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Morgan Securities, LLC, 1.06% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.753 - 5.753 32900870.00 33330872.19 Private Label Collateralized Mortgage Obligations RALI SERIES 2003-QS4 TRUST 2033-07-25 2033-07-25 1.306 - 1.306 280.00 20.12 Private Label Collateralized Mortgage Obligations SPRINGLEAF MTG LN TR 2013-3 2057-09-25 2057-09-25 5 - 5 4415000.00 4469787.19 Private Label Collateralized Mortgage Obligations Y N/A N/A 2017-01-06 2017-01-06 2017-01-30 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 35000000.00 35000000.00 0.0192 N N Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.06% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NOVAGOLD RESOURCE INC 2016-12-31 2016-12-31 N/A 156058.00 735033.18 Equities INTEL CORPORATION KNX4USFCNGPY45LOCE31 2016-12-31 2016-12-31 N/A 2071000.00 2838535.38 Corporate Debt Securities ZILLOW GROUP INC 2016-12-31 2016-12-31 N/A 2000000.00 2062110.00 Corporate Debt Securities IMMUNOGEN, INC. 54930084U0R1OP766Y02 2016-12-31 2016-12-31 N/A 637000.00 402154.03 Corporate Debt Securities YAHOO! INC. 549300ZJC0V1K2ZCKG85 2016-12-31 2016-12-31 N/A 312000.00 307912.80 Corporate Debt Securities SERVICENOW INC 549300HJTQM36M0E1G39 2016-12-31 2016-12-31 N/A 1446000.00 1716402.00 Corporate Debt Securities EMERGENT BIOSOLUTIONS INC. 549300YW6TUOX8BE5103 2016-12-31 2016-12-31 N/A 1492000.00 1953708.35 Corporate Debt Securities ADVANCED MICRO DEVICES, INC. R2I72C950HOYXII45366 2016-12-31 2016-12-31 N/A 555000.00 900329.33 Corporate Debt Securities MGIC INVESTMENT CORPORATION 2016-12-31 2016-12-31 N/A 376000.00 483141.20 Corporate Debt Securities SOLAZYME INC 549300MTLN8V6P4VTK11 2016-12-31 2016-12-31 N/A 4217000.00 1596134.50 Corporate Debt Securities SEACOR HLDGS INC 549300IQTYSR1SC4II14 2016-12-31 2016-12-31 N/A 1308000.00 1195293.56 Corporate Debt Securities PROSPECT ENERGY CORPORATION 549300FSD8T39P5Q0O47 2016-12-31 2016-12-31 N/A 315000.00 317409.12 Corporate Debt Securities WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 2016-12-31 2016-12-31 N/A 92890.00 1953476.70 Other Instrument OTHER NOTE PANDORA MEDIA INC 2016-12-31 2016-12-31 N/A 7559000.00 7846582.16 Corporate Debt Securities RESTORATION HARDWARE HLDGS INC 5493008MTS3OGGMHGK69 2016-12-31 2016-12-31 N/A 2158000.00 1854822.58 Corporate Debt Securities COLONY FINANCIAL, INC. G6ZRFL75MXIO4KJEP931 2016-12-31 2016-12-31 N/A 802000.00 814325.14 Corporate Debt Securities SOLARCITY CORP 54930035YLO0PKMDT602 2016-12-31 2016-12-31 N/A 629000.00 537925.83 Corporate Debt Securities PFD INPHI THINK FAST B 2016-12-31 2016-12-31 N/A 3677000.00 4857085.35 Corporate Debt Securities PAR PAC HLDGS INC 549300BTNS7MHSHRLR55 2016-12-31 2016-12-31 N/A 2270000.00 2411243.94 Corporate Debt Securities Y N/A N/A 2017-01-06 2017-01-06 2017-01-30 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0106 32000000.00 32000000.00 0.0175 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.86% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOVERNMENT NATIONAL MORTAGE ASSOC 2066-11-20 2066-11-20 2.534 - 2.534 27375325.00 29874281.54 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0086 29000893.20 29000893.20 0.0159 N N Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ISHARES TR 2049-01-01 2049-01-01 N/A 81554.00 9036210.31 Equities CURRENCYSHS BRIT POUND STER 2049-01-01 2049-01-01 N/A 240538.00 28782777.08 Equities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 Y MERRILL PFS(NON GOV REPO BONY) 1.0000 4 N N/A N/A N N 0.0095 35000000.00 35000000.00 0.0192 N Y Y N Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 1.80% 8NAV47T0Y26Q87Y0QP81 0000728612 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANECK VECTORS ETF TR 54930031TORTKAM9TJ98 2049-01-01 2049-01-01 N/A 1344980.00 29253315.00 Equities Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0180 26998709.40 26998709.40 0.0148 N N N Y Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.97% K5HU16E3LMSVCCJJJ255 BCG643000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N RANGE RES CORP H3Y3WLYCX0BTO1TRW162 2049-01-01 2049-01-01 N/A 13700.00 469362.00 Equities DOMINION RES INC VA NEW ILUL7B6Z54MRYCF6H308 2049-01-01 2049-01-01 N/A 1.00 50.54 Equities ENSCO JERSEY FIN LTD 2024-01-31 2024-01-31 N/A 66989.00 68622.19 Equities REYNOLDS AMERN INC 02S2RPPVO9RP4NEU2740 2049-01-01 2049-01-01 N/A 12500.00 701250.00 Equities MERCK & CO INC NEW 4YV9Y5M8S0BRK1RP0397 2049-01-01 2049-01-01 N/A 10728.00 633381.12 