N-MFP LIVE N 2014-11-30 0000803013 S000007011 1 N N FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 51 101 833976796.26 247463.55 182349.98 834041909.83 0.0026 1.0002 2014-11-28 1.0002 2014-11-28 C000019137 1.00 834041909.83 1.00 178133.50 178133.50 0.00 0.0025 1.0002 2014-11-28 1.0002 2014-11-28 Bank of Montreal Bank of Montreal, 0.23% 06366CES3 Certificate of Deposit First Tier Security 2014-12-15 2015-07-14 N N N 3000000.00 3000000.00 0.0036 N 2999994.00 2999994.00 Bank of Montreal Bank of Montreal, 0.23% 06366CKC1 Certificate of Deposit First Tier Security 2014-12-18 2015-08-18 N N N 3000000.00 3000000.00 0.0036 N 2999568.00 2999568.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFW3 Certificate of Deposit First Tier Security 2014-12-22 2015-07-21 N N N 2000000.00 2000000.00 0.0024 N 1999742.00 1999742.00 Bank of Montreal Bank of Montreal, 0.24% 06366CFU7 Certificate of Deposit First Tier Security 2014-12-22 2015-07-20 N N N 2000000.00 2000000.00 0.0024 N 1999752.00 1999752.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.10% 06366CLZ9 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-12-17 2015-08-13 N N N 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 2014-12-10 2015-07-07 N N N 3000000.00 3000000.00 0.0036 N 2998794.00 2998794.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-12-15 2015-05-15 N N N 10000000.00 10000000.00 0.0120 N 9999080.00 9999080.00 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 5001440.50 5001440.50 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HEN2 Certificate of Deposit First Tier Security 2014-12-03 2015-07-30 N N N 3000000.00 3000000.00 0.0036 N 3001296.00 3001296.00 Bank of Nova Scotia Bank of Nova Scotia, 0.26% 06417HDY9 Certificate of Deposit First Tier Security 2014-12-23 2015-08-19 N N N 6000000.00 6000000.00 0.0072 N 6003990.00 6003990.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417E5W9 Certificate of Deposit First Tier Security 2014-12-11 2015-05-08 N N N 4000000.00 4000000.00 0.0048 N 4000128.00 4000128.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.11% 06538H6E5 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 13000000.00 13000000.00 0.0156 N 12999912.90 12999912.90 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 7000108.50 7000108.50 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 1000121.80 1000121.80 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 3000385.50 3000385.50 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 6000790.80 6000790.80 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 5000426.00 5000426.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.22% 13606Y6S0 Certificate of Deposit First Tier Security 2014-12-17 2015-06-17 N N N 1000000.00 1000007.57 0.0012 N 999892.00 999892.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.28% 13606YZK5 Certificate of Deposit First Tier Security 2014-12-16 2015-08-12 N N N 10000000.00 10000000.00 0.0120 N 10000500.00 10000500.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YRX6 Certificate of Deposit First Tier Security 2014-12-05 2015-05-01 N N N 3000000.00 3000000.00 0.0036 N 3000015.00 3000015.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.32% 13606YPQ3 Certificate of Deposit First Tier Security 2014-12-03 2015-05-01 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCJ0 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCL5 Certificate of Deposit First Tier Security 2014-12-03 2014-12-03 N N N 13000000.00 13000000.00 0.0156 N 12999945.40 12999945.40 Credit Industriel et Commercial Credit Industriel et Commercial, 0.13% 22536TCP6 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Credit Suisse Credit Suisse, 0.30% 22549VGE7 Certificate of Deposit First Tier Security 2014-12-15 2015-04-13 N N N 7000000.00 7000000.00 0.0084 N 6999482.00 6999482.00 Credit Suisse Credit Suisse, 0.31% 22549VCS0 Certificate of Deposit First Tier Security 2014-12-04 2015-04-02 N N N 5000000.00 5000000.00 0.0060 N 4999670.00 4999670.00 Credit Suisse AG Credit Suisse AG, 0.29% 22549T4Z8 Certificate of Deposit First Tier Security 2015-01-12 2015-01-12 N N N 5000000.00 5000000.00 0.0060 N 5000624.00 5000624.00 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 10000970.00 10000970.00 DnB NOR Bank ASA DnB NOR Bank ASA, 0.10% 23290QQL0 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 13000000.00 13000000.00 0.0156 N 13000000.00 13000000.00 KBC Bank NV KBC Bank NV, 0.12% 4823T0N70 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KGF9 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 12000000.00 12000000.00 0.0144 N 11999949.60 11999949.60 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.15% 51489KGH5 Certificate of Deposit First Tier Security 2014-12-03 2014-12-03 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 3000016.50 3000016.50 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 1000113.70 1000113.70 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 3000023.40 3000023.40 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 3000162.90 3000162.90 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 4000194.00 4000194.00 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 2000116.40 2000116.40 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 3000201.90 3000201.90 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 5000366.00 5000366.