N-MFP LIVE N 2013-12-31 0000803013 S000007011 1 N N 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 53 101 831963068.41 343350.17 175223.56 832131195.02 0.0024 1.0002 2013-12-31 1.0002 2013-12-31 C000019137 1.00 832131195.02 1.00 172118.33 172118.33 0.00 0.0024 1.0002 2013-12-31 1.0002 2013-12-31 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.20% 06366AZG0 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 3000000.00 3000000.00 0.0036 N 3000141.30 3000141.30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.21% 06366LDW5 Certificate of Deposit First Tier Security 2014-01-17 2014-09-12 N N N 6000000.00 6000000.00 0.0072 N 6000564.00 6000564.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3C2 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 3000000.00 3000000.00 0.0036 N 3000125.10 3000125.10 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3D0 Certificate of Deposit First Tier Security 2014-01-13 2014-01-13 N N N 3000000.00 3000000.00 0.0036 N 3000162.60 3000162.60 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F3E8 Certificate of Deposit First Tier Security 2014-01-14 2014-01-14 N N N 4000000.00 4000000.00 0.0048 N 4000233.20 4000233.20 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417F4S6 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 2000000.00 2000000.00 0.0024 N 2000194.40 2000194.40 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HAV8 Certificate of Deposit First Tier Security 2014-04-01 2014-04-01 N N N 5000000.00 5000000.00 0.0060 N 4999620.50 4999620.50 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417FRV4 Certificate of Deposit First Tier Security 2014-01-03 2014-01-03 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2014-01-13 2014-06-10 N N N 4000000.00 4000000.00 0.0048 N 4000284.00 4000284.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538F4P6 Certificate of Deposit First Tier Security 2014-01-13 2014-01-13 N N N 8000000.00 8000000.00 0.0096 N 8000216.00 8000216.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GSB9 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 3000000.00 3000000.00 0.0036 N 3000207.60 3000207.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GVF6 Certificate of Deposit First Tier Security 2014-05-08 2014-05-08 N N N 3000000.00 3000000.00 0.0036 N 3000106.20 3000106.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GVK5 Certificate of Deposit First Tier Security 2014-05-13 2014-05-13 N N N 10000000.00 10000000.00 0.0120 N 10000368.00 10000368.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GVU3 Certificate of Deposit First Tier Security 2014-05-14 2014-05-14 N N N 4000000.00 4000000.00 0.0048 N 4000148.40 4000148.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538GWH1 Certificate of Deposit First Tier Security 2014-05-15 2014-05-15 N N N 10000000.00 10000000.00 0.0120 N 10000374.00 10000374.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.72% 06538E6Z5 Certificate of Deposit First Tier Security 2014-01-02 2014-04-02 N N N 2000000.00 2002296.90 0.0024 N 2002520.00 2002520.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.25% 05572W6A9 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 3000000.00 3000000.00 0.0036 N 2999916.30 2999916.30 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606YZK5 Certificate of Deposit First Tier Security 2014-01-16 2014-09-12 N N N 10000000.00 10000000.00 0.0120 N 10001950.00 10001950.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2014-01-03 2014-06-02 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2014-01-06 2014-06-04 N N N 3000000.00 3000000.00 0.0036 N 3000033.00 3000033.00 Credit Suisse AG Credit Suisse AG, 0.30% 22549TDM7 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 3000000.00 3000000.00 0.0036 N 3000426.30 3000426.30 Credit Suisse AG Credit Suisse AG, 0.32% 22549TLL0 Certificate of Deposit First Tier Security 2014-01-06 2014-06-06 N N N 4000000.00 4000000.00 0.0048 N 3999832.00 3999832.00 Credit Suisse AG Credit Suisse AG, 0.32% 22549TLT3 Certificate of Deposit First Tier Security 2014-01-09 2014-06-09 N N N 1000000.00 1000000.00 0.0012 N 999957.00 999957.00 Credit Suisse AG Credit Suisse AG, 0.32% 22549TPL6 Certificate of Deposit First Tier Security 2014-01-09 2014-07-09 N N N 9000000.00 9000000.00 0.0108 N 8999073.00 8999073.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.20% 23330LD52 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 1000000.00 1000045.73 0.0012 N 1000133.40 1000133.40 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.32% 60682AGJ9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 1000000.00 1000000.00 0.0012 N 1000172.90 1000172.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEL6 Certificate of Deposit First Tier Security 2014-01-23 2014-01-23 N N N 3000000.00 3000000.00 0.0036 N 3000133.80 3000133.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LEZ5 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 3000000.00 3000000.00 0.0036 N 3000180.60 3000180.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LFP6 Certificate of Deposit First Tier Security 2014-02-07 2014-02-07 N N N 3000000.00 3000000.00 0.0036 N 3000189.60 3000189.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LGS9 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 3000000.00 3000000.00 0.0036 N 3000259.50 3000259.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHN9 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 3000000.00 3000000.00 0.0036 N 3000162.00 3000162.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHP4 Certificate of Deposit First Tier Security 2014-03-07 2014-03-07 N N N 3000000.00 3000000.00 0.0036 N 3000164.40 3000164.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LHS8 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 3000000.00 3000000.00 0.0036 N 3000171.90 3000171.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LLX2 Certificate of Deposit First Tier Security 2014-04-17 2014-04-17 N N N 3000000.00 3000000.00 0.0036 N 3000088.80 3000088.