N-MFP LIVE N 2014-08-31 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 47 86 835409968.62 2456008.06 4181029.24 833684947.44 0.0026 1.0002 2014-08-29 1.0002 2014-08-29 C000019137 1.00 833684947.44 1.00 176884.36 176884.36 0.00 0.0025 1.0002 2014-08-29 1.0002 2014-08-29 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.25% 06366LDW5 Certificate of Deposit First Tier Security 2014-09-17 2015-05-14 N N N 6000000.00 6000000.00 0.0072 N 6000036.00 6000036.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HJJ6 Certificate of Deposit First Tier Security 2014-09-10 2015-04-07 N N N 3000000.00 3000000.00 0.0036 N 2998647.00 2998647.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HEN2 Certificate of Deposit First Tier Security 2014-09-03 2015-04-30 N N N 3000000.00 3000000.00 0.0036 N 3001446.00 3001446.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HLC8 Certificate of Deposit First Tier Security 2014-09-15 2015-05-15 N N N 10000000.00 10000000.00 0.0120 N 9998590.00 9998590.00 Bank of Nova Scotia Bank of Nova Scotia, 0.23% 06417HDY9 Certificate of Deposit First Tier Security 2014-09-23 2015-05-20 N N N 6000000.00 6000000.00 0.0072 N 6004440.00 6004440.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417HPU4 Certificate of Deposit First Tier Security 2015-04-07 2015-04-07 N N N 5000000.00 5000000.00 0.0060 N 4999384.00 4999384.00 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 10001846.00 10001846.00 Bank of Nova Scotia Bank of Nova Scotia, 0.32% 06417E5W9 Certificate of Deposit First Tier Security 2014-09-11 2015-02-06 N N N 4000000.00 4000000.00 0.0048 N 4000128.00 4000128.00 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 3000063.90 3000063.90 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 1000000.00 1000000.00 0.0012 N 1000038.80 1000038.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGP9 Certificate of Deposit First Tier Security 2014-09-19 2014-09-19 N N N 5000000.00 5000000.00 0.0060 N 5000204.00 5000204.00 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 9001046.70 9001046.70 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 7000759.50 7000759.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HYD6 Certificate of Deposit First Tier Security 2015-02-24 2015-02-24 N N N 1000000.00 1000000.00 0.0012 N 1000099.30 1000099.30 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 6000396.60 6000396.60 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.25% 13606YZK5 Certificate of Deposit First Tier Security 2014-09-16 2015-05-13 N N N 10000000.00 10000000.00 0.0120 N 10000510.00 10000510.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YPQ3 Certificate of Deposit First Tier Security 2014-09-03 2015-01-30 N N N 4000000.00 4000000.00 0.0048 N 3999732.00 3999732.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-09-05 2015-01-30 N N N 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 8000115.20 8000115.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5T4 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 3000000.00 3000000.00 0.0036 N 2999993.40 2999993.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5U1 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 6000000.00 6000000.00 0.0072 N 5999983.20 5999983.20 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536G5V9 Certificate of Deposit First Tier Security 2014-09-04 2014-09-04 N N N 6000000.00 6000000.00 0.0072 N 5999980.20 5999980.20 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% 22549T3A4 Certificate of Deposit First Tier Security 2014-11-10 2014-11-10 N N N 6000000.00 6000000.00 0.0072 N 6000121.20 6000121.20 Credit Suisse AG Credit Suisse AG, 0.25% 22549T3B2 Certificate of Deposit First Tier Security 2014-11-14 2014-11-14 N N N 1000000.00 1000000.00 0.0012 N 1000021.30 1000021.30 Credit Suisse AG Credit Suisse AG, 0.31% 22549TXS2 Certificate of Deposit First Tier Security 2014-09-03 2014-11-03 N N N 6000000.00 6000000.00 0.0072 N 5999802.00 5999802.00 Deutsche Bank Deutsche Bank, 0.29% 25152XVB3 Certificate of Deposit First Tier Security 2014-10-27 2014-10-27 N N N 8000000.00 8000000.00 0.0096 N 8000524.00 8000524.00 KBC Bank NV KBC Bank NV, 0.13% 4823T0G94 Certificate of Deposit First Tier Security 2014-09-04 2014-09-04 N N N 6000000.00 6000000.00 0.0072 N 5999970.00 5999970.00 KBC Bank NV KBC Bank NV, 0.13% 4823T0H36 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 8000000.00 8000000.00 0.0096 N 8000000.00 8000000.00 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 2000232.80 2000232.80 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 2000027.20 2000027.20 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 3000174.60 3000174.60 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 3000191.10 3000191.10 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 3000220.20 3000220.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LZF6 Certificate of Deposit First Tier Security 2014-11-10 2014-11-10 N N N 4000000.00 4000000.00 0.0048 N 4000242.40 4000242.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LZV1 Certificate of Deposit First Tier Security 2014-11-19 2014-11-19 N N N 5000000.00 5000000.00 0.0060 N 5000340.50 5000340.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LA71 Certificate of Deposit First Tier Security 2014-11-21 2014-11-21 N N N 3000000.00 3000000.00 0.0036 N 3000209.40 3000209.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LC20 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 3000000.00 3000000.00 0.0036 N 3000078.60 3000078.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LG42 Certificate of Deposit First Tier Security 2014-12-26 2014-12-26 N N N 3000000.00 3000000.00 0.0036 N 3000099.00 3000099.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LJ56 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873FCU0 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FAQ1 Certificate of Deposit First Tier Security 2014-11-03 2014-11-03 N N N 10000000.00 10000000.00 0.0120 N 10000549.00 10000549.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FCK2 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 15000000.00 15000000.00 0.0180 N 15000000.00 15000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FCP1 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 National Bank of Canada National Bank of Canada, 0.32% 63307UEA5 Certificate of Deposit First Tier Security 2014-09-10 2014-11-07 N N N 2000000.00 2000000.00 0.0024 N 2000042.00 2000042.00 National Bank of Canada National Bank of Canada, 0.33% 63307UDX6 Certificate of Deposit First Tier Security 2014-09-22 2014-11-20 N N N 12000000.00 12000000.00 0.0144 N 12000888.00 12000888.00 National Bank of Canada National Bank of Canada, 0.37% 63307UBK6 Certificate of Deposit First Tier Security 2014-09-22 2015-02-13 N N N 5000000.00 5000000.00 0.0060 N 5000275.00 5000275.00 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 6000516.60 6000516.60 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-09-03 2015-01-05 N N N 3000000.00 3000000.00 0.0036 N 2999796.00 2999796.