Equities AGNICO EAGLE MINES LTD YGE0EUBRF7IJOB3QRX76 2049-01-01 2049-01-01 N/A 1.00 43.40 Equities NRG ENERGY INC 5E2UPK5SW04M13XY7I38 2049-01-01 2049-01-01 N/A 30600.00 379134.00 Equities RSP PERMIAN INC 2049-01-01 2049-01-01 N/A 15642.00 699510.24 Equities PIONEER ENERGY SVCS CORP 2049-01-01 2049-01-01 N/A 76462.00 516118.50 Equities FORTINET INC 549300O0QJWDBAS0QX03 2049-01-01 2049-01-01 N/A 11000.00 333300.00 Equities PINNACLE WEST CAP CORP TWSEY0NEDUDCKS27AH81 2049-01-01 2049-01-01 N/A 9711.00 759885.75 Equities HELMERICH & PAYNE INC 2049-01-01 2049-01-01 N/A 5102.00 398823.34 Equities GREAT PLAINS ENERGY INC 5493001U44U18AGEVX50 2049-01-01 2049-01-01 N/A 70842.00 3683784.00 Equities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 Y MUFJ SECS (USA) (NON GOV REPO) 1.0000 4 N N/A N/A N N 0.0097 8000000.00 8000000.00 0.0044 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.97% K5HU16E3LMSVCCJJJ255 BCG952000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PENNYMAC FINL SVCS INC 2049-01-01 2049-01-01 N/A 4.00 67.60 Equities GOODYEAR TIRE & RUBR CO 5493002BI0S2ZQUY3437 2049-01-01 2049-01-01 N/A 12011.00 373902.43 Equities VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 2049-01-01 2049-01-01 N/A 11.00 591.14 Equities UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 2049-01-01 2049-01-01 N/A 16231.00 2613840.24 Equities SHOPIFY INC 549300HGQ43STJLLP808 2049-01-01 2049-01-01 N/A 177.00 7628.70 Equities ANADARKO PETE CORP B78FQ7XBQFLP4AYJ6F79 2049-01-01 2049-01-01 N/A 16.00 1121.76 Equities LINEAR TECHNOLOGY CORP 2049-01-01 2049-01-01 N/A 59.00 3691.63 Equities ENSCO JERSEY FIN LTD 2024-01-31 2024-01-31 N/A 27857.00 28536.15 Equities TERRAFORM PWR INC 549300V0USOOV31S6Z05 2049-01-01 2049-01-01 N/A 10927.00 141613.92 Equities REYNOLDS AMERN INC 02S2RPPVO9RP4NEU2740 2049-01-01 2049-01-01 N/A 1251.00 70181.10 Equities Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 Y MUFJ SECS (USA) (NON GOV REPO) 1.0000 5 N N/A N/A N N 0.0097 3000000.00 3000000.00 0.0016 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.97% K5HU16E3LMSVCCJJJ255 BCH777000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SM ENERGY CO 84BUTVXV5ODI6BXNMH43 2049-01-01 2049-01-01 N/A 20581.00 714366.51 Equities ANNALY CAP MGMT INC 2DTL0G3FPRYUT58TI025 2049-01-01 2049-01-01 N/A 32.00 321.28 Equities NEW YORK REIT INC 2049-01-01 2049-01-01 N/A 1.00 10.09 Equities AEGERION PHARMACEUTICALS INC 549300PFYFSCKFOY5J36 2019-08-15 2019-08-15 2 - 2 84.00 60.48 Equities WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 2049-01-01 2049-01-01 N/A 13109.00 774741.90 Equities DISNEY WALT CO 7260JQNI6SCF9FIV2392 2049-01-01 2049-01-01 N/A 13374.00 1398385.44 Equities BLACKBERRY LTD 549300HJD8NEGT71RF07 2049-01-01 2049-01-01 N/A 3508.00 24380.60 Equities HELMERICH & PAYNE INC 2049-01-01 2049-01-01 N/A 734.00 57376.78 Equities ENSCO JERSEY FIN LTD 2024-01-31 2024-01-31 N/A 102104.00 104593.30 Equities TERRAFORM PWR INC 549300V0USOOV31S6Z05 2049-01-01 2049-01-01 N/A 21782.00 282294.72 Equities MERCK & CO INC NEW 4YV9Y5M8S0BRK1RP0397 2049-01-01 2049-01-01 N/A 12147.00 717158.88 Equities ENERGY TRANSFER PRTNRS L P RY1052DWLDPLDW74Y843 2049-01-01 2049-01-01 N/A 1191.00 42530.61 Equities TWO HBRS INVT CORP 2049-01-01 2049-01-01 N/A 146000.00 1284800.00 Equities YANDEX N V 549300GGZHJ5Q1B18P93 2018-12-15 2018-12-15 1.125 - 1.125 1.00 0.95 Equities Y N/A N/A 2017-01-06 2017-01-06 2017-01-10 Y MUFJ SECS (USA) (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0097 5000000.00 5000000.00 0.0027 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.95% 7TK5RJIZDFROZCA6XF66 BCG546000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DELTA AIR LINES INC DEL Q2CCMS6R0AS67HJMBN42 2049-01-01 2049-01-01 N/A 21911.00 1080431.41 Equities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 4 N N/A N/A N N 0.0095 1000000.00 1000000.00 0.0005 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.95% 7TK5RJIZDFROZCA6XF66 BCG938000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MONDELEZ INTL INC 549300DV9GIB88LZ5P30 2049-01-01 2049-01-01 N/A 89697.00 4022013.48 Equities AMERIGAS PARTNERS L P H36E1IF6YS0OBMHM6168 2049-01-01 2049-01-01 N/A 21100.00 1009213.00 Equities ROBERT HALF INTL INC 2049-01-01 2049-01-01 N/A 28944.00 1413914.40 Equities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2049-01-01 2049-01-01 N/A 61132.00 2809015.40 Equities PAYPAL HLDGS INC 5493005X2GO78EFZ3E94 2049-01-01 2049-01-01 N/A 92851.00 3710325.96 