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General Money Market Fund Inc – ‘N-MFP’ for 3/31/16

On:  Tuesday, 4/5/16, at 1:29pm ET   ·   For:  3/31/16   ·   Accession #:  353560-16-49   ·   File #:  811-03207

Previous ‘N-MFP’:  ‘N-MFP’ on 3/3/16 for 2/29/16   ·   Latest ‘N-MFP’:  This Filing

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  As Of                Filer                Filing    For·On·As Docs:Size

 4/05/16  General Money Market Fund Inc     N-MFP       3/31/16    1:535K
          → General Money Market Fund, Inc. ⇒ 3 Classes/Contracts

Monthly Schedule of Portfolio Holdings of a Money Market Fund   —   Form N-MFP
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-MFP       Monthly Schedule of Portfolio Holdings of a Money   HTML    517K 
                          Market Fund -- primary_doc.xml


        

This ‘N-MFP’ Document is an XML Data File that may be rendered in various formats:

  Form N-MFP    –   Plain Text   –  SEC Website  –  EDGAR System  –    XML Data    –  <?xml?> File
 
 
SEC Info℠ rendering:  Monthly Portfolio Holdings Schedule by a Money-Market Fund
 
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
N-MFP

MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS

OF MONEY MARKET FUNDS
OMB APPROVAL
OMB Number:3235-0657
Expires:May 31, 2013
Estimated average burden
hours per response:10.9

1. Identity Information

Report for
3/31/16
CIK Number of Registrant
353560
EDGAR Series Identifier
s000000119
Total number of share classes in the series
3
Do you anticipate that this will be the fund's final filing on Form N-MFP?
  YesXNo
Is the fund liquidating?
  YesXNo
Is the fund merging with, or being acquired by, another fund?
  YesXNo
Successor fund CIKSuccessor fund Securities Act File NumberSuccessor fund EDGAR Series Identifier
If this is not a final filing: has the fund acquired or merged with another fund since the last filing?
  YesXNo
Acquired or merged fund CIKAcquired or merged fund Securities Act File NumberAcquired or merged fund EDGAR Series Identifier

Part I - Information about the Fund

A. Series-Level Information

Item 1. Securities Act File Number
002-72836
Item 2. Investment Adviser
AdviserSEC File Number
The Dreyfus Corporation801-08147
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Sub AdvisorSEC File Number
Item 4. Independent Public Accountant
NameCityState
E & YNew YorkNY
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Name
None
Item 6. Transfer Agent
NameCIK NumberSEC File Number
Dreyfus Transfer Inc1285911084-06102
Item 7. Master-Feeder Funds. Is this a feeder fund?
  YesXNo
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund?
  YesXNo
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts?
  YesXNo
Item 10. Category. Indicate the category that most closely identifies the money market fund
Prime
Item 11. Dollar weighted average portfolio maturity
23 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments
26 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent
$15,839,322,031.56
Item 14. Total value of other assets, to the nearest cent
$48,516,483.06
Item 15. Total value of liabilities, to the nearest cent
$13,763,792.10
Item 16. Net assets of the series, to the nearest cent
$15,874,074,722.78
Item 17. 7-day gross yield
0.51%
Item 18. Shadow Price of the Series
a.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b.Date as of which the market-based net asset value disclosed in item 18a was calculated.
3/31/16
c.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d.Date as of which the market-based net asset value disclosed in item 18c was calculated.
3/31/16

B. Class-Level Information.
For each Class of the Series, disclose the following:

Item 19. EDGAR Class Identifier
c000000265
Item 20. Minimum Initial Investment
$2,500.00
Item 21. Net assets of the Class, to the nearest cent
$2,258,952,195.63
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-68,892,800.88
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$442,036,849.78
b. Gross redemptions for the month ended, to the nearest cent
$510,929,650.66
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b.Date as of which the market-based net asset value disclosed in item 25a was calculated.
3/31/16
c.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d.Date as of which the market-based net asset value disclosed in item 25c was calculated.
3/31/16
Item 19. EDGAR Class Identifier
c000000266
Item 20. Minimum Initial Investment
$2,500.00
Item 21. Net assets of the Class, to the nearest cent
$13,615,049,488.31
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-215,533,419.50
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$1,320,924,769.83
b. Gross redemptions for the month ended, to the nearest cent
$1,536,458,189.33
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b.Date as of which the market-based net asset value disclosed in item 25a was calculated.
3/31/16
c.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d.Date as of which the market-based net asset value disclosed in item 25c was calculated.
3/31/16
Item 19. EDGAR Class Identifier
c000157127
Item 20. Minimum Initial Investment
$2,500.00
Item 21. Net assets of the Class, to the nearest cent
$73,038.84
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$0.29
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$0.29
b. Gross redemptions for the month ended, to the nearest cent
$0.00
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0.01%
Item 25. Shadow Price of Each Class
a.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b.Date as of which the market-based net asset value disclosed in item 25a was calculated.
3/31/16
c.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d.Date as of which the market-based net asset value disclosed in item 25c was calculated.
3/31/16

Part II - Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following:

Item 26. Name of the Issuer
ANZ BANKING GROUP LTD
Item 27. The title of the issue (including coupon or yield)
ANZ BANKING GROUP LTD-0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
052528
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1300064
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
EURO TIME DEPOSIT-CAYMAN
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$125,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$125,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$125,000,000.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA-0.571
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417HM29
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/6/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/6/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,999,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,999,800.00
Item 26. Name of the Issuer
BNP PARIBAS
Item 27. The title of the issue (including coupon or yield)
BNP PARIBAS-0.600
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
09659BE30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/3/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/3/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,893,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,924,460.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,924,460.00
Item 26. Name of the Issuer
BNP PARIBAS
Item 27. The title of the issue (including coupon or yield)
BNP PARIBAS-0.610
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
09658YE31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/3/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/3/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,945,777.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,962,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,962,230.00
Item 26. Name of the Issuer
BNP PARIBAS
Item 27. The title of the issue (including coupon or yield)
BNP PARIBAS-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
09659BF13
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,786,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,833,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,833,980.00
Item 26. Name of the Issuer
BNP PARIBAS
Item 27. The title of the issue (including coupon or yield)
BNP PARIBAS-0.610
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
09658YD73
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/7/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/7/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,974,583.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,982,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,982,950.00
Item 26. Name of the Issuer
CANADIAN IMPERIAL BANK O
Item 27. The title of the issue (including coupon or yield)
CANADIAN IMPERIAL BANK O-0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
136068
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
800030
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
EURO TIME DEPOSIT-CAYMAN
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,000,000.00
Item 26. Name of the Issuer
COLLATERALIZED CP II CO.
Item 27. The title of the issue (including coupon or yield)
COLLATERALIZED CP II CO.-0.761
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
19423CBB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/6/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/6/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
XYes  No
a. The type of enhancement
Fully Supported
b. The identity of the enhancement provider
JP MORGAN SECURITIES LLC (4(2))
c. Designated NRSRO(s) for the enhancement or enhancement provider
FITCH'S RATINGMOODY'S RATINGS&P RATING
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
F1+P-1A-1
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$300,144,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$300,144,900.00
Item 26. Name of the Issuer
COLLATERALIZED CP II CO.
Item 27. The title of the issue (including coupon or yield)
COLLATERALIZED CP II CO.-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
19422CF99
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/9/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/9/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
XYes  No
a. The type of enhancement
Fully Supported
b. The identity of the enhancement provider
JP MORGAN SECURITIES LLC (4(2))
c. Designated NRSRO(s) for the enhancement or enhancement provider
FITCH'S RATINGMOODY'S RATINGS&P RATING
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
F1+P-1A-1
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,758,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,790,780.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,790,780.00
Item 26. Name of the Issuer
CREDIT AGRICOLE
Item 27. The title of the issue (including coupon or yield)
CREDIT AGRICOLE-0.660
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22534HEM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/5/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/5/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$300,066,930.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$300,066,930.00
Item 26. Name of the Issuer
CREDIT AGRICOLE
Item 27. The title of the issue (including coupon or yield)
CREDIT AGRICOLE-0.580
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22534HFV8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/20/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/20/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$300,027,570.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$300,027,570.00
Item 26. Name of the Issuer
CREDIT SUISSE
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE-0.620
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2254EAD59
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/5/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/5/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$500,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$499,965,555.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$499,976,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$499,976,550.00
Item 26. Name of the Issuer
CREDIT SUISSE
Item 27. The title of the issue (including coupon or yield)
CREDIT SUISSE-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
2254EAE33
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/3/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/3/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$149,916,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$149,940,195.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$149,940,195.00
Item 26. Name of the Issuer
DZ BANK AG
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG-0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
23338P
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
TIME DEPOSIT-DOMESTIC
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$170,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$170,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$170,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$170,000,000.00
Item 26. Name of the Issuer
DZ BANK AG
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG-0.600
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23328AMZ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/22/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/22/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,028,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,028,660.00
Item 26. Name of the Issuer
DZ BANK AG
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG-0.670
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23328AMR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/12/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/12/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$250,080,575.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$250,080,575.00
Item 26. Name of the Issuer
DZ BANK AG
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG-0.600
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23328AMU5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/15/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/15/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$150,014,655.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$150,014,655.00
Item 26. Name of the Issuer
FED RESERVE BANK OF NY
Item 27. The title of the issue (including coupon or yield)
FED RESERVE BANK OF NY-0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
313589
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1457970
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
XYes  No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 10/31/18
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,346,442,400.00
f. Value of collateral, to the nearest cent: $2,417,393,403.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 8/15/21
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $271,355,200.00
f. Value of collateral, to the nearest cent: $282,625,411.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$2,700,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$2,700,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
17.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$2,700,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$2,700,000,000.00
Item 26. Name of the Issuer
HSBC BANK USA
Item 27. The title of the issue (including coupon or yield)
HSBC BANK USA-0.619
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40428AE52
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$530,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$530,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$530,003,710.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$530,003,710.00
Item 26. Name of the Issuer
HSBC BANK USA
Item 27. The title of the issue (including coupon or yield)
HSBC BANK USA-0.751
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
40428AS73
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/6/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/6/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,024,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,024,700.00
Item 26. Name of the Issuer
LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield)
LLOYDS TSB BANK PLC-0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
539438
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1167831
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
TIME DEPOSIT-EURO
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$477,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$477,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.00%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$477,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$477,000,000.00
Item 26. Name of the Issuer
LMA AMERICAS LLC
Item 27. The title of the issue (including coupon or yield)
LMA AMERICAS LLC-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53944QF13
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
XYes  No
a. The type of enhancement
Fully Supported
b. The identity of the enhancement provider
CREDIT AGRICOLE CIB
c. Designated NRSRO(s) for the enhancement or enhancement provider
FITCH'S RATINGMOODY'S RATINGS&P RATING
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
F1P-1A-1
Item 40. The total principal amount of the security held by the series, to the nearest cent
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$64,930,612.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$64,942,683.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$64,942,683.00
Item 26. Name of the Issuer
LMA AMERICAS LLC
Item 27. The title of the issue (including coupon or yield)
LMA AMERICAS LLC-0.620
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
53944QF39
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/3/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/3/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
XYes  No
a. The type of enhancement
Fully Supported
b. The identity of the enhancement provider
CREDIT AGRICOLE CIB
c. Designated NRSRO(s) for the enhancement or enhancement provider
FITCH'S RATINGMOODY'S RATINGS&P RATING
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
F1P-1A-1
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,891,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,907,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,907,910.00
Item 26. Name of the Issuer
MERRILL LYNCH PIERCE FEN
Item 27. The title of the issue (including coupon or yield)
MERRILL LYNCH PIERCE FEN-0.500
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59018IJM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AAC HOLDINGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,500.00
f. Value of collateral, to the nearest cent: $127,465.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABBOTT LABORATORIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,800.00
f. Value of collateral, to the nearest cent: $74,970.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABERCROMBIE FTCH-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $2,474.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABM INDUSTRIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,222.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACCURAY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $7,241.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADVAXIS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,900.00
f. Value of collateral, to the nearest cent: $94,176.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AEROJET ROCKETDYNE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $19,920.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AKORN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $1,657.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AM EAGLE OUTFITTERS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42.00
f. Value of collateral, to the nearest cent: $694.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERISOURCEBERGEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,400.00
f. Value of collateral, to the nearest cent: $121,926.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMGEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50.00
f. Value of collateral, to the nearest cent: $7,473.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMN HEALTHCARE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $16,875.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ANADARKO PETROLEUM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,700.00
f. Value of collateral, to the nearest cent: $264,423.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ASPEN TECHNOLOGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28.00
f. Value of collateral, to the nearest cent: $1,006.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ATRION CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89.00
f. Value of collateral, to the nearest cent: $34,821.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BROADCOM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $81,889.00
f. Value of collateral, to the nearest cent: $12,850,840.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RYL CARIBBEAN CRU-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,719.00
f. Value of collateral, to the nearest cent: $138,121.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COPA HOLDINGS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $40,134.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QIAGEN NV-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,700.00
f. Value of collateral, to the nearest cent: $81,585.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ORTHOFIX INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $8,336.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MYLAN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $74.00
f. Value of collateral, to the nearest cent: $3,433.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANK'S INTERN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,200.00
f. Value of collateral, to the nearest cent: $101,556.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRATASYS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,000.00
f. Value of collateral, to the nearest cent: $552,860.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHUBB N-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55,790.00
f. Value of collateral, to the nearest cent: $6,680,294.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOLAR LNG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $60.00
f. Value of collateral, to the nearest cent: $1,072.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STERIS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $97.00
f. Value of collateral, to the nearest cent: $6,958.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHIP FINANCEINTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,105.00
f. Value of collateral, to the nearest cent: $423,339.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SEAGATE TECHNOLOGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $172,137.00
f. Value of collateral, to the nearest cent: $5,881,921.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PROTHENA CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $144,972.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORDIC AMER TANKER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,822.00
f. Value of collateral, to the nearest cent: $166,571.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MICHAEL KORS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $17,061.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JAZZ PHARMACEUTICAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $148,836.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INGERSOLL-RAND-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89.00
f. Value of collateral, to the nearest cent: $5,524.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EROS INTERNTL -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,115.00
f. Value of collateral, to the nearest cent: $103,364.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRONTLINE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54.00
f. Value of collateral, to the nearest cent: $437.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLEETMATICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5.00
f. Value of collateral, to the nearest cent: $202.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DELPHI AUTOMOTIVE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47.00
f. Value of collateral, to the nearest cent: $3,520.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMBARELLA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,700.00
f. Value of collateral, to the nearest cent: $606,636.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLERGAN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,667.00
f. Value of collateral, to the nearest cent: $2,107,964.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AIRCASTLE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28.00
f. Value of collateral, to the nearest cent: $619.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABENGOA YIELD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33.00
f. Value of collateral, to the nearest cent: $590.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ZOE'S KITCHEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $65,016.00
f. Value of collateral, to the nearest cent: $2,570,732.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ZILLOW GROUP-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,710.00
f. Value of collateral, to the nearest cent: $167,347.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: YUM BRANDS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $700.00
f. Value of collateral, to the nearest cent: $57,575.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: YELP-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,364.00
f. Value of collateral, to the nearest cent: $211,736.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XBIOTECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,600.00
f. Value of collateral, to the nearest cent: $82,474.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XILINX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $1,771.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XPO LOGISTICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,900.00
f. Value of collateral, to the nearest cent: $89,726.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WYNN RESORTS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,500.00
f. Value of collateral, to the nearest cent: $3,148,665.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WPX ENERGY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $151.00
f. Value of collateral, to the nearest cent: $1,008.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WORLD WRESTLING-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $900.00
f. Value of collateral, to the nearest cent: $16,011.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WOODWARD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $157,860.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WINNEBAGO INDUSTR.-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $1,638.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WINDSTREAM HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13.00