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LY34 Certificate of Deposit First Tier Security 2015-03-17 2015-03-17 N N N 3000000.00 3000000.00 0.0036 N 3000090.60 3000090.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688L2B1 Certificate of Deposit First Tier Security 2015-03-26 2015-03-26 N N N 5000000.00 5000000.00 0.0060 N 5000163.50 5000163.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688L2D7 Certificate of Deposit First Tier Security 2015-03-27 2015-03-27 N N N 3000000.00 3000000.00 0.0036 N 3000099.00 3000099.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.12% 63873FHH4 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 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% 63873FFZ6 Certificate of Deposit First Tier Security 2015-02-02 2015-02-02 N N N 10000000.00 10000000.00 0.0120 N 10000366.00 10000366.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FFM5 Certificate of Deposit First Tier Security 2014-12-23 2015-02-02 Y NATIXIS NY BRH N/A N/A N N 5000000.00 5000000.00 0.0060 N 4999100.00 4999100.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FED6 Certificate of Deposit First Tier Security 2015-01-05 2015-01-05 N N N 5000000.00 5000000.00 0.0060 N 5000369.00 5000369.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.26% 63873FGZ5 Certificate of Deposit First Tier Security 2015-03-03 2015-03-03 N N N 18000000.00 18000000.00 0.0216 N 18000000.00 18000000.00 National Bank of Canada National Bank of Canada, 0.33% 63307UEA5 Certificate of Deposit First Tier Security 2014-12-10 2015-02-06 N N N 2000000.00 2000000.00 0.0024 N 2000040.00 2000040.00 National Bank of Canada National Bank of Canada, 0.34% 63307UDX6 Certificate of Deposit First Tier Security 2014-12-22 2015-02-19 N N N 12000000.00 12000000.00 0.0144 N 12000876.00 12000876.00 National Bank of Canada National Bank of Canada, 0.37% 63307UBK6 Certificate of Deposit First Tier Security 2014-12-22 2015-05-18 N N N 5000000.00 5000000.00 0.0060 N 5000270.00 5000270.00 Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.21% 21684BSW5 Certificate of Deposit First Tier Security 2014-12-03 2015-01-05 N N N 3000000.00 3000000.00 0.0036 N 2999946.00 2999946.00 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-12-29 2015-06-26 N N N 4000000.00 4000000.00 0.0048 N 3999760.00 3999760.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-12-15 2015-04-15 N N N 10000000.00 10000000.00 0.0120 N 9999620.00 9999620.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRB4 Certificate of Deposit First Tier Security 2014-12-09 2015-04-09 N N N 3000000.00 3000000.00 0.0036 N 2999895.00 2999895.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NSJ6 Certificate of Deposit First Tier Security 2014-12-12 2015-11-12 N N N 8000000.00 8000000.00 0.0096 N 7998488.00 7998488.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NSK3 Certificate of Deposit First Tier Security 2014-12-19 2015-11-19 N N N 2000000.00 2000000.00 0.0024 N 1999612.00 1999612.00 Royal Bank of Canada Royal Bank of Canada, 0.24% 78009NRQ1 Certificate of Deposit First Tier Security 2014-12-23 2015-07-23 N N N 3000000.00 3000000.00 0.0036 N 2999610.00 2999610.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NSG2 Certificate of Deposit First Tier Security 2014-12-10 2015-11-10 N N N 2000000.00 2000000.00 0.0024 N 1999624.00 1999624.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-12-19 2015-02-19 N N N 2000000.00 2000000.00 0.0024 N 2000022.00 2000022.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YJE5 Certificate of Deposit First Tier Security 2014-12-01 2014-12-01 N N N 2000000.00 2000000.00 0.0024 N 2000011.60 2000011.60 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 4000192.80 4000192.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YD84 Certificate of Deposit First Tier Security 2015-03-06 2015-03-06 N N N 3000000.00 3000000.00 0.0036 N 2999999.70 2999999.70 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YL85 Certificate of Deposit First Tier Security 2015-03-23 2015-03-23 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.26% 86562YPG3 Certificate of Deposit First Tier Security 2015-01-26 2015-01-26 N N N 4000000.00 4000000.00 0.0048 N 4000523.60 4000523.60 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 1000137.50 1000137.50 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 8000717.60 8000717.60 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 3000289.20 3000289.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.33% 86562JAD9 Certificate of Deposit First Tier Security 2014-12-15 2015-05-15 N N N 7000000.00 7000000.00 0.0084 N 7000301.00 7000301.00 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 5000291.00 5000291.00 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 3000224.70 3000224.70 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 3000274.50 3000274.