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LMG8 Certificate of Deposit First Tier Security 2014-05-02 2014-05-02 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873EK67 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 9000000.00 9000000.00 0.0108 N 9000087.30 9000087.30 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873EL33 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 7000000.00 7000000.00 0.0084 N 7000079.10 7000079.10 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873EM24 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 8000000.00 8000000.00 0.0096 N 8000108.80 8000108.80 National Bank of Canada National Bank of Canada, 0.30% 63307UDX6 Certificate of Deposit First Tier Security 2014-01-22 2014-03-21 N N N 12000000.00 12000000.00 0.0144 N 12000624.00 12000624.00 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2014-01-10 2014-03-11 N N N 2000000.00 2000000.00 0.0024 N 2000488.00 2000488.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2014-01-21 2014-06-19 N N N 5000000.00 5000000.00 0.0060 N 5001080.00 5001080.00 Nordea Bank AB Nordea Bank AB, 0.20% 65558EVV7 Certificate of Deposit First Tier Security 2014-04-14 2014-04-14 N N N 8000000.00 8000000.00 0.0096 N 7999999.20 7999999.20 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NNZ5 Certificate of Deposit First Tier Security 2014-01-03 2014-06-03 N N N 3000000.00 3000000.00 0.0036 N 3000249.00 3000249.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HRD0 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 3000000.00 3000000.00 0.0036 N 3000394.50 3000394.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-01-21 2014-03-19 N N N 2000000.00 2000000.00 0.0024 N 2000026.00 2000026.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CG48 Certificate of Deposit First Tier Security 2014-01-02 2014-01-02 N N N 3000000.00 3000000.00 0.0036 N 3000009.90 3000009.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CL67 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 4000000.00 4000000.00 0.0048 N 4000066.40 4000066.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562CR20 Certificate of Deposit First Tier Security 2014-01-21 2014-01-21 N N N 3000000.00 3000000.00 0.0036 N 3000104.70 3000104.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C2H4 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 3000000.00 3000000.00 0.0036 N 3000170.40 3000170.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562C6H0 Certificate of Deposit First Tier Security 2014-03-07 2014-03-07 N N N 3000000.00 3000000.00 0.0036 N 3000054.60 3000054.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UAD4 Certificate of Deposit First Tier Security 2014-03-12 2014-03-12 N N N 3000000.00 3000000.00 0.0036 N 3000058.80 3000058.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UBF8 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 6000000.00 6000000.00 0.0072 N 6000130.80 6000130.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UHU9 Certificate of Deposit First Tier Security 2014-04-25 2014-04-25 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-01-15 2014-06-16 N N N 7000000.00 7000000.00 0.0084 N 7000308.00 7000308.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFE8 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 2000000.00 2000000.00 0.0024 N 2000135.80 2000135.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFH1 Certificate of Deposit First Tier Security 2014-02-24 2014-02-24 N N N 3000000.00 3000000.00 0.0036 N 3000320.40 3000320.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KFK4 Certificate of Deposit First Tier Security 2014-02-25 2014-02-25 N N N 3000000.00 3000000.00 0.0036 N 3000326.10 3000326.10 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFN8 Certificate of Deposit First Tier Security 2014-03-06 2014-03-06 N N N 4000000.00 4000000.00 0.0048 N 4000252.00 4000252.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KFY4 Certificate of Deposit First Tier Security 2014-03-21 2014-03-21 N N N 3000000.00 3000000.00 0.0036 N 3000232.50 3000232.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.27% 86563KHQ9 Certificate of Deposit First Tier Security 2014-05-05 2014-05-05 N N N 4000000.00 4000000.00 0.0048 N 4000208.00 4000208.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112TMH4 Certificate of Deposit First Tier Security 2014-04-07 2014-04-07 N N N 4000000.00 4000000.00 0.0048 N 4000969.20 4000969.20 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TUW2 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 3000000.00 3000000.00 0.0036 N 3000735.90 3000735.90 UBS AG UBS AG, 0.26% 90267RTZ2 Certificate of Deposit First Tier Security 2014-01-31 2014-04-30 N N N 7000000.00 7000000.00 0.0084 N 7002324.00 7002324.00 UBS AG UBS AG, 0.29% 90267RVB2 Certificate of Deposit First Tier Security 2014-01-13 2014-07-11 N N N 4000000.00 4000000.00 0.0048 N 3999792.00 3999792.00 Citibank NA Citibank NA, 0.21% 17304UMW7 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 6000000.00 6000000.00 0.0072 N 6001119.00 6001119.00 Citibank NA Citibank NA, 0.23% 17304UNX4 Certificate of Deposit First Tier Security 2014-05-09 2014-05-09 N N N 6000000.00 6000000.00 0.0072 N 6000429.60 6000429.60 Citibank NA Citibank NA, 0.24% 17304UPH7 Certificate of Deposit First Tier Security 2014-05-12 2014-05-12 N N N 4000000.00 4000000.00 0.0048 N 4000439.60 4000439.60 Citibank NA Citibank NA, 0.24% 17304UPT1 Certificate of Deposit First Tier Security 2014-05-20 2014-05-20 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Citibank NA Citibank NA, 0.31% 17304UKE9 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 8000000.00 8000000.00 0.0096 N 8001661.60 8001661.60 Citibank NA Citibank NA, 0.31% 17304UKG4 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 9000000.00 9000000.00 0.0108 N 9001924.20 9001924.20 Citibank NA Citibank NA, 0.31% 17304UKL3 Certificate of Deposit First Tier Security 2014-02-05 2014-02-05 N N N 2000000.00 2000000.00 0.0024 N 2000439.80 2000439.80 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.30% 31677NFK7 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 1000000.00 1000000.00 0.0012 N 1000198.30 1000198.30 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.31% 31677NFL5 Certificate of Deposit First Tier Security 2014-02-12 2014-02-12 N N N 1000000.00 1000000.00 0.0012 N 1000262.70 1000262.70 Fifth Third Bank, Cincinnati Fifth Third Bank, Cincinnati, 0.32% 31677NFM3 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 1000000.00 1000000.00 0.0012 N 1000313.00 1000313.00 RBS Citizens NA RBS Citizens NA, 0.30% 74929NAX0 Certificate of Deposit Second Tier Security 2014-01-08 2014-01-08 N N N 4000000.00 4000000.00 0.0048 N 4000124.40 4000124.40 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6P69 Certificate of Deposit First Tier Security 2014-01-13 2014-03-12 N N N 2000000.00 2000000.00 0.0024 N 1999879.60 1999879.60 Wells Fargo & Co. Wells Fargo & Co., 0.19% 9497P6R34 Certificate of Deposit First Tier Security 2014-01-30 2014-03-28 N N N 2000000.00 2000000.00 0.0024 N 2000110.00 2000110.