N-MFP LIVE N 2014-06-30 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 47 92 826039174.69 7462520.70 173785.85 833327909.54 0.0025 1.0002 2014-06-30 1.0002 2014-06-30 C000019137 1.00 833327909.54 1.00 167614.39 167614.39 0.00 0.0025 1.0002 2014-06-30 1.0002 2014-06-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-07-17 2015-03-13 N N N 6000000.00 6000000.00 0.0072 N 6000228.00 6000228.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-07-10 2015-02-05 N N N 3000000.00 3000000.00 0.0036 N 2999745.00 2999745.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HEN2 Certificate of Deposit First Tier Security 2014-07-03 2015-02-27 N N N 3000000.00 3000000.00 0.0036 N 3001545.00 3001545.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-07-15 2015-05-15 N N N 10000000.00 10000000.00 0.0120 N 9998270.00 9998270.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-07-23 2015-03-20 N N N 6000000.00 6000000.00 0.0072 N 6004752.00 6004752.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HCY0 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 10000000.00 10000000.00 0.0120 N 10002368.00 10002368.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2014-07-11 2014-12-08 N N N 4000000.00 4000000.00 0.0048 N 4000132.00 4000132.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HFN5 Certificate of Deposit First Tier Security 2014-09-09 2014-09-09 N N N 3000000.00 3000000.00 0.0036 N 3000236.10 3000236.10 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGE4 Certificate of Deposit First Tier Security 2014-09-18 2014-09-18 N N N 9000000.00 9000000.00 0.0108 N 9000798.30 9000798.30 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGP9 Certificate of Deposit First Tier Security 2014-09-19 2014-09-19 N N N 5000000.00 5000000.00 0.0060 N 5000449.00 5000449.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HHW3 Certificate of Deposit First Tier Security 2014-11-21 2014-11-21 N N N 9000000.00 9000000.00 0.0108 N 9001076.40 9001076.40 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HLS7 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 7000000.00 7000000.00 0.0084 N 7000612.50 7000612.50 BNP Paribas New York Branch BNP Paribas New York Branch, 0.13% 05574RGT6 Certificate of Deposit First Tier Security 2014-07-01 2014-07-01 N N N 2000000.00 2000000.00 0.0024 N 2000000.60 2000000.60 BNP Paribas New York Branch BNP Paribas New York Branch, 0.13% 05574RGV1 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 3000000.00 3000000.00 0.0036 N 3000001.80 3000001.80 BNP Paribas New York Branch BNP Paribas New York Branch, 0.26% 05574RFA8 Certificate of Deposit First Tier Security 2014-09-15 2014-09-15 N N N 6000000.00 6000000.00 0.0072 N 6000383.40 6000383.40 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RCT0 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 7000000.00 7000000.00 0.0084 N 7000663.60 7000663.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-07-16 2015-03-13 N N N 10000000.00 10000000.00 0.0120 N 10000520.00 10000520.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2014-07-03 2014-11-28 N N N 4000000.00 4000000.00 0.0048 N 3999200.00 3999200.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2014-07-07 2014-12-02 N N N 3000000.00 3000000.00 0.0036 N 3000015.00 3000015.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MHG9 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 8000000.00 8000000.00 0.0096 N 7999856.80 7999856.80 Credit Agricole CIB Credit Agricole CIB, 0.26% 22533MCR0 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 9000000.00 9000000.00 0.0108 N 9000084.60 9000084.60 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM54 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 5000000.00 5000000.00 0.0060 N 5000097.00 5000097.00 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM62 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 5000000.00 5000000.00 0.0060 N 5000099.50 5000099.50 Credit Suisse AG Credit Suisse AG, 0.30% 22549TXS2 Certificate of Deposit First Tier Security 2014-07-03 2014-11-03 N N N 6000000.00 6000000.00 0.0072 N 5999598.00 5999598.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TRX8 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 3000000.00 3000000.00 0.0036 N 3000384.00 3000384.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TUP1 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 2000000.00 2000000.00 0.0024 N 2000271.00 2000271.00 Deutsche Bank Deutsche Bank, 0.24% 25152XUB4 Certificate of Deposit First Tier Security 2014-08-27 2014-08-27 N N N 7000000.00 7000000.00 0.0084 N 7000112.70 7000112.70 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.28% 60682AMK9 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 2000000.00 2000000.00 0.0024 N 2000225.60 2000225.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.10% 60688LZA7 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQL3 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 3000000.00 3000000.00 0.0036 N 3000063.90 3000063.90 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQM1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 3000000.00 3000000.00 0.0036 N 3000081.60 3000081.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQR0 Certificate of Deposit First Tier Security 2014-07-15 2014-07-15 N N N 3000000.00 3000000.00 0.0036 N 3000087.30 3000087.30 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LSH0 Certificate of Deposit First Tier Security 2014-08-22 2014-08-22 N N N 3000000.00 3000000.00 0.0036 N 3000220.20 3000220.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LTV8 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 2000000.00 2000000.00 0.0024 N 2000148.60 2000148.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LWX0 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 3000000.00 3000000.00 0.0036 N 3000169.50 3000169.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXA9 Certificate of Deposit First Tier Security 2014-10-14 2014-10-14 N N N 3000000.00 3000000.00 0.0036 N 3000176.40 3000176.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXP6 Certificate of Deposit First Tier Security 2014-10-21 2014-10-21 N N N 3000000.00 3000000.00 0.0036 N 3000188.10 3000188.10 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.13% 63873E6J5 Certificate of Deposit First Tier Security 2014-07-03 2014-07-03 N N N 17000000.00 17000000.00 0.0204 N 17000013.60 17000013.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E2M2 Certificate of Deposit First Tier Security 2014-07-01 2014-07-01 N N N 1000000.00 1000000.00 0.0012 N 1000003.10 1000003.10 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E4A6 Certificate of Deposit First Tier Security 2014-08-04 2014-08-04 N N N 5000000.00 5000000.00 0.0060 N 5000145.50 5000145.