N-MFP LIVE N 2014-10-31 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 51 88 833648776.58 395237.72 184133.80 833859880.50 0.0026 1.0002 2014-10-31 1.0002 2014-10-31 C000019137 1.00 833859880.50 1.00 0.00 0.00 0.00 0.0025 1.0002 2014-10-31 1.0002 2014-10-31 Bank of Montreal Bank of Montreal, 0.23% 06366CES3 Certificate of Deposit First Tier Security 2014-11-14 2015-07-14 N N N 3000000.00 3000000.00 0.0036 N 2999994.00 2999994.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFU7 Certificate of Deposit First Tier Security 2014-11-20 2015-07-20 N N N 2000000.00 2000000.00 0.0024 N 1999720.00 1999720.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFW3 Certificate of Deposit First Tier Security 2014-11-21 2015-07-21 N N N 2000000.00 2000000.00 0.0024 N 1999710.00 1999710.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-11-17 2015-07-14 N N N 6000000.00 6000000.00 0.0072 N 6000030.00 6000030.00 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-11-10 2015-06-05 N N N 3000000.00 3000000.00 0.0036 N 2998749.00 2998749.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HEN2 Certificate of Deposit First Tier Security 2014-11-03 2015-06-30 N N N 3000000.00 3000000.00 0.0036 N 3001344.00 3001344.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-11-17 2015-05-15 N N N 10000000.00 10000000.00 0.0120 N 9998930.00 9998930.00 Bank of Nova Scotia Bank of Nova Scotia, 0.25% 06417HDY9 Certificate of Deposit First Tier Security 2014-11-24 2015-07-20 N N N 6000000.00 6000000.00 0.0072 N 6004110.00 6004110.00 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 5000654.00 5000654.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-11-12 2015-04-09 N N N 4000000.00 4000000.00 0.0048 N 4000096.00 4000096.00 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 9000418.50 9000418.50 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 7000475.30 7000475.30 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 1000128.50 1000128.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HG38 Certificate of Deposit First Tier Security 2015-03-24 2015-03-24 N N N 3000000.00 3000000.00 0.0036 N 3000358.80 3000358.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HJ92 Certificate of Deposit First Tier Security 2015-03-27 2015-03-27 N N N 6000000.00 6000000.00 0.0072 N 6000732.60 6000732.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HZ60 Certificate of Deposit First Tier Security 2015-05-01 2015-05-01 N N N 5000000.00 5000000.00 0.0060 N 4999999.50 4999999.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606Y6S0 Certificate of Deposit First Tier Security 2014-11-17 2015-06-17 N N N 1000000.00 1000008.72 0.0012 N 999876.00 999876.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-11-17 2015-07-13 N N N 10000000.00 10000000.00 0.0120 N 10000440.00 10000440.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2014-11-05 2015-04-02 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.31% 13606YPQ3 Certificate of Deposit First Tier Security 2014-11-03 2015-04-01 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MQL8 Certificate of Deposit First Tier Security 2014-12-29 2014-12-29 N N N 15000000.00 15000000.00 0.0180 N 15002703.00 15002703.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TAV5 Certificate of Deposit First Tier Security 2014-11-05 2014-11-05 N N N 13000000.00 13000000.00 0.0156 N 12999945.40 12999945.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TAX1 Certificate of Deposit First Tier Security 2014-11-06 2014-11-06 N N N 3000000.00 3000000.00 0.0036 N 2999985.00 2999985.00 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 6000116.40 6000116.40 Credit Suisse AG Credit Suisse AG, 0.29% 22549T4Z8 Certificate of Deposit First Tier Security 2015-01-12 2015-01-12 N N N 5000000.00 5000000.00 0.0060 N 5000505.50 5000505.50 Credit Suisse AG Credit Suisse AG, 0.29% 22549T6D5 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 10000000.00 10000000.00 0.0120 N 10000270.00 10000270.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KFV5 Certificate of Deposit First Tier Security 2014-11-04 2014-11-04 N N N 12000000.00 12000000.00 0.0144 N 11999932.80 11999932.80 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KFX1 Certificate of Deposit First Tier Security 2014-11-05 2014-11-05 N N N 12000000.00 12000000.00 0.0144 N 11999917.20 11999917.20 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.25% 51489KFS2 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 3000000.00 3000000.00 0.0036 N 3000080.10 3000080.10 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.28% 60682AQZ2 Certificate of Deposit First Tier Security 2015-04-14 2015-04-14 N N N 1000000.00 1000000.00 0.0012 N 1000045.60 1000045.60 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 4000077.60 4000077.60 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 5000184.50 5000184.50 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 3000122.40 3000122.40 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 3000186.30 3000186.30 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 3000326.10 3000326.10 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 4000209.20 4000209.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LK62 Certificate of Deposit First Tier Security 2015-01-09 2015-01-09 N N N 2000000.00 2000000.00 0.0024 N 2000116.20 2000116.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LS64 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 3000000.00 3000000.00 0.0036 N 3000181.20 3000181.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LU46 Certificate of Deposit First Tier Security 2015-02-24 2015-02-24 N N N 5000000.00 5000000.00 0.0060 N 5000321.50 5000321.50 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.11% 63873FGF9 Certificate of Deposit First Tier Security 2014-11-07 2014-11-07 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.25% 63873FFM5 Certificate of Deposit First Tier Security 2014-11-24 2015-01-05 Y NATIXIS NY BRH N/A N/A N N 5000000.00 5000000.00 0.0060 N 4999020.00 4999020.