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 9497P6S33 Certificate of Deposit First Tier Security 2014-05-06 2014-05-06 N N N 2000000.00 2000000.00 0.0024 N 1999929.60 1999929.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 01L99GUB5 Certificate of Deposit First Tier Security 2014-03-04 2014-03-04 N N N 4000000.00 3999999.97 0.0048 N 4000419.60 4000419.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.19% XS0975277095 0000833029 Certificate of Deposit First Tier Security 2014-01-24 2014-03-24 N N N 4000000.00 4000000.00 0.0048 N 4000652.00 4000652.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.19% XS0975605873 0000833029 Certificate of Deposit First Tier Security 2014-01-27 2014-03-25 N N N 6000000.00 6000000.00 0.0072 N 6000996.00 6000996.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS0980217011 0000833029 Certificate of Deposit First Tier Security 2014-01-08 2014-04-08 N N N 3000000.00 3000000.00 0.0036 N 3000474.00 3000474.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFU9 0000833029 Certificate of Deposit First Tier Security 2014-02-21 2014-02-21 N N N 6000000.00 6000000.00 0.0072 N 6001125.60 6001125.60 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFV7 0000833029 Certificate of Deposit First Tier Security 2014-03-05 2014-03-05 N N N 1000000.00 1000000.00 0.0012 N 1000177.50 1000177.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFW5 0000833029 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 1000000.00 1000000.00 0.0012 N 1000191.40 1000191.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HFX3 0000833029 Certificate of Deposit First Tier Security 2014-03-17 2014-03-17 N N N 1000000.00 1000000.00 0.0012 N 1000210.80 1000210.80 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.24% 06741GUR4 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 1000000.00 999920.00 0.0012 N 999965.70 999965.70 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.23% 06737JCL7 Financial Company Commercial Paper First Tier Security 2014-03-20 2014-03-20 N N N 3000000.00 2998505.00 0.0036 N 2998755.90 2998755.90 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NAQ9 Financial Company Commercial Paper Second Tier Security 2014-01-24 2014-01-24 N N N 1000000.00 999827.50 0.0012 N 999851.30 999851.30 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.22% 0556N1B44 Financial Company Commercial Paper First Tier Security 2014-02-04 2014-02-04 N N N 5000000.00 4998961.11 0.0060 N 4999353.50 4999353.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CD3 Financial Company Commercial Paper First Tier Security 2014-03-13 2014-03-13 N N N 3000000.00 2998520.83 0.0036 N 2998908.00 2998908.00 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CK7 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 3000000.00 2998395.83 0.0036 N 2998778.10 2998778.10 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1CR2 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 2000000.00 1998847.22 0.0024 N 1999094.60 1999094.60 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1D42 Financial Company Commercial Paper First Tier Security 2014-04-04 2014-04-04 N N N 5000000.00 4996770.83 0.0060 N 4997323.50 4997323.50 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.25% 0556N1DE0 Financial Company Commercial Paper First Tier Security 2014-04-14 2014-04-14 N N N 2000000.00 1998569.45 0.0024 N 1998734.60 1998734.60 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.17% 20272AFD3 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-04-07 N N N 1000000.00 1000000.00 0.0012 N 999974.00 999974.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.26% 20272AEC6 Financial Company Commercial Paper First Tier Security 2014-01-06 2014-03-28 N N N 8000000.00 8001007.77 0.0096 N 8001704.00 8001704.00 Credit Suisse AG Credit Suisse AG, 0.28% 2254EBD16 Financial Company Commercial Paper First Tier Security 2014-04-01 2014-04-01 N N N 3000000.00 2997900.00 0.0036 N 2998407.60 2998407.60 Credit Suisse AG Credit Suisse AG, 0.28% 2254EBD73 Financial Company Commercial Paper First Tier Security 2014-04-07 2014-04-07 N N N 1000000.00 999253.34 0.0012 N 999428.80 999428.80 Deutsche Bank Financial LLC Deutsche Bank Financial LLC, 0.22% 25153KBT3 Financial Company Commercial Paper First Tier Security 2014-02-27 2014-02-27 N N N 13000000.00 12995471.66 0.0156 N 12996523.80 12996523.80 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AD2 Financial Company Commercial Paper First Tier Security 2014-01-13 2014-01-13 N N N 3000000.00 2999785.00 0.0036 N 2999940.30 2999940.30 DNB Bank ASA DNB Bank ASA, 0.22% 2332K1AM2 Financial Company Commercial Paper First Tier Security 2014-01-21 2014-01-21 N N N 3000000.00 2999633.33 0.0036 N 2999877.60 2999877.60 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE17 Financial Company Commercial Paper First Tier Security 2014-05-01 2014-05-01 N N N 1000000.00 999266.67 0.0012 N 999593.30 999593.30 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE25 Financial Company Commercial Paper First Tier Security 2014-05-02 2014-05-02 N N N 1000000.00 999260.56 0.0012 N 999586.60 999586.60 General Electric Capital Corp. General Electric Capital Corp., 0.22% 36959JE58 Financial Company Commercial Paper First Tier Security 2014-05-05 2014-05-05 N N N 1000000.00 999242.22 0.0012 N 999566.00 999566.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAP9 Financial Company Commercial Paper First Tier Security 2014-01-03 2014-02-03 N N N 3000000.00 3000000.00 0.0036 N 3000126.00 3000126.00 JPMorgan Chase & Co. JPMorgan Chase & Co., 0.27% 46636WAS3 Financial Company Commercial Paper First Tier Security 2014-01-07 2014-03-07 N N N 6000000.00 6000000.00 0.0072 N 5999154.00 5999154.00 Nationwide Building Society Nationwide Building Society, 0.23% 6385E1A35 Financial Company Commercial Paper First Tier Security 2014-01-03 2014-01-03 N N N 1000000.00 999987.22 0.0012 N 999992.50 999992.50 Nationwide Building Society Nationwide Building Society, 0.24% 6385E1C41 Financial Company Commercial Paper First Tier Security 2014-03-04 2014-03-04 N N N 3000000.00 2998760.00 0.0036 N 2999091.90 2999091.90 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCK2 Financial Company Commercial Paper First Tier Security 2014-03-19 2014-03-19 N N N 8000000.00 7995893.34 0.0096 N 7997122.40 7997122.