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873E5Z0 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 10000000.00 10000000.00 0.0120 N 10000000.00 10000000.00 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2014-07-10 2014-09-08 N N N 2000000.00 2000000.00 0.0024 N 2000042.00 2000042.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2014-07-22 2014-09-19 N N N 12000000.00 12000000.00 0.0144 N 12000900.00 12000900.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2014-07-21 2014-12-17 N N N 5000000.00 5000000.00 0.0060 N 5000405.00 5000405.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65558EQ84 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 6000000.00 6000000.00 0.0072 N 6000909.00 6000909.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-07-28 2015-06-26 N N N 4000000.00 4000000.00 0.0048 N 3999604.00 3999604.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-07-09 2015-04-09 N N N 3000000.00 3000000.00 0.0036 N 2999769.00 2999769.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-07-15 2015-04-15 N N N 10000000.00 10000000.00 0.0120 N 9999210.00 9999210.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HXG6 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 7000000.00 7000000.00 0.0084 N 7000652.40 7000652.40 Societe Generale Societe Generale, 0.25% 83368NWJ6 Certificate of Deposit First Tier Security 2014-07-31 2014-07-31 Y SOCIETE GENERALE NY N/A N/A N N 12000000.00 12000000.00 0.0144 N 11999640.00 11999640.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-07-21 2014-09-19 N N N 2000000.00 2000000.00 0.0024 N 2000044.00 2000044.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UWZ1 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 3000000.00 3000000.00 0.0036 N 3000034.80 3000034.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UXU1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 3000000.00 3000000.00 0.0036 N 3000069.90 3000069.90 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UZL9 Certificate of Deposit First Tier Security 2014-07-21 2014-07-21 N N N 4000000.00 4000000.00 0.0048 N 4000139.60 4000139.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UZX3 Certificate of Deposit First Tier Security 2014-07-22 2014-07-22 N N N 2000000.00 2000000.00 0.0024 N 2000073.20 2000073.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562US78 Certificate of Deposit First Tier Security 2014-08-26 2014-08-26 N N N 4000000.00 4000000.00 0.0048 N 4000316.00 4000316.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UU83 Certificate of Deposit First Tier Security 2014-08-29 2014-08-29 N N N 1000000.00 1000000.00 0.0012 N 1000083.20 1000083.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2L5 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 4000000.00 4000000.00 0.0048 N 4000081.60 4000081.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Q4 Certificate of Deposit First Tier Security 2014-09-15 2014-09-15 N N N 4000000.00 4000000.00 0.0048 N 4000084.80 4000084.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U4T6 Certificate of Deposit First Tier Security 2014-09-22 2014-09-22 N N N 3000000.00 3000000.00 0.0036 N 3000069.60 3000069.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YAS3 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 4000000.00 4000000.00 0.0048 N 3999999.60 3999999.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-07-15 2014-12-15 N N N 7000000.00 7000000.00 0.0084 N 7000399.00 7000399.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPE7 Certificate of Deposit First Tier Security 2014-10-24 2014-10-24 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.25% 86563KMF7 Certificate of Deposit First Tier Security 2014-09-17 2014-09-17 N N N 5000000.00 5000000.00 0.0060 N 5000218.50 5000218.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKF9 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 3000000.00 3000000.00 0.0036 N 3000073.20 3000073.20 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKG7 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 3000000.00 3000000.00 0.0036 N 3000093.00 3000093.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKQ5 Certificate of Deposit First Tier Security 2014-07-23 2014-07-23 N N N 5000000.00 5000000.00 0.0060 N 5000255.00 5000255.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLS0 Certificate of Deposit First Tier Security 2014-08-27 2014-08-27 N N N 10000000.00 10000000.00 0.0120 N 10001045.00 10001045.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLV3 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 6000000.00 6000000.00 0.0072 N 6000290.40 6000290.40 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112UGM7 Certificate of Deposit First Tier Security 2014-07-07 2015-06-08 N N N 3000000.00 3000000.00 0.0036 N 2999442.00 2999442.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UCG4 Certificate of Deposit First Tier Security 2015-02-10 2015-02-10 N N N 2000000.00 2000000.00 0.0024 N 2000498.60 2000498.60 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 3000628.50 3000628.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TYZ1 Certificate of Deposit First Tier Security 2014-10-09 2014-10-09 N N N 5000000.00 5000000.00 0.0060 N 5001259.00 5001259.00 UBS AG UBS AG, 0.25% 90267RWK1 Certificate of Deposit First Tier Security 2014-07-07 2014-10-03 N N N 9000000.00 9000000.00 0.0108 N 8999550.00 8999550.00 UBS AG UBS AG, 0.26% 90267RYB9 Certificate of Deposit First Tier Security 2014-07-23 2014-12-23 N N N 5000000.00 5000000.00 0.0060 N 4999530.00 4999530.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DA67 Certificate of Deposit First Tier Security 2014-08-29 2014-08-29 N N N 5000000.00 5000000.00 0.0060 N 5000833.00 5000833.