N-MFP LIVE N 2014-11-30 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 44 77 65330238343.56 906223713.18 644080932.90 65592381123.84 0.0023 1.0003 2014-11-28 1.0003 2014-11-28 C000013041 1000000.00 22264018354.24 1.00 490302095.62 7579295179.11 7088993083.49 0.0005 1.0003 2014-11-28 1.0003 2014-11-28 C000013086 1000000.00 115610986.89 1.00 331786.89 83720856.83 83389069.94 0.0001 1.0002 2014-11-28 1.0002 2014-11-28 C000013087 1000000.00 1692766513.64 1.00 89483661.51 1029240143.45 939756481.94 0.0001 0.9998 2014-11-28 0.9998 2014-11-28 C000013088 1000000.00 365280859.40 1.00 7959382.20 74808851.30 66849469.10 0.0001 1.0003 2014-11-28 1.0003 2014-11-28 C000056571 10000000.00 39085476532.37 1.00 22271950.67 15228031151.14 15205759200.47 0.0009 1.0004 2014-11-28 1.0004 2014-11-28 C000077337 1.00 2069227877.30 1.00 19803218.96 62869867.62 43066648.66 0.0009 1.0001 2014-11-28 1.0001 2014-11-28 Bank of Montreal Bank of Montreal, 0.23% 06366CES3 Certificate of Deposit First Tier Security 2014-12-15 2015-07-14 N N N 217000000.00 217000000.00 0.0033 N 216999566.00 216999566.00 Bank of Montreal Bank of Montreal, 0.23% 06366CKC1 Certificate of Deposit First Tier Security 2014-12-18 2015-08-18 N N N 251000000.00 251000000.00 0.0038 N 250963856.00 250963856.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFU7 Certificate of Deposit First Tier Security 2014-12-22 2015-07-20 N N N 122000000.00 122000000.00 0.0019 N 121984872.00 121984872.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFW3 Certificate of Deposit First Tier Security 2014-12-22 2015-07-21 N N N 123000000.00 123000000.00 0.0019 N 122984133.00 122984133.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.10% 06366CLZ9 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 237000000.00 237000000.00 0.0036 N 237000000.00 237000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366CCF3 Certificate of Deposit First Tier Security 2014-12-23 2014-12-23 N N N 274000000.00 274000000.00 0.0042 N 274017125.00 274017125.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-12-17 2015-08-13 N N N 522000000.00 522000000.00 0.0080 N 522003132.00 522003132.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HVW3 Certificate of Deposit First Tier Security 2014-12-10 2015-05-07 N N N 254000000.00 254000000.00 0.0039 N 253978156.00 253978156.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-12-15 2015-05-15 N N N 510000000.00 510000000.00 0.0078 N 509953080.00 509953080.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HHT6 Certificate of Deposit First Tier Security 2014-12-31 2015-03-31 N N N 260000000.00 260000000.00 0.0040 N 259982060.00 259982060.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HVT0 Certificate of Deposit First Tier Security 2014-12-03 2015-05-29 N N N 254000000.00 254000000.00 0.0039 N 253975108.00 253975108.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HVE3 Certificate of Deposit First Tier Security 2014-12-23 2015-05-20 N N N 513000000.00 513000000.00 0.0078 N 512951265.00 512951265.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-12-11 2015-05-08 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., 0.11% 06538H6E5 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 548000000.00 548000000.00 0.0084 N 547996328.40 547996328.40 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 0.0101 N 665007381.50 665007381.50 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 0.0013 N 82007601.40 82007601.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HG38 Certificate of Deposit First Tier Security 2015-03-24 2015-03-24 N N N 151000000.00 151000000.00 0.0023 N 151019403.50 151019403.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HH60 Certificate of Deposit First Tier Security 2015-03-26 2015-03-26 N N N 483000000.00 483000000.00 0.0074 N 483063128.10 483063128.10 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HJ92 Certificate of Deposit First Tier Security 2015-03-27 2015-03-27 N N N 153000000.00 153000000.00 0.0023 N 153020165.40 153020165.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HL24 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 1180000000.00 1180000000.00 0.0180 N 1180121422.00 1180121422.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HZ60 Certificate of Deposit First Tier Security 2015-05-01 2015-05-01 N N N 59000000.00 59000000.00 0.0009 N 59005026.80 59005026.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606Y6S0 Certificate of Deposit First Tier Security 2014-12-17 2015-06-17 N N N 101000000.00 101000764.57 0.0015 N 100989092.00 100989092.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YZK5 Certificate of Deposit First Tier Security 2014-12-16 2015-08-12 N N N 736000000.00 736000000.00 0.0112 N 736036800.00 736036800.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-12-05 2015-05-01 N N N 238000000.00 238000000.00 0.0036 N 238001190.00 238001190.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.32% 13606YPQ3 Certificate of Deposit First Tier Security 2014-12-03 2015-05-01 N N N 233000000.00 233000000.00 0.0036 N 233000000.00 233000000.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MQL8 Certificate of Deposit First Tier Security 2014-12-29 2014-12-29 N N N 642000000.00 642000000.00 0.0098 N 642066318.60 642066318.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCJ0 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 57000000.00 57000000.00 0.0009 N 57000000.00 57000000.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCL5 Certificate of Deposit First Tier Security 2014-12-03 2014-12-03 N N N 997000000.00 997000000.00 0.0152 N 996995812.60 996995812.60 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCP6 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 231000000.00 231000000.00 0.0035 N 231000000.00 231000000.00 Credit Suisse Credit Suisse, 0.30% 22549VGE7 Certificate of Deposit First Tier Security 2014-12-15 2015-04-13 N N N 574000000.00 574000000.00 0.0088 N 573957524.00 573957524.00 Credit Suisse Credit Suisse, 0.31% 22549VCS0 Certificate of Deposit First Tier Security 2014-12-04 2015-04-02 N N N 377000000.00 377000000.00 0.0057 N 376975118.00 376975118.00 Credit Suisse AG Credit Suisse AG, 0.29% 22549T4Z8 Certificate of Deposit First Tier Security 2015-01-12 2015-01-12 N N N 381000000.00 381000000.00 0.0058 N 381047548.80 381047548.80 Credit Suisse AG Credit Suisse AG, 0.29% 22549T6D5 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 629000000.00 629000000.00 0.0096 N 629061013.00 629061013.