f. Value of collateral, to the nearest cent: $98.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WESTMORELAND COAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,200.00
f. Value of collateral, to the nearest cent: $123,668.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE WESTERN UNION-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $1,507.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WGHT WTCHER INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $36,363.00
f. Value of collateral, to the nearest cent: $525,445.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASTE MANAGEMENT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $11,926.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASTE CONNECTIONS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $406,728.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VULCAN MATERIALS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $10,549.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AUTOMATIC DATA PROC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $208.00
f. Value of collateral, to the nearest cent: $18,543.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VITAL THERAPIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,300.00
f. Value of collateral, to the nearest cent: $103,508.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VIACOM-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2.00
f. Value of collateral, to the nearest cent: $80.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VIASAT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3.00
f. Value of collateral, to the nearest cent: $218.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERINT SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47.00
f. Value of collateral, to the nearest cent: $1,574.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERIZON COMM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $108,067.00
f. Value of collateral, to the nearest cent: $5,839,940.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AUTOZONE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $72.00
f. Value of collateral, to the nearest cent: $57,781.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VEREIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $772,398.00
f. Value of collateral, to the nearest cent: $6,827,998.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERA BRADLEY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,730.00
f. Value of collateral, to the nearest cent: $213,526.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VEEVA SYSTEMS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $87.00
f. Value of collateral, to the nearest cent: $2,169.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VASCO DATA SEC INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $18,444.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIV HEALTH SERV-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $451,188.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 4/30/20
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $203,835,200.00
f. Value of collateral, to the nearest cent: $206,756,516.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNDER ARMOUR-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $3,168.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ULTRAGENYX PHARM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66.00
f. Value of collateral, to the nearest cent: $3,781.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AVIS BUDGET GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,000.00
f. Value of collateral, to the nearest cent: $473,940.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UGI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,500.00
f. Value of collateral, to the nearest cent: $748,140.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TYSON FOODS -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $87.00
f. Value of collateral, to the nearest cent: $5,877.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWO HBRS INV REIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $816,400.00
f. Value of collateral, to the nearest cent: $6,351,592.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWITTER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $1,603.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWENTY-FIRST CENT-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85.00
f. Value of collateral, to the nearest cent: $2,397.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWENTY-FIRST CENT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $155,799.00
f. Value of collateral, to the nearest cent: $4,348,350.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TUBEMOGUL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000.00
f. Value of collateral, to the nearest cent: $24,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TREEHOUSE FOODS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $8,657.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRACTOR SUPPLY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $9,070.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TIFFANY & CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27.00
f. Value of collateral, to the nearest cent: $1,959.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TIDEWATER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $1,890.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 3D SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,850.00
f. Value of collateral, to the nearest cent: $151,493.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THOMSON REUTERS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31.00
f. Value of collateral, to the nearest cent: $1,254.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TEXTRON INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $70.00
f. Value of collateral, to the nearest cent: $2,542.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TEXAS INSTRUMENTS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,900.00
f. Value of collateral, to the nearest cent: $986,453.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TESLA MOTORS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $294,957.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TERADATA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $26,110.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TEMPUR SEALY INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14.00
f. Value of collateral, to the nearest cent: $845.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TELADOC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700.00
f. Value of collateral, to the nearest cent: $16,830.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TASER INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $34.00
f. Value of collateral, to the nearest cent: $667.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TAKE-TWO INTERACT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,600.00
f. Value of collateral, to the nearest cent: $171,304.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TAHOE RES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85.00
f. Value of collateral, to the nearest cent: $884.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TABLEAU SOFTWARE-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,999.00
f. Value of collateral, to the nearest cent: $1,224,674.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TTM TECHNOLOGIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $94.00
f. Value of collateral, to the nearest cent: $635.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: T-MOBILE US-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,844.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SYNTEL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30.00
f. Value of collateral, to the nearest cent: $1,506.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SUNRUN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,277.00
f. Value of collateral, to the nearest cent: $21,202.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SUN COMMUN REIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $103,200.00
f. Value of collateral, to the nearest cent: $7,332,359.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STR PATH COM-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,300.00
f. Value of collateral, to the nearest cent: $130,075.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STARZ-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,800.00
f. Value of collateral, to the nearest cent: $663,152.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STARWOOD REIT-SBI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $18.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STAPLES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88.00
f. Value of collateral, to the nearest cent: $968.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SQUARE-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75,500.00
f. Value of collateral, to the nearest cent: $1,134,010.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPTRM BRD HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24.00
f. Value of collateral, to the nearest cent: $2,571.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPECTRA ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $15,275.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPARK THERAPEUTICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,300.00
f. Value of collateral, to the nearest cent: $483,939.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SOUTHWESTERN ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,243.00
f. Value of collateral, to the nearest cent: $86,571.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SOUTHERN COPPER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,500.00
f. Value of collateral, to the nearest cent: $521,515.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SOTHEBY'S HLD-A-LV-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $32.00
f. Value of collateral, to the nearest cent: $852.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SONIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $542.00
f. Value of collateral, to the nearest cent: $18,742.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SNYDER'S-LANCE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,400.00
f. Value of collateral, to the nearest cent: $75,816.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JM SMUCKER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $13,018.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: A.O.SMITH CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,300.00
f. Value of collateral, to the nearest cent: $557,866.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SIMPSON MANUFACTRNG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,765.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SIENTRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $8,220.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHUTTERSTOCK-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $7,428.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHAKE SHACK-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,900.00
f. Value of collateral, to the nearest cent: $67,963.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SEARS HOLDINGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $101,200.00
f. Value of collateral, to the nearest cent: $1,530,144.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCHOLASTIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $7,548.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCHLUMBERGER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $971.00
f. Value of collateral, to the nearest cent: $72,252.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCANA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $6,950.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SALESFORCE.COM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,800.00
f. Value of collateral, to the nearest cent: $653,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SM ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $81.00
f. Value of collateral, to the nearest cent: $1,446.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROSS STORES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $4,550.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROLLINS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,000.00
f. Value of collateral, to the nearest cent: $190,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROBERT HALF INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $4,585.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REX AMER RSRCS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700.00
f. Value of collateral, to the nearest cent: $94,741.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REGAL ENTERTAIN-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,400.00
f. Value of collateral, to the nearest cent: $283,008.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAPID7-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,400.00
f. Value of collateral, to the nearest cent: $72,144.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RANGE RESOURCES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $797.00
f. Value of collateral, to the nearest cent: $25,790.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QUOTIENT TECHNOLOGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,900.00
f. Value of collateral, to the nearest cent: $209,746.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BARRETT BUS SVCS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35.00
f. Value of collateral, to the nearest cent: $1,003.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QUALCOMM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $509.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PURE STORAGE-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66,500.00
f. Value of collateral, to the nearest cent: $884,450.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PLATF SPEC PROD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,200.00
f. Value of collateral, to the nearest cent: $359,676.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PILGRIMS PRIDE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,000.00
f. Value of collateral, to the nearest cent: $710,080.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PIER 1 IMPORTS INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $69.00
f. Value of collateral, to the nearest cent: $475.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PENUMBRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,900.00
f. Value of collateral, to the nearest cent: $493,225.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PATTERSON-UTI ENRGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $61.00
f. Value of collateral, to the nearest cent: $1,049.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PATTERN ENR GR-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,500.00
f. Value of collateral, to the nearest cent: $473,094.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PARTY CITY HOLD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $1,163.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PARSLEY ENERGY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $67.00
f. Value of collateral, to the nearest cent: $1,528.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PARK CITY GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,500.00
f. Value of collateral, to the nearest cent: $79,220.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PAPA JOHNS INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $554.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PANERA BREAD-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,608.00
f. Value of collateral, to the nearest cent: $1,161,585.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PACIRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23.00
f. Value of collateral, to the nearest cent: $1,169.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PDVWIRELESS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,200.00
f. Value of collateral, to the nearest cent: $74,228.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OVASCIENCE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,097.00
f. Value of collateral, to the nearest cent: $177,029.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OSHKOSH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33.00
f. Value of collateral, to the nearest cent: $1,348.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OPKO HEALTH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $36,300.00
f. Value of collateral, to the nearest cent: $359,370.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ON DECK CAPITAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $7.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OMEROS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,300.00
f. Value of collateral, to the nearest cent: $401,601.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OMNICOM GROUP INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,100.00
f. Value of collateral, to the nearest cent: $924,852.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OCULAR THERAPEUTIX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $11,292.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OCEANEERING INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $9,816.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORDSTROM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,800.00
f. Value of collateral, to the nearest cent: $1,023,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NIMBLE STORAGE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $74.00
f. Value of collateral, to the nearest cent: $543.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEXSTAR BROADCTNG-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28.00
f. Value of collateral, to the nearest cent: $1,224.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $67.00
f. Value of collateral, to the nearest cent: $854.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWMONT MINING-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $135.00
f. Value of collateral, to the nearest cent: $3,611.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWELL RUBBERMAID-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,815.00
f. Value of collateral, to the nearest cent: $346,751.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NATL HEALTH TRENDS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,600.00
f. Value of collateral, to the nearest cent: $264,784.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NATL OILWELL VARCO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,200.00
f. Value of collateral, to the nearest cent: $286,120.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,100.00
f. Value of collateral, to the nearest cent: $19,778.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MYRIAD GENETICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $37,260.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOTOROLA SOLTN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $44,934.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOTORCAR PARTS AMER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,700.00
f. Value of collateral, to the nearest cent: $218,424.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MONRO MUFFLER BRAKE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,294.00
f. Value of collateral, to the nearest cent: $167,324.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOBILE MINI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $49.00
f. Value of collateral, to the nearest cent: $1,576.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MINDBODY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,200.00
f. Value of collateral, to the nearest cent: $70,356.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MICROCHIP TECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,894.00
f. Value of collateral, to the nearest cent: $532,062.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MICROSOFT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,405.00
f. Value of collateral, to the nearest cent: $1,838,945.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MEDNAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $70.00
f. Value of collateral, to the nearest cent: $4,573.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MATTRESS FIRM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,900.00
f. Value of collateral, to the nearest cent: $80,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MATTHEWS INTL -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $32.00
f. Value of collateral, to the nearest cent: $1,641.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MATCH GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,900.00
f. Value of collateral, to the nearest cent: $304,947.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTEC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33.00
f. Value of collateral, to the nearest cent: $665.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MARATHON OIL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,500.00