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DC81 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 2000000.00 2000000.00 0.0024 N 2000386.40 2000386.40 Citibank NA Citibank NA, 0.21% 17304URS1 Certificate of Deposit First Tier Security 2014-08-05 2014-08-05 N N N 2000000.00 2000000.00 0.0024 N 2000239.80 2000239.80 Citibank NA Citibank NA, 0.21% 17304URU6 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 2000000.00 2000000.00 0.0024 N 2000253.20 2000253.20 Citibank NA Citibank NA, 0.21% 17304URZ5 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 4000000.00 4000000.00 0.0048 N 4000559.60 4000559.60 Citibank NA Citibank NA, 0.21% 17304USG6 Certificate of Deposit First Tier Security 2014-08-12 2014-08-12 N N N 8000000.00 8000000.00 0.0096 N 8001146.40 8001146.40 Citibank NA Citibank NA, 0.21% 17304UUZ1 Certificate of Deposit First Tier Security 2014-09-23 2014-09-23 N N N 3000000.00 3000000.00 0.0036 N 3000566.40 3000566.40 Citibank NA Citibank NA, 0.21% 17304UTU4 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 2000000.00 2000000.00 0.0024 N 2000386.40 2000386.40 Citibank NA Citibank NA, 0.21% 17304UTX8 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 2000000.00 2000000.00 0.0024 N 2000404.20 2000404.20 Citibank NA Citibank NA, 0.21% 17304UUP3 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 5000000.00 5000000.00 0.0060 N 5000659.00 5000659.00 Citibank NA Citibank NA, 0.21% 17304UWG1 Certificate of Deposit First Tier Security 2014-10-28 2014-10-28 N N N 6000000.00 6000000.00 0.0072 N 6000991.20 6000991.20 Citibank NA Citibank NA, 0.21% 17304UWK2 Certificate of Deposit First Tier Security 2014-10-30 2014-10-30 N N N 4000000.00 4000000.00 0.0048 N 4000677.20 4000677.20 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAF0 Certificate of Deposit Second Tier Security 2014-07-28 2014-07-28 N N N 4000000.00 4000000.00 0.0048 N 4000746.80 4000746.80 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3S5 Certificate of Deposit First Tier Security 2014-07-03 2015-03-09 N N N 2000000.00 2000000.00 0.0024 N 1999726.00 1999726.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3Z9 Certificate of Deposit First Tier Security 2014-07-07 2015-03-16 N N N 2000000.00 2000000.00 0.0024 N 1999718.00 1999718.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2P2 Certificate of Deposit First Tier Security 2014-07-09 2015-02-06 N N N 4000000.00 4000000.00 0.0048 N 3999528.00 3999528.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2R8 Certificate of Deposit First Tier Security 2014-07-14 2015-02-10 N N N 4000000.00 4000000.00 0.0048 N 4000720.00 4000720.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3B2 Certificate of Deposit First Tier Security 2014-07-21 2015-02-20 N N N 2000000.00 2000000.00 0.0024 N 1999748.00 1999748.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3J5 Certificate of Deposit First Tier Security 2014-07-28 2015-03-02 N N N 6000000.00 6000000.00 0.0072 N 5999202.00 5999202.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2J6 Certificate of Deposit First Tier Security 2014-11-04 2014-11-04 N N N 2000000.00 2000000.00 0.0024 N 2000070.00 2000070.00 Credit Agricole SA Credit Agricole SA, 0.24% 22999KQC9 0001191672 Certificate of Deposit First Tier Security 2014-09-09 2014-09-09 N N N 8000000.00 8000000.00 0.0096 N 7999841.60 7999841.60 Credit Agricole SA Credit Agricole SA, 0.25% 22999KQB1 0001191672 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 15000000.00 15000000.00 0.0180 N 14999998.50 14999998.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 01L99G7X3 Certificate of Deposit First Tier Security 2014-07-29 2014-07-29 N N N 4000000.00 3999222.71 0.0048 N 3999420.00 3999420.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-07-07 2015-01-05 N N N 8000000.00 8000000.00 0.0096 N 7999192.00 7999192.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GYR0 Financial Company Commercial Paper First Tier Security 2014-09-26 2014-09-26 N N N 8000000.00 7995166.67 0.0096 N 7997268.80 7997268.80 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NGE0 Financial Company Commercial Paper Second Tier Security 2014-07-14 2014-07-14 N N N 1000000.00 999902.50 0.0012 N 999918.70 999918.70 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NGR1 Financial Company Commercial Paper Second Tier Security 2014-07-25 2014-07-25 N N N 1000000.00 999820.00 0.0012 N 999844.40 999844.40 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1G31 Financial Company Commercial Paper First Tier Security 2014-07-03 2014-07-03 N N N 2000000.00 1999985.55 0.0024 N 1999983.40 1999983.40 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1G72 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N N 6000000.00 5999870.00 0.0072 N 5999883.60 5999883.60 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640QJ36 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 3000000.00 2998560.00 0.0036 N 2999026.80 2999026.80 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1G31 Financial Company Commercial Paper First Tier Security 2014-07-03 2014-07-03 N N N 6000000.00 5999950.00 0.0072 N 5999925.00 5999925.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1G72 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N N 6000000.00 5999850.00 0.0072 N 5999850.00 5999850.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.20% 5148X1GJ6 Financial Company Commercial Paper First Tier Security 2014-07-18 2014-07-18 N N N 6000000.00 5999433.33 0.0072 N 5999505.00 5999505.00 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.23% 6323A1H17 Financial Company Commercial Paper First Tier Security 2014-08-01 2014-08-01 N N N 8000000.00 7998415.55 0.0096 N 7999054.40 7999054.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHB7 Financial Company Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N N 1000000.00 999732.36 0.0012 N 999878.70 999878.70 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHD3 Financial Company Commercial Paper First Tier Security 2014-08-13 2014-08-13 N N N 3000000.00 2999157.92 0.0036 N 2999602.80 2999602.80 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHE1 Financial Company Commercial Paper First Tier Security 2014-08-14 2014-08-14 N N N 2000000.00 1999425.55 0.0024 N 1999725.00 1999725.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHF8 Financial Company Commercial Paper First Tier Security 2014-08-15 2014-08-15 N N N 2000000.00 1999412.50 0.0024 N 1999716.40 1999716.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHJ0 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-08-18 N N N 2000000.00 1999373.33 0.0024 N 1999687.00 1999687.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHK7 Financial Company Commercial Paper First Tier Security 2014-08-19 2014-08-19 N N N 1000000.00 999680.14 0.0012 N 999837.50 999837.