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.10% 23290QQL0 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 999000000.00 999000000.00 0.0152 N 999000000.00 999000000.00 KBC Bank NV KBC Bank NV, 0.12% 4823T0N70 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 129000000.00 129000000.00 0.0020 N 129000000.00 129000000.00 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 0.0039 N 257002004.60 257002004.60 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 0.0039 N 254013792.20 254013792.20 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 0.0061 N 403019545.50 403019545.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LK62 Certificate of Deposit First Tier Security 2015-01-09 2015-01-09 N N N 127000000.00 127000000.00 0.0019 N 127007391.40 127007391.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LN44 Certificate of Deposit First Tier Security 2015-01-23 2015-01-23 N N N 865000000.00 865000000.00 0.0132 N 865067124.00 865067124.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LS64 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 250000000.00 250000000.00 0.0038 N 250016825.00 250016825.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LU38 Certificate of Deposit First Tier Security 2015-02-25 2015-02-25 N N N 506000000.00 506000000.00 0.0077 N 506037444.00 506037444.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LY34 Certificate of Deposit First Tier Security 2015-03-17 2015-03-17 N N N 256000000.00 256000000.00 0.0039 N 256007731.20 256007731.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688L2B1 Certificate of Deposit First Tier Security 2015-03-26 2015-03-26 N N N 100000000.00 100000000.00 0.0015 N 100003270.00 100003270.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873FHH4 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 768000000.00 768000000.00 0.0117 N 768000000.00 768000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FFM5 Certificate of Deposit First Tier Security 2014-12-23 2015-02-02 Y NATIXIS NY BRH N/A N/A N N 373000000.00 373000000.00 0.0057 N 372932860.00 372932860.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FED6 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 525000000.00 525000000.00 0.0080 N 525038745.00 525038745.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FHB7 Certificate of Deposit First Tier Security 2015-03-02 2015-03-02 N N N 1596000000.00 1596000000.00 0.0243 N 1596000000.00 1596000000.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-12-03 2015-01-05 N N N 269000000.00 269000000.00 0.0041 N 268995158.00 268995158.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.25% 21684BUT9 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 629000000.00 629000000.00 0.0096 N 628967040.40 628967040.40 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-12-29 2015-06-26 N N N 168000000.00 168000000.00 0.0026 N 167989920.00 167989920.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRB4 Certificate of Deposit First Tier Security 2014-12-09 2015-04-09 N N N 252000000.00 252000000.00 0.0038 N 251991180.00 251991180.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NSE7 Certificate of Deposit First Tier Security 2014-12-15 2015-10-14 N N N 192000000.00 192000000.00 0.0029 N 192115776.00 192115776.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NSK3 Certificate of Deposit First Tier Security 2014-12-19 2015-11-19 N N N 183000000.00 183000000.00 0.0028 N 182964498.00 182964498.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NSG2 Certificate of Deposit First Tier Security 2014-12-10 2015-11-10 N N N 138000000.00 138000000.00 0.0021 N 137974056.00 137974056.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.12% 86562YN67 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 344000000.00 344000000.00 0.0052 N 344000000.00 344000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-12-19 2015-02-19 N N N 122000000.00 122000000.00 0.0019 N 122001342.00 122001342.00 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 0.0018 N 117000678.60 117000678.60 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 0.0041 N 268002090.40 268002090.40 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 0.0025 N 161008758.40 161008758.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YQJ6 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 319000000.00 319000000.00 0.0049 N 319020160.80 319020160.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YYL2 Certificate of Deposit First Tier Security 2015-02-23 2015-02-23 N N N 265000000.00 265000000.00 0.0040 N 265012773.00 265012773.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YD84 Certificate of Deposit First Tier Security 2015-03-06 2015-03-06 N N N 410000000.00 410000000.00 0.0063 N 409999959.00 409999959.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YL85 Certificate of Deposit First Tier Security 2015-03-23 2015-03-23 N N N 48000000.00 48000000.00 0.0007 N 48000000.00 48000000.00 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 0.0017 N 109014268.10 109014268.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YQG2 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 102000000.00 102000000.00 0.0016 N 102007456.20 102007456.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YSF2 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 271000000.00 271000000.00 0.0041 N 271024308.70 271024308.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YTM6 Certificate of Deposit First Tier Security 2015-02-23 2015-02-23 N N N 203200000.00 203200000.00 0.0031 N 203219588.48 203219588.48 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562JAD9 Certificate of Deposit First Tier Security 2014-12-15 2015-05-15 N N N 522000000.00 522000000.00 0.0080 N 522022446.00 522022446.00 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 0.0055 N 363021126.60 363021126.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRM7 Certificate of Deposit First Tier Security 2015-01-12 2015-01-12 N N N 255000000.00 255000000.00 0.0039 N 255019099.50 255019099.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRW5 Certificate of Deposit First Tier Security 2015-01-22 2015-01-22 N N N 251000000.00 251000000.00 0.0038 N 251022966.50 251022966.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KSU8 Certificate of Deposit First Tier Security 2015-02-09 2015-02-09 N N N 670000000.00 670000000.00 0.0102 N 670027068.00 670027068.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTJ2 Certificate of Deposit First Tier Security 2015-03-10 2015-03-10 N N N 248000000.00 248000000.00 0.0038 N 247999975.20 247999975.20 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTS2 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 252000000.00 252000000.00 0.0038 N 251991306.00 251991306.