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRN8 Certificate of Deposit First Tier Security 2014-09-26 2015-06-26 N N N 4000000.00 4000000.00 0.0048 N 3999664.00 3999664.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRB4 Certificate of Deposit First Tier Security 2014-09-09 2015-04-09 N N N 3000000.00 3000000.00 0.0036 N 2999817.00 2999817.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRC2 Certificate of Deposit First Tier Security 2014-09-15 2015-04-15 N N N 10000000.00 10000000.00 0.0120 N 9999370.00 9999370.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRQ1 Certificate of Deposit First Tier Security 2014-09-23 2015-07-23 N N N 3000000.00 3000000.00 0.0036 N 2999460.00 2999460.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-09-19 2014-11-19 N N N 2000000.00 2000000.00 0.0024 N 2000040.00 2000040.00 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 4000108.80 4000108.80 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 4000132.00 4000132.00 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 3000139.80 3000139.80 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 4000279.60 4000279.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YFE9 Certificate of Deposit First Tier Security 2014-11-07 2014-11-07 N N N 3000000.00 3000000.00 0.0036 N 3000116.10 3000116.10 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YHD9 Certificate of Deposit First Tier Security 2014-11-21 2014-11-21 N N N 3000000.00 3000000.00 0.0036 N 3000139.50 3000139.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJB1 Certificate of Deposit First Tier Security 2014-11-28 2014-11-28 N N N 4000000.00 4000000.00 0.0048 N 4000201.60 4000201.60 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJE5 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 2000000.00 2000000.00 0.0024 N 1999999.80 1999999.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YPG3 Certificate of Deposit First Tier Security 2015-01-26 2015-01-26 N N N 4000000.00 4000000.00 0.0048 N 4000166.40 4000166.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YPZ1 Certificate of Deposit First Tier Security 2015-01-29 2015-01-29 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.32% 86562JAD9 Certificate of Deposit First Tier Security 2014-09-15 2015-02-17 N N N 7000000.00 7000000.00 0.0084 N 7001351.00 7001351.00 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 3000279.60 3000279.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPU1 Certificate of Deposit First Tier Security 2014-11-13 2014-11-13 N N N 4000000.00 4000000.00 0.0048 N 4000168.40 4000168.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPV9 Certificate of Deposit First Tier Security 2014-11-14 2014-11-14 N N N 2000000.00 2000000.00 0.0024 N 2000085.20 2000085.20 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KQE6 Certificate of Deposit First Tier Security 2014-11-25 2014-11-25 N N N 6000000.00 6000000.00 0.0072 N 6000292.20 6000292.20 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRD7 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 5000000.00 5000000.00 0.0060 N 4999825.00 4999825.00 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 5000210.50 5000210.50 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 6000141.60 6000141.60 Swedbank AB Swedbank AB, 0.25% 87019TRG9 Certificate of Deposit First Tier Security 2014-12-08 2014-12-08 N N N 8000000.00 8000000.00 0.0096 N 8001344.80 8001344.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-09-08 2015-06-08 N N N 3000000.00 3000000.00 0.0036 N 2999541.00 2999541.00 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 2000456.60 2000456.60 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 3000124.80 3000124.80 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 5000625.00 5000625.00 UBS AG UBS AG, 0.22% 90267RYM5 Certificate of Deposit First Tier Security 2014-11-17 2014-11-17 N N N 3000000.00 3000000.00 0.0036 N 3000132.90 3000132.90 UBS AG UBS AG, 0.26% 90267RWK1 Certificate of Deposit First Tier Security 2014-09-04 2014-10-03 N N N 9000000.00 9000000.00 0.0108 N 8999847.00 8999847.00 UBS AG UBS AG, 0.27% 90267RYB9 Certificate of Deposit First Tier Security 2014-09-23 2014-12-23 N N N 5000000.00 5000000.00 0.0060 N 4999685.00 4999685.00 UBS AG UBS AG, 0.27% 90267RYU7 Certificate of Deposit First Tier Security 2014-09-29 2015-01-27 N N N 10000000.00 10000000.00 0.0120 N 9999170.00 9999170.00 BMO Harris Bank NA BMO Harris Bank NA, 0.25% 05574BCQ1 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 10000000.00 10000000.00 0.0120 N 10000953.00 10000953.00 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 2000210.00 2000210.00 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 3000312.30 3000312.30 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 2000225.00 2000225.00 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 2000258.20 2000258.20 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 5000583.00 5000583.00 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 6001199.40 6001199.40 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 4000826.40 4000826.40 Citibank NA Citibank NA, 0.23% 17304UXX3 Certificate of Deposit First Tier Security 2014-12-16 2014-12-16 N N N 3000000.00 3000000.00 0.0036 N 3000635.40 3000635.40 Citibank NA Citibank NA, 0.23% 17304UXZ8 Certificate of Deposit First Tier Security 2014-12-17 2014-12-17 N N N 6000000.00 6000000.00 0.0072 N 6001282.20 6001282.20 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAL7 Certificate of Deposit Second Tier Security 2014-09-29 2014-09-29 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3S5 Certificate of Deposit First Tier Security 2014-09-03 2015-03-09 N N N 2000000.00 2000000.00 0.0024 N 1999794.00 1999794.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-09-08 2015-03-16 N N N 2000000.00 2000000.00 0.0024 N 1999786.00 1999786.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2P2 Certificate of Deposit First Tier Security 2014-09-09 2015-02-06 N N N 4000000.00 4000000.00 0.0048 N 3999656.00 3999656.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2R8 Certificate of Deposit First Tier Security 2014-09-12 2015-02-10 N N N 4000000.00 4000000.00 0.0048 N 4000520.00 4000520.