Equities Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 5 N N/A N/A N N 0.0095 12000000.00 12000000.00 0.0066 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.95% 7TK5RJIZDFROZCA6XF66 BCH275000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ROBERT HALF INTL INC 2049-01-01 2049-01-01 N/A 8699.00 424946.15 Equities DELTA AIR LINES INC DEL Q2CCMS6R0AS67HJMBN42 2049-01-01 2049-01-01 N/A 38270.00 1887093.70 Equities REXNORD CORP NEW 549300AM3633XDFU1Q85 2049-01-01 2049-01-01 N/A 84895.00 4170042.40 Equities Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 6 N N/A N/A N N 0.0095 6000000.00 6000000.00 0.0033 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.95% 7TK5RJIZDFROZCA6XF66 BCH954000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DELTA AIR LINES INC DEL Q2CCMS6R0AS67HJMBN42 2049-01-01 2049-01-01 N/A 109529.00 5400874.99 Equities Y N/A N/A 2017-01-06 2017-01-06 2017-01-11 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0095 5000000.00 5000000.00 0.0027 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.95% 7TK5RJIZDFROZCA6XF66 BCI550000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENERGY TRANSFER PRTNRS L P RY1052DWLDPLDW74Y843 2049-01-01 2049-01-01 N/A 544443.00 19442059.53 Equities Y N/A N/A 2017-01-06 2017-01-06 2017-01-17 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0095 18000000.00 18000000.00 0.0099 N N Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.05% 7TK5RJIZDFROZCA6XF66 BCI541000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N US TREASURY 2020-04-15 2020-04-15 0.125 - 0.125 2961600.00 3090448.99 U.S. Treasuries (including strips) Y N/A N/A 2017-01-06 2017-01-06 2017-01-13 Y MIZUHO SECS USA (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0105 3000000.00 3000000.00 0.0016 N N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2032-10-20 2048-02-16 0.763 - 7.038 620431588.00 19654477.19 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0185 19000224.20 19000224.20 0.0104 N N Y N 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2042-07-16 2043-12-20 5.508 - 5.578 21322231.00 3102385.89 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0185 3000026.70 3000026.70 0.0016 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 GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2044-01-16 2044-01-16 5.508 - 5.508 57455346.00 5166937.79 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0185 4999771.50 4999771.50 0.0027 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 FEDERAL HOME LOAN MORTGAGE CORP 2040-12-15 2041-11-15 5.662 - 5.746 37921322.00 3495773.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-25 2041-12-25 5.416 - 5.416 40779200.00 3737569.39 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0185 6999690.60 6999690.60 0.0038 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 HOME LOAN MORTGAGE CORP 2041-12-15 2045-04-15 5.062 - 5.612 54433519.00 4925460.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2035-07-25 2044-03-25 5.416 - 5.466 36942781.00 3340793.61 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0185 7999650.40 7999650.40 0.0044 N N N Y Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.10% 7TK5RJIZDFROZCA6XF66 BCI348000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2039-07-15 2041-08-15 5.432 - 6.012 91058089.00 3397676.65 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2035-08-25 2036-10-25 5.996 - 6.096 19235568.00 723525.05 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0210 3999419.20 3999419.20 0.0022 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 2036-08-15 2046-12-01 2 - 6.002 166432119.00 10215877.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2043-11-16 2045-03-20 4.5 - 5.5 939074.00 73950.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOC 2019-01-01 2046-12-01 2.5 - 5.486 111686127.00 6150595.08 Agency Collateralized Mortgage Obligation Y N/A N/A 2017-01-06 2017-01-06 2017-01-18 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0091 16000000.00 16000000.00 0.0088 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 926695.00 972620.97 Other Instrument MUNICIPAL DEBT BAKERSFIELD CALIF WASTEWTR REV 2030-09-15 2030-09-15 5 - 5 58010.00 67917.72 Other Instrument MUNICIPAL DEBT OMAHA PUB PWR DIST NEB ELEC REV 54930000VJEJ9CGIYG32 2031-02-01 2031-02-01 5 - 5 137387.00 162664.07 Other Instrument MUNICIPAL DEBT LOS ANGELES CALIF DEPT WTR & PWR REV 549300S8NXV6YU61GG95 2044-07-01 2044-07-01 5 - 5 441046.00 502656.21 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 