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTU7 Certificate of Deposit First Tier Security 2015-04-03 2015-04-03 N N N 484000000.00 484000000.00 0.0074 N 483983060.00 483983060.00 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 154006406.40 154006406.40 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 0.0076 N 500022900.00 500022900.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.10% 89112UT27 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 187000000.00 187000000.00 0.0029 N 187000000.00 187000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-12-08 2015-06-08 N N N 224000000.00 224000000.00 0.0034 N 223976928.00 223976928.00 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 144026568.00 144026568.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112UYQ8 Certificate of Deposit First Tier Security 2014-12-08 2015-10-06 N N N 414000000.00 414000000.00 0.0063 N 413930034.00 413930034.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112UVP3 Certificate of Deposit First Tier Security 2015-06-16 2015-06-16 N N N 132000000.00 132000000.00 0.0020 N 132065828.40 132065828.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112UWD9 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 145000000.00 145000000.00 0.0022 N 145069382.50 145069382.50 UBS AG UBS AG, 0.27% 90267RZM4 Certificate of Deposit First Tier Security 2014-12-05 2015-03-05 N N N 653000000.00 653000000.00 0.0100 N 652966697.00 652966697.00 UBS AG UBS AG, 0.27% 90267RYU7 Certificate of Deposit First Tier Security 2014-12-29 2015-01-27 N N N 790000000.00 790000000.00 0.0120 N 789973930.00 789973930.00 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 0.0031 N 202007049.80 202007049.80 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 0.0077 N 505018634.50 505018634.50 Citibank NA Citibank NA, 0.23% 17304UB58 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 298000000.00 298000000.00 0.0045 N 298028935.80 298028935.80 Citibank NA Citibank NA, 0.23% 17304UF21 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 200000000.00 200000000.00 0.0030 N 200010520.00 200010520.00 Citibank NA Citibank NA, 0.23% 17304UF96 Certificate of Deposit First Tier Security 2015-03-06 2015-03-06 N N N 177000000.00 177000000.00 0.0027 N 177009611.10 177009611.10 State Street Bank & Trust Co. State Street Bank & Trust Co., 0.23% 8574P1DR4 Certificate of Deposit First Tier Security 2014-12-08 2015-06-08 N N N 251000000.00 251000000.00 0.0038 N 250972892.00 250972892.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2R8 Certificate of Deposit First Tier Security 2014-12-12 2015-02-10 N N N 318000000.00 318000000.00 0.0048 N 318017490.00 318017490.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3S5 Certificate of Deposit First Tier Security 2014-12-03 2015-03-09 N N N 163000000.00 163000000.00 0.0025 N 162991361.00 162991361.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-12-08 2015-03-16 N N N 175000000.00 175000000.00 0.0027 N 174989850.00 174989850.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2P2 Certificate of Deposit First Tier Security 2014-12-09 2015-02-06 N N N 318000000.00 318000000.00 0.0048 N 317988552.00 317988552.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3B2 Certificate of Deposit First Tier Security 2014-12-22 2015-02-20 N N N 158000000.00 158000000.00 0.0024 N 157992890.00 157992890.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3P1 Certificate of Deposit First Tier Security 2014-12-29 2015-03-04 N N N 180000000.00 180000000.00 0.0027 N 179990280.00 179990280.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.23% 94988EAX6 Certificate of Deposit First Tier Security 2014-12-18 2015-08-18 N N N 80000000.00 80000000.00 0.0012 N 79988480.00 79988480.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.24% 94988EAR9 Certificate of Deposit First Tier Security 2014-12-04 2015-08-03 N N N 161000000.00 161000000.00 0.0025 N 160978587.00 160978587.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.24% 94988EAT5 Certificate of Deposit First Tier Security 2014-12-08 2015-08-04 N N N 85000000.00 85000000.00 0.0013 N 84988610.00 84988610.00 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 126011755.80 126011755.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 48X99RPL3 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 100000000.00 99976195.90 0.0015 N 99978890.00 99978890.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% XS1141047362 Certificate of Deposit First Tier Security 2015-02-18 2015-02-18 N N N 190000000.00 190000000.00 0.0029 N 190012977.00 190012977.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-12-05 2015-01-05 N N N 545000000.00 545000000.00 0.0083 N 544990190.00 544990190.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HHP8 0000833029 Certificate of Deposit First Tier Security 2015-03-10 2015-03-10 N N N 648000000.00 648000000.00 0.0099 N 648164980.80 648164980.80 Bank of Nova Scotia Bank of Nova Scotia, 0.28% 06417KSN0 Financial Company Commercial Paper First Tier Security 2015-05-22 2015-05-22 N N N 291000000.00 290610706.60 0.0044 N 290735481.00 290735481.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-12-23 2015-02-23 N N N 85000000.00 85000000.00 0.0013 N 84998555.00 84998555.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1QJ2 Financial Company Commercial Paper First Tier Security 2015-03-18 2015-03-18 N N N 125000000.00 124907118.03 0.0019 N 124924762.50 124924762.50 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1T18 Financial Company Commercial Paper First Tier Security 2015-06-01 2015-06-01 N N N 297000000.00 296624625.02 0.0045 N 296615889.90 296615889.90 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAT5 Financial Company Commercial Paper First Tier Security 2014-12-22 2015-04-22 N N N 286000000.00 286000000.00 0.0044 N 285977120.00 285977120.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAV0 Financial Company Commercial Paper First Tier Security 2014-12-29 2015-04-27 N N N 250000000.00 250000000.00 0.0038 N 249979250.00 249979250.00 Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 76000000.00 76000000.00 0.0012 N 75999577.44 75999577.44 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 1251000000.00 1251000000.00 0.0191 N 1250992744.20 1250992744.20 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 125000000.00 125000000.00 0.0019 N 124999275.00 124999275.00 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 362935668.34 0.0055 N 362972775.00 362972775.00 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 159952222.24 0.0024 N 159977440.00 159977440.00 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 191933333.33 0.0029 N 191967302.40 191967302.40 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 176927479.14 0.0027 N 176963113.20 176963113.20 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 3998293.33 0.0001 N 3998938.00 3998938.