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCR7 Financial Company Commercial Paper First Tier Security 2014-03-25 2014-03-25 N N N 2000000.00 1998893.33 0.0024 N 1999169.40 1999169.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UCT3 Financial Company Commercial Paper First Tier Security 2014-03-27 2014-03-27 N N N 4000000.00 3997733.34 0.0048 N 3998260.80 3998260.80 Societe Generale North America, Inc. Societe Generale North America, Inc., 0.25% 83365SAX1 Financial Company Commercial Paper First Tier Security 2014-01-31 2014-01-31 N N N 4000000.00 3999166.67 0.0048 N 3999548.80 3999548.80 Swedbank AB Swedbank AB, 0.24% 87019SBC7 Financial Company Commercial Paper First Tier Security 2014-02-12 2014-02-12 N N N 6000000.00 5998320.00 0.0072 N 5999004.00 5999004.00 Toronto Dominion Holdings (U.S.A.) Toronto Dominion Holdings (U.S.A.), 0.25% 89116FBJ8 Financial Company Commercial Paper First Tier Security 2014-02-18 2014-02-18 N N N 2000000.00 1999333.33 0.0024 N 1999755.00 1999755.00 Sheffield Receivables Corp. Sheffield Receivables Corp., 0.25% 82124MAE0 Asset Backed Commercial Paper First Tier Security 2014-01-14 2014-01-14 N N Y LIQUIDITY BARCLAYS BANK PLC N/A N/A GUARANTOR BARCLAYS BANK PLC N/A N/A 3000000.00 2999729.17 0.0036 N 2999874.00 2999874.00 Comcast Corp. Comcast Corp., 0.25% 2003A3AH7 Other Commercial Paper Second Tier Security 2014-01-17 2014-01-17 N N N 1000000.00 999888.89 0.0012 N 999899.40 999899.40 Comcast Corp. Comcast Corp., 0.26% 2003A3AG9 Other Commercial Paper Second Tier Security 2014-01-16 2014-01-16 N N N 1000000.00 999891.67 0.0012 N 999905.80 999905.80 Devon Energy Corp. Devon Energy Corp., 0.31% 25179JAB6 Other Commercial Paper Second Tier Security 2014-01-27 2014-01-30 Y DEVON ENERGY CORP IAM COML PAPER 4/2 N/A N/A N N 4000000.00 4000000.00 0.0048 N 3999892.00 3999892.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46590EEP9 Other Commercial Paper First Tier Security 2014-05-23 2014-05-23 N N N 8000000.00 7990533.34 0.0096 N 7991388.00 7991388.00 PNC Bank NA PNC Bank NA, 0.27% 69354BAP7 Other Commercial Paper First Tier Security 2014-04-17 2014-04-17 N N N 1000000.00 1000000.00 0.0012 N 1000143.10 1000143.10 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ABB4 Other Commercial Paper First Tier Security 2014-01-13 2014-03-13 N N N 3000000.00 3000000.00 0.0036 N 3000006.00 3000006.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.26% 92780KAT5 Other Commercial Paper Second Tier Security 2014-01-27 2014-01-27 N N N 1150000.00 1149784.05 0.0014 N 1149804.27 1149804.27 U.S. Treasury Bills U.S. Treasury Bills, 0.08% to 0.14% 912796CJ6 Treasury Debt First Tier Security 2014-04-24 2014-04-24 N N N 13210000.00 13204956.43 0.0159 N 13207529.73 13207529.73 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CM9 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 10000000.00 9996463.89 0.0120 N 9998060.00 9998060.00 U.S. Treasury Bills U.S. Treasury Bills, 0.10% 912796CZ0 Treasury Debt First Tier Security 2014-05-22 2014-05-22 N N N 15000000.00 14994124.99 0.0180 N 14996505.00 14996505.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 7000000.00 7022940.23 0.0084 N 7022694.00 7022694.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% to 0.11% 912828SR2 Treasury Debt First Tier Security 2014-04-30 2014-04-30 N N N 3000000.00 3001416.82 0.0036 N 3001524.00 3001524.00 U.S. Treasury Notes U.S. Treasury Notes, 0.10% 912828SW1 Treasury Debt First Tier Security 2014-05-31 2014-05-31 N N N 2660000.00 2661602.29 0.0032 N 2661558.76 2661558.76 U.S. Treasury Notes U.S. Treasury Notes, 0.11% to 0.16% 912828KJ8 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 6000000.00 6023419.89 0.0072 N 6024138.00 6024138.00 U.S. Treasury Notes U.S. Treasury Notes, 0.13% 912828QM5 Treasury Debt First Tier Security 2014-05-15 2014-05-15 N N N 2000000.00 2006386.82 0.0024 N 2006640.00 2006640.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PQ7 Treasury Debt First Tier Security 2014-01-15 2014-01-15 N N N 2000000.00 2000651.04 0.0024 N 2000624.00 2000624.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828PZ7 Treasury Debt First Tier Security 2014-03-15 2014-03-15 N N N 1000000.00 1002198.53 0.0012 N 1002344.00 1002344.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828SL5 Treasury Debt First Tier Security 2014-03-31 2014-03-31 N N N 1000000.00 1000226.73 0.0012 N 1000391.00 1000391.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828CA6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 2000000.00 2009443.51 0.0024 N 2009296.00 2009296.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QH6 Treasury Debt First Tier Security 2014-02-15 2014-02-15 N N N 6000000.00 6008048.08 0.0072 N 6008202.00 6008202.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828QS2 Treasury Debt First Tier Security 2014-06-15 2014-06-15 N N N 8000000.00 8021307.55 0.0096 N 8023128.00 8023128.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 2000000.00 2029267.30 0.0024 N 2029454.00 2029454.00 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 2000000.00 2001088.25 0.0024 N 2001718.00 2001718.00 Fannie Mae Fannie Mae, 0.15% 3135G0PG2 Government Agency Debt First Tier Security 2014-01-11 2014-09-11 N N N 6000000.00 5999181.63 0.0072 N 6001146.00 6001146.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-01-21 2015-10-21 N N N 8000000.00 7998529.97 0.0096 N 7998248.00 7998248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.14% 313385XT8 Government Agency Debt First Tier Security 2014-06-06 2014-06-06 N N N 8000000.00 7995255.00 0.0096 N 7997248.00 7997248.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A0A91 Government Agency Debt First Tier Security 2014-10-30 2014-10-30 N N N 2000000.00 2000000.00 0.0024 N 2000466.00 2000466.00 Freddie Mac Freddie Mac, 0.13% 313397YN5 Government Agency Debt First Tier Security 2014-06-25 2014-06-25 N N N 5000000.00 4996840.28 0.0060 N 4998065.00 4998065.00 Freddie Mac Freddie Mac, 0.15% 3134G4J33 Government Agency Debt First Tier Security 2014-01-16 2015-10-16 N N N 9000000.00 9000022.74 0.0108 N 9002979.00 9002979.00 Freddie Mac Freddie Mac, 0.15% 3134G4DU9 Government Agency Debt First Tier Security 2014-01-17 2015-07-17 N N N 4000000.00 3999376.07 0.0048 N 3999920.00 3999920.