94062.00 110981.04 Other Instrument MUNICIPAL DEBT INDIANA ST FIN AUTH WASTEWATER UTIL REV 549300PS0PAS7NDSSI20 2040-10-01 2040-10-01 5 - 5 2822951.00 3154792.02 Other Instrument MUNICIPAL DEBT PALM BEACH CNTY FLA SCH BRD CTFS PARTN 549300J36FX8PM8L7086 2030-08-01 2030-08-01 5 - 5 1110260.00 1286507.61 Other Instrument MUNICIPAL DEBT OKALOOSA CNTY FLA WTR & SWR REV 2035-07-01 2035-07-01 5 - 5 95198.00 109765.30 Other Instrument MUNICIPAL DEBT EL PASO TEX INDPT SCH DIST FOR ISSUES DTD PRIOR TO 07/02/09 SEE 283767 2031-08-15 2031-08-15 5 - 5 2342134.00 2750766.12 Other Instrument MUNICIPAL DEBT FOREST HILLS OHIO LOC SCH DIST 2044-12-01 2044-12-01 5 - 5 962279.00 1081310.77 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV 2029-07-15 2040-07-15 5 - 5 356169.00 413952.23 Other Instrument MUNICIPAL DEBT LONE STAR COLLEGE SYS TEX 2040-02-15 2040-02-15 5 - 5 96845.00 110586.34 Other Instrument MUNICIPAL DEBT Y N/A N/A 2017-01-06 2017-01-06 2017-02-13 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0104 10000000.00 10000000.00 0.0055 N N Y N RBC Capital Markets Co. RBC Capital Markets Co., 1.09% 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAKERSFIELD CALIF WASTEWTR REV 2030-09-15 2030-09-15 5 - 5 13450.00 15747.17 Other Instrument MUNICIPAL DEBT ATLANTA GA 549300GHLQ0J51NUBM84 2032-12-01 2032-12-01 5 - 5 5321144.00 6180018.03 Other Instrument MUNICIPAL DEBT INDIANA ST FIN AUTH WASTEWATER UTIL REV 549300PS0PAS7NDSSI20 2040-10-01 2040-10-01 5 - 5 20879.00 23333.35 Other Instrument MUNICIPAL DEBT OKALOOSA CNTY FLA WTR & SWR REV 2035-07-01 2035-07-01 5 - 5 98824.00 113946.16 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 66116.00 74791.96 Other Instrument MUNICIPAL DEBT NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV 2029-07-15 2029-07-15 5 - 5 89543.00 106524.53 Other Instrument MUNICIPAL DEBT Y N/A N/A 2017-01-06 2017-01-06 2017-03-09 Y RBC CAP MARKETS LLC(NON-GV RP) 1.0000 7 N N/A N/A N N 0.0109 6000000.00 6000000.00 0.0033 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 1.06% 549300F35UE0BOM1WJ55 BCH736000 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 2080000.00 1988494.44 Corporate Debt Securities CENOVUS ENERGY INC 549300DK79J32SE1QE52 2023-09-15 2023-09-15 3.8 - 3.8 16000.00 15736.21 Corporate Debt Securities ALTICE FING S A 549300DIYGW8HVDF7Q17 2026-05-15 2026-05-15 7.5 - 7.5 886.00 968.05 Corporate Debt Securities MIDCONTINENT EXPRESS PIPELINE LLC 2019-09-15 2019-09-15 6.7 - 6.7 45000.00 48016.88 Corporate Debt Securities ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSON 2024-06-15 2024-06-15 6.625 - 6.625 593540.00 620558.44 Corporate Debt Securities ALBERTSONS INC 549300NTX8OHLI2I0Q54 2031-05-01 2031-05-01 8 - 8 1492000.00 1448151.78 Corporate Debt Securities SAFEWAY INC FORMERLY SAFEWAY STORES INC TO 02/2 549300NKZ6VCN5P3K723 2031-02-01 2031-02-01 7.25 - 7.25 24000.00 24084.17 Corporate Debt Securities VEREIT OPER PARTNERSHIP L P 5493005TQOUJE1LCS698 2026-06-01 2026-06-01 4.875 - 4.875 2.00 2.02 Corporate Debt Securities TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 2020-02-01 2020-02-01 5 - 5 37000.00 39999.38 Corporate Debt Securities GENERAL MTRS CO 54930070NSV60J38I987 2046-04-01 2046-04-01 6.75 - 6.75 19000.00 22609.10 Corporate Debt Securities GLOBAL SHIP LEASE INC 2019-04-01 2019-04-01 10 - 10 200000.00 187944.44 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2019-03-01 2019-03-01 5 - 5 324000.00 321255.00 Corporate Debt Securities ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CO 2022-02-01 2022-02-01 5.875 - 5.875 500000.00 508407.99 Corporate Debt Securities EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 87000.00 82122.82 Corporate Debt Securities NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP 2023-11-01 2023-11-01 7.5 - 7.5 55269.00 57836.71 Corporate Debt Securities SPRINT NEXTEL CORP REORGANIZED AS SPRINT CORP 07 2020-08-15 2020-08-15 7 - 7 1025000.00 1113519.00 Corporate Debt Securities PETROBRAS GLOBAL FIN B V 549300FNENFFSMO3GT38 2115-06-05 2115-06-05 6.85 - 6.85 2000.00 1629.51 Corporate Debt Securities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0106 5999990.40 5999990.40 0.0033 N Y Y N SG Americas Securities, LLC SG Americas Securities, LLC, 1.06% 549300F35UE0BOM1WJ55 BCI003000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTICE FING S A 549300DIYGW8HVDF7Q17 2026-05-15 2026-05-15 7.5 - 7.5 2.00 2.19 Corporate Debt Securities DEERE & CO PWFTNG3EI0Y73OXWDH08 2042-06-09 2042-06-09 3.9 - 3.9 6275000.00 6268003.38 Corporate Debt Securities NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP 2023-11-01 2023-11-01 7.5 - 7.5 27460.00 28735.75 Corporate Debt Securities PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS B AD6GFRVSDT01YPT1CS68 2021-12-09 2021-12-09 N/A 1072.00 1071.59 Corporate Debt Securities LOWES COS INC MEDIUM TERM NTS BOOK ENTRY WAFCR4OKGSC504WU3E95 2037-05-15 2037-05-15 7.11 - 7.11 3000.00 4099.33 Corporate Debt Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0106 5999998.20 5999998.20 0.0033 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 1.06% 549300F35UE0BOM1WJ55 BCI333000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPRINT NEXTEL CORP REORGANIZED AS SPRINT CORP 07 2020-08-15 2020-08-15 7 - 7 39000.00 42368.04 Corporate Debt Securities ENSCO PLC FORMERLY ENSCO INTL PLC TO 03/31/2010 7N0UJMJLXD0MDT5D5086 2044-10-01 2044-10-01 5.75 - 5.75 8711000.00 6439304.28 Corporate Debt Securities Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0106 6000009.00 6000009.00 0.0033 N N Y N SG Americas Securities, LLC SG Americas Securities, LLC, 1.06% 549300F35UE0BOM1WJ55 BCI532000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 2018-09-26 2018-09-26 2.5 - 2.5 1000.00 1016.16 Corporate Debt Securities ALTICE FING S A 549300DIYGW8HVDF7Q17 2026-05-15 2026-05-15 7.5 - 7.5 256.00 279.71 Corporate Debt Securities ALBERTSONS INC 549300NTX8OHLI2I0Q54 2031-05-01 2031-05-01 8 - 8 1757000.00 1705363.72 Corporate Debt Securities VEREIT OPER PARTNERSHIP L P 5493005TQOUJE1LCS698 2026-06-01 2026-06-01 4.875 - 4.875 1.00 1.01 Corporate Debt Securities ING BK N V MEDIUM TERM NTS BOOK ENTRY REG S 3TK20IVIUJ8J3ZU0QE75 2020-08-17 2020-08-17 2.7 - 2.7 1125000.00 1139124.38 Corporate Debt Securities HYUNDAI CAP AMER MEDIUM TERM NTS BOOK ENTRY 144A 549300RIPPWJB5Z0FK07 2026-09-27 2026-09-27 N/A 816667.00 744934.37 Corporate Debt Securities AGRICULTURAL BK CHINA LTD NEW YORK BRH SR MED TE 2020-05-21 2020-05-21 N/A 2735000.00 2740413.02 Corporate Debt Securities NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP 2023-11-01 2023-11-01 7.5 - 7.5 16990.00 17779.33 Corporate Debt Securities Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0106 6000000.00 6000000.00 0.0033 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.91% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NGL ENERGY PARTNERS LP 2049-01-01 2049-01-01 N/A 66.00 1382.70 Equities SMARTFINANCIAL INC 2049-01-01 2049-01-01 N/A 31110.00 577401.60 Equities CNX COAL RES LP 549300HKQ3MCV666AJ88 2049-01-01 2049-01-01 N/A 27445.00 506360.25 Equities ENTERGY LA LLC 2049-01-01 2049-01-01 N/A 15616.00 324656.64 Equities TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 2049-01-01 2049-01-01 N/A 6600.00 134112.00 Equities WESTERN REFNG LOGISTICS LP 54930039PUG8OFP3JS83 2049-01-01 2049-01-01 N/A 256201.00 5367410.95 Equities YANDEX N.V., NETHERLANDS 549300GGZHJ5Q1B18P93 2049-01-01 2049-01-01 N/A 765.00 15567.75 Equities PREMIER FINL BANCORP INC 2049-01-01 2049-01-01 N/A 12477.00 252284.94 Equities POAGE BANKSHARES INC 2049-01-01 2049-01-01 N/A 68735.00 1292218.00 Equities ENLINK MIDSTREAM PARTNERS LP 88CPW63VL7KHJWS0NY83 2049-01-01 2049-01-01 N/A 18794.00 349756.34 Equities ENERGY TRANSFER EQUITY L P MTLVN9N7JE8MIBIJ1H73 2049-01-01 2049-01-01 N/A 13072.00 253335.36 Equities IES HLDGS INC 549300687T8E6LN6EN72 2049-01-01 2049-01-01 N/A 88134.00 1727426.40 Equities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0091 9999983.00 9999983.00 0.0055 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.91% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CARDTRONICS INC YMFI60WPVOWROKG67Y03 2020-12-01 2020-12-01 1 - 1 4223678.00 4976783.25 Equities CTRIP COM INTL LTD 2018-10-15 2018-10-15 1.25 - 1.25 6882596.00 7984528.30 Equities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0091 12000000.00 12000000.00 0.0066 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.91% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CEVA GROUP P L C 549300IF6EUDVXYQI061 2018-05-01 2018-05-01 N/A 6447898.00 5845377.75 Corporate Debt Securities FRESENIUS MED CARE US FIN INC B8RI7LM5Z25R6H3S2R89 2017-07-15 2017-07-15 6.875 - 6.875 970000.00 1026027.60 Corporate Debt Securities COMPAGNIE GENERALE DE GEOPHYSIQUE 969500FCVQ5SLAAUJV59 2021-06-01 2021-06-01 6.5 - 6.5 9642000.00 4497859.08 Corporate Debt Securities REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER 2021-02-15 2021-02-15 6.875 - 6.875 749000.00 512047.22 Corporate