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KSU8 Certificate of Deposit First Tier Security 2015-02-09 2015-02-09 N N N 10000000.00 10000000.00 0.0120 N 10000404.00 10000404.00 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 2999999.70 2999999.70 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTS2 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 3000000.00 3000000.00 0.0036 N 2999896.50 2999896.50 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KTU7 Certificate of Deposit First Tier Security 2015-04-03 2015-04-03 N N N 6000000.00 6000000.00 0.0072 N 5999790.00 5999790.00 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 8000332.80 8000332.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.10% 89112UT27 Certificate of Deposit First Tier Security 2014-12-05 2014-12-05 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.23% 89112UGM7 Certificate of Deposit First Tier Security 2014-12-08 2015-06-08 N N N 3000000.00 3000000.00 0.0036 N 2999691.00 2999691.00 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 2000369.00 2000369.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112UYQ8 Certificate of Deposit First Tier Security 2014-12-08 2015-10-06 N N N 5000000.00 5000000.00 0.0060 N 4999155.00 4999155.00 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 4999242.34 0.0060 N 5001536.00 5001536.00 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 13006353.10 13006353.10 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 2000957.00 2000957.00 UBS AG UBS AG, 0.27% 90267RZM4 Certificate of Deposit First Tier Security 2014-12-05 2015-03-05 N N N 8000000.00 8000000.00 0.0096 N 7999592.00 7999592.00 UBS AG UBS AG, 0.27% 90267RYU7 Certificate of Deposit First Tier Security 2014-12-29 2015-01-27 N N N 10000000.00 10000000.00 0.0120 N 9999670.00 9999670.00 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 10002247.00 10002247.00 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 4000388.40 4000388.40 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 3000157.80 3000157.80 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 2000108.60 2000108.60 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 4000106.80 4000106.80 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 2999676.00 2999676.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3S5 Certificate of Deposit First Tier Security 2014-12-03 2015-03-09 N N N 2000000.00 2000000.00 0.0024 N 1999894.00 1999894.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E3Z9 Certificate of Deposit First Tier Security 2014-12-08 2015-03-16 N N N 2000000.00 2000000.00 0.0024 N 1999884.00 1999884.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.23% 94988EAX6 Certificate of Deposit First Tier Security 2014-12-18 2015-08-18 N N N 1000000.00 1000000.00 0.0012 N 999856.00 999856.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.24% 94988EAR9 Certificate of Deposit First Tier Security 2014-12-04 2015-08-03 N N N 2000000.00 2000000.00 0.0024 N 1999734.00 1999734.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.22% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-12-05 2015-01-05 N N N 8000000.00 8000000.00 0.0096 N 7999856.00 7999856.00 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 10002546.00 10002546.00 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 1999897.78 0.0024 N 1999935.80 1999935.80 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 1999754.44 0.0024 N 2000157.80 2000157.80 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 5000000.00 4999513.89 0.0060 N 4999725.50 4999725.50 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 7999222.22 0.0096 N 7999560.80 7999560.80 BAT International Finance PLC BAT International Finance PLC, 0.33% 05531NM37 Financial Company Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 1000000.00 999981.67 0.0012 N 999973.60 999973.60 Credit Agricole CIB Credit Agricole CIB, 0.10% 22533UM18 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 29000000.00 29000000.00 0.0348 N 29000000.00 29000000.00 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 1998513.89 0.0024 N 1998796.20 1998796.20 Fortis Funding LLC Fortis Funding LLC, 0.12% 3495P3M36 Financial Company Commercial Paper First Tier Security 2014-12-03 2014-12-03 N N N 3300000.00 3299978.00 0.0040 N 3299956.01 3299956.01 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAT5 Financial Company Commercial Paper First Tier Security 2014-12-22 2015-04-22 N N N 4000000.00 4000000.00 0.0048 N 3999680.00 3999680.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.26% 46640EAV0 Financial Company Commercial Paper First Tier Security 2014-12-29 2015-04-27 N N N 5000000.00 5000000.00 0.0060 N 4999585.00 4999585.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.30% 46640QSS1 Financial Company Commercial Paper First Tier Security 2015-05-26 2015-05-26 N N N 10000000.00 9985333.33 0.0120 N 9989558.00 9989558.