f. Value of collateral, to the nearest cent: $436,995.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STEVEN MADDEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $94.00
f. Value of collateral, to the nearest cent: $3,478.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MACY'S-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88.00
f. Value of collateral, to the nearest cent: $3,880.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MA-COM TECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,460.00
f. Value of collateral, to the nearest cent: $63,802.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MDC PARTNERS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $76.00
f. Value of collateral, to the nearest cent: $1,807.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MDC HOLD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $63.00
f. Value of collateral, to the nearest cent: $1,556.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LUMOS NETWORKS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,300.00
f. Value of collateral, to the nearest cent: $29,739.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LULULEMON ATHL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,300.00
f. Value of collateral, to the nearest cent: $155,940.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LOUISIANA-PAC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $16.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LINDSAY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $47,141.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIMONEIRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $19,604.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIFELOCK-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $272,999.00
f. Value of collateral, to the nearest cent: $3,248,688.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIBERTY TAX-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,400.00
f. Value of collateral, to the nearest cent: $26,474.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIBERTY MEDIA-C-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,700.00
f. Value of collateral, to the nearest cent: $1,047,337.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIBERTY INT QVC-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $59,000.00
f. Value of collateral, to the nearest cent: $1,487,390.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LEVEL 3 COMM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $5,178.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LASALLE REIT-SBI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,894.00
f. Value of collateral, to the nearest cent: $200,349.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LAS VEGAS SANDS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $68,898.00
f. Value of collateral, to the nearest cent: $3,598,542.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LANDS' END-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $92,772.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LANDSTAR SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $84.00
f. Value of collateral, to the nearest cent: $5,444.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LANDAUER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $38,856.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KOHL'S-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $142.00
f. Value of collateral, to the nearest cent: $6,539.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KNOWLES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,800.00
f. Value of collateral, to the nearest cent: $76,676.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KEYSIGHT TECHNOLOG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $2,138.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KENNAMETAL INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $900.00
f. Value of collateral, to the nearest cent: $20,169.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KBR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $93.00
f. Value of collateral, to the nearest cent: $1,434.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JOY GLOBAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $80.00
f. Value of collateral, to the nearest cent: $1,280.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JAMBA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,600.00
f. Value of collateral, to the nearest cent: $19,808.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BAXTER INTERNATIONA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $12,378.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMORGAN CHASE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $293,083.00
f. Value of collateral, to the nearest cent: $17,499,985.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IROBOT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $64.00
f. Value of collateral, to the nearest cent: $2,257.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IONIS PHARMACEUTCLS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31.00
f. Value of collateral, to the nearest cent: $1,197.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INVITAE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $5,921.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INVENSENSE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $8,150.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTREXON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,600.00
f. Value of collateral, to the nearest cent: $560,748.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INVACARE CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $1,282.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTERPUBLIC GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,100.00
f. Value of collateral, to the nearest cent: $322,608.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTL FLAVORS&FRAGR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8.00
f. Value of collateral, to the nearest cent: $916.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTERCEPT PHARM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,100.00
f. Value of collateral, to the nearest cent: $262,542.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INSPERITY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89.00
f. Value of collateral, to the nearest cent: $4,628.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INOVIO PHARMACTCLS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54,700.00
f. Value of collateral, to the nearest cent: $472,061.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INFINERA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $53.00
f. Value of collateral, to the nearest cent: $835.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMPAX LABS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40.00
f. Value of collateral, to the nearest cent: $1,292.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BED BATH & BEYOND-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $86.00
f. Value of collateral, to the nearest cent: $4,264.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HYSTER YALE MT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14.00
f. Value of collateral, to the nearest cent: $938.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HEMISPHERE MEDIA-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,500.00
f. Value of collateral, to the nearest cent: $85,345.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HEICO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4.00
f. Value of collateral, to the nearest cent: $241.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HAWAIIAN HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $61,477.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HARLEY-DAVIDSON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17.00
f. Value of collateral, to the nearest cent: $841.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HALOZYME THERAPEUT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,700.00
f. Value of collateral, to the nearest cent: $173,162.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HALLIBURTON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16.00
f. Value of collateral, to the nearest cent: $576.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GUESS?-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $53.00
f. Value of collateral, to the nearest cent: $997.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRUBHUB-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,422.00
f. Value of collateral, to the nearest cent: $155,990.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WW GRAINGER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54.00
f. Value of collateral, to the nearest cent: $12,609.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOPRO-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,200.00
f. Value of collateral, to the nearest cent: $245,632.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOGO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $273,250.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GODADDY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $76.00
f. Value of collateral, to the nearest cent: $2,434.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GLBL BLOOD THERPS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $149,700.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GENERAL MOTORS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $2,262.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GAMESTOP-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,400.00
f. Value of collateral, to the nearest cent: $520,864.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: H B FULLER CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $8,548.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FUELCELL ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,650.00
f. Value of collateral, to the nearest cent: $71,568.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREEPORT MCMORAN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $44.00
f. Value of collateral, to the nearest cent: $452.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDS -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $74.00
f. Value of collateral, to the nearest cent: $1,115.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANKLIN RESOURCES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,364.00
f. Value of collateral, to the nearest cent: $1,031,886.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANCESCAS HLDG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21.00
f. Value of collateral, to the nearest cent: $394.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLOWSERVE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43.00
f. Value of collateral, to the nearest cent: $1,893.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLEX PHARMA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,300.00
f. Value of collateral, to the nearest cent: $36,828.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIVE BELOW-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $3,998.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FITBIT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,600.00
f. Value of collateral, to the nearest cent: $34,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST SOLAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5.00
f. Value of collateral, to the nearest cent: $344.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST DATA-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $57.00
f. Value of collateral, to the nearest cent: $710.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FASTENAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $308,259.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE EXONE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,700.00
f. Value of collateral, to the nearest cent: $269,928.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EXELON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22.00
f. Value of collateral, to the nearest cent: $779.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EXAMWORKS GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $29,410.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EXAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $556.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ETSY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $329.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESSEX PROPERTY REIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,300.00
f. Value of collateral, to the nearest cent: $6,575,505.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EPAM SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $462,042.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ENERNOC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,800.00
f. Value of collateral, to the nearest cent: $43,674.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EMERSON ELECTRIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $281.00
f. Value of collateral, to the nearest cent: $15,331.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ELIZABETH ARDEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,600.00
f. Value of collateral, to the nearest cent: $44,744.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLACK HILLS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $86.00
f. Value of collateral, to the nearest cent: $5,225.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ECOLAB INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $8,768.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EARTHSTONE ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $3,823.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EAGLE PHARMACEUT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000.00
f. Value of collateral, to the nearest cent: $78,120.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUNKIN' BRANDS GRP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $656.00
f. Value of collateral, to the nearest cent: $30,818.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DU PONT NEMOURS&CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $12,834.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DREAMWORKS ANIMAT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,035.00
f. Value of collateral, to the nearest cent: $26,092.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DORMAN PRODUCTS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66.00
f. Value of collateral, to the nearest cent: $3,608.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DONALDSON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $56.00
f. Value of collateral, to the nearest cent: $1,797.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DISCOVERY COMM-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,300.00
f. Value of collateral, to the nearest cent: $1,160,117.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WALT DISNEY-DISNEY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $356,076.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DILLARDS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,106.00
f. Value of collateral, to the nearest cent: $3,897,340.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DIGIMARC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,900.00
f. Value of collateral, to the nearest cent: $92,858.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DENTSPLY SIRONA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,300.00
f. Value of collateral, to the nearest cent: $515,098.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DSW-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $2,033.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CYTOMX THERAPEUTICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,700.00
f. Value of collateral, to the nearest cent: $542,717.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COTY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,200.00
f. Value of collateral, to the nearest cent: $531,072.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CORE-MARK HLDG CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55.00
f. Value of collateral, to the nearest cent: $4,525.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONSOL ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $659.00
f. Value of collateral, to the nearest cent: $7,486.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONN'S-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,821.00
f. Value of collateral, to the nearest cent: $59,876.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMSCORE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30.00
f. Value of collateral, to the nearest cent: $915.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMPUTER PROG & SYS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700.00
f. Value of collateral, to the nearest cent: $89,913.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMCAST-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,496.00
f. Value of collateral, to the nearest cent: $151,756.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLFAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26.00
f. Value of collateral, to the nearest cent: $749.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COGNEX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $7,704.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COGENT COMM HLDG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75.00
f. Value of collateral, to the nearest cent: $2,895.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COACH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $395.00
f. Value of collateral, to the nearest cent: $15,926.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEARFIELD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,500.00
f. Value of collateral, to the nearest cent: $23,970.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEAN HARBORS INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6.00
f. Value of collateral, to the nearest cent: $298.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLARCOR INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $5,803.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CISCO SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $5,692.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHUYS HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $59.00
f. Value of collateral, to the nearest cent: $1,870.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHICAGO BDGE NY REG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $56.00
f. Value of collateral, to the nearest cent: $2,083.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHARTER COMM-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85,986.00
f. Value of collateral, to the nearest cent: $17,499,870.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CENTENE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,327.00
f. Value of collateral, to the nearest cent: $145,344.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CEMPRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $58,608.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CELLULAR BIOMED GRP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $1,823.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CATERPILLAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $482,013.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARRIZO OIL & GAS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $9,240.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARNIVAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $52.00
f. Value of collateral, to the nearest cent: $2,723.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARMAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,800.00
f. Value of collateral, to the nearest cent: $91,458.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARDIOVASC SYS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $1,014.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CALPINE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,800.00
f. Value of collateral, to the nearest cent: $56,126.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CAESARS ENTMNT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,200.00
f. Value of collateral, to the nearest cent: $34,164.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CADENCE DESIGN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,900.00
f. Value of collateral, to the nearest cent: $488,433.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $64.00
f. Value of collateral, to the nearest cent: $1,976.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $58.00
f. Value of collateral, to the nearest cent: $1,577.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CPI CARD GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,000.00
f. Value of collateral, to the nearest cent: $216,540.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSG SYSTEMS INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39.00
f. Value of collateral, to the nearest cent: $1,753.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BUCKLE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $800.00