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.25% 63873FFZ6 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 10000000.00 10000000.00 0.0120 N 9999739.00 9999739.00 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 15000903.00 15000903.00 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 3000186.30 3000186.30 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FED6 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 5000000.00 5000000.00 0.0060 N 5000274.50 5000274.50 National Bank of Canada National Bank of Canada, 0.32% 63307UEA5 Certificate of Deposit First Tier Security 2014-11-10 2015-01-08 N N N 2000000.00 2000000.00 0.0024 N 2000028.00 2000028.00 National Bank of Canada National Bank of Canada, 0.33% 63307UDX6 Certificate of Deposit First Tier Security 2014-11-24 2015-01-20 N N N 12000000.00 12000000.00 0.0144 N 12000768.00 12000768.00 National Bank of Canada National Bank of Canada, 0.37% 63307UBK6 Certificate of Deposit First Tier Security 2014-11-20 2015-04-17 N N N 5000000.00 5000000.00 0.0060 N 5000235.00 5000235.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.20% 21684BSW5 Certificate of Deposit First Tier Security 2014-11-03 2015-01-05 N N N 3000000.00 3000000.00 0.0036 N 2999901.00 2999901.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-11-26 2015-06-26 N N N 4000000.00 4000000.00 0.0048 N 3999728.00 3999728.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-11-10 2015-04-09 N N N 3000000.00 3000000.00 0.0036 N 2999871.00 2999871.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-11-17 2015-04-15 N N N 10000000.00 10000000.00 0.0120 N 9999540.00 9999540.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRQ1 Certificate of Deposit First Tier Security 2014-11-24 2015-07-23 N N N 3000000.00 3000000.00 0.0036 N 2999562.00 2999562.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.23% 86562JAE7 Certificate of Deposit First Tier Security 2014-11-19 2015-01-20 N N N 2000000.00 2000000.00 0.0024 N 2000018.00 2000018.00 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 3000040.80 3000040.80 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 3000122.40 3000122.40 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 4000217.60 4000217.60 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 2000103.20 2000103.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YYL2 Certificate of Deposit First Tier Security 2015-02-23 2015-02-23 N N N 4000000.00 4000000.00 0.0048 N 3999999.60 3999999.60 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 4000385.60 4000385.60 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 1000099.70 1000099.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YSF2 Certificate of Deposit First Tier Security 2015-02-17 2015-02-17 N N N 8000000.00 8000000.00 0.0096 N 8000482.40 8000482.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YTM6 Certificate of Deposit First Tier Security 2015-02-23 2015-02-23 N N N 3000000.00 3000000.00 0.0036 N 3000190.80 3000190.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562JAD9 Certificate of Deposit First Tier Security 2014-11-17 2015-04-15 N N N 7000000.00 7000000.00 0.0084 N 7000238.00 7000238.00 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 4000100.80 4000100.80 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPV9 Certificate of Deposit First Tier Security 2014-11-14 2014-11-14 N N N 2000000.00 2000000.00 0.0024 N 2000054.40 2000054.40 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 6000291.00 6000291.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRD7 Certificate of Deposit First Tier Security 2015-01-02 2015-01-02 N N N 5000000.00 5000000.00 0.0060 N 5000174.00 5000174.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRM7 Certificate of Deposit First Tier Security 2015-01-12 2015-01-12 N N N 3000000.00 3000000.00 0.0036 N 3000121.20 3000121.20 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KRW5 Certificate of Deposit First Tier Security 2015-01-22 2015-01-22 N N N 3000000.00 3000000.00 0.0036 N 3000137.70 3000137.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KSU8 Certificate of Deposit First Tier Security 2015-02-09 2015-02-09 N N N 10000000.00 10000000.00 0.0120 N 9999999.00 9999999.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTJ2 Certificate of Deposit First Tier Security 2015-03-10 2015-03-10 N N N 3000000.00 3000000.00 0.0036 N 2999891.70 2999891.70 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 8001096.80 8001096.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112UGM7 Certificate of Deposit First Tier Security 2014-11-06 2015-06-08 N N N 3000000.00 3000000.00 0.0036 N 2999646.00 2999646.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UYQ8 Certificate of Deposit First Tier Security 2014-11-06 2015-10-06 N N N 5000000.00 5000000.00 0.0060 N 4999080.00 4999080.00 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 2000508.80 2000508.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112UTY7 Certificate of Deposit First Tier Security 2015-06-01 2015-06-01 N N N 5000000.00 4999117.45 0.0060 N 5000882.50 5000882.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.30% 89112UVF5 Certificate of Deposit First Tier Security 2015-06-12 2015-06-12 N N N 13000000.00 13000000.00 0.0156 N 13004837.30 13004837.30 Toronto-Dominion Bank Toronto-Dominion Bank, 0.31% 89112UWD9 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 2000000.00 2000000.00 0.0024 N 2000675.20 2000675.20 UBS AG UBS AG, 0.26% 90267RZM4 Certificate of Deposit First Tier Security 2014-11-05 2015-03-05 N N N 8000000.00 8000000.00 0.0096 N 7999464.00 7999464.00 UBS AG UBS AG, 0.26% 90267RYB9 Certificate of Deposit First Tier Security 2014-11-24 2014-12-23 N N N 5000000.00 5000000.00 0.0060 N 4999855.00 4999855.00 UBS AG UBS AG, 0.26% 90267RYU7 Certificate of Deposit First Tier Security 2014-11-28 2015-01-27 N N N 10000000.00 10000000.00 0.0120 N 9999510.00 9999510.00 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 10001813.00 10001813.00 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 