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3B2 Certificate of Deposit First Tier Security 2014-09-22 2015-02-20 N N N 2000000.00 2000000.00 0.0024 N 1999810.00 1999810.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3J5 Certificate of Deposit First Tier Security 2014-09-29 2015-03-02 N N N 6000000.00 6000000.00 0.0072 N 5999388.00 5999388.00 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 2000297.40 2000297.40 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 2029919A5 0000008565 Certificate of Deposit First Tier Security 2014-12-22 2014-12-22 N N N 2000000.00 2000000.00 0.0024 N 2000255.40 2000255.40 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 8000317.60 8000317.60 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 15000232.50 15000232.50 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-09-05 2015-01-05 N N N 8000000.00 8000000.00 0.0096 N 7999456.00 7999456.00 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 7998611.11 0.0096 N 7999265.60 7999265.60 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NJ80 Financial Company Commercial Paper Second Tier Security 2014-09-08 2014-09-08 N N N 1000000.00 999947.50 0.0012 N 999943.30 999943.30 BAT International Finance PLC BAT International Finance PLC, 0.29% 05531NJ80 Financial Company Commercial Paper Second Tier Security 2014-09-08 2014-09-08 N N N 1350000.00 1349923.87 0.0016 N 1349923.46 1349923.46 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1J20 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 11000000.00 10999960.28 0.0132 N 10999877.90 10999877.90 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1J38 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 3000000.00 2999978.33 0.0036 N 2999958.30 2999958.30 Credit Agricole North America Credit Agricole North America, 0.10% 22532CJ21 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 10000000.00 9999972.22 0.0120 N 9999916.70 9999916.70 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 2999955.00 0.0036 N 2999929.20 2999929.20 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J20 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 12000000.00 11999950.00 0.0144 N 11999799.60 11999799.60 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J38 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 12000000.00 11999900.00 0.0144 N 11999750.40 11999750.40 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J46 Financial Company Commercial Paper First Tier Security 2014-09-04 2014-09-04 N N N 6000000.00 5999925.00 0.0072 N 5999850.00 5999850.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1J53 Financial Company Commercial Paper First Tier Security 2014-09-05 2014-09-05 N N N 6000000.00 5999900.00 0.0072 N 5999850.00 5999850.00 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ24 Financial Company Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 5000000.00 4999984.72 0.0060 N 4999955.50 4999955.50 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SJ32 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 6000000.00 5999963.33 0.0072 N 5999933.40 5999933.40 Natexis Banques Populaires U.S. Finance Co. LLC Natexis Banques Populaires U.S. Finance Co. LLC, 0.26% 6323A1KX3 Financial Company Commercial Paper First Tier Security 2014-10-31 2014-10-31 N N N 8000000.00 7996533.34 0.0096 N 7997592.00 7997592.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.22% 83050UMW5 Financial Company Commercial Paper First Tier Security 2014-12-30 2014-12-30 N N N 5000000.00 4996333.34 0.0060 N 4996190.50 4996190.50 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 4999358.33 0.0060 N 4999645.50 4999645.50 Swedbank AB Swedbank AB, 0.25% 87019SNC4 Financial Company Commercial Paper First Tier Security 2015-01-12 2015-01-12 N N N 2000000.00 1998152.78 0.0024 N 1998443.60 1998443.60 Swedbank AB Swedbank AB, 0.25% 87019SNM2 Financial Company Commercial Paper First Tier Security 2015-01-21 2015-01-21 N N N 2000000.00 1998027.78 0.0024 N 1998268.00 1998268.00 Swedbank AB Swedbank AB, 0.25% 87019SNU4 Financial Company Commercial Paper First Tier Security 2015-01-28 2015-01-28 N N N 2000000.00 1997930.56 0.0024 N 1998122.60 1998122.60 Northern Pines Funding LLC Northern Pines Funding LLC, 0.35% 66560LJK3 Asset Backed Commercial Paper Second Tier Security 2014-09-19 2014-09-19 N N Y LIQUIDITY DEUTSCHE BANK AG LDN BRH N/A N/A 3000000.00 2999475.00 0.0036 N 2999615.10 2999615.10 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3J24 Other Commercial Paper First Tier Security 2014-09-02 2014-09-02 N N N 2000000.00 1999993.89 0.0024 N 1999977.80 1999977.80 Caisse centrale Desjardins Caisse centrale Desjardins, 0.11% 1280C3J40 Other Commercial Paper First Tier Security 2014-09-04 2014-09-04 N N N 3000000.00 2999972.50 0.0036 N 2999949.90 2999949.90 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1JG8 Other Commercial Paper Second Tier Security 2014-09-16 2014-09-16 N N N 1000000.00 999895.83 0.0012 N 999892.50 999892.50 Hewlett-Packard Co. Hewlett-Packard Co., 0.28% 42823KJ29 Other Commercial Paper Second Tier Security 2014-09-02 2014-09-02 N N N 1000000.00 999992.22 0.0012 N 999990.00 999990.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.31% 42823KK27 Other Commercial Paper Second Tier Security 2014-10-02 2014-10-02 N N N 1000000.00 999733.05 0.0012 N 999898.00 999898.00 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EJK1 Other Commercial Paper Second Tier Security 2014-09-19 2014-09-19 N N N 1000000.00 999875.00 0.0012 N 999871.70 999871.70 Northeast Utilities Northeast Utilities, 0.23% 66439UJ30 Other Commercial Paper Second Tier Security 2014-09-03 2014-09-03 N N N 1000000.00 999987.22 0.0012 N 999972.20 999972.20 Northeast Utilities Northeast Utilities, 0.23% 66439UJ55 Other Commercial Paper Second Tier Security 2014-09-05 2014-09-05 N N N 1000000.00 999974.45 0.0012 N 999961.10 999961.10 Sempra Global Sempra Global, 0.29% 81685MJN4 Other Commercial Paper Second Tier Security 2014-09-22 2014-09-22 N N N 1000000.00 999830.83 0.0012 N 999882.40 999882.40 Viacom, Inc. Viacom, Inc., 0.21% 9255M3J35 Other Commercial Paper Second Tier Security 2014-09-03 2014-09-03 N N N 1000000.00 999988.33 0.0012 N 999972.20 999972.20 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 5000000.00 4995462.51 0.0060 N 4997840.00 4997840.00 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 8494642.71 0.0102 N 8497934.50 8497934.50 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 2000059.28 0.0024 N 2000078.00 2000078.00 U.S. Treasury Notes U.S. Treasury Notes, 0.17% 912828NP1 Treasury Debt First Tier Security 2015-07-31 2015-07-31 N N N 9000000.00 9129409.35 0.0110 N 9133947.00 9133947.00 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 10003290.63 0.0120 N 10008980.00 10008980.