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233HQR8 Financial Company Commercial Paper First Tier Security 2015-03-25 2015-03-25 N N N 15000000.00 14988125.00 0.0002 N 14992297.50 14992297.50 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233HQT4 Financial Company Commercial Paper First Tier Security 2015-03-27 2015-03-27 N N N 195000000.00 194842916.62 0.0030 N 194897293.50 194897293.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.22% 04821QCM1 Asset Backed Commercial Paper First Tier Security 2014-12-08 2015-02-02 Y ATLANTIC ASSET SECURITZTN LLC N/A N/A N N 128000000.00 127964893.23 0.0020 N 127982464.00 127982464.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3M38 Other Commercial Paper First Tier Security 2014-12-03 2014-12-03 N N N 128000000.00 127999217.77 0.0020 N 127998400.00 127998400.00 Federal Home Loan Bank Federal Home Loan Bank, 0.08% to 0.09% 313384AR0 Government Agency Debt First Tier Security 2015-01-16 2015-01-16 N N N 386000000.00 385958295.86 0.0059 N 385980700.00 385980700.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A15R5 Government Agency Debt First Tier Security 2014-12-03 2015-09-03 N N N 233000000.00 232972636.90 0.0036 N 233017009.00 233017009.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-12-14 2015-09-14 N N N 98540000.00 98527955.08 0.0015 N 98546700.72 98546700.72 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A13N6 Government Agency Debt First Tier Security 2015-02-26 2015-08-26 N N N 150000000.00 149983520.94 0.0023 N 150007650.00 150007650.00 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 287989462.43 0.0044 N 287960832.00 287960832.00 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 0.0038 N 249992750.00 249992750.00 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 177988604.44 0.0027 N 177974012.00 177974012.00 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 249958244.70 0.0038 N 249960500.00 249960500.00 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 179951349.20 0.0027 N 179842680.00 179842680.00 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 0.0076 N 500085000.00 500085000.00 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 0.0048 N 316054984.00 316054984.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 170000000.00 170000000.00 0.0026 N 170057120.00 170057120.00 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-12-16 2015-07-16 N N N 319000000.00 318979901.72 0.0049 N 319110693.00 319110693.00 Freddie Mac Freddie Mac, 0.14% 3134G4DU9 Government Agency Debt First Tier Security 2014-12-17 2015-07-17 N N N 319000000.00 318979813.17 0.0049 N 319108460.00 319108460.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86959JGZ5 Other Note First Tier Security 2014-12-15 2015-03-13 N N N 122000000.00 122000000.00 0.0019 N 121993046.00 121993046.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.31% 86959JCX4 Other Note First Tier Security 2014-12-29 2015-05-27 N N N 496000000.00 496000000.00 0.0076 N 495880960.00 495880960.00 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 2014-12-05 2014-12-05 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% 44T99HVU2 Other Instrument Time Deposits First Tier Security 2014-12-01 2014-12-01 N N N 1972000000.00 1972000000.00 0.0301 N 1972000000.00 1972000000.00 ING Bank NV ING Bank NV, 0.11% 48X99QSR9 0001017255 Other Instrument Time Deposits First Tier Security 2014-12-05 2014-12-05 N N N 312000000.00 312000000.00 0.0048 N 312000000.00 312000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.10% 62C99UEL2 Other Instrument Time Deposits First Tier Security 2014-12-01 2014-12-01 N N N 2157000000.00 2157000000.00 0.0329 N 2157000000.00 2157000000.00 International Bank Reconstruction & Development International Bank Reconstruction & Development, 0.30% 45905U7C2 Other Instrument Corporate Bonds First Tier Security 2015-10-28 2015-10-28 N N N 234000000.00 234000000.00 0.0036 N 234078390.00 234078390.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 2.413 - 3.531 Government Agency Debt 436411415.52 458373318.04 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-25 2042-07-01 3.5 - 5.8 Government Agency Debt 520817344.24 140449783.16 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-04-16 3 - 5.25 Government Agency Debt 980857649.73 377018291.20 Unrated Security 2014-12-01 2014-12-01 N N N 947523076.00 947523075.67 0.0144 N 947523075.67 947523075.67 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_06453 Government Agency Repurchase Agreement Y US TREASURY 2015-07-31 2021-08-31 0.25 - 2.375 Treasury Debt 70288775.14 70962523.73 FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2044-11-01 2.021 - 8 Government Agency Debt 273615509.95 160951994.42 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2052-11-01 1.921 - 6.5 Government Agency Debt 1017076918.89 623878148.37 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-07-15 2064-11-20 1.144 - 8 Government Agency Debt 391893500.28 239326287.17 Unrated Security 2014-12-01 2014-12-01 N N N 1073638875.00 1073638875.03 0.0164 N 1073638875.03 1073638875.03 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-08-15 0 - 11.25 Treasury Debt 20367087.23 21167894.79 FEDERAL AGRICULTURE MORTGAGE CORP 2015-08-03 2015-08-03 0 - 0 Government Agency Debt 736448.33 735969.64 FEDERAL FARM CREDIT 2017-04-03 2017-04-03 0.16 - 0.16 Government Agency Debt 600357.06 600351.06 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2050-11-15 0.065 - 7 Government Agency Debt 15108958.89 7421836.10 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2044-10-01 0.467 - 7 Government Agency Debt 24234454.52 8750626.