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1M59 Financial Company Commercial Paper First Tier Security 2014-12-05 2014-12-05 N N N 14000000.00 13999766.66 0.0168 N 13999650.00 13999650.00 Lloyds Bank PLC Lloyds Bank PLC, 0.10% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 1000000.00 1000000.00 0.0012 N 999994.44 999994.44 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 16000000.00 16000000.00 0.0192 N 15999907.20 15999907.20 Lloyds Bank PLC Lloyds Bank PLC, 0.11% 53943SM12 Financial Company Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N N 2000000.00 2000000.00 0.0024 N 1999988.40 1999988.40 Lloyds Bank PLC Lloyds Bank PLC, 0.13% 53943SM46 Financial Company Commercial Paper First Tier Security 2014-12-04 2014-12-04 N N N 4000000.00 3999956.67 0.0048 N 3999927.76 3999927.76 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.25% 86960KT51 Financial Company Commercial Paper First Tier Security 2015-06-05 2015-06-05 N N N 12000000.00 11984500.00 0.0144 N 11982423.60 11982423.60 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 1999416.67 0.0024 N 1999725.00 1999725.00 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 1999291.67 0.0024 N 1999652.00 1999652.00 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 1999194.45 0.0024 N 1999590.00 1999590.00 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 2997625.00 0.0036 N 2998459.50 2998459.50 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.11% 04821UM17 Asset Backed Commercial Paper First Tier Security 2014-12-01 2014-12-01 N Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 5000000.00 5000000.00 0.0060 N 4999954.00 4999954.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.22% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2014-12-03 2015-02-02 Y CREDIT AGRICOLE CIB NY BRH N/A N/A Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 7000000.00 6998098.57 0.0084 N 6999062.00 6999062.00 Liberty Street Funding LLC Liberty Street Funding LLC, 0.10% 53127UM15 Asset Backed Commercial Paper First Tier Security 2014-12-01 2014-12-01 N N Y LIQUIDITY BANK OF NOVA SCOTIA N/A N/A GUARANTOR BANK OF NOVA SCOTIA N/A N/A 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Northeast Utilities Northeast Utilities, 0.30% 66439UM10 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 2000000.00 2000000.00 0.0024 N 1999968.40 1999968.40 Northeast Utilities Northeast Utilities, 0.30% 66439UM28 Other Commercial Paper Second Tier Security 2014-12-02 2014-12-02 N N N 1000000.00 999991.67 0.0012 N 999978.90 999978.90 Sempra Global Sempra Global, 0.32% 81685MM18 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 1000000.00 1000000.00 0.0012 N 999988.30 999988.30 Sempra Global Sempra Global, 0.32% 81685MM34 Other Commercial Paper Second Tier Security 2014-12-03 2014-12-03 N N N 1400000.00 1399975.11 0.0017 N 1399972.84 1399972.84 Sempra Global Sempra Global, 0.32% 81685MM91 Other Commercial Paper Second Tier Security 2014-12-09 2014-12-09 N N N 800000.00 799943.11 0.0010 N 799963.36 799963.36 Sempra Global Sempra Global, 0.35% 81685MN58 Other Commercial Paper Second Tier Security 2015-01-05 2015-01-05 N N N 500000.00 499829.86 0.0006 N 499893.90 499893.90 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M15 Other Commercial Paper Second Tier Security 2014-12-01 2014-12-01 N N N 1000000.00 1000000.00 0.0012 N 999984.20 999984.20 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M49 Other Commercial Paper Second Tier Security 2014-12-04 2014-12-04 N N N 1000000.00 999974.17 0.0012 N 999968.30 999968.30 Viacom, Inc. Viacom, Inc., 0.31% 9255M3M98 Other Commercial Paper Second Tier Security 2014-12-09 2014-12-09 N N N 1000000.00 999931.11 0.0012 N 999938.90 999938.90 Viacom, Inc. Viacom, Inc., 0.32% 9255M3MB3 Other Commercial Paper Second Tier Security 2014-12-11 2014-12-11 N N N 1000000.00 999911.11 0.0012 N 999926.00 999926.00 Xerox Corp. Xerox Corp., 0.30% 98412FMN9 Other Commercial Paper Second Tier Security 2014-12-22 2014-12-22 N N N 1000000.00 999825.00 0.0012 N 999731.30 999731.30 Xerox Corp. Xerox Corp., 0.30% 98412FMV1 Other Commercial Paper Second Tier Security 2014-12-29 2014-12-29 N N N 1000000.00 999766.66 0.0012 N 999646.10 999646.10 Fannie Mae Fannie Mae, 0.15% 3135G0YU1 Government Agency Debt First Tier Security 2014-12-21 2015-10-21 N N N 4000000.00 3999638.08 0.0048 N 4001560.00 4001560.00 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 4999388.83 0.0060 N 5000340.00 5000340.00 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 4000696.00 4000696.00 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 5001680.00 5001680.00 Freddie Mac Freddie Mac, 0.12% 3134G5PN9 Government Agency Debt First Tier Security 2015-02-14 2016-11-14 N N N 10000000.00 9996977.47 0.0120 N 9994210.00 9994210.00 Freddie Mac Freddie Mac, 0.14% 3134G4C97 Government Agency Debt First Tier Security 2014-12-26 2015-06-26 N N N 8000000.00 7999546.30 0.0096 N 8002600.00 8002600.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796EJ4 Treasury Debt First Tier Security 2015-06-25 2015-06-25 N N N 5000000.00 4996852.78 0.0060 N 4997710.00 4997710.00 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 8497277.92 0.0102 N 8499668.50 8499668.50 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 9094045.23 0.0109 N 9098442.00 9098442.00 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 10001627.03 0.0120 N 10004690.00 10004690.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.36% 25746UBZ1 Other Note Second Tier Security 2014-12-22 2015-01-12 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999520.00 1999520.