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJN6 Financial Company Commercial Paper First Tier Security 2014-09-22 2014-09-22 N N N 5000000.00 4997463.89 0.0060 N 4998063.50 4998063.50 Hewlett-Packard Co. Hewlett-Packard Co., 0.28% 42823KGU0 Other Commercial Paper Second Tier Security 2014-07-28 2014-07-28 N N N 1000000.00 999790.00 0.0012 N 999930.00 999930.00 Northeast Utilities Northeast Utilities, 0.23% 66439UG17 Other Commercial Paper Second Tier Security 2014-07-01 2014-07-01 N N N 1000000.00 1000000.00 0.0012 N 999994.40 999994.40 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.23% 88159CG27 Other Commercial Paper Second Tier Security 2014-07-02 2014-07-02 N N N 1000000.00 999993.61 0.0012 N 999988.90 999988.90 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.27% 88159CGP6 Other Commercial Paper Second Tier Security 2014-07-23 2014-07-23 N N N 2000000.00 1999670.00 0.0024 N 1999716.40 1999716.40 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.29% 88159CH67 Other Commercial Paper Second Tier Security 2014-08-06 2014-08-06 N N N 1000000.00 999710.00 0.0012 N 999754.40 999754.40 Verizon Communications, Inc. Verizon Communications, Inc., 0.35% 92344PUX2 Other Commercial Paper Second Tier Security 2014-07-30 2014-07-30 Y VERIZON COMMUNICATIONS INC N/A N/A N N 4000000.00 4000000.00 0.0048 N 3999540.00 3999540.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796DQ9 Treasury Debt First Tier Security 2014-08-14 2014-08-14 N N N 10000000.00 9998655.56 0.0120 N 9999730.00 9999730.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796EJ4 Treasury Debt First Tier Security 2015-06-25 2015-06-25 N N N 10000000.00 9989030.58 0.0120 N 9989530.00 9989530.00 U.S. Treasury Bills U.S. Treasury Bills, 0.12% to 0.13% 912796DP1 Treasury Debt First Tier Security 2015-03-05 2015-03-05 N N N 8500000.00 8492847.29 0.0102 N 8496642.50 8496642.50 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 2007377.30 0.0024 N 2007578.00 2007578.00 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 2000321.82 0.0024 N 2000704.00 2000704.00 U.S. Treasury Notes U.S. Treasury Notes, 0.18% 912828UP3 Treasury Debt First Tier Security 2015-02-28 2015-02-28 N N N 10000000.00 10004424.07 0.0120 N 10010550.00 10010550.00 Fannie Mae Fannie Mae, 0.14% 3135G0YU1 Government Agency Debt First Tier Security 2014-07-21 2015-10-21 N N N 4000000.00 3999467.17 0.0048 N 4000924.00 4000924.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-09-14 2015-09-14 N N N 5000000.00 4999063.02 0.0060 N 4999365.00 4999365.00 Freddie Mac Freddie Mac, 0.14% 3134G4DT2 Government Agency Debt First Tier Security 2014-07-16 2015-07-16 N N N 4000000.00 3999578.12 0.0048 N 4001204.00 4001204.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-07-26 2015-06-26 N N N 8000000.00 7999210.96 0.0096 N 8002424.00 8002424.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.35% 25746UBV0 Other Note Second Tier Security 2014-07-21 2014-08-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999680.00 1999680.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-07-15 2014-12-15 N N N 2000000.00 2000000.00 0.0024 N 2000020.00 2000020.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2014-07-28 2014-12-26 N N N 6000000.00 6000000.00 0.0072 N 5999820.00 5999820.00 New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. New Hampshire Bus. Fin. Auth. Poll. Cont. Rev., 0.32% Bonds (New England Pwr. Co. Proj.) Series 1990 A2, tender 08/11/2014, CP Mode 64468DRW4 Other Municipal Debt Second Tier Security 2014-08-11 2014-08-11 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 3710613.19 0.0045 N 3711248.00 3711248.00 ING Bank NV ING Bank NV, 0.11% 48X99QCU9 0001017255 Other Instrument Time Deposits First Tier Security 2014-07-01 2014-07-01 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 15343864.52 12308359.33 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-25 2041-07-25 5 - 6 Government Agency Debt 14489260.33 4162068.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.342 - 5.25 Government Agency Debt 15750275.18 6844649.48 Unrated Security 2014-07-01 2014-07-01 N N N 22635922.00 22635922.08 0.0272 N 22635922.08 22635922.08 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-07-15 2022-02-15 0 - 2.125 Treasury Debt 2211985.27 2211908.32 FEDERAL HOME LOAN BANK 2014-12-19 2015-05-08 0 - 0.125 Government Agency Debt 1137866.28 1137458.75 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-25 2044-06-01 1 - 7.302 Government Agency Debt 1429491.19 1449058.81 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2044-05-01 0 - 5.5 Government Agency Debt 2021074.42 1574741.77 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-09-20 2044-06-20 0.875 - 6 Government Agency Debt 52766090.93 7846250.15 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 99.46 91.31 GINNIE MAE 2041-04-20 2041-04-20 3 - 3 Government Agency Debt 3745.26 3652.29 Unrated Security 2014-07-01 2014-07-01 N N N 13923902.00 13923902.41 0.0167 N 13923902.41 13923902.41 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-07-15 2042-02-15 0 - 4.125 Treasury Debt 10179.78 9646.09 FEDERAL FARM CREDIT 2014-08-28 2027-12-06 0.166 - 6.125 Government Agency Debt 76313.20 78791.37 FEDERAL HOME LOAN BANK 2014-07-02 2020-05-06 0 - 5.625 Government Agency Debt 2873689.07 2888932.30 FEDERAL HOME LOAN MORTGAGE CORP 2014-07-15 2044-07-01 0 - 7 Government Agency Debt 3426320.18 3201923.73 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-14 2044-07-01 0.162 - 7.5 Government Agency Debt 4959681.29 3409826.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-06-20 2.5 - 10 Government Agency Debt 3383806.72 2782890.77 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 15073.58 17148.79 Unrated Security 2014-07-01 2014-07-01 N N N 12135511.00 12135511.27 0.0146 N 12135511.27 12135511.27 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_04361 Government Agency Repurchase Agreement Y US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 Treasury Debt 32482.07 32466.84 FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2044-07-01 2.54 - 4.5 Government Agency Debt 125178.97 126187.90 FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2044-07-01 2.157 - 5 Government Agency Debt 656122.93 531835.