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-01-26 2015-06-26 N N N 8000000.00 7998814.25 0.0096 N 8000176.00 8000176.00 Freddie Mac Freddie Mac, 0.16% 3134G4DT2 Government Agency Debt First Tier Security 2014-01-16 2015-07-16 N N N 4000000.00 3999377.18 0.0048 N 3999924.00 3999924.00 Freddie Mac Freddie Mac, 0.17% 3134G32P4 Government Agency Debt First Tier Security 2014-01-05 2014-12-05 N N N 10000000.00 10000000.00 0.0120 N 10002920.00 10002920.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-01-21 2014-02-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999362.00 1999362.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.27% 86959JCX4 Other Note First Tier Security 2014-01-27 2014-06-27 N N N 6000000.00 6000000.00 0.0072 N 5999718.00 5999718.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-01-15 2014-06-13 N N N 2000000.00 2000000.00 0.0024 N 1999874.00 1999874.00 Bank of America NA Bank of America NA, 0.22% 06052WT78 Other Note First Tier Security 2014-01-10 2014-01-10 N N N 4000000.00 4000000.00 0.0048 N 4000044.40 4000044.40 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.35% Bonds (New England Pwr. Co. Proj.) Series 1990 A2, tender 01/15/2014, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2014-01-15 2014-01-15 N N Y OBLIGOR NEW ENGLAND POWER CO N/A N/A 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 3700000.00 3743733.67 0.0045 N 3744548.00 3744548.00 Delaware Econ. Dev. Auth. Rev. Delaware Econ. Dev. Auth. Rev., 0.23% (Delmarva Pwr. & Lt. Co. Proj.) Series 1999 A VRDN 246387JQ8 Variable Rate Demand Note Second Tier Security 2014-01-07 2014-01-07 Y DELMARVA POWER & LIGHT N/A N/A N N 4600000.00 4600000.00 0.0055 N 4600000.00 4600000.00 Credit Agricole CIB Credit Agricole CIB, 0.05% 44T99HHV6 Other Instrument Time Deposits First Tier Security 2014-01-02 2014-01-02 N N N 7000000.00 7000000.00 0.0084 N 7000000.00 7000000.00 ING Bank NV ING Bank NV, 0.12% 48M994UY2 0001017255 Other Instrument Time Deposits First Tier Security 2014-01-06 2014-01-06 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Natixis SA (TD) Natixis SA (TD), 0.14% 62C99QCE9 Other Instrument Time Deposits First Tier Security 2014-01-06 2014-01-06 N N N 17000000.00 17000000.00 0.0204 N 17000000.00 17000000.00 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.03%, dated 12/31/2013 due 01/02/2014 48R998JK1_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-01-15 2043-11-15 0 - 9 Treasury Debt 1299709.87 1293171.70 FEDERAL HOME LOAN MORTGAGE CORP 2028-02-15 2044-01-01 0.468 - 5.5 Government Agency Debt 4414539.51 4045836.33 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-25 2043-12-01 0 - 5 Government Agency Debt 2460337.60 1924709.64 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-16 2043-12-20 2.5 - 5 Government Agency Debt 2033854.83 1851966.48 Unrated Security 2014-01-02 2014-01-02 N N N 8913131.00 8913131.42 0.0107 N 8913131.42 8913131.42 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.17% 45G99R2A7 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2027-04-01 3.5 - 3.5 Government Agency Debt 2224190.00 2040164.45 Unrated Security 2014-01-07 2014-01-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.03%, dated 12/31/2013 due 01/02/2014 48R998JK1_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-01-09 2043-11-15 0 - 8.75 Treasury Debt 22704118.91 23154128.75 FEDERAL HOME LOAN MORTGAGE CORP 2016-04-18 2033-11-15 5.25 - 9 Government Agency Debt 118719.87 71062.69 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-09-15 2063-10-20 2 - 9 Government Agency Debt 73727184.19 41062564.51 Unrated Security 2014-01-02 2014-01-02 N N N 63015015.00 63015015.42 0.0757 N 63015015.42 63015015.42 Morgan Stanley & Co., Inc. In a joint trading account with Morgan Stanley & Co., Inc. at 0.03%, dated 12/31/2013 due 01/02/2014 48R998JK1_55501 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2014-01-03 2017-04-19 0 - 5.125 Government Agency Debt 109229.65 109995.95 FEDERAL FARM CREDIT 2014-01-02 2033-12-30 0.176 - 5.125 Government Agency Debt 430279.96 425345.74 FEDERAL HOME LOAN BANK 2014-01-03 2037-11-27 0 - 5.75 Government Agency Debt 717749.34 721481.93 FEDERAL HOME LOAN MORTGAGE CORP 2014-01-15 2035-11-23 0 - 6.25 Government Agency Debt 494237.53 495446.82 FINANCE CORPORATION 2014-02-03 2019-09-26 0 - 0 Government Agency Debt 123488.50 115130.09 FEDERAL NATIONAL MORTGAGE ASSOC 2014-01-02 2043-05-01 0 - 7.125 Government Agency Debt 2625646.04 1742967.56 RESOLUTION FUNDING CORP 2014-01-15 2030-04-15 0 - 8.625 Government Agency Debt 17273.25 13385.75 TENNESEE VALLEY AUTHORITY 2016-12-15 2060-09-15 1.875 - 7.125 Government Agency Debt 53665.30 59325.24 Unrated Security 2014-01-02 2014-01-02 N N N 3610853.00 3610853.16 0.0043 N 3610853.16 3610853.16 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.30% 47Z9957S6 0001197610 Other Repurchase Agreement N WEYERHAEUSER CO 2023-09-15 2023-09-15 4.625 - 4.625 Other Instrument CORPORATE 1025629.00 1056739.03 First Tier Security 2014-01-07 2014-01-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.85% 48L9946U8 0000315030 Other Repurchase Agreement N ENTERPRISE PRODUCTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16406.00 1081975.70 First Tier Security 2014-01-16 2014-01-16 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.98% 48R99GCC8 0000315030 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2049-01-15 2049-01-15 5.395 - 5.567 Other Instrument MORTGAGE 1523731.00 1076168.54 LEHMAN MORTGAGE TRUST 2037-01-25 2037-01-25 N/A Other Instrument MORTGAGE 1171.00 99.08 LEHMAN BROTHERS SMALL BALANCE COMMERCIAL MORTGAGE PTC 2037-06-25 2037-06-25 N/A Other Instrument ASSET BACKED 726.00 498.98 TABERNA PREFERRED FUNDING 2035-11-05 2035-11-05 0.668 - 0.668 Other Instrument ASSET BACKED 419.00 156.21 TABERNA PREFERRED FUNDING 2036-08-05 2036-08-05 0.618 - 0.618 Other Instrument ASSET BACKED 2204444.00 1082609.16 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-03-25 2036-03-25 0.768 - 0.768 Other Instrument MORTGAGE 28978.00 5869.26 First Tier Security 2014-04-07 2014-04-07 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.14% 48R992EW3 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-10-16 2047-10-16 2.45 - 2.45 Government Agency Debt 1060000.00 1030608.61 First