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2044-11-20 0.685 - 6.5 Government Agency Debt 12746243.30 5395794.45 Unrated Security 2014-12-01 2014-12-01 N N N 43208306.00 43208306.09 0.0007 N 43208306.09 43208306.09 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-08-15 0 - 11.25 Treasury Debt 434213216.62 451285919.46 FEDERAL AGRICULTURE MORTGAGE CORP 2015-08-03 2015-08-03 0 - 0 Government Agency Debt 15700605.30 15690399.91 FEDERAL FARM CREDIT 2017-04-03 2017-04-03 0.16 - 0.16 Government Agency Debt 12799226.96 12799098.96 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2050-11-15 0.065 - 7 Government Agency Debt 322113298.10 158228778.10 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2044-10-01 0.467 - 7 Government Agency Debt 516663003.04 186557728.92 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2044-11-20 0.685 - 6.5 Government Agency Debt 271741719.40 115034871.61 Unrated Security 2014-12-01 2014-12-01 N N N 921173330.00 921173330.35 0.0140 N 921173330.35 921173330.35 Citibank NA In a joint trading account with Citibank NA at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2041-05-15 0 - 7.5 Treasury Debt 1216581.87 1285490.00 FEDERAL FARM CREDIT 2017-09-18 2017-09-18 1.55 - 1.55 Government Agency Debt 810.16 825.44 FEDERAL HOME LOAN BANK 2014-12-12 2016-09-09 0 - 5.375 Government Agency Debt 66432.77 66555.35 FEDERAL HOME LOAN MORTGAGE CORP 2014-12-01 2048-05-01 0 - 12.5 Government Agency Debt 82781125.97 9837798.87 FINANCE CORPORATION 2018-04-06 2018-04-06 0 - 0 Government Agency Debt 1944.37 1857.54 FEDERAL NATIONAL MORTGAGE ASSOC 2015-01-01 2047-11-01 0 - 11.5 Government Agency Debt 107422873.97 14363864.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-01-15 2049-11-15 1.125 - 13 Government Agency Debt 455221570.92 29540207.52 Unrated Security 2014-12-01 2014-12-01 N N N 54010383.00 54010382.62 0.0008 N 54010382.62 54010382.62 Citibank NA In a joint trading account with Citibank NA at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_26602 Government Agency Repurchase Agreement Y US TREASURY 2015-02-05 2041-05-15 0 - 7.5 Treasury Debt 5176300.50 5469490.11 FEDERAL FARM CREDIT 2017-09-18 2017-09-18 1.55 - 1.55 Government Agency Debt 3447.04 3512.07 FEDERAL HOME LOAN BANK 2014-12-12 2016-09-09 0 - 5.375 Government Agency Debt 282657.49 283179.05 FEDERAL HOME LOAN MORTGAGE CORP 2014-12-01 2048-05-01 0 - 12.5 Government Agency Debt 352216315.45 41857769.25 FINANCE CORPORATION 2018-04-06 2018-04-06 0 - 0 Government Agency Debt 8272.90 7903.43 FEDERAL NATIONAL MORTGAGE ASSOC 2015-01-01 2047-11-01 0 - 11.5 Government Agency Debt 457061780.98 61115227.74 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-01-15 2049-11-15 1.125 - 13 Government Agency Debt 1936872234.44 125687382.57 Unrated Security 2014-12-01 2014-12-01 N N N 229802841.00 229802841.40 0.0035 N 229802841.40 229802841.40 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_04361 Government Agency Repurchase Agreement Y US TREASURY 2015-05-28 2044-11-15 0 - 10.625 Treasury Debt 115264211.49 119684128.68 FEDERAL HOME LOAN MORTGAGE CORP 2028-04-01 2044-06-01 2.5 - 4 Government Agency Debt 24812844.13 20597046.56 FEDERAL NATIONAL MORTGAGE ASSOC 2025-10-01 2044-10-01 2.5 - 5.5 Government Agency Debt 73907563.95 54101095.63 Unrated Security 2014-12-01 2014-12-01 N N N 190405442.00 190405442.27 0.0029 N 190405442.27 190405442.27 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-11-15 0.125 - 10.625 Treasury Debt 651074860.40 685521291.69 FEDERAL HOME LOAN MORTGAGE CORP 2034-01-01 2042-05-01 3.5 - 5.5 Government Agency Debt 240751599.23 139562830.08 Unrated Security 2014-12-01 2014-12-01 N N N 808906002.00 808906001.74 0.0123 N 808906001.74 808906001.74 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_40488 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-05-01 2044-07-01 3 - 7 Government Agency Debt 262972994.97 187519649.46 FEDERAL NATIONAL MORTGAGE ASSOC 2020-05-01 2045-08-01 1.378 - 4.302 Government Agency Debt 1182796400.19 281279313.00 Unrated Security 2014-12-01 2014-12-01 N N N 459605683.00 459605682.80 0.0070 N 459605682.80 459605682.80 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-03-01 2048-06-01 2.5 - 8 Government Agency Debt 106053379.76 80504350.32 FEDERAL NATIONAL MORTGAGE ASSOC 2043-03-01 2044-09-01 3.5 - 4 Government Agency Debt 24031726.91 25181986.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-10-15 2064-11-20 1.5 - 8.5 Government Agency Debt 282041060.59 233723296.68 Unrated Security 2014-12-01 2014-12-01 N N N 332754514.00 332754514.35 0.0051 N 332754514.35 332754514.35 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2044-11-01 2.324 - 4.5 Government Agency Debt 12512407.55 9435069.29 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2044-12-01 1.317 - 5 Government Agency Debt 45003583.10 16274059.10 Unrated Security 2014-12-01 2014-12-01 N N N 25204845.00 25204845.22 0.0004 N 25204845.22 25204845.22 Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_53651 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-07-01 2044-11-01 2.324 - 4.5 Government Agency Debt 41186059.21 31056638.85 FEDERAL NATIONAL MORTGAGE ASSOC 2020-11-01 2044-12-01 1.317 - 5 Government Agency Debt 148134580.04 53567977.13 Unrated Security 2014-12-01 2014-12-01 N N N 82964709.00 82964708.70 0.0013 N 82964708.70 82964708.70 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2017-08-22 2017-11-13 0.94 - 1.1 Government Agency Debt 1115372.54 1116668.18 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-05-01 1.787 - 6.5 Government Agency Debt 360024088.71 48397733.89 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2044-11-01 0.875 - 6 Government Agency Debt 339654059.36 113846412.11 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2044-01-20 1.625 - 4.5 Government Agency Debt 1221241931.42 81008867.03 RESOLUTION FUNDING CORP 2021-01-15 2030-01-15 0 - 0 Government Agency Debt 69799892.95 50158033.33 TENNESEE VALLEY AUTHORITY 2017-07-18 2056-04-01 5.375 - 5.5 Government Agency Debt 24743734.52 29507924.68 Unrated Security 2014-12-01 2014-12-01 N N N 317679448.00 317679447.95 0.0048 N 317679447.95 317679447.95 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.09%, dated 11/28/2014 due 12/01/2014 49A99XGV1_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2044-12-01 2.838 - 4.5 Government Agency Debt 12192292.86 12717070.91 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2044-11-25 0.405 - 5.5 Government Agency Debt 9326300.46 6254777.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2044-11-20 1.152 - 5.5 Government Agency Debt 50790004.05 47222400.22 Unrated Security 2014-12-01 2014-12-01 N N N 64848466.00 64848466.06 0.0010 N 64848466.06 64848466.06 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGH2_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2029-11-01 2044-12-01 2.838 - 4.5 Government Agency Debt 76024754.37 79296995.53 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-01 2044-11-25 0.405 - 5.5 Government Agency Debt 58153926.44 39001518.