3000536.40 3000536.40 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 6001096.20 6001096.20 Citibank NA Citibank NA, 0.23% 17304UB58 Certificate of Deposit First Tier Security 2015-02-06 2015-02-06 N N N 4000000.00 4000000.00 0.0048 N 4000761.60 4000761.60 Citibank NA Citibank NA, 0.23% 17304UF21 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 3000000.00 3000000.00 0.0036 N 3000307.20 3000307.20 Citibank NA Citibank NA, 0.23% 17304UF96 Certificate of Deposit First Tier Security 2015-03-06 2015-03-06 N N N 2000000.00 2000000.00 0.0024 N 2000209.80 2000209.80 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAP8 Certificate of Deposit Second Tier Security 2014-12-02 2014-12-02 N N N 4000000.00 4000000.00 0.0048 N 4000746.80 4000746.80 State Street Bank & Trust Co. State Street Bank & Trust Co., 0.23% 8574P1DR4 Certificate of Deposit First Tier Security 2014-12-08 2015-06-08 N N N 3000000.00 3000000.00 0.0036 N 2999634.00 2999634.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3S5 Certificate of Deposit First Tier Security 2014-11-03 2015-03-09 N N N 2000000.00 2000000.00 0.0024 N 1999862.00 1999862.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3Z9 Certificate of Deposit First Tier Security 2014-11-06 2015-03-16 N N N 2000000.00 2000000.00 0.0024 N 1999854.00 1999854.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3J5 Certificate of Deposit First Tier Security 2014-11-28 2015-03-02 N N N 2000000.00 2000000.00 0.0024 N 1999862.00 1999862.00 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 2000033.40 2000033.40 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3B2 Certificate of Deposit First Tier Security 2014-11-20 2015-02-20 N N N 2000000.00 2000000.00 0.0024 N 1999878.00 1999878.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 2029919A5 0000008565 Certificate of Deposit First Tier Security 2014-12-22 2014-12-22 N N N 2000000.00 2000000.00 0.0024 N 2000346.40 2000346.40 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-11-05 2015-01-05 N N N 8000000.00 8000000.00 0.0096 N 7999736.00 7999736.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.25% 39K99HHP8 0000833029 Certificate of Deposit First Tier Security 2015-03-10 2015-03-10 N N N 10000000.00 10000000.00 0.0120 N 10002524.00 10002524.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.23% 39P99MFV1 Financial Company Commercial Paper First Tier Security 2014-12-09 2014-12-09 N N N 2000000.00 1999514.44 0.0024 N 1999692.40 1999692.40 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.26% 06742Q2T8 Financial Company Commercial Paper First Tier Security 2014-12-18 2014-12-18 N N N 2000000.00 1999321.11 0.0024 N 2000282.60 2000282.60 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737JMF9 Financial Company Commercial Paper First Tier Security 2014-12-15 2014-12-15 N N N 8000000.00 7997555.56 0.0096 N 7998500.00 7998500.00 Barclays U.S. Funding Corp. Barclays U.S. Funding Corp., 0.25% 06737JMF9 Financial Company Commercial Paper First Tier Security 2014-12-15 2014-12-15 N N N 6000000.00 5998166.66 0.0072 N 5998875.00 5998875.00 Credit Agricole CIB Credit Agricole CIB, 0.09% 22533UL35 Financial Company Commercial Paper First Tier Security 2014-11-03 2014-11-03 N N N 25000000.00 24999875.00 0.0300 N 25000000.00 25000000.00 DNB Bank ASA DNB Bank ASA, 0.25% 2332K1QJ2 Financial Company Commercial Paper First Tier Security 2015-03-18 2015-03-18 N N N 2000000.00 1998097.22 0.0024 N 1998451.40 1998451.40 JPMorgan Securities LLC JPMorgan Securities LLC, 0.25% 46640EAV0 Financial Company Commercial Paper First Tier Security 2014-11-27 2015-04-27 N N N 5000000.00 5000000.00 0.0060 N 4999505.00 4999505.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAT5 Financial Company Commercial Paper First Tier Security 2014-11-24 2015-04-22 N N N 4000000.00 4000000.00 0.0048 N 3999616.00 3999616.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1L68 Financial Company Commercial Paper First Tier Security 2014-11-06 2014-11-06 N N N 8000000.00 7999833.32 0.0096 N 7999813.60 7999813.60 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1L76 Financial Company Commercial Paper First Tier Security 2014-11-07 2014-11-07 N N N 6000000.00 5999850.00 0.0072 N 5999850.00 5999850.00 Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943SL54 Financial Company Commercial Paper First Tier Security 2014-11-05 2014-11-05 N N N 8000000.00 7999911.11 0.0096 N 7999922.40 7999922.40 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 4998197.22 0.0060 N 4998916.50 4998916.50 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 1999000.00 0.0024 N 1999459.20 1999459.20 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 1998875.00 0.0024 N 1999351.60 1999351.60 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 1998777.78 0.0024 N 1999265.00 1999265.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.25% 89233HQR8 Financial Company Commercial Paper First Tier Security 2015-03-25 2015-03-25 N N N 3000000.00 2997000.00 0.0036 N 2998368.90 2998368.90 AT&T, Inc. AT&T, Inc., 0.26% 0020A3LE8 Other Commercial Paper Second Tier Security 2014-11-14 2014-11-14 N N N 1000000.00 999906.11 0.0012 N 999945.60 999945.60 AT&T, Inc. AT&T, Inc., 0.26% 0020A3LH1 Other Commercial Paper Second Tier Security 2014-11-17 2014-11-17 N N N 1000000.00 999884.44 0.0012 N 999930.60 999930.60 Dominion Resources, Inc. Dominion Resources, Inc., 0.27% 2574P1L34 Other Commercial Paper Second Tier Security 2014-11-03 2014-11-03 N N N 1000000.00 999985.00 0.0012 N 999984.20 999984.20 Northeast Utilities Northeast Utilities, 0.26% 66439UL45 Other Commercial Paper Second Tier Security 2014-11-04 2014-11-04 N N N 1000000.00 999978.33 0.0012 N 999978.90 999978.90 Northeast Utilities Northeast Utilities, 0.26% 66439UL60 Other Commercial Paper Second Tier Security 2014-11-06 2014-11-06 N N N 1000000.00 999963.89 0.0012 N 999968.30 999968.30 Northeast Utilities Northeast Utilities, 0.26% 66439ULA1 Other Commercial Paper Second Tier Security 2014-11-10 2014-11-10 N N N 1000000.00 999935.00 0.0012 N 999945.00 