Debt Securities Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0091 11000000.00 11000000.00 0.0060 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 ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 2026-09-01 2026-09-01 2.125 - 2.125 3360807.00 5413501.56 Equities Y N/A N/A 2017-02-02 2017-02-02 2017-02-02 N N N 0.0150 4999737.50 4999737.50 0.0027 N N N Y ABN AMRO Funding U.S.A. LLC ABN AMRO Funding U.S.A. LLC, 0.90% 00084BNA8 BAC968000 Financial Company Commercial Paper Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N Y ABN AMRO BANK NV 1.0000 N/A N/A N 0.0090 7998733.60 7998733.60 0.0044 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.11% 06417LDA2 L3I9ZG2KFGXZ61BMYR72 US06417LDA26 0000009631 Financial Company Commercial Paper Y N/A N/A 2017-01-06 2017-09-06 2017-09-06 N N N 0.0111 18000882.00 18000882.00 0.0099 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.13% 06417LDF1 L3I9ZG2KFGXZ61BMYR72 US06417LDF13 0000009631 Financial Company Commercial Paper Y N/A N/A 2017-01-17 2017-07-14 2017-07-14 N N N 0.0113 14999955.00 14999955.00 0.0082 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.26% 06417LCC9 L3I9ZG2KFGXZ61BMYR72 US06417LCC90 0000009631 Financial Company Commercial Paper Y N/A N/A 2017-01-11 2017-03-09 2017-03-09 N N N 0.0126 15015900.00 15015900.00 0.0082 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.26% 06417LCG0 L3I9ZG2KFGXZ61BMYR72 US06417LCG05 0000009631 Financial Company Commercial Paper Y N/A N/A 2017-03-28 2017-03-28 2017-03-28 N N N 0.0126 15013935.00 15013935.00 0.0082 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.05% 06742QAK8 G5GSEF7VJP5I7OUK5573 BBJ594000 Financial Company Commercial Paper Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0105 12996233.90 12996233.90 0.0071 N N N N Bayerische Landesbank Bayerische Landesbank, 0.74% 07274LN60 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0074 11999259.96 11999259.96 0.0066 N N Y 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 14977758.00 14977758.00 0.0082 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 14991954.00 14991954.00 0.0082 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 4995635.50 4995635.50 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 2997302.40 2997302.40 0.0016 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 4995372.00 4995372.00 0.0027 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 0.93% 1280C2PM5 8TFTWWNRV3KXDI3TJE74 BBH832000 Financial Company Commercial Paper Y N/A N/A 2017-02-21 2017-02-21 2017-02-21 N N N 0.0093 14980633.50 14980633.50 0.0082 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 1.00% 1280C2Q85 8TFTWWNRV3KXDI3TJE74 BCC718000 Financial Company Commercial Paper Y N/A N/A 2017-03-08 2017-03-08 2017-03-08 N N N 0.0100 14972233.50 14972233.50 0.0082 N N N N Caisse centrale Desjardins Caisse centrale Desjardins, 1.02% 1280C2NB1 8TFTWWNRV3KXDI3TJE74 AJE486000 Financial Company Commercial Paper Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0102 14996389.50 14996389.50 0.0082 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CAG7 2IGI19DL77OX0HC3ZE78 US13608CAG78 0001045520 Financial Company Commercial Paper Y N/A N/A 2017-01-09 2017-07-10 2017-07-10 N N N 0.0109 15001950.00 15001950.00 0.0082 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 14989689.00 14989689.00 0.0082 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 1.07% 68327AAQ3 US68327AAQ31 Financial Company Commercial Paper Y N/A N/A 2017-01-06 2017-07-06 2017-07-06 N Y ONTARIO TEACHERS PENSION PL BD 1.0000 N/A N/A N 0.0107 14999535.00 14999535.00 0.0082 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 1.19% 68325KRH5 BAG130000 Financial Company Commercial Paper Y N/A N/A 2017-04-17 2017-04-17 2017-04-17 N Y ONTARIO TEACHERS PENSION PL BD 1.0000 N/A N/A N 0.0119 14941950.00 14941950.00 0.0082 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 1.22% 68327AAL4 US68327AAL44 Financial Company Commercial Paper Y N/A N/A 2017-01-03 2017-03-31 2017-03-31 N Y ONTARIO TEACHERS PENSION PL BD 1.0000 N/A N/A N 0.0122 15018690.00 15018690.00 0.0082 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 14981629.50 14981629.50 0.0082 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 14988100.50 14988100.50 0.0082 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.14% 89233ASG5 Z2VZBHUMB7PWWJ63I008 US89233ASG57 Financial Company Commercial Paper Y N/A N/A 2017-01-23 2017-06-20 2017-06-20 N N N 0.0114 18000450.00 18000450.00 0.0099 