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-09-21 2015-10-21 N N N 4000000.00 3999536.43 0.0048 N 4001100.00 4001100.00 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 4999195.05 0.0060 N 4999170.00 4999170.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XE1 Government Agency Debt First Tier Security 2015-09-29 2015-09-29 N N N 4000000.00 4000000.00 0.0048 N 3999896.00 3999896.00 Freddie Mac Freddie Mac, 0.15% 3134G4C97 Government Agency Debt First Tier Security 2014-09-26 2015-06-26 N N N 8000000.00 7999346.85 0.0096 N 8002448.00 8002448.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-09-22 2014-10-14 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999776.00 1999776.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.29% 86959JDE5 Other Note First Tier Security 2014-09-15 2015-02-13 N N N 2000000.00 2000000.00 0.0024 N 2000004.00 2000004.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.31% 86959JCX4 Other Note First Tier Security 2014-09-29 2015-02-27 N N N 6000000.00 6000000.00 0.0072 N 5999520.00 5999520.00 ING Bank NV ING Bank NV, 0.10% 48X99QHQ3 0001017255 Other Instrument Time Deposits First Tier Security 2014-09-02 2014-09-02 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 6848637.53 5489311.41 FEDERAL NATIONAL MORTGAGE ASSOC 2038-06-01 2041-07-25 5 - 6 Government Agency Debt 6882825.17 1795393.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2041-08-15 0.342 - 5.25 Government Agency Debt 7651028.61 3121149.09 Unrated Security 2014-09-02 2014-09-02 N N N 10103402.00 10103401.61 0.0121 N 10103401.61 10103401.61 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-11-15 2015-05-15 0 - 0 Treasury Debt 355.08 354.91 FEDERAL FARM CREDIT 2014-09-22 2028-05-01 0.17 - 6.125 Government Agency Debt 34948.64 34616.18 FEDERAL HOME LOAN BANK 2015-02-13 2027-08-02 0.125 - 7.375 Government Agency Debt 860053.60 872585.74 FEDERAL HOME LOAN MORTGAGE CORP 2014-09-02 2044-09-01 0 - 7 Government Agency Debt 1836354.24 1683808.22 FEDERAL NATIONAL MORTGAGE ASSOC 2014-09-16 2044-08-01 0 - 7.5 Government Agency Debt 3206457.67 2105830.88 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-08-20 1.625 - 10 Government Agency Debt 1476278.87 1274139.51 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 7278.40 8493.78 Unrated Security 2014-09-02 2014-09-02 N N N 5859726.00 5859726.21 0.0070 N 5859726.21 5859726.21 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_39304 Government Agency Repurchase Agreement Y US TREASURY 2014-09-30 2044-02-15 0.25 - 11.25 Treasury Debt 1234754.40 1279741.93 FEDERAL NATIONAL MORTGAGE ASSOC 2018-07-01 2044-06-01 2.5 - 5.226 Government Agency Debt 436050.75 426444.09 Unrated Security 2014-09-02 2014-09-02 N N N 1672323.00 1672322.68 0.0020 N 1672322.68 1672322.68 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R7Y0 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2044-04-01 2.244 - 6 Government Agency Debt 2253741.00 1929922.47 FEDERAL NATIONAL MORTGAGE ASSOC 2025-08-01 2044-07-01 2.515 - 5 Government Agency Debt 121678.00 84561.39 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-12-20 2043-12-20 4 - 4 Government Agency Debt 25870.00 25709.09 Unrated Security 2014-09-05 2014-09-05 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 2021-02-15 2021-02-15 3.625 - 3.625 Treasury Debt 1260000.00 1391280.76 FEDERAL HOME LOAN MORTGAGE CORP 2040-07-15 2040-07-15 3 - 3 Government Agency Debt 1631799.00 1686528.45 First Tier Security 2014-09-05 2014-09-05 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 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-10-15 2044-08-15 0 - 4.75 Treasury Debt 1554623.37 1555641.49 FEDERAL AGRICULTURE MORTGAGE CORP 2017-01-26 2017-01-26 1.1 - 1.1 Government Agency Debt 6237.58 6259.22 FEDERAL HOME LOAN MORTGAGE CORP 2029-05-15 2043-07-15 1.5 - 6 Government Agency Debt 1598676.59 797845.23 FEDERAL NATIONAL MORTGAGE ASSOC 2027-02-01 2043-07-01 2 - 6.5 Government Agency Debt 846995.82 768306.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-16 2044-07-20 3 - 3.5 Government Agency Debt 42308.17 31177.38 Unrated Security 2014-09-02 2014-09-02 N N N 3084066.00 3084066.42 0.0037 N 3084066.42 3084066.42 Societe Generale In a joint trading account with Societe Generale at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_74037 Government Agency Repurchase Agreement Y US TREASURY 2014-10-31 2044-05-15 0 - 8.75 Treasury Debt 4943652.50 5054777.30 FEDERAL HOME LOAN MORTGAGE CORP 2017-10-03 2029-02-01 1.1 - 3.5 Government Agency Debt 173576.45 174071.27 FEDERAL NATIONAL MORTGAGE ASSOC 2026-03-01 2052-05-01 2.5 - 4.5 Government Agency Debt 675275.11 537554.78 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2062-11-20 1.625 - 6 Government Agency Debt 12255883.52 1158451.00 Unrated Security 2014-09-02 2014-09-02 N N N 6784946.00 6784946.13 0.0081 N 6784946.13 6784946.13 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.07%, dated 8/29/2014 due 09/02/2014 48Y99MYQ2_08395 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2015-09-15 2016-07-27 0.25 - 2.125 Government Agency Debt 207224.59 208215.74 FEDERAL FARM CREDIT 2015-12-30 2023-11-09 0.15 - 6.03 Government Agency Debt 312909.13 314812.15 FEDERAL HOME LOAN BANK 2015-06-19 2023-10-17 0 - 5.375 Government Agency Debt 1584760.22 1617941.82 FEDERAL HOME LOAN MORTGAGE CORP 2015-06-16 2044-08-01 0 - 6.75 Government Agency Debt 3862031.13 3971989.89 FINANCE CORPORATION 2014-09-07 2019-06-06 0 - 0 Government Agency Debt 9599.37 9236.74 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-15 2043-08-01 0 - 7.125 Government Agency Debt 3218008.98 3312804.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-05-15 2044-08-20 2.5 - 5 Government Agency Debt 3480609.69 3626726.00 TENNESEE VALLEY AUTHORITY 2014-11-01 2048-01-15 0 - 6.75 Government Agency Debt 268680.90 155184.99 Unrated Security 2014-09-02 2014-09-02 N N N 12951537.00 12951536.95 0.0155 N 12951536.95 12951536.95 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 48S991MA3 0001197610 Other Repurchase Agreement N PETROBRAS GLOBAL FIN B V 2024-03-17 2024-03-17 6.25 - 6.25 Other Instrument CORPORATE 930702.00 1050134.33 First Tier Security 2014-09-05 2014-09-05 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., 0.78% 48R99G9N8 0000315030 Other Repurchase Agreement N LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2030-02-15 2030-02-15 3.75 - 3.75 Other Instrument EQUITY 1706000.00 1081532.92 First Tier Security 2014-10-15 2014-10-15 N N N 1000000.00 1000000.00 0.0012 Y 1000140.00 1000140.