N-MFP LIVE N 2014-08-31 0000356173 S000004822 6 N N 002-74808 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 47 77 66857438778.94 880040721.85 773736377.96 66963743122.83 0.0023 1.0003 2014-08-29 1.0003 2014-08-29 C000013041 1000000.00 22858518897.68 1.00 358348197.25 10456634781.64 10098286584.39 0.0005 1.0003 2014-08-29 1.0003 2014-08-29 C000013086 1000000.00 115497431.80 1.00 -1727839.92 106561994.54 108289834.46 0.0001 1.0002 2014-08-29 1.0002 2014-08-29 C000013087 1000000.00 1691354928.59 1.00 144258117.34 633971237.96 489713120.62 0.0001 0.9998 2014-08-29 0.9998 2014-08-29 C000013088 1000000.00 394126709.73 1.00 11724457.43 115988876.71 104264419.28 0.0001 1.0003 2014-08-29 1.0003 2014-08-29 C000056571 10000000.00 39849836101.26 1.00 -713460339.70 19381939538.79 20095399878.49 0.0009 1.0004 2014-08-29 1.0004 2014-08-29 C000077337 1.00 2054409053.77 1.00 -39117680.23 47913844.33 87031524.56 0.0009 1.0001 2014-08-29 1.0001 2014-08-29 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366B4C1 Certificate of Deposit First Tier Security 2014-11-26 2014-11-26 N N N 246000000.00 246000000.00 0.0037 N 246018228.60 246018228.60 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366LDW5 Certificate of Deposit First Tier Security 2014-09-17 2015-05-14 N N N 522000000.00 522000000.00 0.0078 N 522003132.00 522003132.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HJJ6 Certificate of Deposit First Tier Security 2014-09-10 2015-04-07 N N N 254000000.00 254000000.00 0.0038 N 253885446.00 253885446.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HEN2 Certificate of Deposit First Tier Security 2014-09-03 2015-04-30 N N N 254000000.00 254000000.00 0.0038 N 254122428.00 254122428.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HLC8 Certificate of Deposit First Tier Security 2014-09-15 2015-05-15 N N N 510000000.00 510000000.00 0.0076 N 509928090.00 509928090.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HDY9 Certificate of Deposit First Tier Security 2014-09-23 2015-05-20 N N N 513000000.00 513000000.00 0.0077 N 513379620.00 513379620.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HHT6 Certificate of Deposit First Tier Security 2014-09-30 2015-03-31 N N N 260000000.00 260000000.00 0.0039 N 259969320.00 259969320.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HCY0 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 613000000.00 613000000.00 0.0092 N 613113159.80 613113159.80 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417E5W9 Certificate of Deposit First Tier Security 2014-09-11 2015-02-06 N N N 218000000.00 218000000.00 0.0033 N 218006976.00 218006976.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HFN5 Certificate of Deposit First Tier Security 2014-09-09 2014-09-09 N N N 269000000.00 269000000.00 0.0040 N 269005729.70 269005729.70 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGD6 Certificate of Deposit First Tier Security 2014-09-17 2014-09-17 N N N 462000000.00 462000000.00 0.0069 N 462017047.80 462017047.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGP9 Certificate of Deposit First Tier Security 2014-09-19 2014-09-19 N N N 164000000.00 164000000.00 0.0024 N 164006691.20 164006691.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGQ7 Certificate of Deposit First Tier Security 2014-09-23 2014-09-23 N N N 1200000000.00 1200000000.00 0.0179 N 1200058200.00 1200058200.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HHW3 Certificate of Deposit First Tier Security 2014-11-21 2014-11-21 N N N 520000000.00 520000000.00 0.0078 N 520060476.00 520060476.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HKT6 Certificate of Deposit First Tier Security 2014-12-03 2014-12-03 N N N 665000000.00 665000000.00 0.0099 N 665070689.50 665070689.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HVS6 Certificate of Deposit First Tier Security 2015-02-03 2015-02-03 N N N 82000000.00 82000000.00 0.0012 N 82007175.00 82007175.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.26% 05574REZ4 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 492000000.00 492000000.00 0.0073 N 492026764.80 492026764.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.25% 13606YZK5 Certificate of Deposit First Tier Security 2014-09-16 2015-05-13 N N N 736000000.00 736000000.00 0.0110 N 736037536.00 736037536.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2014-09-03 2015-01-30 N N N 233000000.00 233000000.00 0.0035 N 232984389.00 232984389.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-09-05 2015-01-30 N N N 238000000.00 238000000.00 0.0036 N 238001190.00 238001190.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MHG9 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 623000000.00 623000000.00 0.0093 N 623008971.20 623008971.20 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MKY6 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 571000000.00 571000000.00 0.0085 N 571010278.00 571010278.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5T4 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 253000000.00 253000000.00 0.0038 N 252999443.40 252999443.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5U1 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 500000000.00 500000000.00 0.0075 N 499998600.00 499998600.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5V9 Certificate of Deposit First Tier Security 2014-09-04 2014-09-04 N N N 485000000.00 485000000.00 0.0072 N 484998399.50 484998399.50 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM54 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 373000000.00 373000000.00 0.0056 N 373007236.20 373007236.20 Credit Suisse AG Credit Suisse AG, 0.25% 22549T3A4 Certificate of Deposit First Tier Security 2014-11-10 2014-11-10 N N N 508000000.00 508000000.00 0.0076 N 508010261.60 508010261.60 Credit Suisse AG Credit Suisse AG, 0.25% 22549T3B2 Certificate of Deposit First Tier Security 2014-11-14 2014-11-14 N N N 88000000.00 88000000.00 0.0013 N 88001874.40 88001874.40 Credit Suisse AG Credit Suisse AG, 0.31% 22549TXS2 Certificate of Deposit First Tier Security 2014-09-03 2014-11-03 N N N 449000000.00 449000000.00 0.0067 N 448985183.00 448985183.00 Deutsche Bank Deutsche Bank, 0.29% 25152XVB3 Certificate of Deposit First Tier Security 2014-10-27 2014-10-27 N N N 1000000000.00 1000000000.00 0.0149 N 1000065500.00 1000065500.00 KBC Bank NV KBC Bank NV, 0.13% 4823T0G94 Certificate of Deposit First Tier Security 2014-09-04 2014-09-04 N N N 505000000.00 505000000.00 0.0075 N 504997475.00 504997475.00 KBC Bank NV KBC Bank NV, 0.13% 4823T0H36 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 641000000.00 641000000.00 0.0096 N 641000000.00 641000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LTV8 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 126000000.00 126000000.00 0.0019 N 126001713.60 126001713.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LWX0 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 250000000.00 250000000.00 0.0037 N 250014550.00 250014550.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXA9 Certificate of Deposit First Tier Security 2014-10-14 2014-10-14 N N N 251000000.00 251000000.00 0.0037 N 251015988.70 251015988.70 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXP6 Certificate of Deposit First Tier Security 2014-10-21 2014-10-21 N N N 251000000.00 251000000.00 0.0037 N 251018423.40 251018423.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LZF6 Certificate of Deposit First Tier Security 2014-11-10 2014-11-10 N N N 301000000.00 301000000.00 0.0045 N 301018240.60 301018240.