-10-24 2.111 334175.00 333480.12 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-07-15 5.599 79000.00 98494.74 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-01-25 1.800 20000.00 20168.59 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-02-15 1.336 10500000.00 10600000.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-07-15 6.250 63000.00 85548.50 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-06-15 8.699 14000.00 20978.11 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-12-15 2.000 44778.00 44857.70 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-11-01 2.899 3202000.00 3400011.68 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-02-08 1.250 2977000.00 2989866.42 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-06-15 5.750 23000.00 28310.75 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-11-01 4.650 135000.00 146233.35 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-07-15 5.700 484000.00 536651.13 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-04-01 4.200 33000.00 35783.22 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-03-15 4.400 405000.00 454807.80 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-02-15 4.875 302000.00 360452.60 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-09-15 6.000 888000.00 911031.76 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-04-27 5.054 736000.00 806502.58 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-09-16 1.853 65000.00 61484.62 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-01-15 6.676 2621000.00 3043156.90 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-01-14 6.099 26000.00 34022.83 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-10-01 4.549 256000.00 268603.30 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-04-25 1.754 2992524.00 3015005.08 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-01-22 2.375 51000.00 51800.76 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2032-12-15 5.250 19000.00 20584.09 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2016-12-15 4.200 3000.00 3057.19 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2025-11-15 5.000 30000.00 33772.26 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-11-15 1.917 1555000.00 1574132.33 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-08-15 5.500 5000.00 5477.82 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-08-15 3.250 100000.00 102959.44 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-08-15 3.000 30000.00 30256.59 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-06-15 5.099 25000.00 27938.16 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-06-15 5.000 2000.00 2243.64 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-06-15 4.000 15000.00 15250.01 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-06-15 5.099 31000.00 31432.03 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-06-15 5.000 35000.00 35254.52 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-06-15 4.000 156000.00 157806.13 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-05-15 5.700 18000.00 20337.18 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-05-15 4.750 2000.00 2201.32 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-04-30 6.500 4000.00 4225.95 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2023-04-15 5.000 4000.00 4460.84 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-03-15 5.375 2000.00 2217.97 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-03-15 5.000 2000.00 2140.19 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-03-15 4.049 1000.00 1030.25 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-06-01 5.400 8000.00 9748.56 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-06-15 5.400 159000.00 193445.75 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-02-15 4.150 342000.00 357684.50 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-09-15 4.375 3000.00 3324.30 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-06-15 3.250 4000.00 4199.91 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-08-15 5.000 2000.00 2074.39 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-05-15 6.750 20000.00 22166.09 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-05-01 5.625 41000.00 44864.04 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-03-12 1.675 3642000.00 3656594.87 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-10-01 3.500 1004578.00 987419.80 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-06-15 6.400 257000.00 359249.44 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-03-01 5.690 160000.00 210766.93 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-02-01 5.650 34000.00 43883.97 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-09-27 1.442 100000.00 100232.27 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-02-28 1.449 349000.00 349920.48 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-11-15 4.750 47000.00 51323.79 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2035-11-15 5.000 2208937.00 3030446.66 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2036-04-15 6.000 7822483.00 4763602.73 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2033-04-15 3.000 9716371.00 5346745.73 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-06-15 5.099 314000.00 359572.91 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-12-18 1.625 153000.00 155443.94 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-06-15 4.375 423000.00 470455.42 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-07-01 7.500 5000.00 5956.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-02-01 7.325 45000.00 54432.11 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-03-30 4.375 21000.00 23117.79 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-06-15 3.700 20000.00 20026.02 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-06-01 6.099 300000.00 388798.99 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-08-15 6.349 68000.00 93015.53 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2036-12-15 5.599 87000.00 105440.13 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-07-15 2.250 7000.00 6989.39 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-11-15 5.250 342000.00 384236.42 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-09-01 6.250 12000.00 12440.