Tier Security 2014-01-07 2014-01-07 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48N998TR9 0000318336 Other Repurchase Agreement N AIRCRAFT FINANCE TRUST <1999-1 2024-05-15 2024-05-15 0.647 - 0.647 Other Instrument ASSET BACKED 15000.00 3974.58 COUNTRYWIDE HOME LOAN TRUST 2035-07-25 2035-07-25 0.625 - 0.625 Other Instrument ASSET BACKED 1625000.00 1056855.13 CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.335 - 0.335 Other Instrument ASSET BACKED 35000.00 22159.89 First Tier Security 2014-01-06 2014-01-06 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48N998VF2 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2037-10-25 2037-10-25 1.765 - 1.765 Other Instrument ASSET BACKED 5000.00 2883.75 CWABS INC. 2034-07-25 2034-07-25 0.885 - 0.885 Other Instrument ASSET BACKED 1205000.00 1079054.95 First Tier Security 2014-01-10 2014-01-10 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N998VX3 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2037-10-25 2037-10-25 1.765 - 1.765 Other Instrument ASSET BACKED 5000.00 2883.75 CWABS INC. 2034-07-25 2034-07-25 0.885 - 0.885 Other Instrument ASSET BACKED 1100000.00 985029.42 CWABS ASSET-BACKED CERTIFICATE 2037-09-25 2037-09-25 0.335 - 0.335 Other Instrument ASSET BACKED 150000.00 94970.98 First Tier Security 2014-04-16 2014-04-16 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N998XE3 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2033-12-25 2033-12-25 1.44 - 1.44 Other Instrument ASSET BACKED 5000.00 1731.90 COMM 2006-C8 MORTGAGE TRUST 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument GOVERNMENT AGENCY 170000.00 163980.78 THORNBURG MORTGAGE SECURITIES 2047-06-25 2047-06-25 0.385 - 0.385 Other Instrument GOVERNMENT AGENCY 3282000.00 917425.15 First Tier Security 2014-04-21 2014-04-21 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9983C0 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2047-11-25 2047-11-25 0.285 - 0.285 Other Instrument ASSET BACKED 1375000.00 1084620.00 First Tier Security 2014-05-02 2014-05-02 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9984P0 0000318336 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECU 2037-10-25 2037-10-25 1.765 - 1.765 Other Instrument ASSET BACKED 5000.00 2883.75 SAXON ASSET SECURITIES TRUST 1 2034-12-26 2034-12-26 0.815 - 0.815 Other Instrument ASSET BACKED 3005000.00 467387.82 SECURITIZED ASSET BACKED RECEI 2034-08-25 2034-08-25 0.815 - 0.815 Other Instrument ASSET BACKED 2000000.00 1594926.48 SASCO MORTGAGE LOAN TRUST 2006 2036-09-25 2036-09-25 0.415 - 0.415 Other Instrument ASSET BACKED 145000.00 98016.46 First Tier Security 2014-05-09 2014-05-09 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.71% 48N9989T7 0000318336 Other Repurchase Agreement N CWABS ASSET-BACKED CERTIFICATE 2046-09-25 2046-09-25 5.189 - 5.189 Other Instrument ASSET BACKED 10000.00 7268.41 COUNTRYWIDE HOME LOAN TRUST 2035-07-25 2035-07-25 0.625 - 0.625 Other Instrument ASSET BACKED 1625000.00 1056855.13 CWABS ASSET-BACKED CERTIFICATE 2047-11-25 2047-11-25 0.285 - 0.285 Other Instrument ASSET BACKED 25000.00 19720.36 First Tier Security 2014-06-04 2014-06-04 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 HSBC Securities, Inc. HSBC Securities, Inc., 0.18% 48R993BQ7 0000853784 Other Repurchase Agreement N GENERAL ELEC CAPT CORP 2023-01-09 2023-01-09 3.1 - 3.1 Other Instrument CORPORATE 5825000.00 5625558.55 VERIZON COMMUNICATIONS 2023-09-15 2023-09-15 5.15 - 5.15 Other Instrument CORPORATE 4498000.00 4877726.37 First Tier Security 2014-01-02 2014-01-02 N N N 10000000.00 10000000.00 0.0120 N 10000000.00 10000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.26% 48S99ABU1 0000877559 Other Repurchase Agreement N BARCLAYS BANK PLC 2023-04-10 2023-04-10 7.75 - 7.75 Other Instrument CORPORATE 4900000.00 5400888.80 First Tier Security 2014-01-02 2014-01-02 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC, 0.29% 45J996YQ0 Other Repurchase Agreement N WELLS FARGO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23798.00 1082809.00 First Tier Security 2014-01-07 2014-01-07 Y ING FINL MKTS LLC(NNGV RP BNY) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.53% 45A99N8V0 Other Repurchase Agreement N WELLS FARGO & COMPANY 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 47822.00 2175901.00 First Tier Security 2014-04-30 2014-04-30 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.59% 45A99N8Y4 Other Repurchase Agreement N ENDO PHARMA HLDG INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 471000.00 1087423.13 First Tier Security 2014-04-08 2014-04-08 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.60% 45A99N8S7 Other Repurchase Agreement N SUNEDISON INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 977000.00 1088876.27 First Tier Security 2014-02-14 2014-02-14 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N9A5 Other Repurchase Agreement N SUNEDISON INC 2013-12-31 2013-12-31 N/A Other Instrument OTHER NOTE 1952000.00 2175523.52 First Tier Security 2014-05-16 2014-05-16 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.15% 48M996VS9 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-12-15 2043-12-15 11.551 - 11.551 Government Agency Debt 2055000.00 2060188.82 First Tier Security 2014-01-07 2014-01-07 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996TD5 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 2.704 - 2.704 Other Instrument GOVERNMENT AGENCY 2070000.00 1080950.15 First Tier Security 2014-03-13 2014-03-13 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M996RW5 0001287279 Other Repurchase Agreement N CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 2.704 - 2.704 Other Instrument GOVERNMENT AGENCY 2075000.00 1083561.14 First Tier Security 2014-03-31 2014-03-31 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48M996TB9 0001287279 Other Repurchase Agreement N J.P. MORGAN MORTGAGE TRUST 200 2036-05-25 2036-05-25 2.792 - 2.792 Other Instrument GOVERNMENT AGENCY 4605000.00 2163963.66 First Tier Security 2014-03-31 2014-03-31 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.65% 48M996GL1 0001287279 Other Repurchase Agreement N CWALT, INC. 2004-2CB 2035-03-25 2035-03-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 2295000.00 384360.36 CHASE MORTGAGE FINANCE TRUST 2 2036-09-25 2036-09-25 2.704 - 2.704 Other Instrument GOVERNMENT AGENCY 3603000.00 1881479.90 J.P. MORGAN