f. Value of collateral, to the nearest cent: $27,224.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BROOKDALE SR LIVING-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,700.00
f. Value of collateral, to the nearest cent: $303,774.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOEING CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $172.00
f. Value of collateral, to the nearest cent: $22,115.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOOZ ALLEN HAM-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,800.00
f. Value of collateral, to the nearest cent: $54,108.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLUE BUFFALO PET PR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,492.00
f. Value of collateral, to the nearest cent: $721,132.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLACKBAUD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $12,474.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EDWARDS LIFESCNS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $8,889.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $1,138.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JAKKS PAC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,200.00
f. Value of collateral, to the nearest cent: $38,896.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QUANTA SERVICES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $27,144.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: B&G FOODS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43.00
f. Value of collateral, to the nearest cent: $1,486.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: US SILICA HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88.00
f. Value of collateral, to the nearest cent: $1,990.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERISIGN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,100.00
f. Value of collateral, to the nearest cent: $456,909.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VITAMIN SHOPPE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,900.00
f. Value of collateral, to the nearest cent: $213,693.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ATHENAHEALTH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22.00
f. Value of collateral, to the nearest cent: $3,034.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ASCENA RETL GRP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41.00
f. Value of collateral, to the nearest cent: $439.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: APIGEE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,000.00
f. Value of collateral, to the nearest cent: $68,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ANTERO RESOURCES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $942.00
f. Value of collateral, to the nearest cent: $23,446.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN RAILCAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,700.00
f. Value of collateral, to the nearest cent: $112,725.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLSCRIPTS HEALTH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $87.00
f. Value of collateral, to the nearest cent: $1,139.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLEGHENY TECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $1,680.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AKAMAI TECHNOLOGIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $52.00
f. Value of collateral, to the nearest cent: $2,865.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AECOM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12.00
f. Value of collateral, to the nearest cent: $371.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADVISORY BOARD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $95,790.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADURO BIOTECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $6,060.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACTUANT -A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $69.00
f. Value of collateral, to the nearest cent: $1,693.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TARGET-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,900.00
f. Value of collateral, to the nearest cent: $108,300.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AT&T-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,936.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMC NETWORKS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42.00
f. Value of collateral, to the nearest cent: $2,735.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/14/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/14/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
XYes  No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$300,315,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$300,315,000.00
Item 26. Name of the Issuer
MERRILL LYNCH PIERCE FEN
Item 27. The title of the issue (including coupon or yield)
MERRILL LYNCH PIERCE FEN-0.500
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
59018IJY3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AAC HOLDINGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,500.00
f. Value of collateral, to the nearest cent: $127,465.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABBOTT LABORATORIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,800.00
f. Value of collateral, to the nearest cent: $74,970.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABERCROMBIE FTCH-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $2,474.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABM INDUSTRIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,222.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACCURAY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $7,241.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADVAXIS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,900.00
f. Value of collateral, to the nearest cent: $94,176.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AEROJET ROCKETDYNE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $19,920.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AKORN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $1,657.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AM EAGLE OUTFITTERS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42.00
f. Value of collateral, to the nearest cent: $694.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERISOURCEBERGEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,400.00
f. Value of collateral, to the nearest cent: $121,926.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMGEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50.00
f. Value of collateral, to the nearest cent: $7,473.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMN HEALTHCARE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $16,875.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ANADARKO PETROLEUM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,700.00
f. Value of collateral, to the nearest cent: $264,423.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ASPEN TECHNOLOGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28.00
f. Value of collateral, to the nearest cent: $1,006.60
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ATRION CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89.00
f. Value of collateral, to the nearest cent: $34,821.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BROADCOM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $81,889.00
f. Value of collateral, to the nearest cent: $12,850,840.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RYL CARIBBEAN CRU-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,719.00
f. Value of collateral, to the nearest cent: $138,121.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COPA HOLDINGS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $40,134.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QIAGEN NV-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,700.00
f. Value of collateral, to the nearest cent: $81,585.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ORTHOFIX INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $8,336.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MYLAN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $74.00
f. Value of collateral, to the nearest cent: $3,433.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANK'S INTERN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,200.00
f. Value of collateral, to the nearest cent: $101,556.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STRATASYS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22,000.00
f. Value of collateral, to the nearest cent: $552,860.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHUBB N-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55,790.00
f. Value of collateral, to the nearest cent: $6,680,294.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOLAR LNG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $60.00
f. Value of collateral, to the nearest cent: $1,072.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STERIS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $97.00
f. Value of collateral, to the nearest cent: $6,958.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHIP FINANCEINTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,105.00
f. Value of collateral, to the nearest cent: $423,339.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SEAGATE TECHNOLOGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $172,137.00
f. Value of collateral, to the nearest cent: $5,881,921.29
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PROTHENA CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $144,972.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORDIC AMER TANKER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,822.00
f. Value of collateral, to the nearest cent: $166,571.97
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MICHAEL KORS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $17,061.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JAZZ PHARMACEUTICAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $148,836.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INGERSOLL-RAND-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89.00
f. Value of collateral, to the nearest cent: $5,524.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EROS INTERNTL -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,115.00
f. Value of collateral, to the nearest cent: $103,364.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRONTLINE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54.00
f. Value of collateral, to the nearest cent: $437.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLEETMATICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5.00
f. Value of collateral, to the nearest cent: $202.45
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DELPHI AUTOMOTIVE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47.00
f. Value of collateral, to the nearest cent: $3,520.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMBARELLA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,700.00
f. Value of collateral, to the nearest cent: $606,636.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLERGAN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,667.00
f. Value of collateral, to the nearest cent: $2,107,964.98
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AIRCASTLE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28.00
f. Value of collateral, to the nearest cent: $619.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ABENGOA YIELD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33.00
f. Value of collateral, to the nearest cent: $590.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ZOE'S KITCHEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $65,016.00
f. Value of collateral, to the nearest cent: $2,570,732.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ZILLOW GROUP-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,710.00
f. Value of collateral, to the nearest cent: $167,347.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: YUM BRANDS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $700.00
f. Value of collateral, to the nearest cent: $57,575.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: YELP-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,364.00
f. Value of collateral, to the nearest cent: $211,736.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XBIOTECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,600.00
f. Value of collateral, to the nearest cent: $82,474.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XILINX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $1,771.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: XPO LOGISTICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,900.00
f. Value of collateral, to the nearest cent: $89,726.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WYNN RESORTS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,500.00
f. Value of collateral, to the nearest cent: $3,148,665.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WPX ENERGY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $151.00
f. Value of collateral, to the nearest cent: $1,008.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WORLD WRESTLING-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $900.00
f. Value of collateral, to the nearest cent: $16,011.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WOODWARD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $157,860.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WINNEBAGO INDUSTR.-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $1,638.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WINDSTREAM HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13.00
f. Value of collateral, to the nearest cent: $98.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WESTMORELAND COAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,200.00
f. Value of collateral, to the nearest cent: $123,668.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE WESTERN UNION-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $1,507.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WGHT WTCHER INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $36,363.00
f. Value of collateral, to the nearest cent: $525,445.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASTE MANAGEMENT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $11,926.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WASTE CONNECTIONS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $406,728.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VULCAN MATERIALS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $10,549.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AUTOMATIC DATA PROC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $208.00
f. Value of collateral, to the nearest cent: $18,543.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VITAL THERAPIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,300.00
f. Value of collateral, to the nearest cent: $103,508.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VIACOM-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2.00
f. Value of collateral, to the nearest cent: $80.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VIASAT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3.00
f. Value of collateral, to the nearest cent: $218.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERINT SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $47.00
f. Value of collateral, to the nearest cent: $1,574.03
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERIZON COMM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $108,067.00
f. Value of collateral, to the nearest cent: $5,839,940.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AUTOZONE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $72.00
f. Value of collateral, to the nearest cent: $57,781.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VEREIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $772,398.00
f. Value of collateral, to the nearest cent: $6,827,998.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERA BRADLEY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,730.00
f. Value of collateral, to the nearest cent: $213,526.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VEEVA SYSTEMS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $87.00
f. Value of collateral, to the nearest cent: $2,169.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VASCO DATA SEC INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $18,444.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNIV HEALTH SERV-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $451,188.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 4/30/20
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $203,835,200.00
f. Value of collateral, to the nearest cent: $206,756,516.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNDER ARMOUR-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $3,168.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ULTRAGENYX PHARM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66.00
f. Value of collateral, to the nearest cent: $3,781.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AVIS BUDGET GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,000.00
f. Value of collateral, to the nearest cent: $473,940.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UGI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,500.00
f. Value of collateral, to the nearest cent: $748,140.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TYSON FOODS -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $87.00
f. Value of collateral, to the nearest cent: $5,877.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWO HBRS INV REIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $816,400.00
f. Value of collateral, to the nearest cent: $6,351,592.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWITTER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $1,603.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWENTY-FIRST CENT-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85.00
f. Value of collateral, to the nearest cent: $2,397.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TWENTY-FIRST CENT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $155,799.00
f. Value of collateral, to the nearest cent: $4,348,350.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TUBEMOGUL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000.00
f. Value of collateral, to the nearest cent: $24,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TREEHOUSE FOODS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $8,657.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TRACTOR SUPPLY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $9,070.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TIFFANY & CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27.00
f. Value of collateral, to the nearest cent: $1,959.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TIDEWATER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $1,890.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: 3D SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,850.00
f. Value of collateral, to the nearest cent: $151,493.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THOMSON REUTERS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31.00
f. Value of collateral, to the nearest cent: $1,254.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TEXTRON INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $70.00
f. Value of collateral, to the nearest cent: $2,542.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TEXAS INSTRUMENTS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,900.00
f. Value of collateral, to the nearest cent: $986,453.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TESLA MOTORS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $294,957.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TERADATA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $26,110.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TEMPUR SEALY INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14.00
f. Value of collateral, to the nearest cent: $845.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TELADOC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700.00
f. Value of collateral, to the nearest cent: $16,830.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TASER INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $34.00
f. Value of collateral, to the nearest cent: $667.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TAKE-TWO INTERACT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,600.00
f. Value of collateral, to the nearest cent: $171,304.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TAHOE RES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85.00
f. Value of collateral, to the nearest cent: $884.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TABLEAU SOFTWARE-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,999.00
f. Value of collateral, to the nearest cent: $1,224,674.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TTM TECHNOLOGIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $94.00