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-10-20 2044-11-20 1.152 - 5.5 Government Agency Debt 316699871.61 294454162.11 Unrated Security 2014-12-01 2014-12-01 N N N 404361080.00 404361079.73 0.0062 N 404361079.73 404361079.73 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.07% 48X99KJC5 0001457970 Treasury Repurchase Agreement Y US TREASURY 2021-11-15 2023-08-15 2 - 2.5 Treasury Debt 4062867300.00 4184024454.14 First Tier Security 2014-12-01 2014-12-01 N N N 4184000000.00 4184000000.00 0.0638 N 4184000000.00 4184000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 48S991RP5 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2019-07-25 2022-09-25 0.898 - 1.733 Government Agency Debt 400734657.00 32153780.07 AMERICAN EXPRESS CR CORP MEDIUM TERM NTS BOOK EN 2016-09-19 2016-09-19 2.8 - 2.8 Other Instrument CORPORATE 80000.00 83184.53 BANK AMER CORP 2018-05-01 2018-05-01 5.65 - 5.65 Other Instrument CORPORATE 59196.00 66389.94 BELLSOUTH CORP 2021-04-26 2021-04-26 4.182 - 4.182 Other Instrument CORPORATE 162046.00 164304.92 INTESA SANPAOLO S P A 2021-02-24 2021-02-24 6.5 - 6.5 Other Instrument CORPORATE 403701.00 477667.99 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2017-08-28 2017-08-28 6.4 - 6.4 Other Instrument CORPORATE 30000.00 34191.30 First Tier Security 2014-12-05 2014-12-05 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 32000000.00 32000000.00 0.0005 N 32000000.00 32000000.00 BNP Paribas Securities Corp. 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Morgan Clearing Corp., 0.73% 45A99N9V9 Other Repurchase Agreement N BROOKDALE SENIOR LIVING INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1000000.00 1333828.00 DENDREON CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 24432000.00 15409286.83 DEVELOPERS DIVERSIFIED REALTH 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 14852000.00 18027818.01 GT ADVANCED TECHNOLOGIES, INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 9152000.00 3933831.62 HAWAIIAN HOLDINGS INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2800000.00 7098778.40 HEARTWARE INTERNATIONAL, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2617000.00 2796117.95 INTERDIGITAL INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 11062000.00 12128255.12 KAISER ALUMINUM CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 17050000.00 26641307.00 MENTOR GRAPHICS CORP 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 5500000.00 6621692.00 PFD NUVASIVE INC SR-D1 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1737000.00 2140949.77 PHOTRONICS INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1000000.00 1055236.00 ROVI CORPORATION+ 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 62230000.00 62742339.59 ROYAL GOLD INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 842000.00 903000.37 SL GREEN OPERATING PARTNERSHIP 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 27940000.00 39883427.98 PFD SUNPOWER CORPONE 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 11705000.00 15500931.50 TAKE-2 INTERACTIVE SOFTWARE 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 9632500.00 14712709.40 VOLCANO CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 6938000.00 6063485.91 WALTER INVESTMENT MANAGEMENT C 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1877000.00 1458654.24 WEBMD HEALTH CORP. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4146000.00 4097052.32 First Tier Security 2015-02-26 2015-02-26 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 223000000.00 223000000.00 0.0034 Y 223064670.00 223064670.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N9X5 Other Repurchase Agreement N DENDREON CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 40460000.00 25518162.46 KAMAN CORP 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 7783000.00 9875179.36 WTS MEDIVATION INC B 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2876000.00 6326722.58 MICROCHIP TECHNOLOGY INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 5948000.00 10477883.79 First Tier Security 2015-02-26 2015-02-26 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 48000000.00 48000000.00 0.0007 Y 48016800.00 48016800.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WYN9 0001287279 Other Repurchase Agreement N BNP PARIBAS FIN INC 2015-03-04 2015-03-04 N/A Other Commercial Paper 165920000.00 165833327.52 First Tier Security 2014-12-01 2014-12-01 N N N 161000000.00 161000000.00 0.0025 N 161000000.00 161000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.22% 48W99WYF6 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2034-07-25 2044-12-25 0.04 - 7.045 Government Agency Debt 760297076.00 28843031.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-16 2054-10-16 0.455 - 6.045 Government Agency Debt 769488682.00 228660530.81 First Tier Security 2014-12-03 2014-12-03 N N N 250000000.00 250000000.00 0.0038 N 249999675.00 249999675.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N STATE OF CA G.O. 2014-12-08 2014-12-08 0.15 - 0.15 Other Commercial Paper 425000.00 425000.00 MASS HLTH & ED UNV RV 2015-01-22 2015-01-22 0.06 - 0.06 Other Commercial Paper 5060000.00 5060000.00 CTY & CNTY OF SAN FRAN 2015-02-04 2015-02-04 0.13 - 0.13 Other Commercial Paper 5485000.00 5485000.00 SANTA CLARA VALLEY WTR 2015-01-22 2015-01-22 0.14 - 0.14 Other Commercial Paper 28290000.00 28283663.20 First Tier Security 2014-12-19 2014-12-19 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 38000000.00 38000000.00 0.0006 Y 38003420.00 38003420.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N BANC OF AMERICA FUNDING CORPOR 2035-09-20 2035-09-20 0.465 - 0.465 Other Instrument GOVERNMENT AGENCY 60000000.00 7501703.20 BEAR STEARNS MORTGAGE FUNDING 2036-11-25 2036-11-25 0.355 - 0.355 Other Instrument GOVERNMENT AGENCY 36288000.00 11351327.28 LUMINENT MORTGAGE TRUST 2006-5 2036-07-25 2036-07-25 0.345 - 0.345 Other Instrument GOVERNMENT AGENCY 46495000.00 12541478.87 First Tier Security 2015-02-11 2015-02-11 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 29000000.00 29000000.00 0.0004 Y 29003770.00 29003770.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WVC6 0001287279 Other Repurchase Agreement N 51-100 2019-01-25 2047-01-25 0 - 48.342 Other Instrument MORTGAGE 6502758530.00 269110866.10 First Tier Security 2015-02-26 2015-02-26 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 249000000.00 249000000.00 0.0038 Y 249069720.00 249069720.