MORTGAGE TRUST 200 2036-05-25 2036-05-25 2.792 - 2.792 Other Instrument GOVERNMENT AGENCY 4400000.00 2067630.86 First Tier Security 2014-03-31 2014-03-31 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0048 Y 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Q99VLQ5 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2040-04-25 2 - 2 Government Agency Debt 4772277.00 4120395.42 First Tier Security 2014-01-03 2014-01-03 Y MERRILL PFS(NON GOV REPO BONY) N/A N/A N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.26% 48Q99VNF7 0000728612 Other Repurchase Agreement N CHEVRON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 86.00 10683.78 FRONTIER COMM-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33.00 155.10 POWERSHARES QQQ 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 49236.00 4302734.04 SPDR S&P500 UTS-1 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 36.00 6617.52 First Tier Security 2014-01-03 2014-01-03 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.53% 48Q99VPB4 0000728612 Other Repurchase Agreement N LNR CDO 2037-07-24 2037-07-24 1.564 - 1.564 Other Instrument ASSET BACKED 7052.00 6494.57 MADISON SQUARE CMBS BACKED NOTES 2043-09-25 2043-09-25 6.15 - 6.15 Other Instrument MORTGAGE 214971.00 144797.78 PHHMC MORTGAGE PASS-THROUGH CERTIFICATES 2037-05-18 2037-05-18 5.797 - 5.797 Other Instrument MORTGAGE 9279573.00 1406930.16 CWALT ALTERNATIVE LOAN TRUST 2046-09-25 2046-09-25 0.358 - 0.358 Other Instrument MORTGAGE 2710.00 750.41 COUNTRYWIDE HOME LOANS 2037-05-25 2037-05-25 6 - 6 Other Instrument MORTGAGE 11123.00 2960.87 COMM 2013-CCRE9 MTG TR 2045-07-10 2045-07-10 N/A Other Instrument MORTGAGE 854032.00 554188.05 CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 N/A Other Instrument MORTGAGE 33319.00 2150.28 CBA COMMERCIAL ASSETS 2036-06-25 2036-06-25 0.416 - 0.416 Other Instrument ASSET BACKED 174905.00 41413.97 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2047-07-25 2047-07-25 0.416 - 0.416 Other Instrument MORTGAGE 1187.00 377.63 First Tier Security 2014-01-07 2014-01-07 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.73% 48Q99VKH6 0000728612 Other Repurchase Agreement N SUNEDISON INC 2018-10-01 2018-10-01 N/A Other Instrument EQUITY 919.00 1027.61 VECTOR GROUP LTD 2014-11-15 2014-11-15 6.75 - 6.75 Other Instrument EQUITY 2585000.00 3328187.50 First Tier Security 2014-02-07 2014-02-07 N N N 3000000.00 3000000.00 0.0036 Y 3000000.00 3000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Q99VLB8 0000728612 Other Repurchase Agreement N MORGAN STANLEY BANK AMER 2012 C6 2045-11-15 2045-11-15 N/A Other Instrument MORTGAGE 1882054.00 1344940.26 RASC 2035-05-25 2035-05-25 0.838 - 0.838 Other Instrument ASSET BACKED 2118.00 1001.29 STRUCTURED ASSET MORTGAGE INVESTMENTS 2035-12-25 2035-12-25 1.539 - 1.539 Other Instrument MORTGAGE 90184.00 9254.16 TERWIN MORTGAGE TRUST 2037-08-25 2037-08-25 4.75 - 4.75 Other Instrument ASSET BACKED 2210160.00 363641.01 WELLS FARGO ALTERNATIVE LOAN TRUST 2037-12-25 2037-12-25 2.821 - 2.821 Other Instrument MORTGAGE 524100.00 186013.79 GUANAY FIN LTD 2020-12-15 2020-12-15 N/A Other Instrument ASSET BACKED 250000.00 260666.67 First Tier Security 2014-02-07 2014-02-07 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Q99VJY1 0000728612 Other Repurchase Agreement N SG MORTGAGE SECURITIES TRUST 2037-08-25 2037-08-25 0.968 - 0.968 Other Instrument ASSET BACKED 7294.00 1498.18 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2020-06-15 2020-06-15 0.567 - 0.567 Other Instrument MORTGAGE 1145120.00 1079606.34 First Tier Security 2014-02-07 2014-02-07 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48E99Y9Q6 Other Repurchase Agreement N US TREASURY 2014-03-20 2014-03-20 N/A Treasury Debt 1020300.00 1020167.36 First Tier Security 2014-01-02 2014-01-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48S99LAE4 Other Repurchase Agreement N US TREASURY 2014-03-20 2014-03-20 N/A Treasury Debt 1020200.00 1020067.37 First Tier Security 2014-01-07 2014-01-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.52% 48E99Y8P9 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2041-09-25 3 - 5.784 Government Agency Debt 101340.00 6403.57 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-08-20 2063-10-20 2 - 4 Government Agency Debt 1024407.00 1025875.66 First Tier Security 2014-01-02 2014-01-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y5U1 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2037-10-25 3 - 3 Government Agency Debt 2709.00 2584.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2063-10-20 2063-10-20 2 - 2 Government Agency Debt 1025077.00 1026528.63 LEHMAN XS TRUST 2037-02-25 2037-02-25 0.338 - 0.338 Other Instrument MORTGAGE 12918.00 4560.94 First Tier Security 2014-01-21 2014-01-21 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y6V8 Other Repurchase Agreement N CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.668 - 1.668 Other Instrument ASSET BACKED 1960395.00 1307221.17 First Tier Security 2014-02-03 2014-02-03 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y7G0 Other Repurchase Agreement N US TREASURY 2015-12-15 2022-08-15 0.25 - 1.625 Treasury Debt 2900.00 2835.37 FEDERAL HOME LOAN MORTGAGE CORP 2039-10-15 2042-12-01 2.114 - 3.918 Government Agency Debt 856306.00 744131.42 FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2037-10-25 3 - 3 Government Agency Debt 61195.00 58390.42 GOVERNMENT NATIONAL MORTAGE ASSOC 2050-09-16 2050-09-16 2.591 - 2.591 Government Agency Debt 100000.00 100763.22 GSAA HOME EQUITY TRUST 2036-01-25 2036-01-25 0.258 - 0.258 Other Instrument MORTGAGE 3859093.00 122918.40 LEHMAN XS TRUST 2037-02-25 2037-02-25 0.338 - 0.338 Other Instrument MORTGAGE 2019.00 712.85 First Tier Security 2014-02-10 2014-02-10 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.92% 48E99Y8U8 Other Repurchase Agreement N CPS AUTO GRANTOR/RECEIVABLES TRUST 2019-09-16 2019-09-16 5.9 - 5.9 Other Instrument ASSET BACKED 1050870.00 1084331.70 First Tier Security 2014-03-04 2014-03-04 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.10% 48E99Y2G5 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2037-10-25 3 - 3 Government Agency Debt 1242.00 1185.08 GOVERNMENT NATIONAL MORTAGE ASSOC 2050-09-16 2050-09-16 2.591 - 2.591 Government Agency Debt 100000.00 100763.22 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.668 - 1.668 Other Instrument