999945.00 Sempra Global Sempra Global, 0.32% 81685MM18 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 1000000.00 999733.34 0.0012 N 999835.50 999835.50 Sempra Global Sempra Global, 0.32% 81685MM34 Other Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 1400000.00 1399601.77 0.0017 N 1399626.66 1399626.66 Viacom, Inc. Viacom, Inc., 0.30% 9255M3L32 Other Commercial Paper Second Tier Security 2014-11-03 2014-11-03 N N N 750000.00 749987.50 0.0009 N 749988.15 749988.15 Viacom, Inc. Viacom, Inc., 0.30% 9255M3L40 Other Commercial Paper Second Tier Security 2014-11-04 2014-11-04 N N N 1000000.00 999975.00 0.0012 N 999978.90 999978.90 Viacom, Inc. Viacom, Inc., 0.30% 9255M3LA6 Other Commercial Paper Second Tier Security 2014-11-10 2014-11-10 N N N 1000000.00 999925.00 0.0012 N 999945.00 999945.00 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.27% 92780KL55 Other Commercial Paper Second Tier Security 2014-11-05 2014-11-05 N N N 1150000.00 1149965.50 0.0014 N 1149974.47 1149974.47 Xerox Corp. Xerox Corp., 0.29% 98412FLH3 Other Commercial Paper Second Tier Security 2014-11-17 2014-11-17 N N N 2000000.00 1999742.22 0.0024 N 1999628.80 1999628.80 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 4996394.45 0.0060 N 4997645.00 4997645.00 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 8496409.17 0.0102 N 8498776.00 8498776.00 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 9105703.73 0.0109 N 9109692.00 9109692.00 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 10002175.47 0.0120 N 10005470.00 10005470.00 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-11-21 2015-10-21 N N N 4000000.00 3999604.57 0.0048 N 4001580.00 4001580.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1DP0 Government Agency Debt First Tier Security 2014-12-14 2015-09-14 N N N 5000000.00 4999324.95 0.0060 N 5000285.00 5000285.00 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 4001048.00 4001048.00 Federal Home Loan Bank Federal Home Loan Bank, 0.25% 3130A2XR2 Government Agency Debt First Tier Security 2015-10-02 2015-10-02 N N N 5000000.00 5000000.00 0.0060 N 5002075.00 5002075.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-11-26 2015-06-26 N N N 8000000.00 7999480.55 0.0096 N 8002792.00 8002792.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBV0 Other Note Second Tier Security 2014-11-21 2014-11-21 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999888.00 1999888.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-11-17 2015-04-15 N N N 2000000.00 2000000.00 0.0024 N 2000002.00 2000002.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86959JCX4 Other Note First Tier Security 2014-11-27 2015-04-27 N N N 6000000.00 6000000.00 0.0072 N 5997816.00 5997816.00 New York City Transitional Fin. Auth. Rev. New York City Transitional Fin. Auth. Rev., 4.00% Bonds Series 2013 B 64971QXD0 Other Municipal Debt First Tier Security 2014-11-01 2014-11-01 N N N 7500000.00 7500000.00 0.0090 N 7500825.00 7500825.00 ING Bank NV ING Bank NV, 0.11% 48X99QPL5 0001017255 Other Instrument Time Deposits First Tier Security 2014-11-04 2014-11-04 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 0 - 3.531 Government Agency Debt 9080208.29 9499879.54 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-25 2041-07-25 5.8 - 5.8 Government Agency Debt 7136437.02 1851604.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-03-20 3 - 3 Government Agency Debt 23054501.11 8954846.13 Unrated Security 2014-11-03 2014-11-03 N N N 19714670.00 19714669.65 0.0236 N 19714669.65 19714669.65 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-11-15 2044-05-15 0 - 8.75 Treasury Debt 205859.88 204961.48 FEDERAL FARM CREDIT 2015-11-05 2027-02-11 1.49 - 6.125 Government Agency Debt 62154.94 62243.89 FEDERAL HOME LOAN BANK 2015-02-17 2027-12-07 0 - 5.375 Government Agency Debt 821744.12 829530.65 FEDERAL HOME LOAN MORTGAGE CORP 2015-09-10 2044-11-01 0 - 7 Government Agency Debt 3219670.15 2648033.45 FEDERAL NATIONAL MORTGAGE ASSOC 2014-11-20 2044-11-01 0.557 - 7.5 Government Agency Debt 4325769.11 2687204.21 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-10-20 2.5 - 10 Government Agency Debt 3690254.81 3501417.56 Unrated Security 2014-11-03 2014-11-03 N N N 9727633.00 9727633.05 0.0117 N 9727633.05 9727633.05 Citibank NA In a joint trading account with Citibank NA at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_26602 Government Agency Repurchase Agreement Y US TREASURY 2020-01-15 2040-02-15 0 - 1.375 Treasury Debt 18138.88 10926.45 FEDERAL HOME LOAN MORTGAGE CORP 2014-11-01 2048-05-01 1.902 - 12.5 Government Agency Debt 7488962.40 848293.42 FEDERAL NATIONAL MORTGAGE ASSOC 2014-11-01 2047-11-01 0.587 - 11.5 Government Agency Debt 10294654.31 1388708.17 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-01-15 2054-12-15 1.125 - 13 Government Agency Debt 41325612.55 2684967.22 Unrated Security 2014-11-03 2014-11-03 N N N 4836023.00 4836023.29 0.0058 N 4836023.29 4836023.29 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-12-01 2044-10-01 2.5 - 3.5 Government Agency Debt 494260.14 402372.44 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-01 2053-01-01 0 - 12.5 Government Agency Debt 19577085.99 11432355.82 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-10-15 2056-06-15 2.35 - 9.5 Government Agency Debt 1407063.15 1149181.98 Unrated Security 2014-11-03 2014-11-03 N N N 12729303.00 12729302.68 0.0153 N 12729302.68 12729302.68 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.09% 45G99R8D5 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 4 - 4 Government Agency Debt 1008.00 435.72 FEDERAL NATIONAL MORTGAGE ASSOC 2040-08-01 2044-02-01 3.053 - 5 Government Agency Debt 4308317.00 2039758.35 Unrated Security 2014-11-07 2014-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.09% 45G99R8E3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2025-07-01 4 - 4 Government Agency Debt 4288.00 1853.56 FEDERAL NATIONAL MORTGAGE ASSOC 2027-04-01 2044-02-01 2.332 - 5 Government Agency Debt 2406308.00 2038315.04 Unrated