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WVG7 0001287279 Other Repurchase Agreement N ARES CAPITAL CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 6033000.00 6320659.47 CADENCE DESIGN SYSTEMS, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2331000.00 5840271.55 COMPUTER SCIENCES CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 8388000.00 9504535.07 CONTINENTAL AIRLINES, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1861000.00 5597218.04 CUBIST PHARMACEUTICALS,INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1869000.00 4853781.79 ELECTRONIC ARTS INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2218000.00 3176601.86 HEALTHSOUTH REHABILITATION COR 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4361000.00 5052824.68 HIGHWOODS PROPERTIES 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 15000000.00 16567875.00 HOLOGIC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 747000.00 946606.62 INCYTE PHARMACEUTICALS, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2752000.00 6584675.64 INTEGRA LIFESCIENCES CORPORATI 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4008000.00 4187971.22 INTEL CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 7035000.00 9314966.12 JARDEN CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4479000.00 6592434.07 KAMAN CORP 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4746000.00 6021791.24 MGM RESORTS INTERNATIONAL 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 10724000.00 13547564.86 MEDICINES COMPANY (THE) CONV P 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2300000.00 2643387.70 WTS MEDIVATION INC B 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2109000.00 4639449.91 MELLON CAPITAL IV 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 3000000.00 2447304.00 MICROCHIP TECHNOLOGY INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 9377000.00 16518345.04 RECKSON OPERATING PARTNERSHIP, 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 16000000.00 17077328.00 RECKSON OPERATING PARTNERSHIP, 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 12000000.00 14666172.00 SAN DISK CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1500000.00 3040249.50 SEACOR HOLDINGS, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 5316000.00 5735373.92 TELEFLEX INC 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 4012000.00 7819191.41 UNITED THERAPEUTICS 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1001000.00 2749612.87 USB CAPITAL IX 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 3264000.00 2594880.00 VERISIGN, INC. 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 7156000.00 12921510.48 VOLCANO CORPORATION 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 1900000.00 1922853.20 WACHOVIA CAPTIAL TRUST III 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2217000.00 2156032.50 WRIGHT MEDICAL GROUP 2014-11-30 2014-11-30 N/A Other Instrument OTHER NOTE 2680000.00 3442730.68 First Tier Security 2015-02-26 2015-02-26 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 189000000.00 189000000.00 0.0029 Y 189054810.00 189054810.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WXF7 0001287279 Other Repurchase Agreement N CWALT, ALTERNATIVE LOAN TRUST 2046-08-25 2046-08-25 0.345 - 0.918 Other Instrument GOVERNMENT AGENCY 19000.00 7741.22 AMERICAN HOME MORTGAGE INVESTM 2035-09-25 2035-09-25 1.952 - 1.952 Other Instrument GOVERNMENT AGENCY 988000.00 600913.39 AMERICAN HOME MORTGAGE INVESTM 2047-05-25 2047-05-25 0.452 - 0.452 Other Instrument GOVERNMENT AGENCY 67000.00 27481.44 AMERICAN HOME MORTGAGE INVESTM 2046-07-25 2046-07-25 0.605 - 0.605 Other Instrument GOVERNMENT AGENCY 70000.00 9793.06 BANC OF AMERICA COMMERCIAL MOR 2051-02-10 2051-02-10 6.189 - 6.189 Other Instrument GOVERNMENT AGENCY 5000000.00 3601860.11 BEAR STEARNS ARM TRUST 2000-2 2035-01-25 2035-01-25 3.342 - 3.342 Other Instrument GOVERNMENT AGENCY 6203000.00 1586483.06 BEAR STEARNS ALT-A TRUST 2002- 2035-05-25 2035-05-25 2.532 - 2.532 Other Instrument GOVERNMENT AGENCY 97588000.00 16780089.13 CSMC SERIES 2010-3R, LTD. 2036-12-26 2036-12-26 4.5 - 4.5 Other Instrument GOVERNMENT AGENCY 2389000.00 2203819.21 CWALT, INC. 2004-2CB 2035-04-25 2035-04-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 35000.00 34954.08 CWALT, INC., 2005-13CB 2035-08-25 2035-08-25 0.975 - 0.975 Other Instrument GOVERNMENT AGENCY 14530000.00 1637329.86 ALTERNATIVE LOAN TRUST 2006-OA 2046-12-20 2046-12-20 0.35 - 0.35 Other Instrument GOVERNMENT AGENCY 48409000.00 18841233.02 CWMBS, INC., 2005-19 2036-03-25 2046-03-20 0.365 - 2.025 Other Instrument GOVERNMENT AGENCY 164016000.00 24895922.68 CHASE MORTGAGE FINANCE TRUST,S 2035-12-25 2035-12-25 4.792 - 4.792 Other Instrument GOVERNMENT AGENCY 316992000.00 43262800.06 CHASE MORTGAGE FINANCE 2007-A1 2037-02-25 2037-02-25 2.431 - 2.58 Other Instrument GOVERNMENT AGENCY 23887000.00 2759795.34 CHASE MORTGAGE FINANCE TRUST 2 2037-07-25 2037-07-25 6 - 6 Other Instrument GOVERNMENT AGENCY 8500000.00 3769742.50 CHASE FLEX TRUST SERIES 2007-2 2037-05-25 2037-05-25 0.495 - 0.495 Other Instrument GOVERNMENT AGENCY 18380000.00 5015722.06 COMM 2006-C7 MORTGAGE TRUST 2046-06-10 2046-06-10 5.974 - 5.974 Other Instrument GOVERNMENT AGENCY 49922718.00 48679147.41 CSMC MORTGAGE-BACKED TRUST 200 2029-04-25 2029-04-25 6 - 6 Other Instrument GOVERNMENT AGENCY 20692295.00 8397719.88 FREMONT HOME LOAN TRUST 2002-1 2036-01-25 2036-01-25 0.605 - 0.605 Other Instrument GOVERNMENT AGENCY 35175000.00 19402896.18 GMAC COMMERCIAL MORTGAGE SECUR 2045-11-10 2045-11-10 5.349 - 5.349 Other Instrument GOVERNMENT AGENCY 36385201.00 35617063.93 GS MORTGAGE SECURITIES CORPORA 2038-04-10 2038-04-10 5.738 - 5.738 Other Instrument GOVERNMENT AGENCY 6600000.00 5427911.03 GSR MTG 06-OA1 D08/24/06 2046-08-25 2046-08-25 0.415 - 0.445 Other Instrument GOVERNMENT AGENCY 4006000.00 908099.13 HARBORVIEW MORTGAGE LOAN TRUST 2037-07-19 2037-07-19 0.384 - 0.384 Other Instrument GOVERNMENT AGENCY 42600000.00 10156126.18 J.P. MORGAN MORTGAGE TRUST 200 2034-06-25 2035-04-25 2.226 - 2.915 Other Instrument GOVERNMENT AGENCY 1654600.00 561734.44 J.P. MORGAN MBS, SERIES 2006-R 2044-09-28 2044-09-28 0.502 - 0.502 Other Instrument GOVERNMENT AGENCY 33742856.00 643232.26 JP MORGAN MORTGAGE TRUST 2007- 2037-10-25 2037-10-25 2.548 - 2.548 Other Instrument GOVERNMENT AGENCY 21738900.00 4322667.02 J.P. MORGAN RESECURITIZATION T 2037-07-27 2037-07-27 7 - 7 Other Instrument GOVERNMENT AGENCY 29765000.00 11837877.05 JEFFERIES RESECURITIZATION TRU 2035-12-26 2035-12-26 2.475 - 2.475 Other Instrument GOVERNMENT AGENCY 4937154.00 4309539.07 MASTERCLASS PRODTN INC 2047-03-25 2047-03-25 0.365 - 0.365 Other Instrument GOVERNMENT AGENCY 21000.00 4097.55 ML-CFC COMMERCIAL MORTGAGE TRU 2049-08-12 2049-08-12 6.078 - 6.078 Other Instrument GOVERNMENT AGENCY 15293000.00 8869306.23 MORGAN STANLEY CAPITAL I INC. 2042-01-14 2042-08-13 5.619 - 5.699 Other Instrument GOVERNMENT AGENCY 13333000.00 10385023.99 MORGAN STANLEY MORTGAGE LOAN T 2036-08-25 2036-08-25 0.395 - 0.395 Other Instrument GOVERNMENT AGENCY 5102000.00 423854.10 MORGAN STANLEY CAPITAL I TRUST 2044-03-15 2044-03-15 5.557 - 5.557 Other Instrument GOVERNMENT AGENCY 13015000.00 4996039.03 SASCO 2001-6 (STRUCTURED ASSET 2032-09-25 2032-09-25 6.064 - 6.064 Other Instrument GOVERNMENT AGENCY 2815000.00 557331.95 WAMU MORTGAGE PASS-THROUGH TRU 2035-09-25 2035-09-25 2.376 - 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4 Government Agency Debt 144781395.00 147201088.40 FEDERAL NATIONAL MORTGAGE ASSOC 2044-03-25 2044-03-25 3.5 - 3.5 Government Agency Debt 32200913.00 33661111.