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-12-15 5.875 53000.00 56019.99 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-06-01 3.750 25000.00 27635.87 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-05-11 4.250 722000.00 786979.59 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-06-15 3.950 43000.00 46151.56 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-06-01 4.000 100000.00 104902.66 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2020-01-14 5.400 349000.00 383823.21 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-12-01 5.750 341000.00 415381.76 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-11-15 4.099 65000.00 71786.36 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2044-11-15 4.299 378000.00 385060.19 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-05-15 5.900 5000.00 6081.37 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-03-01 5.750 99000.00 125215.53 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-06-15 3.649 548000.00 552797.73 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-07-15 4.650 66000.00 73856.09 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-01-15 6.750 59000.00 80977.20 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-11-07 4.950 317000.00 361489.36 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-02-05 1.800 1000.00 1006.05 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-10-15 5.700 375000.00 425232.50 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-08-15 5.250 96000.00 108684.80 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-11-01 4.349 1204000.00 1179378.19 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-11-13 1.800 446000.00 452739.05 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-05-18 1.350 381396.00 381908.02 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-02-15 6.500 275000.00 315131.36 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-11-15 6.375 100000.00 140962.58 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-05-15 5.750 135000.00 170300.32 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-03-01 4.400 50000.00 53190.16 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-09-15 4.950 171000.00 199817.77 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-03-15 4.400 26000.00 28258.41 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-01-15 3.750 286000.00 279880.07 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2046-03-10 4.503 343000.00 375832.18 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2038-02-15 6.625 12000.00 17091.07 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-12-10 5.000 98000.00 110106.26 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-05-24 4.250 178000.00 199756.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2040-01-15 5.750 28000.00 37001.73 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2016-11-21 1.201 50000.00 50127.42 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-10-15 5.950 341000.00 387490.04 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-05-30 5.700 221000.00 255986.14 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-04-01 5.250 112000.00 122850.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-08-28 1.350 609781.00 609434.94 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2017-07-14 1.300 527000.00 529600.15 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2026-10-22 4.250 451000.00 473244.44 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2027-10-21 3.248 5593674.00 5597713.87 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-10-21 2.503 5127207.00 5111493.53 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2024-08-26 4.200 1718000.00 1807496.34 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-06-01 7.625 15000.00 17589.16 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2022-01-24 5.700 3045000.00 3563223.47 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-01-11 2.000 7000.00 7074.13 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-01-05 5.875 4820000.00 5576598.08 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2039-07-15 4.250 29000.00 29435.29 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-09-15 6.500 25000.00 30734.88 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2018-08-20 2.700 382000.00 391097.32 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-01-15 5.000 197000.00 221785.00 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-06-15 5.500 241000.00 297685.07 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2045-11-16 4.375 83000.00 90274.29 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-01-15 6.000 172000.00 202878.58 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2019-02-01 2.149 3480000.00 3550487.40 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2042-01-15 5.200 140000.00 160966.55 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2041-03-15 5.500 312000.00 388451.78 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-06-01 4.900 41000.00 43584.09 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2037-11-30 6.150 567000.00 731875.56 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2021-08-15 3.875 3393000.00 3627763.55 Corporate Debt Securities ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN-Corporate Debt Securities BFXS5XCH7N0Y05NIXW11 2043-06-01 4.400 146000.00 155239.36 Corporate Debt Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0049 180000000.00 180000000.00 0.0496 N Y Y N - N/A - COLLATERALIZED CP II CO. COLLATERALIZED CP II CO. 19422CNA7 Asset Backed Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2017-01-10 2017-01-10 2017-01-10 N N Y JP MORGAN SECURITIES LLC (4(2)) Fully Supported 0.