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LC20 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 257000000.00 257000000.00 0.0038 N 257006733.40 257006733.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LG42 Certificate of Deposit First Tier Security 2014-12-26 2014-12-26 N N N 254000000.00 254000000.00 0.0038 N 254008382.00 254008382.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LJ56 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 403000000.00 403000000.00 0.0060 N 403000000.00 403000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873FCS5 Certificate of Deposit First Tier Security 2014-09-04 2014-09-04 N N N 340000000.00 340000000.00 0.0051 N 339997722.00 339997722.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873FCU0 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 270000000.00 270000000.00 0.0040 N 270000000.00 270000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873E6A4 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 350000000.00 350000000.00 0.0052 N 350004655.00 350004655.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FAR9 Certificate of Deposit First Tier Security 2014-10-31 2014-10-31 N N N 765000000.00 765000000.00 0.0114 N 765093636.00 765093636.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FCK2 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 1478000000.00 1478000000.00 0.0221 N 1478000000.00 1478000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FCP1 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 118000000.00 118000000.00 0.0018 N 118000000.00 118000000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-09-03 2015-01-05 N N N 269000000.00 269000000.00 0.0040 N 268981708.00 268981708.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRN8 Certificate of Deposit First Tier Security 2014-09-26 2015-06-26 N N N 168000000.00 168000000.00 0.0025 N 167985888.00 167985888.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRB4 Certificate of Deposit First Tier Security 2014-09-09 2015-04-09 N N N 252000000.00 252000000.00 0.0038 N 251984628.00 251984628.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-09-19 2014-11-19 N N N 122000000.00 122000000.00 0.0018 N 122002440.00 122002440.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW65 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 103000000.00 103000000.00 0.0015 N 103000803.40 103000803.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW81 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 253000000.00 253000000.00 0.0038 N 253002454.10 253002454.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2L5 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 105000000.00 105000000.00 0.0016 N 105002856.00 105002856.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Q4 Certificate of Deposit First Tier Security 2014-09-15 2014-09-15 N N N 256000000.00 256000000.00 0.0038 N 256008448.00 256008448.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Z4 Certificate of Deposit First Tier Security 2014-09-16 2014-09-16 N N N 41000000.00 41000000.00 0.0006 N 41001430.90 41001430.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U4T6 Certificate of Deposit First Tier Security 2014-09-22 2014-09-22 N N N 200000000.00 200000000.00 0.0030 N 200009320.00 200009320.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YAS3 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 281000000.00 281000000.00 0.0042 N 281019641.90 281019641.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YFE9 Certificate of Deposit First Tier Security 2014-11-07 2014-11-07 N N N 335000000.00 335000000.00 0.0050 N 335012964.50 335012964.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJB1 Certificate of Deposit First Tier Security 2014-11-28 2014-11-28 N N N 454000000.00 454000000.00 0.0068 N 454022881.60 454022881.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJE5 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 117000000.00 117000000.00 0.0017 N 116999988.30 116999988.30 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJU9 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 268000000.00 268000000.00 0.0040 N 267999973.20 267999973.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YNU4 Certificate of Deposit First Tier Security 2014-12-26 2014-12-26 N N N 161000000.00 161000000.00 0.0024 N 161000000.00 161000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YPG3 Certificate of Deposit First Tier Security 2015-01-26 2015-01-26 N N N 109000000.00 109000000.00 0.0016 N 109004534.40 109004534.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2014-09-15 2015-02-17 N N N 522000000.00 522000000.00 0.0078 N 522100746.00 522100746.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPE7 Certificate of Deposit First Tier Security 2014-10-24 2014-10-24 N N N 248000000.00 248000000.00 0.0037 N 248023113.60 248023113.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPU1 Certificate of Deposit First Tier Security 2014-11-13 2014-11-13 N N N 298000000.00 298000000.00 0.0045 N 298012545.80 298012545.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPV9 Certificate of Deposit First Tier Security 2014-11-14 2014-11-14 N N N 299000000.00 299000000.00 0.0045 N 299012737.40 299012737.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRD7 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 363000000.00 363000000.00 0.0054 N 362987295.00 362987295.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958C6M1 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 55000000.00 55000183.14 0.0008 N 55003498.00 55003498.00 Swedbank AB Swedbank AB, 0.25% 87019TRG9 Certificate of Deposit First Tier Security 2014-12-08 2014-12-08 N N N 154000000.00 154000000.00 0.0023 N 154025887.40 154025887.40 Swedbank AB Swedbank AB, 0.25% 87019TRH7 Certificate of Deposit First Tier Security 2014-12-09 2014-12-09 N N N 500000000.00 500000000.00 0.0075 N 500084850.00 500084850.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-09-08 2015-06-08 N N N 224000000.00 224000000.00 0.0033 N 223965728.00 223965728.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UCG4 Certificate of Deposit First Tier Security 2015-02-10 2015-02-10 N N N 144000000.00 144000000.00 0.0022 N 144032875.20 144032875.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TUW2 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 253000000.00 253000000.00 0.0038 N 253010524.80 253010524.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TZA5 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 407000000.00 407000000.00 0.0061 N 407052096.00 407052096.00 UBS AG UBS AG, 0.26% 90267RWK1 Certificate of Deposit First Tier Security 2014-09-04 2014-10-03 N N N 688000000.00 688000000.00 0.0103 N 687988304.00 687988304.00 UBS AG UBS AG, 0.27% 90267RYB9 Certificate of Deposit First Tier Security 2014-09-23 2014-12-23 N N N 398000000.00 398000000.00 0.0059 N 397974926.00 397974926.00 UBS AG UBS AG, 0.27% 90267RYU7 Certificate of Deposit First Tier Security 2014-09-29 2015-01-27 N N N 790000000.00 790000000.00 0.0118 N 789934430.00 789934430.00 BMO Harris Bank NA BMO Harris Bank NA, 0.20% 05574BCG3 Certificate of Deposit First Tier Security 2014-10-17 2014-10-17 N N N 100000000.00 100000000.00 0.0015 N 100014970.00 100014970.