f. Value of collateral, to the nearest cent: $635.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: T-MOBILE US-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,844.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SYNTEL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30.00
f. Value of collateral, to the nearest cent: $1,506.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SUNRUN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,277.00
f. Value of collateral, to the nearest cent: $21,202.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SUN COMMUN REIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $103,200.00
f. Value of collateral, to the nearest cent: $7,332,359.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STR PATH COM-B-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,300.00
f. Value of collateral, to the nearest cent: $130,075.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STARZ-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,800.00
f. Value of collateral, to the nearest cent: $663,152.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STARWOOD REIT-SBI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $18.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STAPLES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88.00
f. Value of collateral, to the nearest cent: $968.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SQUARE-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75,500.00
f. Value of collateral, to the nearest cent: $1,134,010.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPTRM BRD HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24.00
f. Value of collateral, to the nearest cent: $2,571.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPECTRA ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $15,275.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SPARK THERAPEUTICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $15,300.00
f. Value of collateral, to the nearest cent: $483,939.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SOUTHWESTERN ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,243.00
f. Value of collateral, to the nearest cent: $86,571.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SOUTHERN COPPER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,500.00
f. Value of collateral, to the nearest cent: $521,515.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SOTHEBY'S HLD-A-LV-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $32.00
f. Value of collateral, to the nearest cent: $852.48
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SONIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $542.00
f. Value of collateral, to the nearest cent: $18,742.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SNYDER'S-LANCE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,400.00
f. Value of collateral, to the nearest cent: $75,816.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JM SMUCKER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $13,018.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: A.O.SMITH CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,300.00
f. Value of collateral, to the nearest cent: $557,866.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SIMPSON MANUFACTRNG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,765.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SIENTRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $8,220.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHUTTERSTOCK-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $7,428.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SHAKE SHACK-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,900.00
f. Value of collateral, to the nearest cent: $67,963.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SEARS HOLDINGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $101,200.00
f. Value of collateral, to the nearest cent: $1,530,144.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCHOLASTIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $7,548.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCHLUMBERGER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $971.00
f. Value of collateral, to the nearest cent: $72,252.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SCANA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $6,950.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SALESFORCE.COM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,800.00
f. Value of collateral, to the nearest cent: $653,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: SM ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $81.00
f. Value of collateral, to the nearest cent: $1,446.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROSS STORES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $4,550.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROLLINS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,000.00
f. Value of collateral, to the nearest cent: $190,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ROBERT HALF INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $4,585.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REX AMER RSRCS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700.00
f. Value of collateral, to the nearest cent: $94,741.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: REGAL ENTERTAIN-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,400.00
f. Value of collateral, to the nearest cent: $283,008.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RAPID7-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,400.00
f. Value of collateral, to the nearest cent: $72,144.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: RANGE RESOURCES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $797.00
f. Value of collateral, to the nearest cent: $25,790.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QUOTIENT TECHNOLOGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,900.00
f. Value of collateral, to the nearest cent: $209,746.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BARRETT BUS SVCS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $35.00
f. Value of collateral, to the nearest cent: $1,003.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QUALCOMM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $509.90
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PURE STORAGE-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66,500.00
f. Value of collateral, to the nearest cent: $884,450.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PLATF SPEC PROD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,200.00
f. Value of collateral, to the nearest cent: $359,676.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PILGRIMS PRIDE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,000.00
f. Value of collateral, to the nearest cent: $710,080.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PIER 1 IMPORTS INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $69.00
f. Value of collateral, to the nearest cent: $475.41
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PENUMBRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,900.00
f. Value of collateral, to the nearest cent: $493,225.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PATTERSON-UTI ENRGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $61.00
f. Value of collateral, to the nearest cent: $1,049.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PATTERN ENR GR-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24,500.00
f. Value of collateral, to the nearest cent: $473,094.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PARTY CITY HOLD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $1,163.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PARSLEY ENERGY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $67.00
f. Value of collateral, to the nearest cent: $1,528.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PARK CITY GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,500.00
f. Value of collateral, to the nearest cent: $79,220.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PAPA JOHNS INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10.00
f. Value of collateral, to the nearest cent: $554.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PANERA BREAD-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,608.00
f. Value of collateral, to the nearest cent: $1,161,585.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PACIRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23.00
f. Value of collateral, to the nearest cent: $1,169.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: PDVWIRELESS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,200.00
f. Value of collateral, to the nearest cent: $74,228.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OVASCIENCE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,097.00
f. Value of collateral, to the nearest cent: $177,029.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OSHKOSH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33.00
f. Value of collateral, to the nearest cent: $1,348.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OPKO HEALTH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $36,300.00
f. Value of collateral, to the nearest cent: $359,370.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ON DECK CAPITAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $7.64
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OMEROS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,300.00
f. Value of collateral, to the nearest cent: $401,601.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OMNICOM GROUP INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $11,100.00
f. Value of collateral, to the nearest cent: $924,852.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OCULAR THERAPEUTIX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $11,292.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: OCEANEERING INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $9,816.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NORDSTROM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,800.00
f. Value of collateral, to the nearest cent: $1,023,500.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NIMBLE STORAGE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $74.00
f. Value of collateral, to the nearest cent: $543.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEXSTAR BROADCTNG-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28.00
f. Value of collateral, to the nearest cent: $1,224.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $67.00
f. Value of collateral, to the nearest cent: $854.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWMONT MINING-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $135.00
f. Value of collateral, to the nearest cent: $3,611.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NEWELL RUBBERMAID-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,815.00
f. Value of collateral, to the nearest cent: $346,751.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NATL HEALTH TRENDS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,600.00
f. Value of collateral, to the nearest cent: $264,784.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NATL OILWELL VARCO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $9,200.00
f. Value of collateral, to the nearest cent: $286,120.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: NIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,100.00
f. Value of collateral, to the nearest cent: $19,778.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MYRIAD GENETICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $37,260.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOTOROLA SOLTN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $44,934.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOTORCAR PARTS AMER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,700.00
f. Value of collateral, to the nearest cent: $218,424.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MONRO MUFFLER BRAKE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,294.00
f. Value of collateral, to the nearest cent: $167,324.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MOBILE MINI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $49.00
f. Value of collateral, to the nearest cent: $1,576.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MINDBODY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,200.00
f. Value of collateral, to the nearest cent: $70,356.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MICROCHIP TECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,894.00
f. Value of collateral, to the nearest cent: $532,062.95
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MICROSOFT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,405.00
f. Value of collateral, to the nearest cent: $1,838,945.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MEDNAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $70.00
f. Value of collateral, to the nearest cent: $4,573.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MATTRESS FIRM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,900.00
f. Value of collateral, to the nearest cent: $80,750.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MATTHEWS INTL -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $32.00
f. Value of collateral, to the nearest cent: $1,641.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MATCH GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,900.00
f. Value of collateral, to the nearest cent: $304,947.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MASTEC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33.00
f. Value of collateral, to the nearest cent: $665.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MARATHON OIL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,500.00
f. Value of collateral, to the nearest cent: $436,995.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: STEVEN MADDEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $94.00
f. Value of collateral, to the nearest cent: $3,478.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MACY'S-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88.00
f. Value of collateral, to the nearest cent: $3,880.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MA-COM TECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,460.00
f. Value of collateral, to the nearest cent: $63,802.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MDC PARTNERS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $76.00
f. Value of collateral, to the nearest cent: $1,807.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: MDC HOLD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $63.00
f. Value of collateral, to the nearest cent: $1,556.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LUMOS NETWORKS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,300.00
f. Value of collateral, to the nearest cent: $29,739.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LULULEMON ATHL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,300.00
f. Value of collateral, to the nearest cent: $155,940.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LOUISIANA-PAC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1.00
f. Value of collateral, to the nearest cent: $16.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LINDSAY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $47,141.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIMONEIRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $19,604.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIFELOCK-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $272,999.00
f. Value of collateral, to the nearest cent: $3,248,688.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIBERTY TAX-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,400.00
f. Value of collateral, to the nearest cent: $26,474.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIBERTY MEDIA-C-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,700.00
f. Value of collateral, to the nearest cent: $1,047,337.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LIBERTY INT QVC-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $59,000.00
f. Value of collateral, to the nearest cent: $1,487,390.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LEVEL 3 COMM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $5,178.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LASALLE REIT-SBI-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,894.00
f. Value of collateral, to the nearest cent: $200,349.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LAS VEGAS SANDS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $68,898.00
f. Value of collateral, to the nearest cent: $3,598,542.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LANDS' END-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $92,772.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LANDSTAR SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $84.00
f. Value of collateral, to the nearest cent: $5,444.87
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: LANDAUER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $38,856.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KOHL'S-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $142.00
f. Value of collateral, to the nearest cent: $6,539.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KNOWLES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,800.00
f. Value of collateral, to the nearest cent: $76,676.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KEYSIGHT TECHNOLOG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $2,138.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KENNAMETAL INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $900.00
f. Value of collateral, to the nearest cent: $20,169.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: KBR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $93.00
f. Value of collateral, to the nearest cent: $1,434.05
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JOY GLOBAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $80.00
f. Value of collateral, to the nearest cent: $1,280.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JAMBA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,600.00
f. Value of collateral, to the nearest cent: $19,808.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BAXTER INTERNATIONA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $12,378.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JPMORGAN CHASE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $293,083.00
f. Value of collateral, to the nearest cent: $17,499,985.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IROBOT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $64.00
f. Value of collateral, to the nearest cent: $2,257.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IONIS PHARMACEUTCLS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31.00
f. Value of collateral, to the nearest cent: $1,197.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INVITAE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $600.00
f. Value of collateral, to the nearest cent: $5,921.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INVENSENSE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $8,150.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTREXON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,600.00
f. Value of collateral, to the nearest cent: $560,748.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INVACARE CORP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $1,282.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTERPUBLIC GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,100.00
f. Value of collateral, to the nearest cent: $322,608.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTL FLAVORS&FRAGR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8.00
f. Value of collateral, to the nearest cent: $916.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INTERCEPT PHARM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,100.00
f. Value of collateral, to the nearest cent: $262,542.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INSPERITY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89.00
f. Value of collateral, to the nearest cent: $4,628.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INOVIO PHARMACTCLS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54,700.00
f. Value of collateral, to the nearest cent: $472,061.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: INFINERA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $53.00
f. Value of collateral, to the nearest cent: $835.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMPAX LABS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40.00
f. Value of collateral, to the nearest cent: $1,292.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BED BATH & BEYOND-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $86.00
f. Value of collateral, to the nearest cent: $4,264.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HYSTER YALE MT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14.00