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 0.0102 199669460.00 199669460.00 0.0550 N N N N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 22532Y 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 2.000 45938571.42 47477959.18 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-06-30 1.625 62142653.06 63520000.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-04-15 0.125 60360204.08 63520000.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-15 0.125 59793061.22 63520000.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-15 2.750 60684285.71 63520000.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-01-31 1.750 62547755.10 63520000.00 U.S. Treasuries (including strips) UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2043-11-15 3.750 31841020.40 39862040.81 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 397000000.00 397000000.00 0.1095 N Y Y N - N/A - CREDIT INDUST ET COMM CREDIT INDUST ET COMM 22536F 0001274419 Non-Negotiable Time Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0031 170000000.00 170000000.00 0.0469 N Y Y N - N/A - CREDIT SUISSE CREDIT SUISSE 2254EALG6 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-11-16 2016-11-16 2016-11-16 N N N 0.0100 199956620.00 199956620.00 0.0551 N N N N - N/A - DZ BANK AG DZ BANK AG 23328APR9 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-11-17 2016-11-17 2016-11-17 N N N 0.0082 50004355.00 50004355.00 0.0138 N N N N - N/A - EMERY COUNTY UTAH EMERY COUNTY UTAH 291147CE4 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING A-1+ 2016-11-07 2016-11-07 2024-11-01 N Y CANADIAN IMPERIAL BANK 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0060 20000000.00 20000000.00 0.0055 N N Y N - N/A - GULF COAST TX INDL DEV A GULF COAST TX INDL DEV A 402207AD6 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING A-1+ 2016-11-01 2016-11-01 2041-11-01 N N N 0.0048 127070000.00 127070000.00 0.0350 N Y Y N - N/A - HSBC BANK PLC HSBC BANK PLC 40433FHL6 Non-Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2017-01-05 2017-07-05 2017-07-05 N N N 0.0125 200152540.00 200152540.00 0.0551 N N N N - N/A - ING BANK NV ING BANK NV 459921 0001017255 Non-Negotiable Time Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0046 180000000.00 180000000.00 0.0496 N Y Y N - N/A - MASS WATER RES AUTH MASS WATER RES AUTH 576051BW5 Variable Rate Demand Note Y FITCH'S RATING F1+ MOODY'S RATING Aa2 S&P RATING A-1 2016-11-07 2016-11-07 2037-08-01 N N N 0.0058 53500000.00 53500000.00 0.0148 N N Y N - N/A - MISSISSIPPI FIN CORP MISSISSIPPI FIN CORP 60528ABX1 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING A-1+ 2016-11-01 2016-11-01 2035-11-01 Y CHEVRON CORP 1.0000 1 N FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ N N 0.0048 53150000.00 53150000.00 0.0147 N Y Y N - N/A - MIZUHO BANK, LTD. MIZUHO BANK, LTD. 60689FN46 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-01-04 2017-01-04 2017-01-04 N N N 0.0090 199758780.00 199758780.00 0.0551 N N N N - N/A - NASSAU HEALTH CARE CORP NASSAU HEALTH CARE CORP 63167NAW6 Variable Rate Demand Note Y FITCH'S RATING F1+ MOODY'S RATING VMIG-1 S&P RATING A-1+ 2016-11-07 2016-11-07 2029-08-01 N Y WELLS FARGO BANK NA 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0070 11980000.00 11980000.00 0.0033 N N Y N - N/A - NATIXIS, NY BRANCH NATIXIS, NY BRANCH 63230G 0001274981 Non-Negotiable Time Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0030 16000000.00 16000000.00 0.0044 N Y Y N - N/A - NEW YORK CITY NY NEW YORK CITY NY 64966MFY0 Variable Rate Demand Note Y FITCH'S RATING F1 MOODY'S RATING VMIG-1 S&P RATING A-1 2016-11-07 2016-11-07 2044-08-01 N Y CITIBANK NA 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 N 0.0054 30100000.00 30100000.00 0.0083 N N Y N - N/A - NEW YORK NY NEW YORK NY 64966HCH1 Variable Rate Demand Note Y FITCH'S RATING F1+ MOODY'S RATING VMIG-1 S&P RATING A-1+ 2016-11-07 2016-11-07 2027-09-01 N Y TD BANK NA 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0052 20000000.00 20000000.00 0.0055 N N Y N - N/A - NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 64986UEB9 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING NR 2016-11-07 2016-11-07 2044-05-01 N Y TD BANK NA 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0052 17945000.00 17945000.00 0.0049 N N Y N - N/A - NORINCHUKIN BANK NORINCHUKIN BANK 65602UEH7 Certificate of Deposit Y FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1 2017-01-10 2017-01-10 2017-01-10 N N N 0.0090 200071100.00 200071100.00 0.0551 N N N N - N/A - NRW BANK NRW BANK 62939LME6 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-12-14 2016-12-14 2016-12-14 N N N 0.0061 99917130.00 99917130.00 0.0276 N N N N - N/A - NY ST HSG FIN AGY NY ST HSG FIN AGY 64986M3A1 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING NR 2016-11-07 2016-11-07 2042-05-01 N Y LANDESBANK HESSEN-THUERINGEN GZ 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0061 39400000.00 39400000.00 0.0109 N N Y N - N/A - RIVERSIDE CNTY CA. ASSET RIVERSIDE CNTY CA. ASSET 768903ED4 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING A-1+ 2016-11-07 2016-11-07 2032-11-01 N Y WELLS FARGO BANK NA 1.0000 FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ N 0.0054 40495000.00 40495000.00 0.0112 N N Y N - N/A - SANTA CLARA CNTY CA. FIN SANTA CLARA CNTY CA. FIN 801577HF7 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING A-1 2016-11-07 2016-11-07 2035-05-15 N Y BANK OF AMERICA NA 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 N 0.0061 38330000.00 38330000.00 0.0106 N N Y N - N/A - SUMITOMO MITSUI BK CORP SUMITOMO MITSUI BK CORP 86563YFW8 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-01-10 2017-01-10 2017-01-10 N N N 0.0095 200124700.00 200124700.00 0.0551 N N N N - N/A - SUMITOMO MITSUI TRUST BK SUMITOMO MITSUI TRUST BK 86564EJC1 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-01-11 2017-01-11 2017-01-11 N N N 0.0095 150092145.00 150092145.00 0.0414 N N N N - N/A - SVENSKA HANDELSBANKEN SVENSKA HANDELSBANKEN 869586 0001448613 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0030 150000000.00 150000000.00 0.0414 N Y Y N - N/A - SWEDBANK SWEDBANK 870194 0001367624 Non-Negotiable Time Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0030 150000000.00 150000000.00 0.0414 N Y Y N - N/A - TARRANT CNTY TEX TARRANT CNTY TEX 87638TDC4 Variable Rate Demand Note Y FITCH'S RATING NR MOODY'S RATING VMIG-1 S&P RATING A-1 2016-11-07 2016-11-07 2047-07-01 N Y SUMITOMO MITSUI BANKING CORP 1.