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DC81 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 174000000.00 174000000.00 0.0026 N 174018270.00 174018270.00 Citibank NA Citibank NA, 0.21% 17304UUZ1 Certificate of Deposit First Tier Security 2014-09-23 2014-09-23 N N N 242000000.00 242000000.00 0.0036 N 242025192.20 242025192.20 Citibank NA Citibank NA, 0.21% 17304UTU4 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 133000000.00 133000000.00 0.0020 N 133014962.50 133014962.50 Citibank NA Citibank NA, 0.21% 17304UTX8 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 124000000.00 124000000.00 0.0019 N 124016008.40 124016008.40 Citibank NA Citibank NA, 0.21% 17304UUP3 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 408000000.00 408000000.00 0.0061 N 408047572.80 408047572.80 Citibank NA Citibank NA, 0.21% 17304UWG1 Certificate of Deposit First Tier Security 2014-10-28 2014-10-28 N N N 474000000.00 474000000.00 0.0071 N 474094752.60 474094752.60 Citibank NA Citibank NA, 0.21% 17304UWK2 Certificate of Deposit First Tier Security 2014-10-30 2014-10-30 N N N 320000000.00 320000000.00 0.0048 N 320066112.00 320066112.00 Citibank NA Citibank NA, 0.23% 17304UXX3 Certificate of Deposit First Tier Security 2014-12-16 2014-12-16 N N N 202000000.00 202000000.00 0.0030 N 202042783.60 202042783.60 Citibank NA Citibank NA, 0.23% 17304UXZ8 Certificate of Deposit First Tier Security 2014-12-17 2014-12-17 N N N 505000000.00 505000000.00 0.0075 N 505107918.50 505107918.50 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3S5 Certificate of Deposit First Tier Security 2014-09-03 2015-03-09 N N N 163000000.00 163000000.00 0.0024 N 162983211.00 162983211.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-09-08 2015-03-16 N N N 175000000.00 175000000.00 0.0026 N 174981275.00 174981275.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2P2 Certificate of Deposit First Tier Security 2014-09-09 2015-02-06 N N N 318000000.00 318000000.00 0.0047 N 317972652.00 317972652.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2R8 Certificate of Deposit First Tier Security 2014-09-12 2015-02-10 N N N 318000000.00 318000000.00 0.0047 N 318041340.00 318041340.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3B2 Certificate of Deposit First Tier Security 2014-09-22 2015-02-20 N N N 158000000.00 158000000.00 0.0024 N 157984990.00 157984990.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3P1 Certificate of Deposit First Tier Security 2014-09-29 2015-03-04 N N N 180000000.00 180000000.00 0.0027 N 179981460.00 179981460.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2J6 Certificate of Deposit First Tier Security 2014-11-04 2014-11-04 N N N 147000000.00 147000000.00 0.0022 N 147021858.90 147021858.90 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 2029919A5 0000008565 Certificate of Deposit First Tier Security 2014-12-22 2014-12-22 N N N 126000000.00 126000000.00 0.0019 N 126016090.20 126016090.20 Credit Agricole SA Credit Agricole SA, 0.24% 22999KQC9 0001191672 Certificate of Deposit First Tier Security 2014-09-09 2014-09-09 N N N 607000000.00 607000000.00 0.0091 N 607024097.90 607024097.90 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS1062134454 0000833029 Certificate of Deposit First Tier Security 2014-09-24 2014-10-24 N N N 641000000.00 641000000.00 0.0096 N 640980129.00 640980129.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-09-05 2015-01-05 N N N 545000000.00 545000000.00 0.0081 N 544962940.00 544962940.00 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 37199S8N4 Financial Company Commercial Paper First Tier Security 2015-05-22 2015-05-22 N N N 291000000.00 290404743.26 0.0043 N 290486123.10 290486123.10 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1J20 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 1008000000.00 1007996359.91 0.0151 N 1007988811.20 1007988811.20 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1J38 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 246000000.00 245998223.33 0.0037 N 245996580.60 245996580.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-09-23 2015-02-23 N N N 85000000.00 85000000.00 0.0013 N 84997535.00 84997535.00 General Electric Capital Corp. General Electric Capital Corp., 0.20% 36959JL35 Financial Company Commercial Paper First Tier Security 2014-11-03 2014-11-03 N N N 186000000.00 185934900.03 0.0028 N 185973402.00 185973402.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640QJ36 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 266000000.00 265996010.00 0.0040 N 265993722.40 265993722.40 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ24 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 1563000000.00 1562995224.41 0.0233 N 1562986089.30 1562986089.30 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ24 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 375000000.00 374998854.15 0.0056 N 374996662.50 374996662.50 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ32 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 493000000.00 492996987.18 0.0074 N 492994527.70 492994527.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050UMW5 Financial Company Commercial Paper First Tier Security 2014-12-30 2014-12-30 N N N 363000000.00 362733799.97 0.0054 N 362723430.30 362723430.30 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJN6 Financial Company Commercial Paper First Tier Security 2014-09-22 2014-09-22 N N N 361000000.00 360953671.64 0.0054 N 360974405.10 360974405.10 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJR7 Financial Company Commercial Paper First Tier Security 2014-09-25 2014-09-25 N N N 556000000.00 555918453.37 0.0083 N 555952573.20 555952573.20 Swedbank AB Swedbank AB, 0.25% 87019SND2 Financial Company Commercial Paper First Tier Security 2015-01-13 2015-01-13 N N N 160000000.00 159851111.17 0.0024 N 159873968.00 159873968.00 Swedbank AB Swedbank AB, 0.25% 87019SNL4 Financial Company Commercial Paper First Tier Security 2015-01-20 2015-01-20 N N N 192000000.00 191811999.97 0.0029 N 191835648.00 191835648.00 Swedbank AB Swedbank AB, 0.25% 87019SNV2 Financial Company Commercial Paper First Tier Security 2015-01-29 2015-01-29 N N N 177000000.00 176815624.94 0.0026 N 176832257.10 176832257.10 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.24% 89116FP38 Financial Company Commercial Paper First Tier Security 2015-02-03 2015-02-03 N N N 4000000.00 3995866.67 0.0001 N 3996740.40 3996740.40 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3J24 Other Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 125000000.00 124999618.05 0.0019 N 124998612.50 124998612.50 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3J40 Other Commercial Paper First Tier Security 2014-09-04 2014-09-04 N N N 225000000.00 224997937.47 0.0034 N 224996242.50 224996242.50 Fannie Mae Fannie Mae, 0.14% 3135G0PG2 Government Agency Debt First Tier Security 2014-09-11 2014-09-11 N N N 422000000.00 421997724.92 0.0063 N 422012660.00 422012660.00 Federal Home Loan Bank Federal Home Loan Bank, 0.07% 313385K88 Government Agency Debt First Tier Security 2014-10-17 2014-10-17 N N N 700000000.00 699937388.92 0.0105 N 699981800.00 699981800.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385H82 Government Agency Debt First Tier Security 2014-10-01 2014-10-01 N N N 934000000.00 933939290.00 0.0139 N 933984122.00 933984122.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385J23 Government Agency Debt First Tier Security 2014-10-03 2014-10-03 N N N 785000000.00 784945573.28 0.0117 N 784985870.00 784985870.00 Federal Home Loan Bank Federal Home Loan Bank, 0.12% 3130A15R5 Government Agency Debt First Tier Security 2014-09-03 2015-09-03 N N N 233000000.00 232963615.00 0.0035 N 232964584.00 232964584.