ASSET BACKED 713020.00 475452.57 COUNTRYWIDE HOME LOANS 2035-02-25 2035-02-25 0.645 - 0.645 Other Instrument MORTGAGE 19323813.00 502741.75 MORTGAGEIT TRUST 2034-12-25 2034-12-25 1.968 - 1.968 Other Instrument MORTGAGE 7538.00 925.21 First Tier Security 2014-01-09 2014-01-09 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.10% 48E99Y6J5 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-10-25 2037-10-25 3 - 3 Government Agency Debt 2813.00 2684.08 GOVERNMENT NATIONAL MORTAGE ASSOC 2063-10-20 2063-10-20 2 - 2 Government Agency Debt 1025150.00 1026601.74 LEHMAN XS TRUST 2037-02-25 2037-02-25 0.338 - 0.338 Other Instrument MORTGAGE 12793.00 4516.81 First Tier Security 2014-02-27 2014-02-27 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99QXB6 0000050916 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2.5 - 5.784 Government Agency Debt 3929895.00 1024362.90 First Tier Security 2014-01-03 2014-01-03 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.31% 42T99QXA8 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-15 2043-03-15 3.5 - 8.233 Government Agency Debt 2482903.00 347379.68 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2043-11-01 3 - 6.504 Government Agency Debt 3260417.00 457824.06 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-04-16 2039-02-16 5.933 - 6.463 Government Agency Debt 3391530.00 224774.87 First Tier Security 2014-01-07 2014-01-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 35J99R8Y7 0000808379 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2037-03-25 2039-09-25 5.885 - 5.885 Government Agency Debt 115300000.00 2060015.52 First Tier Security 2014-01-07 2014-01-07 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.23% 60S99BMC2 Other Repurchase Agreement N CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41877.00 931763.25 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119.00 6172.53 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 240.00 6736.80 KEYCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10.00 133.80 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 223.00 7833.99 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 101.00 7933.55 TESORO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1813.00 102525.15 WELLPOINT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 185.00 16931.20 First Tier Security 2014-01-07 2014-01-07 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BLH2 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21320.00 1130173.20 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 19.00 10535.88 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 24215.00 994994.35 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 144.00 7469.28 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 451.00 16817.79 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 140.52 First Tier Security 2014-01-02 2014-01-02 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99BLM1 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 457.00 24225.57 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16.00 8872.32 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15431.00 801177.52 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 105.00 4314.45 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 362.00 18776.94 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33870.00 1263012.30 PEPSICO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 59.00 4891.69 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 126.00 10911.60 STARBUCKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 142.00 11154.10 TESORO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 232.00 13119.60 WELLPOINT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 183.04 First Tier Security 2014-01-03 2014-01-03 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.28% 60S99BLU3 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 133.00 7050.33 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 18.00 9981.36 BOEING CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7101.00 965167.92 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 51.92 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 106.00 5498.22 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 512.00 14371.84 KEYCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 66.00 883.08 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1986.00 74057.94 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17.00 597.21 WELLPOINT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26.00 2379.52 First Tier Security 2014-01-06 2014-01-06 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVQ8 0000230611 Other Repurchase Agreement N ACCURAY INC DEL 3.75 01AUG16 2016-08-01 2016-08-01 N/A Other Instrument EQUITY 3000.00 3405.02 FOREST CITY ENTERPRISES INC 2020-08-15 2020-08-15 3.625 - 3.625 Other Instrument EQUITY 2189.00 2269.61 MEDICINES CO 1.375 01JUN17 2017-06-01 2017-06-01 N/A Other Instrument EQUITY 818.00 1228.96 NEWPARK RESOURCES INC NEWPARK RES INC 2017-10-01 2017-10-01 4 - 4 Other Instrument EQUITY 708000.00 956246.04 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 6000.00 8379.92 SANDISK CORP 2017-08-15 2017-08-15 1.5 - 1.5 Other Instrument EQUITY 13000.00 19143.11 SUNEDISON INC 2018-10-01 2018-10-01 N/A Other Instrument EQUITY 81218.00 90816.43 First Tier Security 2014-01-07 2014-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 UBS Securities LLC UBS Securities LLC, 0.44% 23M99SVR6 0000230611 Other Repurchase Agreement N ACCURAY INC DEL 3.75 01AUG16 2016-08-01 2016-08-01 N/A Other Instrument EQUITY 2000.00 2270.01 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 73000.00 89137.06 FOREST CITY ENTERPRISES INC 2020-08-15 2020-08-15 3.625 - 3.625 Other Instrument EQUITY 1837.00 1904.65 MGIC INVT CORP WIS 2017-05-01 2017-05-01 5 - 5 Other Instrument EQUITY 17000.00 19224.17 MICRON TECHNOLOGY INC 2033-02-15 2033-02-15 1.625 - 1.625 Other Instrument EQUITY 381.00 766.01 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 10000.00 13966.53 RAMBUS INC DEL 2018-08-15 2018-08-15 1.125 - 1.125 Other Instrument EQUITY 60738.00 63767.61 SANDISK CORP 2017-08-15 2020-10-15 0.5 - 1.5 Other Instrument EQUITY 574929.00 568245.86 SUNEDISON INC 2018-10-01 2018-10-01 N/A Other Instrument EQUITY 288170.00 322226.25 First Tier Security 2014-01-07 2014-01-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00