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.00% 48Y99UAV9 0000315030 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2046-08-15 2046-08-15 N/A Other Instrument MORTGAGE 2638294.00 2161080.85 First Tier Security 2015-01-02 2015-01-02 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2001980.00 2001980.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.40% 48X99F4N8 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2034-10-16 2034-10-16 0.455 - 0.455 Government Agency Debt 3190000.00 3094536.62 First Tier Security 2014-09-03 2014-09-03 N N N 3000000.00 3000000.00 0.0036 N 3000027.00 3000027.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.40% 48X99F5A5 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2034-10-16 2034-10-16 0.455 - 0.455 Government Agency Debt 3190000.00 3094536.62 First Tier Security 2014-09-04 2014-09-04 N N N 3000000.00 3000000.00 0.0036 N 3000052.80 3000052.80 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.42% 48X99F4H1 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1035000.00 1034387.10 First Tier Security 2014-09-02 2014-09-02 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, 0.65% 48X99F4U2 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 2065000.00 2063777.16 First Tier Security 2014-10-09 2014-10-09 N N N 2000000.00 2000000.00 0.0024 Y 2000280.00 2000280.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.65% 48X99FVL2 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1035000.00 1034387.10 First Tier Security 2014-11-03 2014-11-03 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, 0.65% 48X99FWT4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1035000.00 1034387.10 First Tier Security 2014-11-05 2014-11-05 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, 0.70% 48R9924E4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1035000.00 1034387.10 First Tier Security 2014-10-14 2014-10-14 N N N 1000000.00 1000000.00 0.0012 Y 1000220.00 1000220.00 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 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1035000.00 1034387.10 First Tier Security 2014-10-20 2014-10-20 N N N 1000000.00 1000000.00 0.0012 Y 1000230.00 1000230.00 ING Financial Markets LLC ING Financial Markets LLC, 0.28% 48Y990CP6 0000877559 Other Repurchase Agreement N BED BATH & BEYOND 2034-08-01 2034-08-01 4.915 - 4.915 Other Instrument CORPORATE 4710000.00 4965584.32 GREAT-WEST LIFE & ANNUITY INSU 2034-11-15 2034-11-15 6.625 - 6.625 Other Instrument CORPORATE 4680000.00 5535124.33 First Tier Security 2014-09-02 2014-09-02 N N N 10000000.00 10000000.00 0.0120 N 10000000.00 10000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9S6 Other Repurchase Agreement N AUXILIUMPHARMACEUTICAL 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1807700.00 1852937.69 THERAVANCE, INC 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 282000.00 321185.59 First Tier Security 2014-11-28 2014-11-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000720.00 2000720.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9P2 Other Repurchase Agreement N AUXILIUMPHARMACEUTICAL 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 2123600.00 2176743.09 First Tier Security 2014-11-28 2014-11-28 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000160.00 2000160.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WPA7 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-03-25 2042-03-25 5.795 - 5.795 Government Agency Debt 17320000.00 2060544.90 First Tier Security 2014-09-03 2014-09-03 N N N 2000000.00 2000000.00 0.0024 N 2000006.80 2000006.80 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.985 - 5.985 Other Instrument GOVERNMENT AGENCY 4680000.00 3246801.44 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 Y 3000060.00 3000060.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.985 - 5.985 Other Instrument GOVERNMENT AGENCY 3120000.00 2164534.29 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000940.00 2000940.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48W99WHV0 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.985 - 5.985 Other Instrument GOVERNMENT AGENCY 3120000.00 2164534.29 First Tier Security 2014-11-07 2014-11-07 N N N 2000000.00 2000000.00 0.0024 Y 2000520.00 2000520.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WMS1 0001287279 Other Repurchase Agreement N HIGHWOODS PROPERTIES 2014-08-31 2014-08-31 N/A Other Instrument OTHER NOTE 1862000.00 2106504.81 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000640.00 2000640.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.985 - 5.985 Other Instrument GOVERNMENT AGENCY 1560000.00 1082267.15 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 Y 1000200.00 1000200.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N JP MORGAN CHASE COMMERCIAL MOR 2049-06-15 2049-06-15 5.985 - 5.985 Other Instrument GOVERNMENT AGENCY 6235000.00 4325599.78 First Tier Security 2014-11-28 2014-11-28 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0048 Y 4000320.00 4000320.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.23% 48Y996DM9 0000728612 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2062-05-20 2062-05-20 4.184 - 4.184 Government Agency Debt 3725827.00 4080130.85 First Tier Security 2014-09-04 2014-09-04 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 48Y996EL0 0000728612 Other Repurchase Agreement N TBW MORTGAGE-BACKED TRUST 2037-03-25 2037-03-25 5.95 - 5.95 Other Instrument MORTGAGE 18464195.00 8640528.42 First Tier Security 2014-09-02 2014-09-02 N N N 8000000.00 8000000.00 0.0096 N 8000000.00 8000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994QM2 0000728612 Other Repurchase Agreement N JD.COM SP ADR-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 68788.00 2162694.72 First Tier Security 2014-10-06 2014-10-06 N N N 2000000.00 2000000.00 0.0024 Y 2000320.00 2000320.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994TP2 0000728612 Other Repurchase Agreement N JD.COM SP ADR-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 34387.00 1081127.28 First Tier Security 2014-10-14 2014-10-14 N N N 1000000.00 1000000.00 0.0012 Y 1000190.00 1000190.