f. Value of collateral, to the nearest cent: $938.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HEMISPHERE MEDIA-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,500.00
f. Value of collateral, to the nearest cent: $85,345.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HEICO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4.00
f. Value of collateral, to the nearest cent: $241.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HAWAIIAN HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,300.00
f. Value of collateral, to the nearest cent: $61,477.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HARLEY-DAVIDSON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17.00
f. Value of collateral, to the nearest cent: $841.15
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HALOZYME THERAPEUT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,700.00
f. Value of collateral, to the nearest cent: $173,162.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: HALLIBURTON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16.00
f. Value of collateral, to the nearest cent: $576.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GUESS?-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $53.00
f. Value of collateral, to the nearest cent: $997.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GRUBHUB-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,422.00
f. Value of collateral, to the nearest cent: $155,990.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WW GRAINGER-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $54.00
f. Value of collateral, to the nearest cent: $12,609.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOPRO-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,200.00
f. Value of collateral, to the nearest cent: $245,632.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GOGO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,000.00
f. Value of collateral, to the nearest cent: $273,250.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GODADDY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $76.00
f. Value of collateral, to the nearest cent: $2,434.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GLBL BLOOD THERPS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,000.00
f. Value of collateral, to the nearest cent: $149,700.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GENERAL MOTORS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $2,262.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GAMESTOP-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $16,400.00
f. Value of collateral, to the nearest cent: $520,864.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: H B FULLER CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $8,548.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FUELCELL ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,650.00
f. Value of collateral, to the nearest cent: $71,568.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREEPORT MCMORAN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $44.00
f. Value of collateral, to the nearest cent: $452.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FREDS -A--EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $74.00
f. Value of collateral, to the nearest cent: $1,115.92
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANKLIN RESOURCES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26,364.00
f. Value of collateral, to the nearest cent: $1,031,886.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FRANCESCAS HLDG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21.00
f. Value of collateral, to the nearest cent: $394.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLOWSERVE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43.00
f. Value of collateral, to the nearest cent: $1,893.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FLEX PHARMA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,300.00
f. Value of collateral, to the nearest cent: $36,828.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIVE BELOW-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $98.00
f. Value of collateral, to the nearest cent: $3,998.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FITBIT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,600.00
f. Value of collateral, to the nearest cent: $34,840.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST SOLAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5.00
f. Value of collateral, to the nearest cent: $344.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FIRST DATA-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $57.00
f. Value of collateral, to the nearest cent: $710.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: FASTENAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $308,259.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: THE EXONE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,700.00
f. Value of collateral, to the nearest cent: $269,928.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EXELON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22.00
f. Value of collateral, to the nearest cent: $779.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EXAMWORKS GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000.00
f. Value of collateral, to the nearest cent: $29,410.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EXAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $556.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ETSY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $329.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ESSEX PROPERTY REIT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,300.00
f. Value of collateral, to the nearest cent: $6,575,505.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EPAM SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $462,042.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ENERNOC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,800.00
f. Value of collateral, to the nearest cent: $43,674.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EMERSON ELECTRIC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $281.00
f. Value of collateral, to the nearest cent: $15,331.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ELIZABETH ARDEN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,600.00
f. Value of collateral, to the nearest cent: $44,744.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLACK HILLS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $86.00
f. Value of collateral, to the nearest cent: $5,225.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ECOLAB INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78.00
f. Value of collateral, to the nearest cent: $8,768.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EARTHSTONE ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $3,823.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EAGLE PHARMACEUT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,000.00
f. Value of collateral, to the nearest cent: $78,120.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DUNKIN' BRANDS GRP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $656.00
f. Value of collateral, to the nearest cent: $30,818.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DU PONT NEMOURS&CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $12,834.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DREAMWORKS ANIMAT-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,035.00
f. Value of collateral, to the nearest cent: $26,092.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DORMAN PRODUCTS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $66.00
f. Value of collateral, to the nearest cent: $3,608.88
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DONALDSON-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $56.00
f. Value of collateral, to the nearest cent: $1,797.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DISCOVERY COMM-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,300.00
f. Value of collateral, to the nearest cent: $1,160,117.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: WALT DISNEY-DISNEY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $356,076.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DILLARDS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $46,106.00
f. Value of collateral, to the nearest cent: $3,897,340.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DIGIMARC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,900.00
f. Value of collateral, to the nearest cent: $92,858.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DENTSPLY SIRONA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,300.00
f. Value of collateral, to the nearest cent: $515,098.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: DSW-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $73.00
f. Value of collateral, to the nearest cent: $2,033.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CYTOMX THERAPEUTICS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,700.00
f. Value of collateral, to the nearest cent: $542,717.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COTY-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,200.00
f. Value of collateral, to the nearest cent: $531,072.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CORE-MARK HLDG CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $55.00
f. Value of collateral, to the nearest cent: $4,525.94
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONSOL ENERGY-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $659.00
f. Value of collateral, to the nearest cent: $7,486.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CONN'S-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,821.00
f. Value of collateral, to the nearest cent: $59,876.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMSCORE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $30.00
f. Value of collateral, to the nearest cent: $915.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMPUTER PROG & SYS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,700.00
f. Value of collateral, to the nearest cent: $89,913.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COMCAST-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,496.00
f. Value of collateral, to the nearest cent: $151,756.79
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COLFAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $26.00
f. Value of collateral, to the nearest cent: $749.32
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COGNEX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $7,704.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COGENT COMM HLDG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $75.00
f. Value of collateral, to the nearest cent: $2,895.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: COACH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $395.00
f. Value of collateral, to the nearest cent: $15,926.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEARFIELD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,500.00
f. Value of collateral, to the nearest cent: $23,970.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLEAN HARBORS INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6.00
f. Value of collateral, to the nearest cent: $298.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CLARCOR INC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $5,803.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CISCO SYSTEMS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $5,692.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHUYS HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $59.00
f. Value of collateral, to the nearest cent: $1,870.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHICAGO BDGE NY REG-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $56.00
f. Value of collateral, to the nearest cent: $2,083.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CHARTER COMM-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85,986.00
f. Value of collateral, to the nearest cent: $17,499,870.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CENTENE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,327.00
f. Value of collateral, to the nearest cent: $145,344.42
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CEMPRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,600.00
f. Value of collateral, to the nearest cent: $58,608.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CELLULAR BIOMED GRP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $1,823.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CATERPILLAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,300.00
f. Value of collateral, to the nearest cent: $482,013.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARRIZO OIL & GAS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $300.00
f. Value of collateral, to the nearest cent: $9,240.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARNIVAL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $52.00
f. Value of collateral, to the nearest cent: $2,723.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARMAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,800.00
f. Value of collateral, to the nearest cent: $91,458.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CARDIOVASC SYS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $1,014.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CALPINE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,800.00
f. Value of collateral, to the nearest cent: $56,126.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CAESARS ENTMNT-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,200.00
f. Value of collateral, to the nearest cent: $34,164.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CADENCE DESIGN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,900.00
f. Value of collateral, to the nearest cent: $488,433.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $64.00
f. Value of collateral, to the nearest cent: $1,976.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSRA-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $58.00
f. Value of collateral, to the nearest cent: $1,577.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CPI CARD GROUP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $27,000.00
f. Value of collateral, to the nearest cent: $216,540.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: CSG SYSTEMS INTL-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $39.00
f. Value of collateral, to the nearest cent: $1,753.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BUCKLE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $800.00
f. Value of collateral, to the nearest cent: $27,224.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BROOKDALE SR LIVING-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $19,700.00
f. Value of collateral, to the nearest cent: $303,774.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOEING CO-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $172.00
f. Value of collateral, to the nearest cent: $22,115.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BOOZ ALLEN HAM-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,800.00
f. Value of collateral, to the nearest cent: $54,108.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLUE BUFFALO PET PR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,492.00
f. Value of collateral, to the nearest cent: $721,132.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: BLACKBAUD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $200.00
f. Value of collateral, to the nearest cent: $12,474.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: EDWARDS LIFESCNS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $8,889.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: IMAX-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37.00
f. Value of collateral, to the nearest cent: $1,138.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: JAKKS PAC-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,200.00
f. Value of collateral, to the nearest cent: $38,896.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: QUANTA SERVICES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,200.00
f. Value of collateral, to the nearest cent: $27,144.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: B&G FOODS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $43.00
f. Value of collateral, to the nearest cent: $1,486.07
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: US SILICA HLDGS-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $88.00
f. Value of collateral, to the nearest cent: $1,990.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VERISIGN-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,100.00
f. Value of collateral, to the nearest cent: $456,909.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: VITAMIN SHOPPE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,900.00
f. Value of collateral, to the nearest cent: $213,693.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ATHENAHEALTH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $22.00
f. Value of collateral, to the nearest cent: $3,034.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ASCENA RETL GRP-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41.00
f. Value of collateral, to the nearest cent: $439.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: APIGEE-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,000.00
f. Value of collateral, to the nearest cent: $68,400.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ANTERO RESOURCES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $942.00
f. Value of collateral, to the nearest cent: $23,446.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMERICAN RAILCAR-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,700.00
f. Value of collateral, to the nearest cent: $112,725.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLSCRIPTS HEALTH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $87.00
f. Value of collateral, to the nearest cent: $1,139.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ALLEGHENY TECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $1,680.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AKAMAI TECHNOLOGIES-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $52.00
f. Value of collateral, to the nearest cent: $2,865.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AECOM-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12.00
f. Value of collateral, to the nearest cent: $371.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADVISORY BOARD-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,000.00
f. Value of collateral, to the nearest cent: $95,790.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ADURO BIOTECH-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $500.00
f. Value of collateral, to the nearest cent: $6,060.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: ACTUANT -A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $69.00
f. Value of collateral, to the nearest cent: $1,693.26
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: TARGET-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,900.00
f. Value of collateral, to the nearest cent: $108,300.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AT&T-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $100.00
f. Value of collateral, to the nearest cent: $3,936.99
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: AMC NETWORKS-A-EQUITY - COMMON STOCK
b. Maturity date: 1/1/49
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Other Note
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42.00
f. Value of collateral, to the nearest cent: $2,735.46
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/14/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/14/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
XYes  No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,052,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,052,500.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TR & BK
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TR & BK-0.650
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60682YDE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/14/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/14/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,976,527.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,984,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,984,910.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TR & BK
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TR & BK-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60682AP34
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/29/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/29/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$299,996,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$299,996,250.00
Item 26. Name of the Issuer
MITSUBISHI UFJ TR & BK
Item 27. The title of the issue (including coupon or yield)
MITSUBISHI UFJ TR & BK-0.680