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-09-14 2015-09-14 N N N 98540000.00 98524135.97 0.0015 N 98523642.36 98523642.36 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A13N6 Government Agency Debt First Tier Security 2014-11-26 2015-08-26 N N N 150000000.00 149977925.46 0.0022 N 149975400.00 149975400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.19% 3130A2W51 Government Agency Debt First Tier Security 2015-08-21 2015-08-21 N N N 288000000.00 287985816.35 0.0043 N 287943840.00 287943840.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A0FL9 Government Agency Debt First Tier Security 2015-01-09 2015-01-09 N N N 407000000.00 407000000.00 0.0061 N 406975987.00 406975987.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2G75 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 250000000.00 250000000.00 0.0037 N 249997500.00 249997500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2W44 Government Agency Debt First Tier Security 2015-09-18 2015-09-18 N N N 178000000.00 177985040.88 0.0027 N 177935208.00 177935208.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A0J43 Government Agency Debt First Tier Security 2015-01-20 2015-01-20 N N N 199200000.00 199192279.69 0.0030 N 199195816.80 199195816.80 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A2WB8 Government Agency Debt First Tier Security 2015-09-22 2015-09-22 N N N 250000000.00 249945364.25 0.0037 N 249897000.00 249897000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.22% 3130A2XB7 Government Agency Debt First Tier Security 2015-09-29 2015-09-29 N N N 180000000.00 179936850.60 0.0027 N 179890920.00 179890920.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2S72 Government Agency Debt First Tier Security 2015-08-27 2015-08-27 N N N 500000000.00 500000000.00 0.0075 N 500101500.00 500101500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XE1 Government Agency Debt First Tier Security 2015-09-29 2015-09-29 N N N 316000000.00 316000000.00 0.0047 N 315991784.00 315991784.00 Freddie Mac Freddie Mac, 0.15% 3134G4DT2 Government Agency Debt First Tier Security 2014-09-16 2015-07-16 N N N 319000000.00 318971844.68 0.0048 N 319099209.00 319099209.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-09-17 2015-07-17 N N N 319000000.00 318971756.12 0.0048 N 319096338.00 319096338.00 U.S. Treasury Bills U.S. Treasury Bills, 0.14% 912796CF4 Treasury Debt First Tier Security 2014-10-16 2014-10-16 N N N 280000000.00 279950125.00 0.0042 N 279993280.00 279993280.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.17% 912828DC1 Treasury Debt First Tier Security 2014-11-15 2014-11-15 N N N 565750000.00 570530530.83 0.0085 N 570501168.50 570501168.50 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828LZ1 Treasury Debt First Tier Security 2014-11-30 2014-11-30 N N N 879175000.00 883601418.60 0.0132 N 883570875.00 883570875.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% to 0.17% 912828LQ1 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 367000000.00 367644838.78 0.0055 N 367630873.00 367630873.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LS7 Treasury Debt First Tier Security 2014-10-31 2014-10-31 N N N 388800000.00 390209806.22 0.0058 N 390242836.80 390242836.80 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 207000000.00 207006135.69 0.0031 N 207008073.00 207008073.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828TQ3 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 211000000.00 211012749.04 0.0032 N 211024687.00 211024687.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JDE5 Other Note First Tier Security 2014-09-15 2015-02-13 N N N 122000000.00 122000000.00 0.0018 N 122000244.00 122000244.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.31% 86959JCX4 Other Note First Tier Security 2014-09-29 2015-02-27 N N N 496000000.00 496000000.00 0.0074 N 495960320.00 495960320.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.15% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2014-09-05 2014-09-05 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 67000000.00 67000000.00 0.0010 N 67000000.00 67000000.00 Credit Agricole CIB Credit Agricole CIB, 0.10% 44T99HST9 Other Instrument Time Deposits First Tier Security 2014-09-02 2014-09-02 N N N 875000000.00 875000000.00 0.0131 N 875000000.00 875000000.00 DNB Bank ASA DNB Bank ASA, 0.07% 44V99BTY7 Other Instrument Time Deposits First Tier Security 2014-09-02 2014-09-02 N N N 3300000000.00 3300000000.00 0.0493 N 3300000000.00 3300000000.00 ING Bank NV ING Bank NV, 0.10% 48X99QHQ3 0001017255 Other Instrument Time Deposits First Tier Security 2014-09-02 2014-09-02 N N N 193000000.00 193000000.00 0.0029 N 193000000.00 193000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.07% 62C99UBQ4 Other Instrument Time Deposits First Tier Security 2014-09-02 2014-09-02 N N N 1200000000.00 1200000000.00 0.0179 N 1200000000.00 1200000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 199479601.85 159886641.65 FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2041-07-25 5 - 6 Government Agency Debt 200475381.97 52294249.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2041-08-15 0.342 - 5.25 Government Agency Debt 222850769.16 90909407.38 Unrated Security 2014-09-02 2014-09-02 N N N 294280800.00 294280799.97 0.0044 N 294280799.97 294280799.97 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_07629 Government Agency Repurchase Agreement Y US TREASURY 2019-04-15 2019-04-15 0.125 - 0.125 Treasury Debt 7602915.39 7877772.06 FEDERAL FARM CREDIT 2015-01-05 2016-12-19 0.155 - 5.125 Government Agency Debt 17924620.34 18090805.68 FEDERAL HOME LOAN BANK 2014-09-12 2018-08-15 0.22 - 5.375 Government Agency Debt 14038102.58 14057167.28 FEDERAL HOME LOAN MORTGAGE CORP 2014-11-26 2044-08-01 0 - 6.5 Government Agency Debt 112132838.02 41413199.71 FEDERAL NATIONAL MORTGAGE ASSOC 2014-09-08 2047-08-01 0 - 7.5 Government Agency Debt 324798674.92 59720042.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-02-15 2044-08-20 1.625 - 7 Government Agency Debt 80988408.88 78589070.02 Unrated Security 2014-09-02 2014-09-02 N N N 215152494.00 215152493.89 0.0032 N 215152493.89 215152493.89 Citibank NA In a joint trading account with Citibank NA at 0.05%, dated 8/29/2014 due 09/02/2014 48Y99M2A2_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-09-15 2048-05-01 1.914 - 12.5 Government Agency Debt 313991718.14 54627982.83 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2047-11-01 1.695 - 11.5 Government Agency Debt 389455034.67 88155250.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-02-15 2054-12-15 1.625 - 9 Government Agency Debt 62191346.93 11788869.90 Unrated Security 2014-09-02 2014-09-02 N N N 151540267.00 151540267.36 0.0023 N 151540267.36 151540267.36 Citibank NA In a joint trading account with Citibank NA at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_26602 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2014-09-15 2048-05-01 1.914 - 12.5 Government Agency Debt 216706569.13 37702404.41 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2047-11-01 1.695 - 11.5 Government Agency Debt 268788823.14 60841801.