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Y996DL1 0000728612 Other Repurchase Agreement N ALCOA INC 2027-02-01 2027-02-01 5.9 - 5.9 Other Instrument CORPORATE 730473.00 804374.14 ANSONIA CDO 2046-07-28 2046-07-28 0.454 - 0.454 Other Instrument ASSET BACKED 5793375.00 2589071.44 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-08-25 2035-08-25 0.825 - 0.825 Other Instrument ASSET BACKED 3143.00 1845.86 DUKE FUNDING 2033-08-07 2033-08-07 0.877 - 0.877 Other Instrument ASSET BACKED 5254.00 1084.16 INDYMAC INDX MORTGAGE LOAN TRUST 2034-11-25 2034-11-25 N/A Other Instrument MORTGAGE 143970677.00 609146.97 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-15 2040-07-15 6.114 - 6.114 Other Instrument MORTGAGE 11091.00 12214.93 RAMP 2035-09-25 2035-09-25 0.655 - 0.655 Other Instrument ASSET BACKED 58974.00 24444.83 TBW MORTGAGE-BACKED TRUST 2037-03-25 2037-03-25 5.95 - 5.95 Other Instrument MORTGAGE 1292.00 604.61 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2043-12-15 2043-12-15 0.685 - 0.685 Other Instrument MORTGAGE 138763734.00 1357870.61 First Tier Security 2014-10-31 2014-10-31 N N N 5000000.00 5000000.00 0.0060 Y 5001800.00 5001800.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.21% 45G99SHW1 Other Repurchase Agreement N AT&T INC 2038-05-15 2038-05-15 6.4 - 6.4 Other Instrument CORPORATE 46422.00 58858.40 AIR LEASE CORP 2016-01-15 2019-01-15 3.375 - 4.5 Other Instrument CORPORATE 80191.00 81685.16 ARIZONA PUB SVC CO 2015-05-15 2015-05-15 4.65 - 4.65 Other Instrument CORPORATE 2639.00 2748.66 AVISTA CORP 2037-07-01 2037-07-01 5.7 - 5.7 Other Instrument CORPORATE 101938.00 123340.22 BANCO DO BRASIL S A 2022-01-26 2022-01-26 5.875 - 5.875 Other Instrument CORPORATE 192000.00 202634.00 BEAM INC 2018-06-15 2018-06-15 1.75 - 1.75 Other Instrument CORPORATE 574.00 567.93 CATERPILLAR INC FORMERLY CATERPILLAR TRACTOR INC 2031-05-01 2031-05-01 7.3 - 7.3 Other Instrument CORPORATE 401.00 566.42 DANSKE BK A/S MEDIUM TERM NTS BOOK ENTRY 144A 2016-04-14 2016-04-14 3.875 - 3.875 Other Instrument CORPORATE 30128.00 31946.87 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2015-11-09 2015-11-09 2.25 - 2.25 Other Instrument CORPORATE 1712.00 1757.92 GOLDMAN SACHS GROUP INC 2041-02-01 2041-02-01 6.25 - 6.25 Other Instrument CORPORATE 68447.00 86485.60 GREAT RIV ENERGY 2038-07-01 2038-07-01 6.254 - 6.254 Other Instrument CORPORATE 70919.00 88985.32 NATIONAL AGRIC COOP 2016-01-28 2016-01-28 4.25 - 4.25 Other Instrument CORPORATE 6312.00 6597.05 ORACLE CORP FORMERLY ORACLE SYS CORP TO 06/01/19 2040-07-15 2040-07-15 5.375 - 5.375 Other Instrument CORPORATE 118251.00 140278.73 SIMON PPTY GROUP L P 2017-01-30 2017-01-30 2.8 - 2.8 Other Instrument CORPORATE 211040.00 219864.75 SKYWAY CONCESSION COMPANY 2026-06-30 2026-06-30 N/A Other Instrument CORPORATE 4653.00 3727.08 Unrated Security 2014-09-02 2014-09-02 N 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% 45G99SHL5 Other Repurchase Agreement N ALLIANT TECHSYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21.00 2670.57 AMERICAN TOWER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 174.00 17187.72 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1564.00 25039.64 COBALT INTL ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 245.00 3770.55 GEO GROUP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 212.00 7933.04 GENERAL MOTORS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7340.00 254551.20 KKR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10.00 233.90 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 55.00 2468.40 REGIONS FINL DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30252.00 765980.64 A.O.SMITH CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 196.16 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 210.08 Unrated Security 2014-09-04 2014-09-04 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% 45G99SHS0 Other Repurchase Agreement N AMERICAN TOWER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 143.00 14125.54 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8.00 818.00 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 929.00 14873.29 COBALT INTL ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 422.00 6494.58 GEO GROUP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25206.00 943208.52 GENERAL MOTORS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5.00 173.40 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1156.00 29431.76 KKR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8.00 187.12 SPDR BRC CONV SCRTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1068.00 54500.04 SKULLCANDY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1640.00 13448.00 A.O.SMITH CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 56.00 2746.24 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 210.08 Unrated Security 2014-09-05 2014-09-05 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% 45G99SHV3 Other Repurchase Agreement N AMERICAN TOWER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8.00 790.24 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3487.00 356545.75 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 23060.00 369190.60 GEO GROUP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13.00 486.46 GENERAL MOTORS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10117.00 350857.56 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9.00 229.14 KKR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3.00 70.17 A.O.SMITH CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 49.04 UNIFI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 63.00 1777.86 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 105.04 Unrated Security 2014-09-05 2014-09-05 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. 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Mizuho Securities U.S.A., Inc., 0.30% 48S99L9C0 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 60.00 6135.00 CLAYM GUGG SHIPPING 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9725.00 222216.25 PIEDMONT OFF REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 222.00 4315.68 INVESCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20884.00 847472.72 First Tier Security 2014-09-02 2014-09-02 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% 48Y998BC9 Other Repurchase Agreement N CS VS VIX ST 30 ETN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11800.00 450996.00 ENTERPRISE PRODUCTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26.00 1049.88 PIEDMONT OFF REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14477.00 281432.88 INVESCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8541.00 346593.78 First Tier Security 2014-09-05 2014-09-05 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% 48S99LTK0 Other Repurchase Agreement N US TREASURY 2021-02-15 2021-02-15 3.625 - 3.625 Treasury Debt 6800.00 7508.50 FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-08-25 0 - 5.5 Government Agency Debt 1657192.00 1024870.90 First Tier Security 2014-09-02 2014-09-02 N 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% 48S99LXL3 Other Repurchase Agreement N US TREASURY 2021-02-15 2021-02-15 3.625 - 3.625 Treasury Debt 6800.00 7508.50 FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-08-25 0 - 5.5 Government Agency Debt 1655255.00 1023604.11 First Tier Security 2014-10-17 2014-10-17 N N N 1000000.00 1000000.00 0.0012 Y 1000380.00 1000380.