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2062-10-20 2062-10-20 4.472 - 4.472 Government Agency Debt 12136.17 13115.53 Unrated Security 2014-07-01 2014-07-01 N N N 689808.00 689808.01 0.0008 N 689808.01 689808.01 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-06-15 2044-03-15 2 - 7 Government Agency Debt 1722306.35 1447325.83 Unrated Security 2014-07-01 2014-07-01 N N N 1405164.00 1405164.46 0.0017 N 1405164.46 1405164.46 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_39304 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2048-08-01 2.5 - 5.5 Government Agency Debt 3525824.36 2251606.90 Unrated Security 2014-07-01 2014-07-01 N N N 2207450.00 2207449.50 0.0026 N 2207449.50 2207449.50 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-12-01 2048-01-01 1.324 - 5.71 Government Agency Debt 9328397.97 3348639.43 Unrated Security 2014-07-01 2014-07-01 N N N 3282975.00 3282975.16 0.0039 N 3282975.16 3282975.16 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R7M6 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2036-07-01 2044-04-01 2.198 - 3.106 Government Agency Debt 69472.00 69292.96 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2044-01-01 2.5 - 5.4 Government Agency Debt 3064388.00 1971091.48 Unrated Security 2014-07-07 2014-07-07 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 U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99A7R5 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2019-02-15 2019-02-15 8.875 - 8.875 Treasury Debt 2241200.00 3060576.84 First Tier Security 2014-07-07 2014-07-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-07-24 2043-11-15 0 - 7.875 Treasury Debt 6933722.98 6937629.62 FEDERAL NATIONAL MORTGAGE ASSOC 2044-06-01 2044-06-01 4 - 4 Government Agency Debt 5945.02 6321.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-11-20 2060-12-20 1.75 - 6.797 Government Agency Debt 7207517.31 6088255.95 Unrated Security 2014-07-01 2014-07-01 N N N 12774222.00 12774222.39 0.0153 N 12774222.39 12774222.39 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.08% 48J99DXX5 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2030-11-01 2030-11-01 4.5 - 4.5 Government Agency Debt 8406778.00 5100011.66 First Tier Security 2014-07-07 2014-07-07 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-09-15 2044-06-01 2.5 - 5.5 Government Agency Debt 1755851.88 1725438.52 FINANCE CORPORATION 2014-10-05 2019-04-05 0 - 0 Government Agency Debt 21677.86 20791.25 FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-05 2044-07-01 0 - 4.5 Government Agency Debt 17673229.68 17224278.30 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-15 2044-03-20 2 - 5 Government Agency Debt 1349141.36 1226983.37 Unrated Security 2014-07-01 2014-07-01 N N N 19800045.00 19800044.71 0.0238 N 19800044.71 19800044.71 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.25% 48S991HK7 0001197610 Other Repurchase Agreement N BANK AMER CORP 2017-09-01 2017-09-01 6 - 6 Other Instrument CORPORATE 606078.00 697325.06 BANK AMER CORP 2023-01-11 2023-01-11 3.3 - 3.3 Other Instrument CORPORATE 238701.00 239212.22 CENTRICA PLC 2023-10-16 2023-10-16 4 - 4 Other Instrument CORPORATE 60000.00 60433.93 DIRECTV HLDGS LLC / DIRECTV FING INC 2040-08-15 2040-08-15 6 - 6 Other Instrument CORPORATE 38687.00 45256.83 JOHNSON & JOHNSON 2040-09-01 2040-09-01 4.5 - 4.5 Other Instrument CORPORATE 10620.00 11562.47 First Tier Security 2014-07-07 2014-07-07 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., 0.81% 48R99G3G9 0000315030 Other Repurchase Agreement N NETSUITE INC 2018-06-01 2018-06-01 N/A Other Instrument EQUITY 307318.00 316215.28 PALO ALTO NETWORKS INC 2019-07-01 2019-07-01 N/A Other Instrument EQUITY 40000.00 40725.20 SOLARCITY CORP 2018-11-01 2018-11-01 2.75 - 2.75 Other Instrument EQUITY 518900.00 724906.90 First Tier Security 2014-07-15 2014-07-15 N N N 1000000.00 1000000.00 0.0012 Y 1000040.00 1000040.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.98% 48R99G6S0 0000315030 Other Repurchase Agreement N GMAC HOME EQUITY LOAN-BACKED NOTES 2036-11-25 2036-11-25 0.362 - 0.362 Other Instrument ASSET BACKED 8094650.00 2159681.12 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2047-06-12 2047-06-12 5.458 - 5.458 Other Instrument MORTGAGE 2882.00 2021.14 SAXON ASSET SECURITIES TRUST 2037-11-25 2037-11-25 0.602 - 0.602 Other Instrument ASSET BACKED 1074.00 737.73 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2033-04-25 2033-04-25 2.318 - 2.318 Other Instrument MORTGAGE 317.00 29.52 First Tier Security 2014-10-03 2014-10-03 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000780.00 2000780.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.20% 48X99FKJ9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2042-02-20 2042-02-20 2.5 - 2.5 Government Agency Debt 1090000.00 1032606.26 First Tier Security 2014-07-01 2014-07-01 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, 0.44% 48X99FKK6 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2041-11-20 0.602 - 0.602 Government Agency Debt 1030000.00 1031287.53 First Tier Security 2014-07-01 2014-07-01 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, 0.63% 48R9927L5 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2041-11-20 0.602 - 0.602 Government Agency Debt 1030000.00 1031287.53 First Tier Security 2014-08-05 2014-08-05 N N N 1000000.00 1000000.00 0.0012 Y 1000080.00 1000080.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48X99FLL3 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2041-11-20 0.602 - 0.602 Government Agency Debt 1030000.00 1031287.53 First Tier Security 2014-09-17 2014-09-17 N N N 1000000.00 1000000.00 0.0012 Y 1000190.00 1000190.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48X99FLM1 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2041-11-20 0.602 - 0.602 Government Agency Debt 1030000.00 1031287.53 First Tier Security 2014-09-24 2014-09-24 N N N 1000000.00 1000000.00 0.0012 Y 1000210.00 1000210.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48R9928Y6 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2043-09-20 2043-09-20 2.5 - 2.5 Government Agency Debt 2105000.00 2063091.75 First Tier Security 2014-08-07 2014-08-07 N N N 2000000.00 2000000.00 0.0024 Y 2001027.40 2001027.40 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48X99FDW8 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2043-09-20 2043-09-20 2.5 - 2.5 Government Agency Debt 2105000.00 2063091.75 First Tier Security 2014-09-02 2014-09-02 N N N 2000000.00 2000000.00 0.0024 Y 2000340.00 2000340.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924E4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2041-11-20 2041-11-20 0.602 - 0.602 Government Agency Debt 1035000.00 1036293.78 First Tier Security 2014-10-14 2014-10-14 N N N 1000000.00 1000000.00 0.0012 Y 1000460.00 1000460.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924R5 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2043-09-20 2043-09-20 2.5 - 2.5 Government Agency Debt 1055000.00 1033996.11 First Tier Security 2014-10-20 2014-10-20 N N N 1000000.00 1000000.00 0.0012 Y 1000480.00 1000480.00 ING Financial Markets LLC ING Financial Markets LLC, 0.16% 48S99A4S4 0000877559 Other Repurchase Agreement N KOHL'S 2017-12-15 2017-12-15 6.25 - 6.25 Other Instrument CORPORATE 6300000.00 7354445.03 First Tier Security 2014-07-01 2014-07-01 N N N 7000000.00 7000000.00 0.0084 N 7000000.00 7000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N9Q0 Other Repurchase Agreement N SOLAZYME INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 1886000.00 2174180.80 First Tier Security 2014-11-24 2014-11-24 N N N 2000000.00 2000000.00 0.0024 Y 2001980.00 2001980.