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.30% 86959JDE5 Other Note First Tier Security 2014-12-15 2015-05-15 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 2014-12-29 2015-05-27 N N N 6000000.00 6000000.00 0.0072 N 5998560.00 5998560.00 ING Bank NV ING Bank NV, 0.11% 48X99QSR9 0001017255 Other Instrument Time Deposits First Tier Security 2014-12-05 2014-12-05 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2024-07-25 2.413 - 3.531 Government Agency Debt 38827.50 40781.45 FEDERAL NATIONAL MORTGAGE ASSOC 2041-07-25 2042-07-01 3.5 - 5.8 Government Agency Debt 46337.09 12495.81 GOVERNMENT NATIONAL MORTAGE ASSOC 2039-12-20 2040-04-16 3 - 5.25 Government Agency Debt 87266.85 33543.30 Unrated Security 2014-12-01 2014-12-01 N N N 84301.00 84301.08 0.0001 N 84301.08 84301.08 Barclays Capital, Inc. In a joint trading account with Barclays Capital, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_06453 Government Agency Repurchase Agreement Y US TREASURY 2015-07-31 2021-08-31 0.25 - 2.375 Treasury Debt 3913.67 3951.19 FEDERAL HOME LOAN MORTGAGE CORP 2019-05-01 2044-11-01 2.021 - 8 Government Agency Debt 15234.89 8961.80 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2052-11-01 1.921 - 6.5 Government Agency Debt 56630.78 34737.50 GOVERNMENT NATIONAL MORTAGE ASSOC 2023-07-15 2064-11-20 1.144 - 8 Government Agency Debt 21820.61 13325.67 Unrated Security 2014-12-01 2014-12-01 N N N 59780.00 59780.15 0.0001 N 59780.15 59780.15 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_07629 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2044-08-15 0 - 11.25 Treasury Debt 2470.06 2567.19 FEDERAL AGRICULTURE MORTGAGE CORP 2015-08-03 2015-08-03 0 - 0 Government Agency Debt 89.31 89.25 FEDERAL FARM CREDIT 2017-04-03 2017-04-03 0.16 - 0.16 Government Agency Debt 72.80 72.80 FEDERAL HOME LOAN MORTGAGE CORP 2016-01-31 2050-11-15 0.065 - 7 Government Agency Debt 1832.25 900.04 FEDERAL NATIONAL MORTGAGE ASSOC 2017-12-01 2044-10-01 0.467 - 7 Government Agency Debt 2938.90 1061.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2025-03-20 2044-11-20 0.685 - 6.5 Government Agency Debt 1545.73 654.34 Unrated Security 2014-12-01 2014-12-01 N N N 5240.00 5239.84 0.0000 N 5239.84 5239.84 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-11-30 2041-08-15 0 - 9 Treasury Debt 198.77 212.98 FEDERAL FARM CREDIT 2015-01-05 2022-12-13 0.171 - 3.85 Government Agency Debt 305.43 309.61 FEDERAL HOME LOAN BANK 2014-12-12 2028-04-17 0 - 7.375 Government Agency Debt 3638.29 3665.67 FEDERAL HOME LOAN MORTGAGE CORP 2016-05-13 2044-11-01 0.455 - 7 Government Agency Debt 18316.17 15110.89 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-06 2044-12-25 0 - 7.5 Government Agency Debt 25445.49 19067.87 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-11-20 2.5 - 10 Government Agency Debt 18505.27 16727.38 TENNESEE VALLEY AUTHORITY 2017-12-15 2017-12-15 0 - 0 Government Agency Debt 3.21 3.09 Unrated Security 2014-12-01 2014-12-01 N N N 53968.00 53968.19 0.0001 N 53968.19 53968.19 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_55502 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2016-03-01 2048-06-01 2.5 - 8 Government Agency Debt 36958.80 28055.15 FEDERAL NATIONAL MORTGAGE ASSOC 2043-03-01 2044-09-01 3.5 - 4 Government Agency Debt 8374.87 8775.73 GOVERNMENT NATIONAL MORTAGE ASSOC 2021-10-15 2064-11-20 1.5 - 8.5 Government Agency Debt 98289.16 81450.79 Unrated Security 2014-12-01 2014-12-01 N N N 115962.00 115962.41 0.0001 N 115962.41 115962.41 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 2042-03-01 2042-03-01 2.951 - 2.951 Government Agency Debt 41957.00 28870.99 FEDERAL NATIONAL MORTGAGE ASSOC 2043-01-01 2044-02-01 2.334 - 3.053 Government Agency Debt 2297870.00 1966127.07 GOVERNMENT NATIONAL MORTAGE ASSOC 2044-06-20 2044-06-20 3.5 - 3.5 Government Agency Debt 44153.00 45313.08 Unrated Security 2014-12-01 2014-12-01 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% 48X991QS4 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2015-04-02 2024-05-15 0 - 2.5 Treasury Debt 3061400.00 3060974.31 First Tier Security 2014-12-05 2014-12-05 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 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_08126 Government Agency Repurchase Agreement Y US TREASURY 2015-02-26 2044-11-15 0 - 8.125 Treasury Debt 47410.50 52666.02 FEDERAL FARM CREDIT 2016-10-06 2021-01-19 0.67 - 2.2 Government Agency Debt 249.42 253.35 FEDERAL HOME LOAN BANK 2015-05-27 2015-05-27 0 - 0 Government Agency Debt 154.27 154.20 FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2043-05-15 0.5 - 5 Government Agency Debt 29680.62 21214.53 FEDERAL NATIONAL MORTGAGE ASSOC 2019-11-26 2044-06-01 1.75 - 7 Government Agency Debt 47258.62 27944.41 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-02-16 2061-10-20 0.502 - 6.98 Government Agency Debt 11004.38 6664.74 Unrated Security 2014-12-01 2014-12-01 N N N 106220.00 106220.46 0.0001 N 106220.46 106220.46 Societe Generale In a joint trading account with Societe Generale at 0.1%, dated 11/28/2014 due 12/01/2014 49A99XGM1_74037 Government Agency Repurchase Agreement Y FEDERAL FARM CREDIT 2017-08-22 2017-11-13 0.94 - 1.1 Government Agency Debt 26.43 26.46 FEDERAL HOME LOAN MORTGAGE CORP 2020-01-01 2043-05-01 1.787 - 6.5 Government Agency Debt 8531.29 1146.85 FEDERAL NATIONAL MORTGAGE ASSOC 2017-07-01 2044-11-01 0.875 - 6 Government Agency Debt 8048.59 2697.75 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-01-20 2044-01-20 1.625 - 4.5 Government Agency Debt 28939.08 1919.62 