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LYC2 Other Repurchase Agreement N US TREASURY 2021-02-15 2021-02-15 3.625 - 3.625 Treasury Debt 6800.00 7508.50 FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-08-25 0 - 5.5 Government Agency Debt 1655176.00 1023552.44 First Tier Security 2014-10-21 2014-10-21 N N N 1000000.00 1000000.00 0.0012 Y 1000390.00 1000390.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99L3W2 Other Repurchase Agreement N US TREASURY 2021-02-15 2021-02-15 3.625 - 3.625 Treasury Debt 6800.00 7508.50 FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-08-25 0 - 5.5 Government Agency Debt 1654702.00 1023242.45 First Tier Security 2014-11-03 2014-11-03 N N N 1000000.00 1000000.00 0.0012 Y 1000490.00 1000490.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99L5J9 Other Repurchase Agreement N US TREASURY 2021-02-15 2021-02-15 3.625 - 3.625 Treasury Debt 6800.00 7508.50 FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-08-25 0 - 5.5 Government Agency Debt 1654583.00 1023164.62 First Tier Security 2014-11-05 2014-11-05 N N N 1000000.00 1000000.00 0.0012 Y 1000500.00 1000500.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48S99LRT3 Other Repurchase Agreement N US TREASURY 2021-02-15 2021-02-15 3.625 - 3.625 Treasury Debt 6800.00 7508.50 FEDERAL NATIONAL MORTGAGE ASSOC 2040-09-25 2042-08-25 0 - 5.5 Government Agency Debt 1659799.00 1025860.50 First Tier Security 2014-09-05 2014-09-05 N N N 1000000.00 1000000.00 0.0012 N 1000020.00 1000020.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.25% 42T99Q4C6 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2034-11-15 2044-03-01 2.5 - 6.495 Government Agency Debt 3511687.00 413115.24 FEDERAL NATIONAL MORTGAGE ASSOC 2037-08-25 2044-07-01 0 - 6.045 Government Agency Debt 2560838.00 419081.70 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-10-20 2044-07-20 2 - 20.003 Government Agency Debt 253896.00 197365.40 First Tier Security 2014-09-02 2014-09-02 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 2034-11-15 2044-03-15 4 - 6.495 Government Agency Debt 949531.00 254120.96 FEDERAL NATIONAL MORTGAGE ASSOC 2035-10-25 2044-07-01 0 - 6.605 Government Agency Debt 7167593.00 734505.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-05-20 2044-07-20 3 - 4.595 Government Agency Debt 222956.00 57129.42 First Tier Security 2014-09-05 2014-09-05 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% 42T99Q4B8 0000050916 Other Repurchase Agreement N AK STL CORP 2020-05-15 2020-05-15 7.625 - 7.625 Other Instrument CORPORATE 105310.00 111183.96 ALLY FINL INC 2015-02-12 2015-02-12 8.3 - 8.3 Other Instrument CORPORATE 221307.00 228813.61 CLAIRES STORES INC 2019-03-15 2019-03-15 9 - 9 Other Instrument CORPORATE 6256.00 6762.74 CLEAR CHANNEL COMMUNICATIONS INC 2021-08-01 2027-10-15 7.25 - 14 Other Instrument CORPORATE 210073.00 188656.00 DOLPHIN SUBSIDIARY II INC 2021-10-15 2021-10-15 7.25 - 7.25 Other Instrument CORPORATE 103.00 112.73 ELDORADO GOLD CORP NEW 2020-12-15 2020-12-15 6.125 - 6.125 Other Instrument CORPORATE 2516.00 2629.45 EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 Other Instrument CORPORATE 148.00 170.13 GANNETT CO INC 2016-04-01 2016-04-01 10 - 10 Other Instrument CORPORATE 881.00 1025.14 GENERAL MTRS FINL CO INC 2017-07-10 2017-07-10 2.625 - 2.625 Other Instrument CORPORATE 35.00 35.27 HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN 2021-10-15 2021-10-15 5.625 - 5.625 Other Instrument CORPORATE 979.00 1058.24 JPMORGAN CHASE & CO 2099-12-31 2099-12-31 N/A Other Instrument CORPORATE 100599.00 101055.72 MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 2016-06-01 2016-06-01 7.5 - 7.5 Other Instrument CORPORATE 7452.00 8222.04 MICRON TECHNOLOGY INC 2025-02-01 2025-02-01 5.5 - 5.5 Other Instrument CORPORATE 82913.00 84342.10 NGPL PIPECO LLC 2017-12-15 2017-12-15 7.119 - 7.119 Other Instrument CORPORATE 103.00 107.98 NRG ENERGY INC 2021-05-15 2021-05-15 7.875 - 7.875 Other Instrument CORPORATE 237792.00 266386.49 NATURAL RESOURCE PARTNERS L P / NRP FIN CORP 2018-10-01 2018-10-01 9.125 - 9.125 Other Instrument CORPORATE 841.00 913.55 NUMERICABLE GROUP S A 2022-05-15 2022-05-15 6 - 6 Other Instrument CORPORATE 1012.00 1061.08 PARIS LAS VEGAS HLDG LLC / HARRAHS LAS VEGAS LLC 2021-10-01 2021-10-01 11 - 11 Other Instrument CORPORATE 3826.00 4051.63 REALOGY GROUP LLC / SUNSHINE GROUP FLA LTD CORP 2016-05-01 2016-05-01 3.375 - 3.375 Other Instrument CORPORATE 6365.00 6514.98 REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER 2019-04-15 2019-04-15 9 - 9 Other Instrument CORPORATE 1479.00 1602.50 SESI L L C 2019-05-01 2019-05-01 6.375 - 6.375 Other Instrument CORPORATE 95.00 101.97 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2024-03-25 2024-03-25 6.125 - 6.125 Other Instrument CORPORATE 51403.00 54172.16 SPRINT CORP 2021-09-15 2021-09-15 7.25 - 7.25 Other Instrument CORPORATE 8749.00 9595.71 TRW AUTOMOTIVE INC 2021-03-01 2021-03-01 4.5 - 4.5 Other Instrument CORPORATE 53.00 55.64 TOLL BROS FIN CORP 2017-10-15 2017-10-15 8.91 - 8.91 Other Instrument CORPORATE 117.00 143.11 VANTAGE ONCOLOGY LLC / VANTAGE ONCOLOGY FIN CO 2017-06-15 2017-06-15 9.5 - 9.5 Other Instrument CORPORATE 1430.00 1397.15 First Tier Security 2014-09-02 2014-09-02 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 SG Americas Securities, LLC SG Americas Securities, LLC, 0.25% 60S99B4E8 Other Repurchase Agreement N BAKER HUGHES INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2165.00 149839.65 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1823.00 29186.23 CHEVRON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1482.00 190807.50 DANA HLDG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4700.00 107865.00 DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 770.00 66289.30 EOG RESOURCES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1197.00 129742.83 GRIFOLS SP ADR-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4359.00 173226.66 HOUGHTON MIFF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14800.00 