Security 2014-11-07 2014-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R8B9 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2025-07-01 2043-08-01 2.464 - 5.5 Government Agency Debt 10437.00 3383.13 FEDERAL NATIONAL MORTGAGE ASSOC 2024-07-01 2044-02-01 2.332 - 6 Government Agency Debt 5656182.00 3057075.96 Unrated Security 2014-11-07 2014-11-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48X991QS4 0000812291 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2016-10-06 2016-10-06 0.67 - 0.67 Government Agency Debt 3061000.00 3060771.28 First Tier Security 2014-11-07 2014-11-07 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 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-11-15 2044-08-15 0 - 8.125 Treasury Debt 5483662.27 5575225.57 FEDERAL FARM CREDIT 2015-01-20 2026-07-17 0.163 - 2.95 Government Agency Debt 146664.91 146431.63 FEDERAL HOME LOAN BANK 2014-12-12 2026-07-09 0 - 3.1 Government Agency Debt 173670.68 172856.35 FEDERAL HOME LOAN MORTGAGE CORP 2015-01-12 2044-11-01 0 - 7.5 Government Agency Debt 3230769.12 1861481.45 FEDERAL NATIONAL MORTGAGE ASSOC 2015-03-16 2048-01-25 0 - 8.273 Government Agency Debt 12801855.20 4738254.56 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-03-16 2061-10-20 0.502 - 7.28 Government Agency Debt 2150139.07 969820.15 TENNESEE VALLEY AUTHORITY 2037-01-15 2038-01-15 0 - 6.15 Government Agency Debt 4104.13 2578.75 Unrated Security 2014-11-03 2014-11-03 N N N 13155466.00 13155465.65 0.0158 N 13155465.65 13155465.65 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.12%, dated 10/31/2014 due 11/03/2014 48Z99Q3B9_08395 Government Agency Repurchase Agreement Y US TREASURY 2015-08-15 2021-10-31 0.25 - 3.25 Treasury Debt 2975811.82 3035611.13 FEDERAL FARM CREDIT 2017-01-17 2017-01-17 4.875 - 4.875 Government Agency Debt 413280.90 456780.10 FEDERAL HOME LOAN BANK 2014-12-17 2018-07-20 0 - 1.625 Government Agency Debt 704980.83 705024.00 FEDERAL HOME LOAN MORTGAGE CORP 2016-07-31 2044-10-01 0.08 - 6.25 Government Agency Debt 858805.48 938103.41 FINANCE CORPORATION 2014-12-06 2016-12-27 0 - 0 Government Agency Debt 33168.28 33146.14 FEDERAL NATIONAL MORTGAGE ASSOC 2017-01-01 2044-10-01 0 - 6 Government Agency Debt 1655720.94 1173941.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2033-06-15 2052-11-16 0.802 - 5.5 Government Agency Debt 1609579.09 907073.73 Unrated Security 2014-11-03 2014-11-03 N N N 7104906.00 7104905.69 0.0085 N 7104905.69 7104905.69 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.23% 48S991QB7 0001197610 Other Repurchase Agreement N ALTRIA GROUP INC 2039-02-06 2039-02-06 10.2 - 10.2 Other Instrument CORPORATE 1264.00 2194.22 BP CAP MKTS P L C 2016-11-07 2016-11-07 0.657 - 0.657 Other Instrument CORPORATE 4844.00 4860.15 BUCKEYE PARTNERS L P 2024-10-15 2024-10-15 4.35 - 4.35 Other Instrument CORPORATE 12603.00 12641.20 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2017-09-08 2017-09-08 1.684 - 1.684 Other Instrument CORPORATE 1316.00 1315.34 FOREST LABS INC 2021-12-15 2021-12-15 5 - 5 Other Instrument CORPORATE 129.00 140.93 NATIONWIDE BLDG SOC MEDIUM TERM SUB NTS BOOK ENT 2015-08-01 2015-08-01 5 - 5 Other Instrument CORPORATE 4464.00 4629.70 PSEG PWR LLC 2021-09-15 2021-09-15 4.15 - 4.15 Other Instrument CORPORATE 3297.00 3537.10 PETROBRAS GLOBAL FIN B V 2024-03-17 2024-03-17 6.25 - 6.25 Other Instrument CORPORATE 935118.00 1000893.16 PETROLEOS MEXICANOS 2041-06-02 2041-06-02 6.5 - 6.5 Other Instrument CORPORATE 3627.00 4295.14 REYNOLDS AMERN INC 2043-09-15 2043-09-15 6.15 - 6.15 Other Instrument CORPORATE 6473.00 7657.29 ROYAL BK SCOTLAND PLC 2015-03-16 2015-03-16 4.875 - 4.875 Other Instrument CORPORATE 39.00 39.82 WACHOVIA CAP TR III 2099-12-31 2099-12-31 5.569 - 5.569 Other Instrument CORPORATE 571.00 556.42 KIA MOTORS 2016-06-14 2016-06-14 3.625 - 3.625 Other Instrument CORPORATE 7026.00 7374.03 First Tier Security 2014-11-07 2014-11-07 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., 1.00% 48Y99UAV9 0000315030 Other Repurchase Agreement N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2034-04-25 2034-04-25 1.88 - 1.88 Other Instrument ASSET BACKED 55876.00 19903.75 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2048-08-17 2048-08-17 5.289 - 5.289 Other Instrument MORTGAGE 4783.00 2573.46 LB COMMERCIAL MORTGAGE TRUST 2044-07-15 2044-07-15 0.507 - 0.507 Other Instrument MORTGAGE 2455436.00 2136466.73 ML-CFC COMMERCIAL MORTGAGE TRUST 2049-08-12 2049-08-12 6.078 - 6.078 Other Instrument MORTGAGE 466.00 247.96 OAKWOOD MORTGAGE INVESTORS 2024-05-15 2024-05-15 N/A Other Instrument ASSET BACKED 20416.00 5608.37 First Tier Security 2015-03-05 2015-03-05 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000880.00 2000880.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.40% 48Z992EE4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-16 2040-10-16 0.402 - 0.402 Government Agency Debt 1100000.00 1034646.47 First Tier Security 2014-11-06 2014-11-06 N N N 1000000.00 1000000.00 0.0012 N 1000018.40 1000018.40 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.41% 48Z992ED6 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2045-05-16 2045-05-16 2.1 - 2.1 Government Agency Debt 2255000.00 2064311.88 First Tier Security 2014-11-05 2014-11-05 N N N 2000000.00 2000000.00 0.0024 N 2000024.80 2000024.80 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 2040-10-16 2040-10-16 0.402 - 0.402 Government Agency Debt 1100000.00 1034646.47 First Tier Security 2014-11-03 2014-11-03 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% 48X99FWT4 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-16 2040-10-16 0.402 - 0.402 Government Agency Debt 1100000.00 1034646.47 First Tier Security 2014-11-05 2014-11-05 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, 0.70% 48X99F9F0 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2040-10-16 2040-10-16 0.402 - 0.402 Government Agency Debt 1100000.00 1034646.47 First Tier Security 2014-11-04 2014-11-04 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, 0.75% 48Z992EM6 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2044-07-16 2045-05-16 2.1 - 4.5 Government Agency Debt 1838000.00 2063058.39 First Tier Security 2015-04-02 2015-04-02 N N N 2000000.00 2000000.00 0.0024 Y 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 45A99N9V9 Other Repurchase Agreement N TAKE-2 INTERACTIVE SOFTWARE 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 2634000.00 3261769.12 First Tier Security 2015-01-29 2015-01-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 Y 3001650.00 3001650.