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-02-15 2054-12-15 1.625 - 9 Government Agency Debt 42922385.03 8136283.23 Unrated Security 2014-09-02 2014-09-02 N N N 104588018.00 104588017.86 0.0016 N 104588017.86 104588017.86 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_04361 Government Agency Repurchase Agreement Y US TREASURY 2014-09-18 2043-02-15 0 - 6.625 Treasury Debt 435744293.83 457405631.30 FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2042-07-01 3.5 - 4 Government Agency Debt 8123471.59 7770950.63 FEDERAL NATIONAL MORTGAGE ASSOC 2022-04-01 2044-02-01 2 - 4.5 Government Agency Debt 64577353.59 53189329.08 Unrated Security 2014-09-02 2014-09-02 N N N 507998944.00 507998943.90 0.0076 N 507998943.90 507998943.90 Credit Suisse Securities (USA) LLC In a joint trading account with Credit Suisse Securities (USA) LLC at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_26252 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2044-07-15 3 - 9.25 Government Agency Debt 20480926.48 12919822.32 FEDERAL NATIONAL MORTGAGE ASSOC 2021-03-25 2044-01-25 3 - 8.5 Government Agency Debt 18197971.46 17859121.50 Unrated Security 2014-09-02 2014-09-02 N N N 29882291.00 29882290.82 0.0004 N 29882290.82 29882290.82 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_06399 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2020-03-25 2052-11-25 0 - 7 Government Agency Debt 155629968.25 115873934.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2032-05-20 2047-04-16 1.35 - 7 Government Agency Debt 109001273.51 99579057.57 Unrated Security 2014-09-02 2014-09-02 N N N 209176036.00 209176035.72 0.0031 N 209176035.72 209176035.72 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.05%, dated 8/29/2014 due 09/02/2014 48Y99M2A2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-09-30 2044-02-15 0.25 - 11.25 Treasury Debt 238697171.16 247393958.20 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2044-06-01 2.5 - 5.226 Government Agency Debt 84295371.60 82438255.14 Unrated Security 2014-09-02 2014-09-02 N N N 323285904.00 323285903.71 0.0048 N 323285903.71 323285903.71 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-09-30 2044-02-15 0.25 - 11.25 Treasury Debt 67599737.50 70062693.04 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2044-06-01 2.5 - 5.226 Government Agency Debt 23872695.96 23346755.14 Unrated Security 2014-09-02 2014-09-02 N N N 91555514.00 91555514.13 0.0014 N 91555514.13 91555514.13 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2044-10-01 1.322 - 6.23 Government Agency Debt 330197902.85 152400345.28 Unrated Security 2014-09-02 2014-09-02 N N N 149411454.00 149411454.09 0.0022 N 149411454.09 149411454.09 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2014-12-01 2053-09-01 2.5 - 11 Government Agency Debt 325780089.06 243839761.66 Unrated Security 2014-09-02 2014-09-02 N N N 239058327.00 239058326.54 0.0036 N 239058326.54 239058326.54 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.05%, dated 8/29/2014 due 09/02/2014 48Y99M2A2_53651 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-20 2044-07-20 3.5 - 4 Government Agency Debt 68371190.00 72133535.90 Unrated Security 2014-09-02 2014-09-02 N N N 70718791.00 70718791.44 0.0011 N 70718791.44 70718791.44 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_53651 Government Agency Repurchase Agreement Y GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-20 2044-07-20 3.5 - 4 Government Agency Debt 22980161.23 24244718.94 Unrated Security 2014-09-02 2014-09-02 N N N 23769211.00 23769210.82 0.0004 N 23769210.82 23769210.82 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_55501 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2020-07-01 2043-04-01 2.439 - 8 Government Agency Debt 321015.65 255367.50 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2044-09-01 1.787 - 9 Government Agency Debt 59106509.17 17816069.68 RESOLUTION FUNDING CORP 2021-01-15 2030-04-15 0 - 0 Government Agency Debt 130406.32 82397.45 TENNESEE VALLEY AUTHORITY 2016-12-15 2033-07-15 0 - 4.875 Government Agency Debt 275514.72 134344.82 Unrated Security 2014-09-02 2014-09-02 N N N 17929374.00 17929374.49 0.0003 N 17929374.49 17929374.49 Societe Generale In a joint trading account with Societe Generale at 0.05%, dated 8/29/2014 due 09/02/2014 48Y99M2A2_74037 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2044-05-15 0 - 8.75 Treasury Debt 147220509.73 150529773.50 FEDERAL HOME LOAN MORTGAGE CORP 2017-10-03 2029-02-01 1.1 - 3.5 Government Agency Debt 5169055.42 5183790.85 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2052-05-01 2.5 - 4.5 Government Agency Debt 20109493.18 16008222.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2062-11-20 1.625 - 6 Government Agency Debt 364976587.65 34498328.15 Unrated Security 2014-09-02 2014-09-02 N N N 202053690.00 202053689.82 0.0030 N 202053689.82 202053689.82 Societe Generale In a joint trading account with Societe Generale at 0.06%, dated 8/29/2014 due 09/02/2014 48Y99MYL3_74037 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2044-05-15 0 - 8.75 Treasury Debt 100155142.00 102406457.28 FEDERAL HOME LOAN MORTGAGE CORP 2017-10-03 2029-02-01 1.1 - 3.5 Government Agency Debt 3516544.54 3526569.16 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2052-05-01 2.5 - 4.5 Government Agency Debt 13680628.80 10890505.68 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2062-11-20 1.625 - 6 Government Agency Debt 248296124.17 23469453.82 Unrated Security 2014-09-02 2014-09-02 N N N 137458538.00 137458537.76 0.0021 N 137458537.76 137458537.76 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.05%, dated 8/29/2014 due 09/02/2014 48Y99M2A2_08395 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2015-09-15 2016-07-27 0.25 - 2.125 Government Agency Debt 2911189.56 2925113.72 FEDERAL FARM CREDIT 2015-12-30 2023-11-09 0.15 - 6.03 Government Agency Debt 4395896.24 4422630.75 FEDERAL HOME LOAN BANK 2015-06-19 2023-10-17 0 - 5.375 Government Agency Debt 22263464.89 22729615.85 FEDERAL HOME LOAN MORTGAGE CORP 2015-06-16 2044-08-01 0 - 6.75 Government Agency Debt 54255649.23 55800402.08 FINANCE CORPORATION 2014-09-07 2019-06-06 0 - 0 Government Agency Debt 134856.58 129762.15 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-15 2043-08-01 0 - 7.125 Government Agency Debt 45208119.88 46539850.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-15 2044-08-20 2.5 - 5 Government Agency Debt 48897259.49 50949970.87 TENNESEE VALLEY AUTHORITY 2014-11-01 2048-01-15 0 - 6.75 Government Agency Debt 3774557.06 2180112.46 Unrated Security 2014-09-02 2014-09-02 N N N 181949348.00 181949347.68 0.0027 N 181949347.68 181949347.68 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 48S991MA3 0001197610 Other Repurchase Agreement N AMERICAN EXPRESS CR CORP MEDIUM TERM NTS BOOK EN 2016-09-19 2016-09-19 2.8 - 2.8 Other Instrument CORPORATE 80000.00 84008.36 BANK AMER CORP 2017-12-01 2017-12-01 5.75 - 5.75 Other Instrument CORPORATE 15217100.00 17281079.81 BANK AMER N A CHARLOTTE N C MEDIUM TERM BK NTS B 2017-06-15 2017-06-15 6.1 - 6.1 Other Instrument CORPORATE 750000.00 848736.67 CONAGRA FOODS INC FORMERLY CONAGRA INC TO 09/28/ 2023-01-25 2023-01-25 3.2 - 3.2 Other Instrument CORPORATE 6136000.00 6070174.36 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2015-07-02 2015-07-02 1.625 - 1.625 Other Instrument CORPORATE 3572834.00 3620541.75 MASTERCARD INC 2024-04-01 2024-04-01 3.375 - 3.375 Other Instrument CORPORATE 2433226.00 2491453.10 MURPHY OIL CORP 2042-12-01 2042-12-01 5.125 - 5.125 Other Instrument CORPORATE 2434828.00 2436210.44 STADSHYPOTEK AB PUBL MEDIUM TERM NTS BOOK ENTRY 2018-05-23 2018-05-23 1.25 - 1.25 Other Instrument CORPORATE 7917509.00 7832184.65 SYNCHRONY FINL 2024-08-15 2024-08-15 N/A Other Instrument CORPORATE 3310486.00 3394108.88 VODAFONE GROUP PLC NEW 2037-02-27 2037-02-27 6.15 - 6.15 Other Instrument CORPORATE 556040.00 673037.30 WELLS FARGO & CO NEW MEDIUM TERM SR NTS BOOK ENT 2021-04-01 2021-04-01 4.6 - 4.6 Other Instrument CORPORATE 5000000.00 5674905.56 First Tier Security 2014-09-05 2014-09-05 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 48000000.00 48000000.00 0.0007 N 48000000.00 48000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 48S991MU9 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2041-08-15 2044-08-15 0 - 6.298 Government Agency Debt 355491108.00 104360379.80 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-25 2044-08-25 1.462 - 6.295 Government Agency Debt 470851748.00 134952550.