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 N 0.0064 24860000.00 24860000.00 0.0069 N N Y N - N/A - VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646KN65 Asset Backed Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2017-01-06 2017-01-06 2017-01-06 N N Y BK TOKYO-MITSUBISHI UFJ Fully Supported 0.0000 FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 0.0103 149774985.00 149774985.00 0.0413 N N N N - N/A - WELLS FARGO SEC LLC WELLS FARGO SEC LLC 949750 0001224385 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2046-12-17 4.665 5661000.00 5365560.31 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2048-11-18 3.851 3095370.00 2260542.52 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2058-09-17 4.690 2425000.00 1942354.12 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2048-06-17 4.365 2000000.00 1549500.61 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2048-05-15 4.240 1000000.00 810321.78 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2048-02-18 3.585 425000.00 307095.13 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2046-09-17 4.982 9764000.00 9284903.40 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2048-03-17 4.351 6257000.00 5885545.74 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2046-04-12 4.491 5865000.00 5425564.23 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2030-11-25 3.213 1685000.00 1437821.47 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2030-11-25 3.213 2528000.00 2280761.52 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2030-11-25 3.213 6573000.00 5955073.33 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2042-01-25 4.234 5197000.00 4355456.51 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2045-05-25 3.755 4277000.00 3841905.42 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2045-07-26 2.737 13100000.00 12400000.00 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2043-09-25 3.571 14000000.00 13400000.00 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2046-04-25 3.845 3740000.00 3309608.05 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2046-04-25 3.844 6146000.00 5823028.58 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2046-04-25 3.844 6369207.00 6162266.41 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2052-05-28 4.599 5502000.00 4887668.25 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2052-05-28 5.362 7336000.00 6403311.42 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2044-06-25 2.971 2500000.00 2371611.95 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2044-12-16 5.569 250000.00 227010.16 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2049-12-12 5.809 4790000.00 3617073.02 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2030-10-18 4.432 1000000.00 930002.15 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2044-12-25 2.659 8451100.00 8125821.30 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2043-07-25 0.686 11300000.00 7582847.25 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2030-11-07 2.662 5560000.00 4642526.64 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2045-08-10 5.794 252976.00 168155.41 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2044-11-25 4.021 5148000.00 4722527.12 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2044-11-25 4.021 5290000.00 4961500.81 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2044-11-25 4.021 8151000.00 7767355.68 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2049-12-10 5.813 306000.00 283012.93 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2048-11-13 3.236 14000000.00 9688793.33 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2045-04-25 3.750 575000.00 525371.04 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2048-10-15 5.647 6967000.00 5143566.58 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2030-10-25 3.000 14800000.00 12500000.00 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2044-11-25 3.756 2993000.00 2724109.69 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2043-04-25 3.442 5710000.00 5136591.05 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2031-10-17 2.684 9000000.00 8485984.24 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2046-08-10 5.044 10400000.00 9903290.15 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2045-07-12 3.055 1650963.00 1574387.58 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2049-02-12 3.892 16000000.00 11300000.00 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2050-06-13 5.700 170000.00 151850.39 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2045-01-12 5.471 250000.00 206532.70 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2047-09-10 5.448 8580000.00 6216962.89 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2033-08-12 4.562 8130000.00 7841828.21 Private Label Collateralized Mortgage Obligations WF-RBS Commercial Mortgage Trust-Private Label Collateralized Mortgage Obligations 2045-12-25 3.500 201000.00 154551.93 Private Label Collateralized Mortgage Obligations Y FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-11-03 2016-11-03 2016-11-03 N N N 0.0056 200000000.00 200000000.00 0.0551 N N Y N - N/A - WESTPAC BANKING CORP. WESTPAC BANKING CORP. 96121TJ82 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-11-14 2017-02-13 2017-02-13 N N N 0.0104 150109380.00 150109380.00 0.0414 N N N N - N/A - Dreyfus Cash Management 2016-11-04 /S/John Delise John Delise Treasury Manager