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9P2 Other Repurchase Agreement N SOLAZYME INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 1887000.00 2175333.60 First Tier Security 2014-09-29 2014-09-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2001120.00 2001120.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48W99WGN9 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-15 2035-12-15 6.328 - 6.448 Government Agency Debt 41644064.00 2060150.53 First Tier Security 2014-07-02 2014-07-02 N N N 2000000.00 2000000.00 0.0024 N 2000003.40 2000003.40 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N EQTY 2014-INNS MTG TR 2019-05-08 2019-05-08 4.054 - 4.054 Other Instrument GOVERNMENT AGENCY 3230000.00 3242381.92 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 Y 3001140.00 3001140.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N STRUCTURED ASSET SECURITIES CO 2035-03-25 2035-03-25 0.502 - 0.502 Other Instrument GOVERNMENT AGENCY 10460000.00 2162136.52 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000520.00 2000520.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9963W1 0001287279 Other Repurchase Agreement N STRUCTURED ASSET SECURITIES CO 2035-03-25 2035-03-25 0.502 - 0.502 Other Instrument GOVERNMENT AGENCY 5240000.00 1083135.31 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 Y 1000440.00 1000440.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N EQTY 2014-INNS MTG TR 2019-05-08 2019-05-08 4.054 - 4.054 Other Instrument GOVERNMENT AGENCY 4305000.00 4321502.84 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0048 Y 4002200.00 4002200.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48W994NC7 0000728612 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2060-12-20 2061-07-20 4.692 - 5.261 Government Agency Debt 3635261.00 4080136.83 First Tier Security 2014-07-03 2014-07-03 N N N 4000000.00 4000000.00 0.0048 N 4000020.00 4000020.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.50% 48W994NX1 0000728612 Other Repurchase Agreement N AIRLIE 2020-12-20 2020-12-20 0.478 - 0.478 Other Instrument ASSET BACKED 8098299.00 6300088.18 First Tier Security 2014-07-01 2014-07-01 N N N 6000000.00 6000000.00 0.0072 N 6000000.00 6000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Q99V9Y2 0000728612 Other Repurchase Agreement N CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2018-03-15 2018-03-15 3.75 - 3.75 Other Instrument EQUITY 709000.00 1082775.94 First Tier Security 2014-08-04 2014-08-04 N N N 1000000.00 1000000.00 0.0012 Y 1000130.00 1000130.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994BA4 0000728612 Other Repurchase Agreement N CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2018-03-15 2018-03-15 3.75 - 3.75 Other Instrument EQUITY 1417000.00 2164024.69 First Tier Security 2014-08-06 2014-08-06 N N N 2000000.00 2000000.00 0.0024 Y 2000260.00 2000260.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994CY1 0000728612 Other Repurchase Agreement N CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2018-03-15 2018-03-15 3.75 - 3.75 Other Instrument EQUITY 1416000.00 2162497.50 First Tier Security 2014-08-14 2014-08-14 N N N 2000000.00 2000000.00 0.0024 Y 2000340.00 2000340.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48W994JH1 0000728612 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2036-05-25 2036-05-25 6 - 6 Other Instrument MORTGAGE 30048.00 15893.61 BUILDING MATLS CORP AMER 2020-03-15 2020-03-15 7.5 - 7.5 Other Instrument CORPORATE 10347.00 11245.90 CITIGROUP MORTGAGE LOAN TRUST 2037-09-25 2037-09-25 2.538 - 2.538 Other Instrument MORTGAGE 1950415.00 364765.82 INDYMAC INDX MORTGAGE LOAN TRUST 2034-11-25 2034-11-25 N/A Other Instrument MORTGAGE 144112074.00 621431.29 MADISON SQUARE CMBS BACKED NOTES 2043-09-25 2043-09-25 6.15 - 6.15 Other Instrument MORTGAGE 8295.00 2908.29 NATIONSTAR HOME EQUITY LOAN TRUST 2037-06-25 2037-06-25 0.282 - 0.282 Other Instrument ASSET BACKED 4098653.00 2225820.86 First Tier Security 2014-08-06 2014-08-06 N N N 3000000.00 3000000.00 0.0036 Y 3000600.00 3000600.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SGP7 Other Repurchase Agreement N AMERIC RCP REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3963.00 49537.50 AMERICAN TOWER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 220.00 19584.40 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 97.00 3245.62 COBALT INTL ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14085.00 254797.65 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20811.00 526518.30 SPDR BRC CONV SCRTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4506.00 226516.62 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SGR3 Other Repurchase Agreement N AMERIC RCP REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7211.00 90137.50 ATLAS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17685.00 789812.10 COBALT INTL ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4247.00 76828.23 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 211.76 SPDR BRC CONV SCRTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2230.00 112102.10 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 111.00 11060.04 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SGT9 Other Repurchase Agreement N AMERIC RCP REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 369.00 4612.50 ATLAS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20108.00 898023.28 DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5.00 422.95 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1225.00 64851.50 MASCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 436.00 9683.56 SPDR BRC CONV SCRTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1722.00 86564.94 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 160.00 15942.40 Unrated Security 2014-07-07 2014-07-07 Y MUFJ 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% 48S99LUF9 Other Repurchase Agreement N CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 62.00 2922.68 VULCAN MATERIALS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16556.00 1057928.40 YAHOO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 565.00 19351.25 First Tier Security 2014-07-01 2014-07-01 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% 48S99LUQ5 Other Repurchase Agreement N CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 