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2038-10-20 2044-01-16 3.448 - 6.444 Government Agency Debt 523448602.00 69687953.67 First Tier Security 2014-09-02 2014-09-02 N N N 300000000.00 300000000.00 0.0045 N 300000000.00 300000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.41% 48S991LU0 0001197610 Other Repurchase Agreement N HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN 2021-10-15 2021-10-15 5.625 - 5.625 Other Instrument CORPORATE 15990129.00 17284330.07 First Tier Security 2014-09-05 2014-09-05 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 16000000.00 16000000.00 0.0002 N 16000000.00 16000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.25% 48Y99UBJ5 0000315030 Other Repurchase Agreement N DSW-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 460400.00 14277004.00 IMS HEALTH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 108446.00 3019136.64 MARATHON OIL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 348900.00 14273499.00 MARATHON PETRO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44857.00 4072118.46 First Tier Security 2014-09-02 2014-09-02 N N N 33000000.00 33000000.00 0.0005 N 33000000.00 33000000.00 Citigroup Global Markets, Inc. 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LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924E4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2043-09-20 0 - 4.5 Government Agency Debt 278700764.00 24785838.52 First Tier Security 2014-10-14 2014-10-14 N N N 24000000.00 24000000.00 0.0004 Y 24005280.00 24005280.00 HSBC Securities, Inc. 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Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.59% 45A99N9N7 Other Repurchase Agreement N HEARTWARE INTERNATIONAL, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 7133000.00 7969643.84 HELIX ENERGY SOLUTIONSGROUP IN 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1500000.00 2008044.00 ROVI CORPORATION+ 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8586000.00 8670949.88 SL GREEN OPERATING PARTNERSHIP 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 8355000.00 11628906.75 WEBMD HEALTH CORP. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 16524000.00 17610684.34 First Tier Security 2014-10-14 2014-10-14 N N N 44000000.00 44000000.00 0.0007 Y 44011880.00 44011880.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9S6 Other Repurchase Agreement N CONCUR TECHNOLOGIES, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 379000.00 741901.98 CUBIST PHARMACEUTICALS,INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 2720000.00 6562310.08 DEVELOPERS DIVERSIFIED REALTH 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 13802000.00 16944080.51 INTERMUNE INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 12835000.00 29651904.73 ROVI CORPORATION+ 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 66578000.00 67236722.73 SALIX PHARMACEUTICALS LTD DEL 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4684000.00 15827802.76 First Tier Security 2014-11-28 2014-11-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 126000000.00 126000000.00 0.0019 Y 126045360.00 126045360.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9P2 Other Repurchase Agreement N AVIS BUDGET GROUP INC COM < 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4494000.00 19081667.81 GAYLORD ENTERTAINMENT 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 10500000.00 24812245.50 MASTEC, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 15300000.00 30353731.20 PDL BIOPHARMA INC C + 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 7311000.00 12071893.96 PETROLEUM DEVELOPMENT CORPORAT 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 3850000.00 5780309.15 SL GREEN OPERATING PARTNERSHIP 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 22188000.00 30882367.80 First Tier Security 2014-11-28 2014-11-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 113000000.00 113000000.00 0.0017 Y 113009040.00 113009040.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N9J6 Other Repurchase Agreement N ALTRA HOLDINGS, INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 6000000.00 8287044.00 AVATAR HOLDINGS INC. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1000000.00 988125.00 THE GREENBRIER COMPANIES 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 4770000.00 9519660.72 JETBLUE AIRWAYS 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 5239000.00 14957475.98 REGENERON PHARMACEUTICALS, INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 19377900.00 81622815.26 VECTOR GROUP LTD 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 10405000.00 18322820.02 WEBMD HEALTH CORP. 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 13958000.00 14506730.85 First Tier Security 2014-10-06 2014-10-06 N N N 136000000.00 136000000.00 0.0020 Y 136036720.00 136036720.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.15% 48W99WPK5 0001287279 Other Repurchase Agreement N COLLTRZD COML PAPER CO 2014-11-12 2014-11-12 N/A Other Commercial Paper 13230297.00 13225177.49 ERSTE ABWICKLUNGSTL 2014-11-19 2014-11-19 N/A Other Commercial Paper 42845312.00 42828781.38 KFW 2014-12-12 2014-12-12 N/A Other Commercial Paper 101815000.00 101780524.02 L'OREAL USA INC. 2014-09-25 2014-09-25 N/A Other Commercial Paper 2848544.00 2848202.22 First Tier Security 2014-09-02 2014-09-02 N N N 156000000.00 156000000.00 0.0023 N 156000000.00 156000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WPA7 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2025-06-15 2043-11-15 0.1 - 7.045 Government Agency Debt 1084532952.00 34426847.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-05-16 2053-11-16 0.855 - 6.045 Government Agency Debt 386961545.00 94324657.11 First Tier Security 2014-09-03 2014-09-03 N N N 125000000.00 125000000.00 0.0019 N 125000425.00 125000425.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N COLLTRZD COML PAPER CO 2014-09-24 2014-11-24 N/A Other Commercial Paper 22780094.00 22771822.27 SANTA CLARA VALLEY WTR Cntry/St: CA 2014-11-25 2014-11-25 0.14 - 0.14 Other Commercial Paper 16435000.00 16427423.76 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 38000000.00 38000000.00 0.0006 Y 38000760.00 38000760.