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-05-16 2064-11-20 0.502 - 5.846 Government Agency Debt 407941620.00 149807875.21 First Tier Security 2014-12-05 2014-12-05 N N N 322000000.00 322000000.00 0.0049 N 322000000.00 322000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 49A991CC7 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13813068.00 347773057.19 First Tier Security 2014-12-03 2014-12-03 N N N 322000000.00 322000000.00 0.0049 N 322000483.00 322000483.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 49A991CM5 0000728612 Other Repurchase Agreement N 101-500 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15366567.00 346687826.03 First Tier Security 2014-12-05 2014-12-05 N N N 321000000.00 321000000.00 0.0049 N 321000000.00 321000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.50% 49A991CT0 0000728612 Other Repurchase Agreement N 51-100 2014-12-01 2051-02-15 0 - 7.213 Other Instrument MORTGAGE 1407380989.00 586567284.41 First Tier Security 2014-12-01 2014-12-01 N N N 570000000.00 570000000.00 0.0087 N 570000000.00 570000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y9965D8 0000728612 Other Repurchase Agreement N BC SANTANDER SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 548645.00 4871967.60 BURGER KING 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 358500.00 12665805.00 CVS HEALTH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61400.00 5580646.00 CHENIERE ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 114806.00 8046752.54 WALT DISNEY-DISNEY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119000.00 10938480.00 DISCOVERY COMM-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 226930.00 7683849.80 DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 68700.00 5987205.00 FMSA HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 500000.00 5745000.00 GAP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 273100.00 10743754.00 JABIL CIRCUIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 523600.00 10974656.00 LENNAR-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 255500.00 11972730.00 PETROBRAS GLOBAL FIN B V 2024-03-17 2024-03-17 6.25 - 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0.475 Other Instrument MORTGAGE 953482.00 350560.41 INDYMAC INDX MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 2.653 - 2.768 Other Instrument MORTGAGE 1375400.00 296182.10 INDYMAC INDA MORTGAGE LOAN TRUST 2037-07-25 2037-07-25 2.797 - 2.797 Other Instrument MORTGAGE 8225772.00 2961435.06 JP MORGAN ALTERNATIVE LOAN TRUST 2036-12-25 2036-12-25 3.157 - 3.157 Other Instrument MORTGAGE 210264.00 58868.31 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2051-02-15 2051-02-15 6.011 - 6.011 Other Instrument MORTGAGE 52255.00 53343.04 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-17 2040-02-17 5.612 - 5.612 Other Instrument MORTGAGE 87903.00 74482.55 LEHMAN XS TRUST 2036-01-25 2036-01-25 5.42 - 5.42 Other Instrument MORTGAGE 323126.00 52061.83 LEHMAN XS TRUST 2047-03-25 2047-03-25 2.483 - 2.483 Other Instrument MORTGAGE 562072.00 17491.79 LEHMAN XS TRUST 2037-06-25 2037-06-25 0.282 - 0.282 Other Instrument MORTGAGE 2158589.00 212792.69 LEHMAN XS TRUST 2047-07-25 2047-07-25 0.412 - 0.412 Other Instrument MORTGAGE 5490337.00 714192.55 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2045-11-17 2045-11-17 4.662 - 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5.6 Other Instrument CORPORATE 9995999.00 11249019.69 AMAZON COM INC 2015-11-27 2015-11-27 0.65 - 0.65 Other Instrument CORPORATE 4022046.00 4036653.85 ASSOCIATED BANC-CORP WIS 2016-03-28 2016-03-28 5.125 - 5.125 Other Instrument CORPORATE 6750465.00 7146728.55 BNZ INTL FDG LTD LONDON BRH 2019-03-04 2019-03-04 2.35 - 2.35 Other Instrument CORPORATE 11340000.00 11451056.40 EQUITY RESIDENTIAL FORMERLY EQUITY RESIDENTAL PP 2016-03-15 2016-03-15 5.125 - 5.125 Other Instrument CORPORATE 10814000.00 11507743.63 HEWLETT PACKARD CO 2017-03-01 2017-03-01 5.4 - 5.4 Other Instrument CORPORATE 10535000.00 11575120.54 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-08-28 2017-08-28 6.25 - 6.25 Other Instrument CORPORATE 9932000.00 11287469.70 First Tier Security 2014-12-03 2014-12-03 N N N 65000000.00 65000000.00 0.0010 N 65000565.50 65000565.50 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% 45C994XR1 0000276523 Other Repurchase Agreement N ALTRA INDL MOTION CORP FORMERLY ALTRA HOLDINGS I 2031-03-01 2031-03-01 2.75 - 2.75 Other Instrument EQUITY 2184000.00 2793654.50 ARES CAP CORP 2016-02-01 2016-02-01 5.75 - 5.75 Other Instrument EQUITY 3437000.00 3630116.44 BIOMARIN PHARMACEUTICAL INC 2018-10-15 2018-10-15 0.75 - 0.75 Other Instrument EQUITY 3248000.00 3866015.91 CUBIST PHARMACEUTICALS INC 2017-11-01 2017-11-01 2.5 - 2.5 Other Instrument EQUITY 1176000.00 3073775.88 DE HARV CSI300-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18200.00 538538.00 DISCOVER FINL DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 186421.00 4716451.30 4.75 ENTERGY 63 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 154736.00 3514054.56 FMSA HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 200.00 2298.00 ILLUMINA INC 2016-03-15 2016-03-15 0.25 - 0.25 Other Instrument EQUITY 1584000.00 3636083.00 KIMCO RLTY DEP-H 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 146595.00 3878903.70 MGM RESORTS ITL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 161897.00 3694489.54 MS 6.6% CAP SECS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 105399.00 2704538.34 NORTHN TRUST DEP-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 124620.00 3132946.80 NTHSTR 8.75% CRP-A- 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 110777.00 2810412.49 QIHOO 360 TECHNOLOGY CO LTD 2018-09-15 2021-08-15 N/A Other Instrument EQUITY 8384000.00 8077913.34 REGENERON PHARMACEUTICALS INC 2016-10-01 2016-10-01 1.875 - 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