123.00 5798.22 VULCAN MATERIALS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11366.00 726287.40 YAHOO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 542.00 18563.50 ALLEGION 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5929.00 329533.82 First Tier Security 2014-07-07 2014-07-07 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., 0.91% 48S99LMG6 Other Repurchase Agreement N US TREASURY 2019-02-15 2019-08-15 0 - 8.875 Treasury Debt 1902.00 2416.35 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2028-03-01 2.5 - 2.5 Government Agency Debt 2010.00 1804.04 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-20 2043-03-20 3.5 - 3.5 Government Agency Debt 1000.00 972.36 MORGAN STANLEY HOME EQUITY LOAN TRUST 2036-02-25 2036-02-25 0.492 - 0.492 Other Instrument ASSET BACKED 1326462.00 908343.05 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-01-25 2035-01-25 1.032 - 1.032 Other Instrument ASSET BACKED 238238.00 168121.54 First Tier Security 2014-07-21 2014-07-21 N N N 1000000.00 1000000.00 0.0012 Y 1000140.00 1000140.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LMP6 Other Repurchase Agreement N US TREASURY 2019-02-15 2019-02-28 1.5 - 8.875 Treasury Debt 374608.00 511452.01 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2028-03-01 2.5 - 2.5 Government Agency Debt 1924.00 1726.85 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-20 2043-03-20 3.5 - 3.5 Government Agency Debt 1000.00 972.36 PARK PLACE ASSET-BACKED PASS-THROUGH CERTIFICATES 2035-01-25 2035-01-25 1.032 - 1.032 Other Instrument ASSET BACKED 761762.00 537565.79 First Tier Security 2014-07-23 2014-07-23 N N N 1000000.00 1000000.00 0.0012 Y 1000160.00 1000160.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LQH0 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2028-03-01 2.5 - 2.5 Government Agency Debt 1695.00 1521.32 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.652 - 1.652 Other Instrument ASSET BACKED 1410647.00 1080102.16 First Tier Security 2014-08-04 2014-08-04 N N N 1000000.00 1000000.00 0.0012 Y 1000250.00 1000250.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LRS5 Other Repurchase Agreement N US TREASURY 2019-02-28 2019-02-28 1.5 - 1.5 Treasury Debt 109.00 109.32 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2028-03-01 2.5 - 2.5 Government Agency Debt 1494.00 1340.91 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.652 - 1.652 Other Instrument ASSET BACKED 1410398.00 1079911.50 First Tier Security 2014-08-07 2014-08-07 N N N 1000000.00 1000000.00 0.0012 Y 1000270.00 1000270.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LTK0 Other Repurchase Agreement N US TREASURY 2019-02-15 2019-08-15 0 - 8.875 Treasury Debt 3284.00 3771.37 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2028-03-01 2.5 - 2.5 Government Agency Debt 1000.00 897.53 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-20 2043-03-20 3.5 - 3.5 Government Agency Debt 1000.00 972.36 MORGAN STANLEY HOME EQUITY LOAN TRUST 2036-02-25 2036-02-25 0.492 - 0.492 Other Instrument ASSET BACKED 1569712.00 1074917.32 First Tier Security 2014-09-02 2014-09-02 N N N 1000000.00 1000000.00 0.0012 Y 1000450.00 1000450.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48S99LRT3 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2028-03-01 2.5 - 2.5 Government Agency Debt 1691.00 1517.73 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.652 - 1.652 Other Instrument ASSET BACKED 1410623.00 1080083.78 First Tier Security 2014-09-05 2014-09-05 N N N 1000000.00 1000000.00 0.0012 Y 1000690.00 1000690.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.25% 42T99Q3M5 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2033-09-01 2042-01-15 3 - 6.499 Government Agency Debt 2489326.00 201322.80 FEDERAL NATIONAL MORTGAGE ASSOC 2032-02-01 2043-12-25 0 - 11.6 Government Agency Debt 4283578.00 827163.75 First Tier Security 2014-07-07 2014-07-07 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99Q3K9 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-10-15 2043-07-15 3 - 6.499 Government Agency Debt 3966156.00 532399.33 FEDERAL NATIONAL MORTGAGE ASSOC 2033-08-01 2044-01-01 0 - 11.6 Government Agency Debt 4175631.00 454031.24 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2043-08-20 3 - 6.547 Government Agency Debt 300000.00 43452.99 First Tier Security 2014-07-07 2014-07-07 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q3H6 0000050916 Other Repurchase Agreement N AES CORP 2024-03-15 2024-03-15 5.5 - 5.5 Other Instrument CORPORATE 47360.00 49612.63 ALLY FINL INC 2015-02-12 2015-02-12 8.3 - 8.3 Other Instrument CORPORATE 842366.00 904445.57 BUILDERS FIRSTSOURCE INC 2021-06-01 2021-06-01 7.625 - 7.625 Other Instrument CORPORATE 16168.00 17399.07 CSC HLDGS LLC 2021-11-15 2021-11-15 6.75 - 6.75 Other Instrument CORPORATE 2.00 2.22 CASE CORP FORMERLY CASE EQUIP CORP TO 06/24/1994 2016-01-15 2016-01-15 7.25 - 7.25 Other Instrument CORPORATE 1000.00 1105.73 CENTURY ALUM CO 2021-06-01 2021-06-01 7.5 - 7.5 Other Instrument CORPORATE 3194.00 3388.97 CLEAR CHANNEL COMMUNICATIONS INC 2021-03-01 2021-03-01 9 - 9 Other Instrument CORPORATE 825.00 909.36 CONSTELLATION BRANDS INC 2022-05-01 2022-05-01 6 - 6 Other Instrument CORPORATE 25458.00 28826.94 ELDORADO GOLD CORP NEW 2020-12-15 2020-12-15 6.125 - 6.125 Other Instrument CORPORATE 224.00 226.81 FIRST DATA CORP 2021-01-15 2021-01-15 12.625 - 12.625 Other Instrument CORPORATE 434.00 560.02 HOSPIRA INC 2023-08-12 2023-08-12 5.8 - 5.8 Other Instrument CORPORATE 7812.00 8922.11 HOVNANIAN K ENTERPRISES INC 2020-10-15 2020-10-15 7.25 - 7.25 Other Instrument CORPORATE 18418.00 20261.72 SLM CORP EDNOTES BOOK ENTRY 2030-06-15 2030-06-15 5.65 - 5.7 Other Instrument CORPORATE 25000.00 20187.91 SPRINT CORP 2021-09-15 2021-09-15 7.25 - 7.25 Other Instrument CORPORATE 1332.00 1500.03 VANTAGE ONCOLOGY LLC / VANTAGE ONCOLOGY FIN CO 2017-06-15 2017-06-15 9.5 - 9.5 Other Instrument CORPORATE 22950.00 22811.34 First Tier Security 2014-07-01 2014-07-01 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 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q3J2 0000050916 Other Repurchase Agreement N AES CORP 2024-03-15 2024-03-15 5.5 - 5.5 Other Instrument CORPORATE 5339.00 5592.94 ALLY FINL INC 2015-02-12 2015-02-12 8.3 - 8.3 Other Instrument CORPORATE 236270.00 253682.31 CENTURY ALUM CO 2021-06-01 2021-06-01 7.5 - 7.5 Other Instrument CORPORATE 2243.00 2379.92 CLEAR CHANNEL COMMUNICATIONS INC 2018-01-15 2027-10-15 7.25 - 10 Other Instrument CORPORATE 561303.00 561872.15 CONSTELLATION BRANDS INC 2022-05-01 2022-05-01 6 - 6 Other Instrument