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N AMERICAN HOME MORTGAGE ASSET T 2046-12-25 2046-12-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 37454800.00 14281066.60 CWALT INC., 2006-14CB 2036-06-25 2036-06-25 0.855 - 0.855 Other Instrument GOVERNMENT AGENCY 30000000.00 11453044.12 BANC OF AMERICA ALTERNATIVE LO 2046-06-25 2046-06-25 0.465 - 0.465 Other Instrument GOVERNMENT AGENCY 32182000.00 7362105.99 BEAR STEARNS ALT-A TRUST 2002- 2036-02-25 2036-02-25 0.635 - 0.635 Other Instrument GOVERNMENT AGENCY 18910000.00 2384605.17 CWALT, INC., 2005-79CB 2036-01-25 2036-05-25 0.555 - 0.705 Other Instrument GOVERNMENT AGENCY 70630420.00 15562119.60 CITIMORTGAGE ALTERNATIVE LOAN 2036-10-25 2036-10-25 0.605 - 0.605 Other Instrument GOVERNMENT AGENCY 40216000.00 10440078.94 CSMC MORTGAGE-BACKED TRUST 200 2036-07-25 2036-07-25 0.655 - 0.655 Other Instrument GOVERNMENT AGENCY 30000000.00 7347564.25 DEUTSCHE ALT-A SECURITIES MTG 2047-08-25 2047-08-25 0.285 - 0.285 Other Instrument GOVERNMENT AGENCY 33000000.00 14532641.53 FIRST HORIZON ALTERNATIVE MORT 2036-07-25 2036-07-25 0.625 - 0.625 Other Instrument GOVERNMENT AGENCY 28000000.00 5041222.27 HARBORVIEW MORTGAGE LOAN TRUS 2047-01-25 2047-01-25 0.306 - 0.306 Other Instrument GOVERNMENT AGENCY 35586165.00 12583060.97 INDYMAC INDX MORTGAGE LOAN TRU 2035-04-25 2035-04-25 2.445 - 2.445 Other Instrument GOVERNMENT AGENCY 27431500.00 977142.84 JPMORGAN MORTGAGE TRUST 2006-S 2037-01-25 2037-01-25 0.535 - 0.535 Other Instrument GOVERNMENT AGENCY 24700458.00 4764936.29 MASTR ADJUSTABLE RATE MORTGAGE 2047-05-25 2047-05-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 27492000.00 10037966.53 WAMU MORTGAGE PASS-THROUGH CER 2046-08-25 2046-08-25 1.122 - 1.122 Other Instrument GOVERNMENT AGENCY 30000000.00 9235256.91 WASHINGTON MUTUAL MORTGAGE PAS 2035-08-25 2035-08-25 1.605 - 1.605 Other Instrument GOVERNMENT AGENCY 41289416.00 22225683.18 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 137000000.00 137000000.00 0.0020 Y 137064390.00 137064390.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N 51-100 2020-08-25 2051-02-15 0 - 38.85 Other Instrument MORTGAGE 6402742479.00 258498259.80 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 239000000.00 239000000.00 0.0036 Y 239004780.00 239004780.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48W99WHV0 0001287279 Other Repurchase Agreement N ALTERNATIVE LOAN TRUST 2007-8C 2037-05-25 2037-05-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 59750000.00 16288683.07 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 6 - 6 Other Instrument GOVERNMENT AGENCY 34022000.00 11189012.80 GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.991 - 5.991 Other Instrument GOVERNMENT AGENCY 107333172.00 75514660.58 INDYMAC INDX MORTGAGE LOAN TRU 2035-08-25 2035-10-25 4.597 - 5.5 Other Instrument GOVERNMENT AGENCY 87573000.00 23513117.75 MERRILL LYNCH MORTGAGE INVESTO 2036-03-25 2036-03-25 2.838 - 2.838 Other Instrument GOVERNMENT AGENCY 1165000.00 298047.25 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.705 - 2.705 Other Instrument GOVERNMENT AGENCY 52470000.00 15116646.31 RALI SERIES 2005-QS9 TRUST 2036-02-25 2036-02-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 88730000.00 15464402.77 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 5.022 - 5.022 Other Instrument GOVERNMENT AGENCY 87577000.00 22216101.90 WACHOVIA BANK COMMERCIAL MORTG 2045-07-15 2045-07-15 5.865 - 5.865 Other Instrument GOVERNMENT AGENCY 4250000.00 3077555.43 First Tier Security 2014-11-07 2014-11-07 N N N 169000000.00 169000000.00 0.0025 Y 169043940.00 169043940.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N J P MORGAN CHASE COML MORTGAGE 2051-02-12 2051-02-12 6.882 - 6.882 Other Instrument GOVERNMENT AGENCY 32520000.00 27876953.15 ML-CFC COMMERCIAL MORTGAGE TRU 2048-08-12 2048-08-12 5.45 - 5.45 Other Instrument GOVERNMENT AGENCY 3600262.00 3467627.84 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 29000000.00 29000000.00 0.0004 Y 29005800.00 29005800.00 J.P. Morgan Securities, Inc. J.P. 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Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N JP MORGAN MORTGAGE TRUST 2007- 2037-10-25 2037-10-25 2.542 - 2.542 Other Instrument GOVERNMENT AGENCY 21738900.00 4497285.07 J.P. MORGAN RESECURITIZATION T 2037-07-27 2037-07-27 7 - 7 Other Instrument GOVERNMENT AGENCY 29765000.00 12093114.36 JEFFERIES RESECURITIZATION TRU 2035-12-26 2035-12-26 2.475 - 2.475 Other Instrument GOVERNMENT AGENCY 4937154.00 4118807.94 LEHMAN XS TRUST, SERIES 2007-2 2037-12-25 2037-12-25 1.305 - 1.305 Other Instrument GOVERNMENT AGENCY 14500000.00 5814354.70 MASTERCLASS PRODTN INC 2047-03-25 2047-03-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 21000.00 4236.79 GCMO144A MLFT 06-1 D11/15/ 2022-06-15 2022-06-15 0.855 - 0.855 Other Instrument GOVERNMENT AGENCY 31061000.00 14640725.91 MERRILL LYNCH ALTERNATIVE NOTE 2037-04-25 2037-04-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 8600.00 2378.18 MORGAN STANLEY CAPITAL I INC. 2042-01-14 2042-08-13 5.69 - 5.698 Other Instrument GOVERNMENT AGENCY 13333000.00 8252219.85 MORGAN STANLEY MORTGAGE LOAN T 2036-08-25 2036-08-25 0.395 - 0.395 Other Instrument GOVERNMENT AGENCY 5102000.00 436467.37 RALI SERIES 2007-QS4 2037-03-25 2037-03-25 6 - 6 Other Instrument GOVERNMENT AGENCY 5848000.00 3119348.29 RALI SERIES 2007-QO2 TRUST 2047-02-25 2047-02-25 0.305 - 0.305 Other Instrument GOVERNMENT AGENCY 1576172.00 433408.04 SASCO 2001-6 (STRUCTURED ASSET 2032-09-25 2032-09-25 6.062 - 6.062 Other Instrument GOVERNMENT AGENCY 2815000.00 560916.81 WAMU MORTGAGE PASS-THROUGH TRU 2035-09-25 2035-12-25 2.426 - 2.461 Other Instrument GOVERNMENT AGENCY 219000.00 56541.54 WAMU MORTGAGE PASS-THROUGH CER 2036-09-25 2036-09-25 2.099 - 2.099 Other Instrument GOVERNMENT AGENCY 3150000.00 1181645.13 WASHINGTON MUTUAL MORTGAGE PAS 2035-07-25 2046-04-25 1.062 - 1.555 Other Instrument GOVERNMENT AGENCY 35000000.00 12212425.17 WELLS FARGO MORTGAGE BACKED SE 2034-09-25 2034-09-25 2.618 - 2.618 Other Instrument GOVERNMENT AGENCY 350000.00 110768.45 WELLS FARGO MORTGAGE BACKED SE 2021-06-25 2021-06-25 5.25 - 5.25 Other Instrument GOVERNMENT AGENCY 374.00 12.64 WELLS FARGO MORTGAGE BACKED SE 2036-03-25 2036-03-25 2.615 - 2.615 Other Instrument GOVERNMENT AGENCY 4735000.00 1371776.07 WELLS FARGO MORTGAGE BACKED SE 2037-04-25 2037-04-25 0.423 - 0.423 Other Instrument GOVERNMENT AGENCY 13327447.00 2412180.25 CWALT, ALTERNATIVE LOAN TRUST 2046-08-25 2046-08-25 0.933 - 0.933 Other Instrument GOVERNMENT AGENCY 53748000.00 23223426.26 AMERICAN HOME MORTGAGE INVESTM 2035-09-25 2035-09-25 1.954 - 1.954 Other Instrument GOVERNMENT AGENCY 988000.00 604237.93 AMERICAN HOME MORTGAGE INVESTM 2047-05-25 2047-05-25 0.455 - 0.455 Other Instrument GOVERNMENT AGENCY 22567000.00 9455585.10 AMERICAN HOME MORTGAGE INVESTM 2046-07-25 2046-07-25 0.605 - 0.605 Other Instrument GOVERNMENT AGENCY 60070000.00 9075153.46 BANC OF AMERICA MORTGAGE SECUR 2019-01-25 2019-01-25 5 - 5 Other Instrument GOVERNMENT AGENCY 149000.00 24025.10 BANC OF AMERICA COMMERCIAL MOR 2051-02-10 2051-02-10 6.193 - 6.193 Other Instrument GOVERNMENT AGENCY 5000000.00 3663769.07 BAYVIEW COMMERCIAL ASSET TRUST 2037-10-25 2037-10-25 3.792 - 3.792 Other Instrument GOVERNMENT AGENCY 124706000.00 2490109.35 BEAR STEARNS ALT-A TRUST 2004- 2038-04-25 2038-04-25 4.286 - 4.286 Other Instrument GOVERNMENT AGENCY 50000000.00 1639403.40 BEAR STEARNS ARM TRUST 2000-2 2035-01-25 2035-01-25 4.041 - 4.041 Other Instrument GOVERNMENT AGENCY 6203000.00 1594954.82 BEAR STEARNS ASSET BACKED SECU 2036-05-25 2036-05-25 0.555 - 0.555 Other Instrument GOVERNMENT AGENCY 53800000.00 13028287.76 BEAR STEARNS MORTGAGE FUNDING 2036-08-25 2036-08-25 6.295 - 6.295 Other Instrument GOVERNMENT AGENCY 124798000.00 6612418.48 CWMBS 2006-R2 2036-07-25 2036-07-25 N/A Other Instrument GOVERNMENT AGENCY 104910000.00 2811941.22 CSMC SERIES 2010-3R, LTD. 2036-12-26 2036-12-26 4.5 - 4.5 Other Instrument GOVERNMENT AGENCY 2389000.00 2232238.65 CWALT, INC. 2004-2CB 2035-04-25 2035-04-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 35000.00 35045.59 CWALT, INC., 2005-13CB 2035-08-25 2035-08-25 0.855 - 0.975 Other Instrument GOVERNMENT AGENCY 46530000.00 8581369.94 ALTERNATIVE LOAN TRUST 2006-OA 2046-12-20 2046-12-20 0.35 - 0.35 Other Instrument GOVERNMENT AGENCY 16054000.00 6480308.35 CWMBS, INC., 2005-19 2036-03-25 2036-03-25 2.025 - 2.025 Other Instrument GOVERNMENT AGENCY 112038000.00 14210248.30 CHASE MORTGAGE FINANCE TRUST,S 2035-12-25 