RESOLUTION FUNDING CORP 2021-01-15 2030-01-15 0 - 0 Government Agency Debt 1654.01 1188.57 TENNESEE VALLEY AUTHORITY 2017-07-18 2056-04-01 5.375 - 5.5 Government Agency Debt 586.34 699.23 Unrated Security 2014-12-01 2014-12-01 N N N 7528.00 7527.87 0.0000 N 7527.87 7527.87 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.00% 48Y99UFK8 0000315030 Other Repurchase Agreement N ACA ABS 2038-06-10 2038-06-10 2.484 - 2.484 Other Instrument ASSET BACKED 2548989.00 13741.94 ACA ABS 2041-06-10 2041-06-10 0.804 - 3.484 Other Instrument ASSET BACKED 17499795.00 108783.04 ACACIA CDO 2039-11-08 2039-11-08 1.082 - 1.082 Other Instrument ASSET BACKED 30.00 0.72 ALESCO PREFERRED FUNDING 2035-03-23 2035-03-23 1.833 - 1.833 Other Instrument ASSET BACKED 125256.00 68811.29 ALESCO PREFERRED FUNDING 2037-09-23 2037-09-23 0.883 - 0.883 Other Instrument ASSET BACKED 137.00 85.38 ALTIUS FUNDING 2041-12-02 2041-12-02 0.537 - 0.537 Other Instrument ASSET BACKED 2300018.00 40850.76 ANSONIA CDO 2046-07-28 2046-07-28 5.961 - 5.961 Other Instrument ASSET BACKED 17000000.00 170.00 BANC OF AMERICA LARGE LOAN COMMERCIAL PTC 2022-03-15 2022-03-15 3.154 - 3.154 Other Instrument MORTGAGE 3500000.00 92521.99 BANC OF AMERICA COMMERCIAL MORTGAGE 2044-07-10 2044-07-10 5.857 - 5.857 Other Instrument MORTGAGE 22609.00 15962.87 BAYVIEW COMMERCIAL ASSET TRUST 2037-12-25 2037-12-25 1.005 - 1.005 Other Instrument MORTGAGE 107000.00 88980.29 C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES 2036-03-25 2036-03-25 0.325 - 0.325 Other Instrument ASSET BACKED 346.00 58.35 C-BASS CBO 2047-10-05 2047-10-05 2.531 - 5.481 Other Instrument ASSET BACKED 3500102.00 28384.82 CD COMMERCIAL MORTGAGE TRUST COMMERCIAL PASS-THROUGH CERTIFI 2049-12-11 2049-12-11 5.732 - 5.732 Other Instrument MORTGAGE 27974000.00 96500.13 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-03-25 2035-03-25 0.375 - 0.375 Other Instrument ASSET BACKED 71783.00 32567.61 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-04-25 2036-04-25 0.375 - 0.375 Other Instrument ASSET BACKED 2500000.00 26628.66 CHARLES FORT CDO 2047-07-09 2047-07-09 0.781 - 0.781 Other Instrument ASSET BACKED 25000000.00 25756.82 CHASE MORTGAGE FINANCE CORPORATION 2037-02-25 2037-02-25 2.504 - 2.504 Other Instrument MORTGAGE 195000.00 84185.63 CLASS V FUNDING 2052-02-28 2052-02-28 0 - 3.238 Other Instrument ASSET BACKED 20000195.00 326.52 DUKE FUNDING 2045-03-09 2045-03-09 1.732 - 1.732 Other Instrument ASSET BACKED 75500000.00 77051.19 DUTCH HILL FUNDING 2045-12-12 2045-12-12 0.885 - 3.385 Other Instrument ASSET BACKED 22644000.00 105726.60 FIRST FRANKLIN NIM TRUST 2035-09-25 2035-09-25 N/A Other Instrument ASSET BACKED 2000000.00 26739.50 GS MORTGAGE SECURITIES CORP II 2038-08-10 2038-08-10 5.067 - 5.067 Other Instrument MORTGAGE 500000.00 88566.75 HAMILTON GARDENS CDO 2046-09-15 2046-09-15 0.744 - 0.744 Other Instrument ASSET BACKED 20000000.00 31965.14 INDEPENDENCE CDO 2035-12-30 2035-12-30 2.733 - 2.733 Other Instrument ASSET BACKED 10000000.00 47529.11 INDYMAC INDX MORTGAGE LOAN TRUST 2035-01-25 2035-01-25 2.586 - 2.586 Other Instrument MORTGAGE 445000.00 31870.68 ISCHUS CDO 2040-08-06 2040-08-06 3.006 - 3.006 Other Instrument ASSET BACKED 11000000.00 26281.20 JP MORGAN MORTGAGE ACQUISITION CORP 2035-12-25 2035-12-25 1.805 - 1.805 Other Instrument ASSET BACKED 1555000.00 77825.02 KODIAK CDO 2037-08-07 2037-08-07 1.437 - 1.437 Other Instrument ASSET BACKED 1704640.00 81057.71 LEXINGTON CAPITAL 2042-05-06 2042-05-06 0.832 - 0.832 Other Instrument ASSET BACKED 2000000.00 53477.35 LEXINGTON CAPITAL 2047-04-10 2047-04-10 2.029 - 2.229 Other Instrument ASSET BACKED 30000000.00 86797.34 LNR CDO 2043-05-28 2043-05-28 0.502 - 0.502 Other Instrument ASSET BACKED 328.00 55.90 MKP CBO 2046-01-06 2046-01-06 0.811 - 0.811 Other Instrument ASSET BACKED 19288409.00 22133.19 MERRILL LYNCH MORTGAGE INVESTORS 2036-08-25 2036-08-25 1.655 - 1.655 Other Instrument MORTGAGE 2000000.00 47776.29 MONTEREY CDO 2042-09-06 2042-09-06 3.233 - 3.233 Other Instrument ASSET BACKED 9000000.00 85434.78 MORGAN STANLEY CAPITAL I 2049-04-15 2049-04-15 5.721 - 5.721 Other Instrument MORTGAGE 5250000.00 25122.47 NATIONAL COLLEGIATE TRUST 2033-12-25 2035-03-25 0.852 - 0.952 Other Instrument ASSET BACKED 5000000.00 119154.67 NEPTUNE CDO 2045-01-12 2045-01-12 4.23 - 4.23 Other Instrument ASSET BACKED 7500000.00 40987.21 NEW CENTURY MORTGAGE CORP HOME EQUITY LOAN TRUST 2033-07-25 2035-03-25 0.875 - 5.78 Other Instrument ASSET BACKED 2000095.00 27771.07 ORIENT POINT 2045-10-03 2045-10-03 1.883 - 1.883 Other Instrument ASSET BACKED 12000000.00 41196.63 ORIENT POINT 2045-10-03 2045-10-03 2.933 - 2.933 Other Instrument ASSET BACKED 8500000.00 48757.11 RENAISSANCE HOME EQUITY LOAN TRUST 2036-11-25 2036-11-25 N/A Other Instrument ASSET BACKED 2000000.00 75759.96 SFA COLLATERALIZED ASSET BACKED SECURITIES 2036-06-04 2036-06-04 1.913 - 1.913 Other Instrument ASSET BACKED 9500000.00 57829.76 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-06-25 2034-06-25 N/A Other Instrument MORTGAGE 2000000.00 27848.24 TRAINER WORTHAM FIRST REPUBLIC CBO 2033-02-28 2033-02-28 0.884 - 0.884 Other Instrument ASSET BACKED 4166.00 556.85 VERTICAL CDO 2045-04-01 2045-04-01 0.704 - 0.704 Other Instrument ASSET BACKED 18000000.00 29400.15 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2035-12-15 2035-12-15 6.039 - 6.039 Other Instrument MORTGAGE 4000000.00 28660.99 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2047-03-25 2047-03-25 0.815 - 0.815 Other Instrument MORTGAGE 347.00 115.06 ORION 2006-I LTD 2046-09-10 2046-09-10 N/A Other Instrument ASSET BACKED 10500000.00 23015.34 First Tier Security 2015-04-02 2015-04-02 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2001580.00 2001580.