280904.00 THE MSG-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2824.00 187005.28 PEPSICO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 801.00 74156.58 PHILLIPS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1276.00 110514.36 QUALCOMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8653.00 660570.02 First Tier Security 2014-09-02 2014-09-02 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.26% 60S99B4F5 Other Repurchase Agreement N BANK AMER CORP 2021-01-05 2021-01-05 5.875 - 5.875 Other Instrument CORPORATE 28410.00 33396.88 BEAR STEARNS COS INC MEDIUM TERM NTS BOOK ENTRY 2016-11-21 2016-11-21 0.624 - 0.624 Other Instrument CORPORATE 629.00 630.06 CSX CORP 2040-04-30 2040-04-30 6.22 - 6.22 Other Instrument CORPORATE 865.00 1128.30 CITIGROUP INC 2018-05-15 2019-05-22 6.125 - 8.5 Other Instrument CORPORATE 853546.00 999826.87 DOW CHEM CO 2039-05-15 2039-05-15 9.4 - 9.4 Other Instrument CORPORATE 1300.00 2196.08 FIRST UN CAP II 2029-11-15 2029-11-15 7.95 - 7.95 Other Instrument CORPORATE 818.00 1075.68 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2017-02-03 2017-02-03 4.25 - 4.25 Other Instrument CORPORATE 47.00 50.28 LLOYDS TSB BK PLC SUB MEDIUM TERM NTS BOOK ENTRY 2020-09-14 2020-09-14 6.5 - 6.5 Other Instrument CORPORATE 3.00 3.59 MANITOBA PROV CDA 2020-04-01 2020-04-01 9.25 - 9.25 Other Instrument CORPORATE 6710.00 9176.72 METLIFE INC 2022-12-15 2022-12-15 3.048 - 3.048 Other Instrument CORPORATE 128.00 128.93 ONTARIO PROV CDA 2024-05-16 2024-05-16 3.2 - 3.2 Other Instrument CORPORATE 110.00 113.52 STATE GRID OVERSEAS INVT 2014 LTD 2019-05-07 2024-05-07 N/A Other Instrument CORPORATE 2262.00 2319.49 First Tier Security 2014-09-03 2014-09-03 N N N 1000000.00 1000000.00 0.0012 N 1000005.10 1000005.10 SG Americas Securities, LLC SG Americas Securities, LLC, 0.35% 60S99B4G3 Other Repurchase Agreement N ACCO BRANDS CORP 2020-04-30 2020-04-30 6.75 - 6.75 Other Instrument CORPORATE 148430.00 159905.49 AMO ESCROW CORP 2017-12-15 2017-12-15 11.5 - 11.5 Other Instrument CORPORATE 117.00 128.54 ADVANCED MICRO DEVICES INC 2019-03-01 2019-03-01 6.75 - 6.75 Other Instrument CORPORATE 1128.00 1185.03 ALCATEL-LUCENT USA INC 2017-07-01 2017-07-01 4.625 - 4.625 Other Instrument CORPORATE 11755.00 12047.61 ALUMINUM CO AMER 2028-01-15 2028-01-15 6.75 - 6.75 Other Instrument CORPORATE 68734.00 79652.40 AMERIGAS FIN CORP / AMERIGAS FIN LLC 2022-05-20 2022-05-20 7 - 7 Other Instrument CORPORATE 5418.00 5982.83 BANK AMER CORP 2015-10-09 2020-07-01 1.5 - 5.625 Other Instrument CORPORATE 2093.00 2291.60 CHS / CMNTY HEALTH SYS INC 2022-02-01 2022-02-01 6.875 - 6.875 Other Instrument CORPORATE 489.00 523.55 CENVEO CORP 2019-08-01 2019-08-01 6 - 6 Other Instrument CORPORATE 1453212.00 1450547.78 CEQUEL COMMUNICATIONS ESCROW I LLC / CEQUEL COMM 2020-09-15 2020-09-15 6.375 - 6.375 Other Instrument CORPORATE 111954.00 120523.15 CLAIRES STORES INC 2019-03-15 2019-03-15 9 - 9 Other Instrument CORPORATE 1270.00 1372.87 DEUTSCHE BK AG GLOBAL MEDIUM TERM NTS BOOK ENTRY 2017-02-13 2017-02-13 1.4 - 1.4 Other Instrument CORPORATE 36.00 36.08 DOW CHEM CO 2039-05-15 2039-05-15 9.4 - 9.4 Other Instrument CORPORATE 1133.00 1913.97 DRILL RIGS HLDGS INC 2017-10-01 2017-10-01 6.5 - 6.5 Other Instrument CORPORATE 179.00 189.15 ENBRIDGE ENERGY PARTNERS L P 2077-10-01 2077-10-01 8.05 - 8.05 Other Instrument CORPORATE 1046.00 1213.98 FIRST DATA CORP 2019-06-15 2019-06-15 7.375 - 7.375 Other Instrument CORPORATE 1319.00 1428.03 GOLDMAN SACHS GROUP INC 2019-01-31 2019-01-31 2.625 - 2.625 Other Instrument CORPORATE 19.00 19.26 JCH PARENT INC 2019-03-15 2019-03-15 N/A Other Instrument CORPORATE 2070.00 2107.95 JACK COOPER HLDGS CORP 2020-06-01 2020-06-01 9.25 - 9.25 Other Instrument CORPORATE 183.00 203.15 NATIONAL FINL PARTNERS CORP 2021-07-15 2021-07-15 9 - 9 Other Instrument CORPORATE 206797.00 227683.50 NBCUNIVERSAL MEDIA LLC 2021-04-01 2021-04-01 4.375 - 4.375 Other Instrument CORPORATE 107.00 120.24 PETCO ANIMAL SUPPLIES INC 2018-12-01 2018-12-01 9.25 - 9.25 Other Instrument CORPORATE 327.00 355.24 SABRE GROUP HLDGS INC FORMERLY SABRE GROUP HLDG 2016-03-15 2016-03-15 8.35 - 8.35 Other Instrument CORPORATE 72925.00 81532.99 SUNGARD AVAILABILITY SVCS CAP INC 2022-04-01 2022-04-01 N/A Other Instrument CORPORATE 2952.00 2698.72 UNITED CONTL HLDGS INC 2026-07-15 2026-07-15 6 - 6 Other Instrument CORPORATE 157.00 154.23 UNITED RENTALS NORTH AMER INC 2024-11-15 2024-11-15 5.75 - 5.75 Other Instrument CORPORATE 4776.00 5143.45 US AWYS GROUP INC 2018-06-01 2018-06-01 6.125 - 6.125 Other Instrument CORPORATE 982.00 1040.89 First Tier Security 2014-09-03 2014-09-03 N N N 2000000.00 2000000.00 0.0024 N 2000015.20 2000015.20 UBS Securities LLC UBS Securities LLC, 0.43% 23M99SWA2 0000230611 Other Repurchase Agreement N AK STL CORP 2019-11-15 2019-11-15 5 - 5 Other Instrument EQUITY 12000.00 25425.89 AMTRUST FINL SVCS INC 2021-12-15 2021-12-15 5.5 - 5.5 Other Instrument EQUITY 7520.00 13165.16 LIGAND PHARMACEUTICALS INC 2019-08-15 2019-08-15 N/A Other Instrument EQUITY 8823.00 8742.90 RESTORATION HARDWARE HLDGS INC 2019-06-15 2019-06-15 N/A Other Instrument EQUITY 28888.00 28256.22 SEACOR HLDGS INC 2028-11-15 2028-11-15 3 - 3 Other Instrument EQUITY 69745.00 67167.69 SUNEDISON INC 2018-10-01 2018-10-01 N/A Other Instrument EQUITY 1209626.00 2018687.04 First Tier Security 2014-09-05 2014-09-05 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% 45C994WH4 0000276523 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-08-25 2020-08-25 1.643 - 1.643 Government Agency Debt 17155825.00 1029645.82 XEROX CORP 2017-03-15 2017-03-15 2.95 - 2.95 Other Instrument CORPORATE 421.00 443.60 First Tier Security 2014-09-02 2014-09-02 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994WJ0 0000276523 Other Repurchase Agreement N MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS BOOK EN 2024-04-09 2024-04-09 N/A Other Instrument CORPORATE 494540.00 520844.58 NBCUNIVERSAL ENTERPRISE INC 2019-04-15 2019-04-15 1.974 - 1.974 Other Instrument CORPORATE 530044.00 530742.42 First Tier Security 2014-09-03 2014-09-03 N N N 1000000.00 1000000.00 0.0012 N 1000009.00 1000009.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% 45C994VW2 0000276523 Other Repurchase Agreement N CHICAGO BDGE NY REG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16.00 1020.00 L BRANDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13.00 828.75 TEREX CORP NEW 2015-06-01 2015-06-01 4 - 4 Other Instrument EQUITY 465000.00 1078989.62 First Tier Security 2014-10-29 2014-10-29 N N N 1000000.00 1000000.00 0.0012 Y 1000930.00 1000930.00