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.20% 48W99WVJ1 0001287279 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2047-04-16 2047-04-16 2.331 - 2.331 Government Agency Debt 2145000.00 2062173.66 First Tier Security 2014-11-05 2014-11-05 N N N 2000000.00 2000000.00 0.0024 N 2000001.60 2000001.60 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.62% 48W99WHV0 0001287279 Other Repurchase Agreement N MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.721 - 5.721 Other Instrument GOVERNMENT AGENCY 3190000.00 2164486.29 First Tier Security 2014-11-07 2014-11-07 N N N 2000000.00 2000000.00 0.0024 N 2000040.00 2000040.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MORT 2047-05-15 2047-05-15 5.411 - 5.411 Other Instrument GOVERNMENT AGENCY 5075000.00 4332163.21 First Tier Security 2015-01-29 2015-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0048 Y 4000720.00 4000720.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WJL0 0001287279 Other Repurchase Agreement N MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.721 - 5.721 Other Instrument GOVERNMENT AGENCY 1595000.00 1082243.15 First Tier Security 2015-01-29 2015-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 Y 1000290.00 1000290.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WVC6 0001287279 Other Repurchase Agreement N JPMORGAN CHASE COMMERCIAL MORT 2047-05-15 2047-05-15 5.411 - 5.411 Other Instrument GOVERNMENT AGENCY 3440000.00 2936481.07 MORGAN STANLEY CAPITAL I INC. 2049-04-15 2049-04-15 5.721 - 5.721 Other Instrument GOVERNMENT AGENCY 450000.00 305335.06 First Tier Security 2015-01-29 2015-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 Y 3001620.00 3001620.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.73% 48W99WVG7 0001287279 Other Repurchase Agreement N RECKSON OPERATING PARTNERSHIP, 2014-10-31 2014-10-31 N/A Other Instrument OTHER NOTE 2039000.00 2174934.01 First Tier Security 2015-01-29 2015-01-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2001100.00 2001100.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.22% 48Y9963R9 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2042-04-25 2042-04-25 3.5 - 3.5 Government Agency Debt 4409735.00 4120101.15 First Tier Security 2014-11-06 2014-11-06 N N N 4000000.00 4000000.00 0.0048 N 4000013.60 4000013.60 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.35% 48Y9964E7 0000728612 Other Repurchase Agreement N NEW JERSEY ST TRANSN TR FD AUTH 2028-12-15 2028-12-15 6.104 - 6.104 Other Municipal Debt 8382515.00 9450276.04 First Tier Security 2014-11-03 2014-11-03 N N N 9000000.00 9000000.00 0.0108 N 9000000.00 9000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.55% 48Y9964P2 0000728612 Other Repurchase Agreement N MOLSON COORS BREWING CO 2014-12-01 2014-12-01 N/A Other Commercial Paper 2100538.00 2100096.89 First Tier Security 2014-11-03 2014-11-03 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y996FN5 0000728612 Other Repurchase Agreement N OMNICARE INC 2042-04-01 2042-04-01 3.75 - 3.75 Other Instrument EQUITY 657000.00 1082410.79 First Tier Security 2014-12-03 2014-12-03 N N N 1000000.00 1000000.00 0.0012 Y 1000120.00 1000120.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y996JE1 0000728612 Other Repurchase Agreement N GENCORP INC 2039-12-31 2039-12-31 4.062 - 4.062 Other Instrument EQUITY 15000.00 27898.54 OMNICARE INC 2042-04-01 2042-04-01 3.75 - 3.75 Other Instrument EQUITY 1296000.00 2135166.48 First Tier Security 2014-12-09 2014-12-09 N N N 2000000.00 2000000.00 0.0024 Y 2000300.00 2000300.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Y996HQ6 0000728612 Other Repurchase Agreement N OMNICARE INC 2042-04-01 2042-04-01 3.75 - 3.75 Other Instrument EQUITY 657000.00 1082410.79 First Tier Security 2014-12-09 2014-12-09 N N N 1000000.00 1000000.00 0.0012 Y 1000150.00 1000150.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48Y996UJ7 0000728612 Other Repurchase Agreement N ACT 2041-09-22 2041-09-22 0.456 - 0.456 Other Instrument MORTGAGE 2706035.00 918344.16 ABFC ASSET BACKED FUNDING CORPORATION 2035-06-25 2035-06-25 1.127 - 1.127 Other Instrument ASSET BACKED 5594.00 2639.76 FREMONT HOME LOAN OWNER TRUST 2036-02-25 2036-02-25 0.472 - 0.472 Other Instrument ASSET BACKED 11117101.00 1573831.55 ISCHUS SYNTHETIC ABS CDO 2045-10-12 2045-10-12 N/A Other Instrument ASSET BACKED 2000000.00 1530425.60 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-02-25 2037-02-25 0.752 - 0.752 Other Instrument ASSET BACKED 23268484.00 1267583.94 RAAC 2036-11-25 2036-11-25 0.612 - 0.612 Other Instrument ASSET BACKED 168139.00 110153.58 RAIT PREFERRED FUNDING 2045-06-25 2045-06-25 0.952 - 0.952 Other Instrument ASSET BACKED 1273.00 974.01 First Tier Security 2014-12-09 2014-12-09 N N N 5000000.00 5000000.00 0.0060 Y 5001100.00 5001100.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 48Y996VB3 0000728612 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.372 - 0.372 Other Instrument ASSET BACKED 2034.00 1056.16 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 1.217 - 1.217 Other Instrument ASSET BACKED 1391845.00 1053759.82 RAAC 2036-11-25 2036-11-25 0.612 - 0.612 Other Instrument ASSET BACKED 31436.00 20594.79 RALI 2036-08-25 2036-08-25 0.342 - 0.342 Other Instrument MORTGAGE 30926.00 5387.77 First Tier Security 2015-02-06 2015-02-06 N N N 1000000.00 1000000.00 0.0012 Y 1000790.00 1000790.