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.43% 48Z992LA4 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2044-03-15 2044-03-15 5.797 - 5.797 Government Agency Debt 13270000.00 3090110.32 First Tier Security 2014-12-03 2014-12-03 N N N 3000000.00 3000000.00 0.0036 N 3000031.20 3000031.20 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992EM6 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2039-10-15 2044-03-15 4.595 - 5.995 Government Agency Debt 103115000.00 2061384.72 First Tier Security 2015-04-02 2015-04-02 N N N 2000000.00 2000000.00 0.0024 Y 2001020.00 2001020.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992FP8 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-15 2042-08-15 5.895 - 5.895 Government Agency Debt 8390000.00 1031076.19 First Tier Security 2015-04-06 2015-04-06 N N N 1000000.00 1000000.00 0.0012 Y 1000530.00 1000530.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992ES3 0000318336 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2042-08-15 2042-08-15 5.895 - 5.895 Government Agency Debt 8390000.00 1031076.19 First Tier Security 2015-04-08 2015-04-08 N N N 1000000.00 1000000.00 0.0012 Y 1000530.00 1000530.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) 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Mizuho Securities U.S.A., Inc., 0.23% 48Y998NW2 Other Repurchase Agreement N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 Treasury Debt 100.00 102.89 FEDERAL HOME LOAN MORTGAGE CORP 2042-11-15 2042-11-15 5.995 - 5.995 Government Agency Debt 4741661.00 704964.97 GOVERNMENT NATIONAL MORTAGE ASSOC 2064-11-20 2064-11-20 N/A Government Agency Debt 3249509.00 324950.90 First Tier Security 2014-12-01 2014-12-01 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., 0.30% 48Y998NH5 Other Repurchase Agreement N ISH 20+Y TRS BD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 96.00 11666.88 LORILLARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16995.00 1068475.65 First Tier Security 2014-12-05 2014-12-05 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., 0.30% 48Y998NG7 Other Repurchase Agreement N PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8799.00 782055.12 VERTEX PHARMACEUTIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2583.00 298052.37 First Tier Security 2014-12-05 2014-12-05 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% 48Y998CG9 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2015-04-17 0.5 - 0.5 Government Agency Debt 6000.00 6011.40 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.426 - 0.426 Other Instrument ASSET BACKED 1689814.00 1076562.66 First Tier Security 2014-12-01 2014-12-01 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% 48Y998HU3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2015-04-17 0.5 - 0.5 Government Agency Debt 6000.00 6011.40 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.426 - 0.426 Other Instrument ASSET BACKED 1687896.00 1075340.72 First Tier Security 2015-01-15 2015-01-15 N N N 1000000.00 1000000.00 0.0012 Y 1000160.00 1000160.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998JD9 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2015-04-17 0.5 - 0.5 Government Agency Debt 6000.00 6011.40 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.426 - 0.426 Other Instrument ASSET BACKED 1687725.00 1075231.78 First Tier Security 2015-01-20 2015-01-20 N N N 1000000.00 1000000.00 0.0012 Y 1000150.00 1000150.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998KL9 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2015-04-17 0.5 - 0.5 Government Agency Debt 6000.00 6011.40 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.426 - 0.426 Other Instrument ASSET BACKED 1687171.00 1074878.83 First Tier Security 2015-02-02 2015-02-02 N N N 1000000.00 1000000.00 0.0012 Y 1000190.00 1000190.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998LD6 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2015-04-17 0.5 - 0.5 Government Agency Debt 6000.00 6011.40 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.426 - 0.426 Other Instrument ASSET BACKED 1687086.00 1074824.68 First Tier Security 2015-02-03 2015-02-03 N N N 1000000.00 1000000.00 0.0012 Y 1000190.00 1000190.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48Y998CT1 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2015-04-17 2015-04-17 0.5 - 0.5 Government Agency Debt 6000.00 6011.40 MERRILL LYNCH HOME EQUITY LOAN TRUST 2037-03-25 2037-03-25 0.426 - 0.426 Other Instrument ASSET BACKED 1690141.00 1076770.99 First Tier Security 2015-01-05 2015-01-05 N N N 1000000.00 1000000.00 0.0012 Y 1000250.00 1000250.