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.90% 04821TP66 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-02-06 2017-02-06 2017-02-06 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0090 16935561.99 16935561.99 0.0093 N N N N Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 1.03% 04821TQ65 549300BUNY5BIX4CVW20 0000916935 Asset Backed Commercial Paper Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N Y CREDIT AGRICOLE CIB NY BRH 1.0000 N/A N/A N 0.0103 14974699.50 14974699.50 0.0082 N N N N Gotham Funding Corp. Gotham Funding Corp., 1.00% 38346LQ66 549300Z2ZR7VTUMRPR17 BCA680000 Asset Backed Commercial Paper Y N/A N/A 2017-03-06 2017-03-06 2017-03-06 N Y BANK TOKYO-MITSUBISHI UFJ LTD 1.0000 N/A N/A N 0.0100 14977450.50 14977450.50 0.0082 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.05% 56274LNH3 549300S0NSJYSOB32S63 BAC117000 Asset Backed Commercial Paper Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0105 14995575.00 14995575.00 0.0082 N N N N Dominion Resources, Inc. Dominion Resources, Inc., 1.03% 2574P0NC4 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0103 2999126.70 2999126.70 0.0016 N N N N Dominion Resources, Inc. Dominion Resources, Inc., 1.05% 2574P0ND2 ILUL7B6Z54MRYCF6H308 0000715957 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0105 1999369.20 1999369.20 0.0011 N N N N Eversource Energy Eversource Energy, 0.80% 30040XN93 SJ7XXD41SQU3ZNWUJ746 0000072741 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0080 3999466.68 3999466.68 0.0022 N N Y N Motiva Enterprises LLC Motiva Enterprises LLC, 1.03% 61979JND5 UQZ4EDMHL4ZESPZY3752 BCB427000 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0103 3998785.20 3998785.20 0.0022 N N N N Motiva Enterprises LLC Motiva Enterprises LLC, 1.05% 61979JNH6 UQZ4EDMHL4ZESPZY3752 BCD253000 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0105 1999202.00 1999202.00 0.0011 N N N N Sempra Global Sempra Global, 1.10% 81685LNC5 BCC773000 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-12 2017-01-12 2017-01-12 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0110 6997962.30 6997962.30 0.0038 N N N N Sempra Global Sempra Global, 1.10% 81685LNK7 BCE873000 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-19 2017-01-19 2017-01-19 N Y SEMPRA ENERGY 1.0000 N/A N/A N 0.0110 999521.10 999521.10 0.0005 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 2996906.10 2996906.10 0.0016 N N N N Sempra Global Sempra Global, 1.22% 81685LP90 BCG877000 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 5993255.52 5993255.52 0.0033 N N N N UnitedHealth Group, Inc. UnitedHealth Group, Inc., 0.80% 91058TN36 549300GHBMY8T5GXDE41 0000731766 Non-Financial Company Commercial Paper Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0080 10999099.10 10999099.10 0.0060 N Y Y N New York City Gen. Oblig. New York City Gen. Oblig., 0.71% Series 2008 L5, (Liquidity Facility Bank of America NA) VRDN 64966G4Q2 US64966G4Q25 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2035-04-01 Y BANK OF AMERICA NA 1.0000 4 Y N/A N/A N N 0.0071 4400000.00 4400000.00 0.0024 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., 0.71% Series 2014 BB1, (Liquidity Facility Bank of America NA) VRDN 64972GEK6 US64972GEK67 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2049-06-15 Y BANK OF AMERICA NA 1.0000 4 Y N/A N/A N N 0.0071 7100000.00 7100000.00 0.0039 N Y Y N New York City Transitional Fin. Auth. Rev. New York City Transitional Fin. Auth. Rev., 0.71% Series 2015 E4, (Liquidity Facility Bank of America NA) VRDN 64971WUM0 US64971WUM09 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2045-02-01 Y BANK OF AMERICA NA 1.0000 4 Y N/A N/A N N 0.0071 9150000.00 9150000.00 0.0050 N Y Y N New York City Trust Cultural Resources Rev. New York City Trust Cultural Resources Rev., 0.73% (The Pierpont Morgan Library Proj.) Series 2004, LOC JPMorgan Chase Bank VRDN 649717MW2 US649717MW22 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2034-02-01 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 0.0073 5200000.00 5200000.00 0.0028 N N Y N New York Dorm. Auth. Revs. New York Dorm. Auth. Revs., 0.73% (Mental Health Svcs. Facilities Impt. Proj.) Series 2003 D2H, LOC Royal Bank of Canada VRDN 64983UKV1 US64983UKV16 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2031-02-15 Y ROYAL BANK OF CANADA 1.0000 7 N N/A N/A Y ROYAL BANK OF CANADA 1.0000 N/A N/A N 0.0073 11100000.00 11100000.00 0.0061 N N Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.75% Series 