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 48Y996WE6 0000728612 Other Repurchase Agreement N ACACIA CDO 2040-05-14 2040-05-14 0.595 - 0.595 Other Instrument ASSET BACKED 48084.00 9755.53 ARCAP RESECURITIZATION 2045-09-21 2045-09-21 4.76 - 4.76 Other Instrument MORTGAGE 4567.00 2156.14 ABFC ASSET BACKED FUNDING CORPORATION 2035-06-25 2035-06-25 1.127 - 1.127 Other Instrument ASSET BACKED 989.00 466.70 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 0.372 - 0.372 Other Instrument ASSET BACKED 12091.00 6278.28 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-06-25 2035-06-25 1.217 - 1.217 Other Instrument ASSET BACKED 1743.00 1319.62 CS FIRST BOSTON MORTGAGE SECURITIES CORP 2034-09-25 2034-09-25 0.802 - 0.802 Other Instrument MORTGAGE 176716.00 94376.05 DUKE FUNDING 2033-08-07 2033-08-07 0.877 - 0.877 Other Instrument ASSET BACKED 5254.00 1090.68 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-15 2040-07-15 6.114 - 6.114 Other Instrument MORTGAGE 11091.00 12143.66 MERRILL LYNCH MORTGAGE TRUST 2050-06-12 2050-06-12 0.813 - 0.813 Other Instrument MORTGAGE 1257282.00 622304.20 TRAPEZA CDO 2042-11-09 2042-11-09 1.433 - 1.433 Other Instrument ASSET BACKED 964208.00 330850.25 First Tier Security 2015-02-09 2015-02-09 N N N 1000000.00 1000000.00 0.0012 Y 1000810.00 1000810.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 48Y996WY2 0000728612 Other Repurchase Agreement N ACE SECURITIES CORP HOME EQUITY LOAN TRUST 2036-12-25 2036-12-25 0.492 - 0.492 Other Instrument ASSET BACKED 512.00 60.37 AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2035-09-25 2035-09-25 0.762 - 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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SJN9 Other Repurchase Agreement N AMERIGAS PTNS ULP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 101.00 4655.09 ANADARKO PETROLEUM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1169.00 104578.74 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 40.00 4279.20 CHENI ENG PARTN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5.00 157.00 DOW CHEMICAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 839.00 40481.75 EL PASO PIPELN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 243.30 GRIFOLS SP ADR-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 184.00 6403.20 HCA HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11323.00 785816.20 HATTERAS FINL REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2763.00 52524.63 HERTZ GLOBAL HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7.00 151.69 6.2 ING GROEP PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1066.00 26937.82 ISH CR US AGG BOND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 140.00 15411.20 KCG HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1505.00 16344.30 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 184.20 PS INDIA ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 483.00 10737.09 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 64.00 11320.96 Unrated Security 2014-11-06 2014-11-06 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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Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SJX7 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3215.00 343940.70 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5768.00 98229.04 BJ'S RESTAURANTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 527.00 23156.38 CHENI ENG PARTN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11.00 345.40 DOW CHEMICAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 341.00 16453.25 EL PASO PIPELN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 98186.00 3981442.30 GAM & LEISURE-REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8850.00 275146.50 GLIMCH RLT REIT-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16510.00 225691.70 HCA HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4718.00 327429.20 HATTERAS FINL REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2267.00 43095.67 HERTZ GLOBAL HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7.00 151.69 ISH CR US AGG BOND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 338.00 37207.04 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2.00 92.10 PS INDIA ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 255.00 5668.65 RUTH'S HOSPITALITY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 815.00 9894.10 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 67.00 11851.63 UNION PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 690.00 Unrated Security 2014-11-07 2014-11-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48Y998JC1 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 111.00 11874.78 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16687.00 1068301.74 First Tier Security 2014-11-04 2014-11-04 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% 48Y998JT4 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 111.00 11874.78 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16685.00 1068173.70 First Tier Security 2014-11-07 2014-11-07 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., 0.30% 48Y998JP2 Other Repurchase Agreement N APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 111.00 11874.78 ENERGY TRANSFER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16686.00 1068237.72 First Tier Security 2014-11-07 2014-11-07 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% 48S99L3W2 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-03-15 2039-03-15 5.846 - 5.846 Government Agency Debt 28263068.00 1032369.40 First Tier Security 2014-11-03 2014-11-03 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% 48S99L5J9 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-03-15 2039-03-15 5.846 - 5.846 Government Agency Debt 14797191.00 540499.25 FEDERAL NATIONAL MORTGAGE ASSOC 2039-02-25 2039-02-25 7 - 7 Government Agency Debt 4813747.00 491792.00 First Tier Security 2014-11-05 2014-11-05 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% 48Y998CG9 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-03-25 2039-03-25 6 - 6 Government Agency Debt 30143998.00 992819.94 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-04-20 2042-12-20 3.5 - 6.493 Government Agency Debt 736110.00 38749.56 First Tier Security 2014-12-01 2014-12-01 N N N 1000000.00 1000000.00 0.0012 Y 1000220.00 1000220.