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60682YDB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/11/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/11/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$350,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$349,933,888.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.20%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$349,959,365.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$349,959,365.00
Item 26. Name of the Issuer
MIZUHO BANK, LTD.
Item 27. The title of the issue (including coupon or yield)
MIZUHO BANK, LTD.-0.605
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60689FF11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,743,715.28
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,783,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,783,850.00
Item 26. Name of the Issuer
MIZUHO SECURITIES USA
Item 27. The title of the issue (including coupon or yield)
MIZUHO SECURITIES USA-0.320
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
606975
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
812291
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
XYes  No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 12/31/18
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,601,500.00
f. Value of collateral, to the nearest cent: $3,662,277.11
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 12/15/18
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $122,100.00
f. Value of collateral, to the nearest cent: $123,767.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 10/31/18
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $8,043,000.00
f. Value of collateral, to the nearest cent: $8,164,769.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 9/30/18
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,000.00
f. Value of collateral, to the nearest cent: $21,277.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 9/30/16
from:
to:
c. Coupon or yield: 3
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,826,100.00
f. Value of collateral, to the nearest cent: $19,064,363.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 8/31/18
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,568,500.00
f. Value of collateral, to the nearest cent: $7,699,008.08
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 3/31/22
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,000,000.00
f. Value of collateral, to the nearest cent: $1,014,920.00
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 2/28/19
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $152,000.00
f. Value of collateral, to the nearest cent: $154,218.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 1/31/23
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $285,000.00
f. Value of collateral, to the nearest cent: $288,850.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 7/31/18
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33,192,000.00
f. Value of collateral, to the nearest cent: $33,682,129.12
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 6/30/18
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,022,000.00
f. Value of collateral, to the nearest cent: $1,038,447.55
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 5/31/20
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $329,000.00
f. Value of collateral, to the nearest cent: $333,181.04
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 5/15/23
from:
to:
c. Coupon or yield: 1.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,605,000.00
f. Value of collateral, to the nearest cent: $26,045,701.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 4/30/20
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $649,100.00
f. Value of collateral, to the nearest cent: $658,402.74
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 4/30/19
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $48,000.00
f. Value of collateral, to the nearest cent: $48,700.54
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,000,000.00
Item 26. Name of the Issuer
NATIXIS, NY BRANCH
Item 27. The title of the issue (including coupon or yield)
NATIXIS, NY BRANCH-0.570
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
63873FC48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/6/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/6/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,991,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,991,400.00
Item 26. Name of the Issuer
NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield)
NORDEA BANK FINLAND PLC-0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
655810
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1002614
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
EURO TIME DEPOSIT-CAYMAN
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$750,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$750,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$750,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$750,000,000.00
Item 26. Name of the Issuer
NORINCHUKIN BANK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-0.610
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602TT27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/26/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/26/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$300,059,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$300,059,070.00
Item 26. Name of the Issuer
NORINCHUKIN BANK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-0.610
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602TW98
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/7/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/7/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,033,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,033,120.00
Item 26. Name of the Issuer
NRW BANK
Item 27. The title of the issue (including coupon or yield)
NRW BANK-0.430
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
62939LDJ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/18/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/18/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,959,389.13
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,962,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,962,200.00
Item 26. Name of the Issuer
NRW BANK
Item 27. The title of the issue (including coupon or yield)
NRW BANK-0.435
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
62939LE21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/2/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/2/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$249,906,354.16
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$249,902,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$249,902,900.00
Item 26. Name of the Issuer
RABOBANK NEDERLAND
Item 27. The title of the issue (including coupon or yield)
RABOBANK NEDERLAND-0.650
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
21685VKS7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/4/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/4/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,003,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,003,500.00
Item 26. Name of the Issuer
ROYAL BANK OF CANADA
Item 27. The title of the issue (including coupon or yield)
ROYAL BANK OF CANADA-0.650
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
78009NWP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/21/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,027,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,027,800.00
Item 26. Name of the Issuer
ROYAL BANK OF CANADA
Item 27. The title of the issue (including coupon or yield)
ROYAL BANK OF CANADA-0.608
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
78009NWX0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/4/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/4/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,000,000.00
Item 26. Name of the Issuer
SOCIETE GENERALE
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE-0.620
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83369TW60
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/9/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/9/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$150,040,710.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$150,040,710.00
Item 26. Name of the Issuer
SOCIETE GENERALE
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE-0.580
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
83369T2R7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/22/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/22/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$250,009,175.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$250,009,175.00
Item 26. Name of the Issuer
SOCIETE GENERALE- NY
Item 27. The title of the issue (including coupon or yield)
SOCIETE GENERALE- NY-0.320
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
83365N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
906433
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Government Agency Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
XYes  No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/27
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $23.34
f. Value of collateral, to the nearest cent: $18.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/22
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $211.71
f. Value of collateral, to the nearest cent: $189.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/23
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50.09
f. Value of collateral, to the nearest cent: $44.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 11/15/21
from:
to:
c. Coupon or yield: 2
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $647,717.24
f. Value of collateral, to the nearest cent: $673,036.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 8/31/20
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,231,793.10
f. Value of collateral, to the nearest cent: $2,322,618.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 7/15/17
from:
to:
c. Coupon or yield: 0.875
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $85,448.27
f. Value of collateral, to the nearest cent: $85,791.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 6/30/20
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $28,839,131.03
f. Value of collateral, to the nearest cent: $29,474,500.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 4/30/21
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,713,503.44
f. Value of collateral, to the nearest cent: $1,808,317.77
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 3/31/18
from:
to:
c. Coupon or yield: 0.875
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $140,587,300.00
f. Value of collateral, to the nearest cent: $140,872,832.80
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 2/15/22
from:
to:
c. Coupon or yield: 2
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $63,941.37
f. Value of collateral, to the nearest cent: $66,105.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS-TREASURY INFLATION BOND
b. Maturity date: 2/15/40
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,292,548.27
f. Value of collateral, to the nearest cent: $3,196,467.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 8/15/41
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24.13
f. Value of collateral, to the nearest cent: $12.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/44
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $24.13
f. Value of collateral, to the nearest cent: $11.14
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GINNIE MAE-GNMA II ADJUSTABLE PAYMENT MORTG. POOL
b. Maturity date: 9/20/27
from:
to:
c. Coupon or yield: 1.875
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,174.48
f. Value of collateral, to the nearest cent: $39.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GINNIE MAE-GNMA I SINGLE FAMILY PLATINUM POOL 30 YR
b. Maturity date: 7/15/27
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,591.65
f. Value of collateral, to the nearest cent: $16.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: GINNIE MAE-GNMA I SINGLE FAMILY PLATINUM POOL 30 YR
b. Maturity date: 5/15/27
from:
to:
c. Coupon or yield: 7
d. The category of investments: Government Agency Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,930.55
f. Value of collateral, to the nearest cent: $15.01
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$175,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$175,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.10%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$175,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$175,000,000.00
Item 26. Name of the Issuer
STANDARD CHARTERD BANK
Item 27. The title of the issue (including coupon or yield)
STANDARD CHARTERD BANK-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85324TES1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/26/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/26/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,903,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,920,670.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,920,670.00
Item 26. Name of the Issuer
STANDARD CHARTERD BANK
Item 27. The title of the issue (including coupon or yield)
STANDARD CHARTERD BANK-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85324TET9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/27/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/27/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,804,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,837,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,837,240.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BK CORP
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BK CORP-0.610
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562KF25
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/2/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/2/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$199,789,888.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$199,828,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$199,828,860.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BK CORP
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BK CORP-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86563QRS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/6/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/6/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$100,021,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$100,021,050.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BK CORP
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BK CORP-0.680
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562KDM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/21/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/21/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$99,962,222.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$99,977,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$99,977,600.00
Item 26. Name of the Issuer
SUMITOMO MITSUI BK CORP
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI BK CORP-0.630
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86562KE42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/4/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/4/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$149,913,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$149,941,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$149,941,350.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BK
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BK-0.625
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86563K4B6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
6/24/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/24/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$250,019,375.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$250,019,375.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BK
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BK-0.685
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86563KZ89
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/22/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/22/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$90,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$90,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$90,016,407.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$90,016,407.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BK
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BK-0.655
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86563K2D4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/29/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/29/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$150,030,375.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$150,030,375.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN-0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
869586
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1448613
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
EURO TIME DEPOSIT-CAYMAN
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$750,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$750,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$750,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$750,000,000.00
Item 26. Name of the Issuer
SWEDBANK
Item 27. The title of the issue (including coupon or yield)
SWEDBANK-0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
870194
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1367624
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
TIME DEPOSIT-DOMESTIC
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/1/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/1/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$775,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$775,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.88%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$775,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$775,000,000.00
Item 26. Name of the Issuer
U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield)
U.S. TREASURY NOTES-0.247
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828VC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/16/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/16/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$33,000,236.60
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$32,998,779.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$32,998,779.00
Item 26. Name of the Issuer
U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield)
U.S. TREASURY NOTES-0.369
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828WM8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/31/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/31/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$115,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$114,995,955.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$115,020,815.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$115,020,815.00
Item 26. Name of the Issuer
U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield)
U.S. TREASURY NOTES-3.197
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828KW9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
5/31/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/31/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$285,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$286,332,825.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.80%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$286,391,370.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$286,391,370.00
Item 26. Name of the Issuer
U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield)
U.S. TREASURY NOTES-0.618
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828VL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/15/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/15/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$50,037,540.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,041,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,041,200.00
Item 26. Name of the Issuer
WELLS FARGO BANK N.A.
Item 27. The title of the issue (including coupon or yield)
WELLS FARGO BANK N.A.-0.460
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
94988EKA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/15/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
4/15/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$299,989,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$299,989,860.00
Item 26. Name of the Issuer
WELLS FARGO BANK N.A.
Item 27. The title of the issue (including coupon or yield)
WELLS FARGO BANK N.A.-0.578
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
94988EG36
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
A-1+
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
4/8/16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
5/9/16
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$200,030,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$200,030,000.00

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