2035-12-25 4.872 - 4.872 Other Instrument GOVERNMENT AGENCY 316992000.00 49838934.27 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.445 - 2.596 Other Instrument GOVERNMENT AGENCY 30624000.00 4022121.95 CHASE FLEX TRUST SERIES 2007-2 2037-05-25 2037-05-25 0.495 - 0.495 Other Instrument GOVERNMENT AGENCY 18380000.00 5205328.76 CITICORP MORTGAGE SECURITIES, 2035-02-25 2035-02-25 5.414 - 5.414 Other Instrument GOVERNMENT AGENCY 8074000.00 3226771.99 COMM 2006-C7 MORTGAGE TRUST 2046-06-10 2046-06-10 5.97 - 5.97 Other Instrument GOVERNMENT AGENCY 38506183.00 36829132.60 CSFB MORTGAGE-BACKED PASS-THRO 2034-06-25 2034-06-25 2.568 - 2.568 Other Instrument GOVERNMENT AGENCY 14747000.00 7150204.53 CSMC MORTGAGE-BACKED TRUST 200 2029-04-25 2029-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 20692295.00 8870708.55 GS MORTGAGE SECURITIES CORPORA 2038-04-10 2038-04-10 5.786 - 5.786 Other Instrument GOVERNMENT AGENCY 6600000.00 5413983.82 GSR MTG 06-OA1 D08/24/06 2046-08-25 2046-08-25 0.415 - 0.445 Other Instrument GOVERNMENT AGENCY 4006000.00 887995.29 HARBORVIEW MORTGAGE LOAN TRUST 2037-07-19 2037-07-19 0.386 - 0.386 Other Instrument GOVERNMENT AGENCY 42600000.00 10269517.98 J.P. MORGAN MORTGAGE TRUST 200 2034-06-25 2035-10-25 0.455 - 3.018 Other Instrument GOVERNMENT AGENCY 27854599.00 7376102.48 JP MORGAN CHASE COMMERCIAL MOR 2035-07-12 2037-07-12 0.432 - 1.601 Other Instrument GOVERNMENT AGENCY 122021680.00 24233.67 J.P. MORGAN MBS, SERIES 2006-R 2044-09-28 2044-09-28 0.504 - 0.504 Other Instrument GOVERNMENT AGENCY 33742856.00 642558.06 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 293000000.00 293000000.00 0.0044 Y 293023440.00 293023440.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Y996DM9 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2024-04-25 2054-05-15 0 - 8 Government Agency Debt 173078481.00 138497625.24 FEDERAL NATIONAL MORTGAGE ASSOC 2020-03-25 2044-08-25 3 - 9 Government Agency Debt 75704035.00 58177786.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-10-20 2064-06-20 0.605 - 4.605 Government Agency Debt 136526608.00 134995183.39 First Tier Security 2014-09-04 2014-09-04 N N N 322000000.00 322000000.00 0.0048 N 322000000.00 322000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 48Y996EH9 0000728612 Other Repurchase Agreement N 101-500 2018-07-15 2057-09-25 0 - 6.727 Other Instrument MORTGAGE 3331793625.00 775487388.33 First Tier Security 2014-09-02 2014-09-02 N N N 718000000.00 718000000.00 0.0107 N 718000000.00 718000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994QM2 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYST 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 472370.00 125036339.00 SEL SCT ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 345451.00 33919833.69 First Tier Security 2014-10-06 2014-10-06 N N N 147000000.00 147000000.00 0.0022 Y 147023520.00 147023520.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994TP2 0000728612 Other Repurchase Agreement N JD.COM SP ADR-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 859672.00 27028087.68 First Tier Security 2014-10-14 2014-10-14 N N N 25000000.00 25000000.00 0.0004 Y 25004750.00 25004750.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994TA5 0000728612 Other Repurchase Agreement N ISHS MSCI JAP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7896669.00 93338627.58 KINDER MORGAN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 782778.00 74434360.02 SEL SCT ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 702753.00 69003317.07 First Tier Security 2014-10-14 2014-10-14 N N N 219000000.00 219000000.00 0.0033 Y 219041610.00 219041610.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Y996DL1 0000728612 Other Repurchase Agreement N 101-500 2014-09-02 2099-12-31 0 - 38.07 Other Instrument MORTGAGE 2901575466.00 400502658.28 First Tier Security 2014-10-31 2014-10-31 N N N 371000000.00 371000000.00 0.0055 Y 371133560.00 371133560.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.25% 42T99Q4C6 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2017-12-01 2044-04-01 3 - 11.596 Government Agency Debt 92443299.00 7108849.32 FEDERAL NATIONAL MORTGAGE ASSOC 2018-05-01 2044-05-01 0 - 7.045 Government Agency Debt 324421954.00 45398895.76 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-01-20 2062-06-20 2.5 - 20.003 Government Agency Debt 270230122.00 26685817.08 First Tier Security 2014-09-02 2014-09-02 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 77000000.00 77000000.00 0.0011 N 77000000.00 77000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99Q3K9 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-15 2044-07-01 2.5 - 7 Government Agency Debt 289483527.00 22943292.60 FEDERAL NATIONAL MORTGAGE ASSOC 2022-03-25 2043-12-25 0 - 8 Government Agency Debt 439048973.00 30800892.96 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-09-16 2044-08-20 2 - 8 Government Agency Debt 137316171.00 35827204.46 First Tier Security 2014-09-05 2014-09-05 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 87000000.00 87000000.00 0.0013 N 87000000.00 87000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q4B8 0000050916 Other Repurchase Agreement N 51-100 2014-11-10 2099-12-31 0 - 14.75 Other Instrument CORPORATE 76180020.00 82092996.96 First Tier Security 2014-09-02 2014-09-02 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 76000000.00 76000000.00 0.0011 N 76000000.00 76000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99Q4D4 0000050916 Other Repurchase Agreement N ACAS CLO 2021-04-20 2021-04-20 4.484 - 4.484 Other Instrument MORTGAGE 10207.00 9982.52 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 4365201.00 2310394.21 CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 6 - 6 Other Instrument MORTGAGE 10048449.00 5422300.49 CWALT ALTERNATIVE LOAN TRUST 2047-06-25 2047-06-25 5.345 - 5.345 Other Instrument MORTGAGE 1043797.00 91606.56 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 6.25 - 6.25 Other Instrument MORTGAGE 825045.00 158583.20 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2035-09-25 2045-06-25 0.435 - 5.328 Other Instrument MORTGAGE 22206472.00 2570196.07 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2034-10-25 2035-08-25 5.75 - 6 Other Instrument MORTGAGE 165003.00 48787.47 BANC OF AMERICA MORTGAGE SECURITIES 2035-04-25 2035-04-25 5.5 - 5.5 Other Instrument MORTGAGE 18000.00 18243.97 BANC OF AMERICA COMMERCIAL MORTGAGE 2047-09-10 2047-09-10 5.477 - 5.477 Other Instrument MORTGAGE 1595077.00 1457521.77 BANC OF AMERICA FUNDING CORP 2037-10-25 2037-10-25 7 - 7 Other Instrument MORTGAGE 129000.00 27432.75 BEAR STEARNS ALT-A TRUST 2046-06-25 2046-06-25 0.475 - 0.475 Other Instrument MORTGAGE 69249.00 11573.13 CWALT ALTERNATIVE LOAN TRUST 2035-01-25 2035-03-25 5.25 - 5.75 Other Instrument MORTGAGE 34519.00 32564.83 CWALT ALTERNATIVE LOAN TRUST 2035-05-25 2035-05-25 5.25 - 5.25 Other Instrument MORTGAGE 103000.00 91027.29 COUNTRYWIDE HOME LOANS 2036-01-25 2036-05-25 0.455 - 0.805 Other Instrument MORTGAGE 1780759.00 311172.97 CITIGROUP MORTGAGE LOAN TRUST 2036-03-25 2036-03-25 6.082 - 6.082 Other Instrument MORTGAGE 200003.00 121472.75 COMM 2046-12-10 2046-12-10 5.436 - 5.436 Other Instrument MORTGAGE 982332.00 835601.07 CWALT ALTERNATIVE LOAN TRUST 2046-10-25 2046-10-25 0.345 - 0.345 Other Instrument MORTGAGE 806876.00 444111.37 GSAA HOME EQUITY TRUST 2036-10-25 2036-10-25 0.325 - 0.325 Other Instrument MORTGAGE 2757913.00 1024363.48 GSAA HOME EQUITY TRUST 2036-03-25 2036-03-25 5.734 - 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