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998HU3 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-03-25 2039-03-25 6 - 6 Government Agency Debt 6206002.00 204400.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2042-12-20 3.5 - 6.5 Government Agency Debt 8882085.00 825994.61 First Tier Security 2015-01-15 2015-01-15 N N N 1000000.00 1000000.00 0.0012 Y 1000350.00 1000350.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998JD9 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-20 2042-12-20 3.5 - 6.5 Government Agency Debt 11089980.00 1030290.22 First Tier Security 2015-01-20 2015-01-20 N N N 1000000.00 1000000.00 0.0012 Y 1000350.00 1000350.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48Y998CT1 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-03-15 2039-03-15 5 - 5.846 Government Agency Debt 25216741.00 410537.84 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-03-16 2042-12-20 3.5 - 5.928 Government Agency Debt 10909786.00 621182.50 First Tier Security 2015-01-05 2015-01-05 N N N 1000000.00 1000000.00 0.0012 Y 1000510.00 1000510.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99Q4X0 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-15 2044-03-01 3.5 - 6.566 Government Agency Debt 2265378.00 320124.80 FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-25 2044-07-25 0 - 6.046 Government Agency Debt 1374206.00 271681.00 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-02-16 2044-10-20 3.5 - 8.457 Government Agency Debt 2493614.00 437787.87 First Tier Security 2014-11-07 2014-11-07 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% 42T99Q4N2 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-15 2044-04-15 3.5 - 6.446 Government Agency Debt 2783561.00 550407.60 FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-25 2044-07-25 0 - 6.606 Government Agency Debt 3126919.00 276195.34 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-02-16 2041-05-16 3 - 6.198 Government Agency Debt 3809184.00 203188.22 First Tier Security 2014-11-07 2014-11-07 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% 42T99Q4W2 0000050916 Other Repurchase Agreement N AMERICAN AIRLS GROUP INC 2019-10-01 2019-10-01 N/A Other Instrument CORPORATE 9284.00 9311.85 BIOMET INC 2020-08-01 2020-08-01 6.5 - 6.5 Other Instrument CORPORATE 317.00 343.95 CIT GROUP INC NEW 2018-03-15 2018-03-15 5.25 - 5.25 Other Instrument CORPORATE 91592.00 97243.99 CALPINE CORP 2022-01-15 2022-01-15 6 - 6 Other Instrument CORPORATE 2305.00 2478.26 CLEAR CHANNEL COMMUNICATIONS INC 2016-12-15 2027-10-15 5.5 - 14 Other Instrument CORPORATE 218410.00 182007.70 DRIVETIME AUTOMOTIVE GROUP INC / DT ACCEP CORP 2021-06-01 2021-06-01 8 - 8 Other Instrument CORPORATE 18747.00 18996.96 EL PASO PIPELINE PARTNERS OPER CO L L C 2042-11-01 2042-11-01 4.7 - 4.7 Other Instrument CORPORATE 259.00 236.77 EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 Other Instrument CORPORATE 62.00 70.89 FRONTIER COMMUNICATIONS CORP 2017-04-15 2017-04-15 8.25 - 8.25 Other Instrument CORPORATE 133.00 149.12 GENON ESCROW CORP 2020-10-15 2020-10-15 9.875 - 9.875 Other Instrument CORPORATE 433.00 451.14 HOVNANIAN K ENTERPRISES INC 2020-10-15 2020-10-15 7.25 - 7.25 Other Instrument CORPORATE 10035.00 10594.17 INFOR US INC 2018-07-15 2018-07-15 11.5 - 11.5 Other Instrument CORPORATE 96.00 109.09 INTERNATIONAL LEASE FIN CORP 2017-03-15 2017-03-15 8.75 - 8.75 Other Instrument CORPORATE 235.00 266.70 KB HOME 2017-09-15 2017-09-15 9.1 - 9.1 Other Instrument CORPORATE 68061.00 78380.94 NGPL PIPECO LLC 2037-12-15 2037-12-15 7.768 - 7.768 Other Instrument CORPORATE 97.00 103.24 NINE WEST HLDGS INC 2019-03-15 2019-03-15 8.25 - 8.25 Other Instrument CORPORATE 2243.00 1940.20 PEABODY ENERGY CORP 2016-11-01 2016-11-01 7.375 - 7.375 Other Instrument CORPORATE 31704.00 33744.94 RUE21 INC 2021-10-15 2021-10-15 9 - 9 Other Instrument CORPORATE 4028.00 2855.85 SESI L L C 2019-05-01 2019-05-01 6.375 - 6.375 Other Instrument CORPORATE 95.00 102.07 SUPERVALU INC 2016-05-01 2016-05-01 8 - 8 Other Instrument CORPORATE 5149.00 5741.14 TERVITA CORP 2018-02-15 2018-02-15 10.875 - 10.875 Other Instrument CORPORATE 419775.00 374841.58 TEXTRON FINL CORP 2067-02-15 2067-02-15 6 - 6 Other Instrument CORPORATE 243910.00 226267.18 VANTAGE ONCOLOGY LLC / VANTAGE ONCOLOGY FIN CO 2017-06-15 2017-06-15 9.5 - 9.5 Other Instrument CORPORATE 28096.00 26997.13 VERSO PAPER HLDGS LLC / VERSO PAPER INC 2019-01-15 2019-01-15 11.75 - 11.75 Other Instrument CORPORATE 96.00 96.20 WESTERN EXPRESS INC 2015-04-15 2015-04-15 N/A Other Instrument CORPORATE 82.00 73.03 WIND ACQUISITION FIN S A 2021-04-23 2021-04-23 7.125 - 7.125 Other Instrument CORPORATE 109.00 106.18 ZAYO GROUP LLC / ZAYO CAP INC 2020-07-01 2020-07-01 10.125 - 10.125 Other Instrument CORPORATE 3780.00 4323.38 GOL FINANCE 2099-12-31 2099-12-31 8.75 - 8.75 Other Instrument CORPORATE 2558.00 2235.23 First Tier Security 2014-11-07 2014-11-07 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 SG Americas Securities, LLC SG Americas Securities, LLC, 0.33% 60S99B5G2 Other Repurchase Agreement N BITAUTO HLDG SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12484.00 983614.36 CHEVRON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 469.00 54966.80 CHIMERA INVT REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 289.00 890.12 NORTHST RLT REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2153.00 39507.55 SYNOPSYS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27.00 1100.79 YUM BRANDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 69.98 Second Tier Security 2014-11-04 2014-11-04 N N N 1000000.00 1000000.00 0.0012 N 1000003.80 1000003.80 SG Americas Securities, LLC SG Americas Securities, LLC, 0.42% 60S99B5H0 Other Repurchase Agreement N ALCATEL-LUCENT USA INC 2017-07-01 2017-07-01 4.625 - 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