CORPORATE 4052.00 4588.21 DENALI BORROWER LLC / DENALI FIN CORP 2020-10-15 2020-10-15 5.625 - 5.625 Other Instrument CORPORATE 218772.00 234462.05 ELDORADO GOLD CORP NEW 2020-12-15 2020-12-15 6.125 - 6.125 Other Instrument CORPORATE 2516.00 2547.58 JBS USA LLC 2024-07-15 2024-07-15 5.875 - 5.875 Other Instrument CORPORATE 1257.00 1251.74 NISKA GAS STORAGE CDA ULC / NISKA GAS STORAGE CD 2019-04-01 2019-04-01 6.5 - 6.5 Other Instrument CORPORATE 829.00 791.70 ONEX USI ACQUISITION CORP 2021-01-15 2021-01-15 7.75 - 7.75 Other Instrument CORPORATE 108.00 114.81 SPRINT CORP 2021-09-15 2021-09-15 7.25 - 7.25 Other Instrument CORPORATE 10142.00 11421.37 VANTAGE ONCOLOGY LLC / VANTAGE ONCOLOGY FIN CO 2017-06-15 2017-06-15 9.5 - 9.5 Other Instrument CORPORATE 1430.00 1421.36 First Tier Security 2014-07-07 2014-07-07 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% 48X99EAH7 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2043-11-01 2043-11-01 4 - 4 Government Agency Debt 995000.00 1022599.17 First Tier Security 2014-07-01 2014-07-01 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99B2N0 Other Repurchase Agreement N TIME WARNER CBL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14522.00 2146932.48 VERIZON COMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 154.00 7595.28 COPA HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 40.00 5719.60 First Tier Security 2014-07-01 2014-07-01 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99B2P5 Other Repurchase Agreement N BANK AMER CORP 2021-01-05 2021-01-05 5.875 - 5.875 Other Instrument CORPORATE 35856.00 42974.82 CITIGROUP INC 2017-11-21 2017-11-21 6.125 - 6.125 Other Instrument CORPORATE 398.00 457.71 MANITOBA PROV CDA 2020-04-01 2020-04-01 9.25 - 9.25 Other Instrument CORPORATE 6710.00 9057.75 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2014-07-15 2014-07-15 5.45 - 5.45 Other Instrument CORPORATE 970333.00 996667.03 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2016-10-18 2016-10-18 0.677 - 0.677 Other Instrument CORPORATE 303.00 303.04 ONTARIO PROV CDA 2024-05-16 2024-05-16 3.2 - 3.2 Other Instrument CORPORATE 110.00 111.24 TOTAL CAP INTL 2017-01-10 2017-01-10 1 - 1 Other Instrument CORPORATE 473.00 476.40 First Tier Security 2014-07-02 2014-07-02 N N N 1000000.00 1000000.00 0.0012 N 1000003.30 1000003.30 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99B2R1 Other Repurchase Agreement N ABBVIE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 391.00 22204.89 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 65106.00 998074.98 EMC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 982.00 25954.26 GOOGLE-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7.00 4036.20 MARATHON PETRO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 825.00 65505.00 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1038.00 88074.30 SAFEWAY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26870.00 921372.30 STARWD REIT-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 109.00 2868.88 STRW HTL RES WRLWD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 58.00 4702.64 VERIZON COMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 234.00 11540.88 ZOETIS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 228.00 7382.64 XL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 147.00 4786.32 CORE LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22.00 3652.00 First Tier Security 2014-07-03 2014-07-03 N N N 2000000.00 2000000.00 0.0024 N 2000013.40 2000013.40 SG Americas Securities, LLC SG Americas Securities, LLC, 0.36% 60S99B2Q3 Other Repurchase Agreement N BANK AMER CORP 2015-10-09 2015-10-09 1.5 - 1.5 Other Instrument CORPORATE 892.00 903.15 CATERPILLAR INC FORMERLY CATERPILLAR TRACTOR INC 2044-05-15 2044-05-15 4.3 - 4.3 Other Instrument CORPORATE 9405.00 9478.93 DUKE ENERGY CORP NEW 2015-04-01 2015-04-01 3.35 - 3.35 Other Instrument CORPORATE 53549.00 55203.23 GOLDCORP INC NEW 2044-06-09 2044-06-09 3.625 - 3.625 Other Instrument CORPORATE 879844.00 894330.27 GOLDMAN SACHS GROUP INC 2022-01-24 2022-01-24 5.75 - 5.75 Other Instrument CORPORATE 10196.00 12063.36 JCH PARENT INC 2019-03-15 2019-03-15 N/A Other Instrument CORPORATE 2070.00 2087.25 KRATOS DEFENSE & SEC SOLUTIONS INC 2019-05-15 2019-05-15 7 - 7 Other Instrument CORPORATE 143.00 149.31 PEPSICO INC 2024-03-01 2024-03-01 3.6 - 3.6 Other Instrument CORPORATE 1069412.00 1113279.28 REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER 2018-05-15 2018-05-15 8.5 - 8.5 Other Instrument CORPORATE 2622.00 2771.13 UNITED CONTL HLDGS INC 2020-12-01 2020-12-01 6 - 6 Other Instrument CORPORATE 5010.00 5247.14 UNITED RENTALS NORTH AMER INC 2024-11-15 2024-11-15 5.75 - 5.75 Other Instrument CORPORATE 4776.00 5038.75 First Tier Security 2014-07-02 2014-07-02 N N N 2000000.00 2000000.00 0.0024 N 2000011.60 2000011.60 UBS Securities LLC UBS Securities LLC, 0.43% 23M99SVY1 0000230611 Other Repurchase Agreement N FIRST DATA CORP 2021-08-15 2021-08-15 11.75 - 11.75 Other Instrument CORPORATE 428638.00 528430.28 GT ADVANCED TECHNOLOGIES INC 2017-10-01 2017-10-01 3 - 3 Other Instrument EQUITY 2000.00 4906.09 MOVE INC 2018-09-01 2018-09-01 2.75 - 2.75 Other Instrument EQUITY 657.00 711.02 NARA CABLE FDG LTD 2018-12-01 2018-12-01 8.875 - 8.875 Other Instrument CORPORATE 20346.00 21864.81 NVIDIA CORP 2018-12-01 2018-12-01 1 - 1 Other Instrument EQUITY 4086.00 4505.57 PDL BIOPHARMA INC 2015-05-01 2015-05-01 3.75 - 3.75 Other Instrument EQUITY 12000.00 19191.31 TESLA MTRS INC 2019-03-01 2019-03-01 0.25 - 0.25 Other Instrument EQUITY 514792.00 501384.96 First Tier Security 2014-07-07 2014-07-07 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, 0.43% 23M99SVW5 0000230611 Other Repurchase Agreement N SPRINT NEXTEL CORP REORGANIZED AS SPRINT CORP 07 2018-11-15 2018-11-15 9 - 9 Other Instrument CORPORATE 4259.00 5217.28 SUNEDISON INC 2018-10-01 2018-10-01 N/A Other Instrument EQUITY 1256822.00 2156950.93 First Tier Security 2014-07-07 2014-07-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994VP7 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-06-25 2020-06-25 1.659 - 1.659 Government Agency Debt 11394297.00 831126.96 ANHEUSER-BUSCH INBEV FIN INC 2018-01-17 2018-01-17 1.25 - 1.25 Other Instrument CORPORATE 118000.00 117776.95 BANK NOVA SCOTIA B C 2026-11-16 2026-11-16 N/A Other Instrument CORPORATE 85000.00 84842.47 WESTPAC BKG CORP MEDIUM TERM NTS BOOK ENTRY 2015-07-15 2015-07-15 2.05 - 2.05 Other Instrument CORPORATE 184.00 186.22 First Tier Security 2014-07-02 2014-07-02 N N N 1000000.00 1000000.00 0.0012 N 1000006.90 1000006.90