2014 A, LOC Wells Fargo Bank NA VRDN 64986U2N6 US64986U2N60 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2049-05-01 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 0.0075 13500000.00 13500000.00 0.0074 N N Y N New York Hsg. Fin. Agcy. Rev. New York Hsg. Fin. Agcy. Rev., 0.76% (455 West 37th Street Hsg. Proj.) Series A, LOC Landesbank Hessen-Thuringen VRDN 64986ML29 US64986ML294 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2041-05-01 Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 4 N N/A N/A Y LANDESBANK HESS-THURNGN(UNGTD) 1.0000 N/A N/A N 0.0076 44460000.00 44460000.00 0.0244 N Y Y N Martin County Poll. Cont. Rev. Martin County Poll. Cont. Rev., 0.76% (Florida Pwr. & Lt. Co. Proj.) Series 2000 VRDN 573202AY4 US573202AY44 Variable Rate Demand Note Y N/A N/A 2017-01-03 2017-01-03 2022-07-15 Y FLORIDA PWR & LT CO 1.0000 4 N N/A N/A N N 0.0076 25300000.00 25300000.00 0.0139 N Y Y N Miami-Dade County Miami-Dade County, 0.75% Series 2014 A, LOC Bank of Tokyo-Mitsubishi UFJ Ltd. VRDN 59335KCF2 US59335KCF21 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2050-10-01 Y BANK OF TOKYO-MITSUBISHI NY BR 1.0000 7 N N/A N/A Y BANK OF TOKYO-MITSUBISHI NY BR 1.0000 N/A N/A N 0.0075 11400000.00 11400000.00 0.0062 N N Y N South Carolina Jobs-Econ. Dev. Auth. Econ. Dev. Rev. South Carolina Jobs-Econ. Dev. Auth. Econ. Dev. Rev., 0.75% (Bon Secours Health Sys. Proj.) LOC JPMorgan Chase Bank VRDN 837031QH9 US837031QH92 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2042-11-01 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 0.0075 22125000.00 22125000.00 0.0121 N N Y N Wisconsin Health & Edl. Facilities Auth. Rev. Wisconsin Health & Edl. Facilities Auth. Rev., 0.76% (Aurora Health Care, Inc. Proj.) Series 1999 C, LOC JPMorgan Chase Bank VRDN 97710N2M7 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2029-02-15 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 0.0076 21790000.00 21790000.00 0.0119 N N Y N Franklin County Hosp. Rev. Franklin County Hosp. Rev., 0.73% Series 2009 B, (Liquidity Facility Barclays Bank PLC) VRDN 3531867M5 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2041-11-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y OHIOHEALTH CORPORATION OBLIGOR 1.0000 N/A N/A 0.0073 8600000.00 8600000.00 0.0047 N N Y N Franklin County Hosp. Rev. Franklin County Hosp. Rev., 0.73% Series 2009 A, (Liquidity Facility Barclays Bank PLC) VRDN 3531867L7 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2041-11-15 Y BARCLAYS BANK PLC 1.0000 7 Y N/A N/A N Y OHIOHEALTH CORPORATION OBLIGOR 1.0000 N/A N/A 0.0073 9150000.00 9150000.00 0.0050 N N Y N Carroll County Envir. Facilities Rev. Carroll County Envir. Facilities Rev., 0.71% (Kentucky Utils. Co. Proj.) Series 2006 B, LOC Bank of Tokyo-Mitsubishi UFJ Ltd. VRDN 14483RAP2 US14483RAP29 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2034-10-01 Y BANK OF TOKYO-MITSUBISHI NY BR 1.0000 7 N N/A N/A Y BANK OF TOKYO-MITSUBISHI NY BR 1.0000 N/A N/A N 0.0071 15700000.00 15700000.00 0.0086 N N Y N Illinois Fin. Auth. Rev. Illinois Fin. Auth. Rev., 0.75% (Edward Hosp. Obligated Group Proj.) Series 2008 B1, LOC JPMorgan Chase Bank VRDN 45200FFX2 US45200FFX24 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2040-02-01 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 0.0075 14530000.00 14530000.00 0.0080 N N Y N Lawrenceburg Poll. Cont. Rev. Lawrenceburg Poll. Cont. Rev., 0.75% (Indiana Michigan Pwr. Co. Proj.) Series 2008 H, LOC Bank of Nova Scotia VRDN 520453AK7 US520453AK70 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2021-11-01 Y BANK OF NOVA SCOTIA NY BRH 1.0000 7 N N/A N/A Y BANK OF NOVA SCOTIA NY BRH 1.0000 N/A N/A N 0.0075 7900000.00 7900000.00 0.0043 N N Y N Port of Seattle Rev. Port of Seattle Rev., 0.73% Series 2008, LOC Bank of Tokyo-Mitsubishi UFJ Ltd. VRDN 735389LY2 US735389LY25 Variable Rate Demand Note Y N/A N/A 2017-01-06 2017-01-06 2033-07-01 Y BANK OF TOKYO-MITSUBISHI NY BR 1.0000 7 N N/A N/A Y BANK OF TOKYO-MITSUBISHI NY BR 1.0000 N/A N/A N 0.0073 6000000.00 6000000.00 0.0033 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.07% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument (Master Note) Y N/A N/A 2017-01-04 2017-01-06 2017-03-08 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0107 34000000.00 34000000.00 0.0186 N N Y N Fidelity Garrison Street Trust: Fidelity Money Market Central Fund 2017-01-05 Stephanie Dorsey Stephanie Dorsey President and Treasurer