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99Q5H4 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-15 2044-03-01 3.5 - 6.567 Government Agency Debt 2465378.00 332651.10 FEDERAL NATIONAL MORTGAGE ASSOC 2029-03-01 2043-04-25 2.483 - 6.048 Government Agency Debt 5913382.00 473461.46 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-11-20 2044-11-20 3.5 - 5.995 Government Agency Debt 1484488.00 230803.55 First Tier Security 2014-12-05 2014-12-05 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., 0.29% 42T99Q4N2 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2031-12-15 2043-07-15 2.806 - 6.395 Government Agency Debt 2944551.00 466382.31 FEDERAL NATIONAL MORTGAGE ASSOC 2032-07-25 2042-10-01 2.483 - 6.608 Government Agency Debt 3372828.00 282129.44 GOVERNMENT NATIONAL MORTAGE ASSOC 2036-07-16 2044-11-20 3 - 6.5 Government Agency Debt 3516366.00 279707.42 First Tier Security 2014-12-05 2014-12-05 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% 42T99Q5G6 0000050916 Other Repurchase Agreement N CTR PARTNERSHIP L P / CARETRUST CAP CORP 2021-06-01 2021-06-01 5.875 - 5.875 Other Instrument CORPORATE 4382.00 4596.93 CLEAR CHANNEL COMMUNICATIONS INC 2021-08-01 2027-10-15 7.25 - 14 Other Instrument CORPORATE 218256.00 174314.71 CORRECTIONS CORP AMER NEW 2020-04-01 2020-04-01 4.125 - 4.125 Other Instrument CORPORATE 150.00 148.73 EL PASO PIPELINE PARTNERS OPER CO L L C 2042-11-01 2042-11-01 4.7 - 4.7 Other Instrument CORPORATE 259.00 232.40 FIRST DATA CORP 2021-06-15 2021-06-15 10.625 - 10.625 Other Instrument CORPORATE 7155.00 8392.09 GENERAL MTRS CO 2043-10-02 2043-10-02 6.25 - 6.25 Other Instrument CORPORATE 69.00 80.88 HARRAHS OPER INC 2017-06-01 2017-06-01 11.25 - 11.25 Other Instrument CORPORATE 116808.00 99907.34 HEARTHSIDE GROUP HLDGS LLC / HEARTHSIDE FIN CO I 2022-05-01 2022-05-01 6.5 - 6.5 Other Instrument CORPORATE 13945.00 13808.46 HOSPIRA INC 2023-08-12 2023-08-12 5.8 - 5.8 Other Instrument CORPORATE 65.00 73.80 HOVNANIAN K ENTERPRISES INC 2020-10-15 2020-10-15 7.25 - 7.25 Other Instrument CORPORATE 343223.00 365930.54 HUGHES SATELLITE SYS CORP 2021-06-15 2021-06-15 7.625 - 7.625 Other Instrument CORPORATE 162.00 185.41 INFOR US INC 2018-07-15 2018-07-15 11.5 - 11.5 Other Instrument CORPORATE 96.00 109.92 INTERNATIONAL LEASE FIN CORP 2017-03-15 2017-03-15 8.75 - 8.75 Other Instrument CORPORATE 235.00 269.01 KB HOME 2017-09-15 2017-09-15 9.1 - 9.1 Other Instrument CORPORATE 68061.00 78249.92 LEVEL 3 FING INC 2020-07-15 2020-07-15 8.625 - 8.625 Other Instrument CORPORATE 9461.00 10625.79 NGPL PIPECO LLC 2037-12-15 2037-12-15 7.768 - 7.768 Other Instrument CORPORATE 97.00 112.54 NEW ENTERPRISE STONE & LIME CO INC 2018-03-15 2018-03-15 13 - 13 Other Instrument CORPORATE 104.00 114.80 PQ CORP 2018-11-01 2018-11-01 8.75 - 8.75 Other Instrument CORPORATE 2045.00 2165.78 PEABODY ENERGY CORP 2016-11-01 2016-11-01 7.375 - 7.375 Other Instrument CORPORATE 31704.00 33068.26 RANGE RES CORP 2020-08-01 2020-08-01 6.75 - 6.75 Other Instrument CORPORATE 329.00 353.49 RITE AID CORP 2021-06-15 2021-06-15 6.75 - 6.75 Other Instrument CORPORATE 11547.00 12448.39 RUE21 INC 2021-10-15 2021-10-15 9 - 9 Other Instrument CORPORATE 4028.00 2983.74 SABINE PASS LNG L P 2016-11-30 2016-11-30 7.5 - 7.5 Other Instrument CORPORATE 93.00 102.73 SANCHEZ ENERGY CORP 2021-06-15 2021-06-15 7.75 - 7.75 Other Instrument CORPORATE 591.00 602.87 SUN PRODS CORP 2021-03-15 2021-03-15 7.75 - 7.75 Other Instrument CORPORATE 2999.00 2581.29 TEXTRON FINL CORP 2067-02-15 2067-02-15 6 - 6 Other Instrument CORPORATE 243910.00 226755.00 VANTAGE ONCOLOGY LLC / VANTAGE ONCOLOGY FIN CO 2017-06-15 2017-06-15 9.5 - 9.5 Other Instrument CORPORATE 28012.00 28026.40 WILLIAM LYON HOMES INC 2019-04-15 2019-04-15 5.75 - 5.75 Other Instrument CORPORATE 454.00 458.25 WIND ACQUISITION FIN S A 2021-04-23 2021-04-23 7.125 - 7.125 Other Instrument CORPORATE 13769.00 13351.39 First Tier Security 2014-12-05 2014-12-05 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., 0.40% 42T99Q5E1 0000050916 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORP II 2039-11-14 2039-11-14 5.622 - 5.622 Other Instrument MORTGAGE 2331.00 2407.17 HARBORVIEW MORTGAGE LOAN TRUST 2034-11-19 2034-11-19 N/A Other Instrument MORTGAGE 24344522.00 1077736.86 First Tier Security 2014-12-03 2014-12-03 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., 0.40% 42T99Q5J0 0000050916 Other Repurchase Agreement N GS MORTGAGE SECURITIES CORP II 2039-11-14 2039-11-14 5.622 - 5.622 Other Instrument MORTGAGE 996.00 1028.55 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-15 2040-07-15 6.125 - 6.125 Other Instrument MORTGAGE 1038533.00 1079031.95 First Tier Security 2014-12-05 2014-12-05 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 SG Americas Securities, LLC SG Americas Securities, LLC, 0.44% 60S99B5S6 Other Repurchase Agreement N ANADARKO PETE CO FORMERLY ANADARKO PRODTN CO TO 2040-03-15 2040-03-15 6.2 - 6.2 Other Instrument CORPORATE 69138.00 83299.00 BANK AMER CORP 2015-10-09 2015-10-09 1.5 - 1.5 Other Instrument CORPORATE 892.00 898.89 DOW CHEM CO 2039-05-15 2039-05-15 9.4 - 9.4 Other Instrument CORPORATE 1870208.00 3024994.94 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS FXD RATE 2020-03-15 2020-03-15 5.375 - 5.375 Other Instrument CORPORATE 16050.00 18235.20 HYATT HOTELS CORP 2019-08-15 2019-08-15 6.875 - 6.875 Other Instrument CORPORATE 188.00 221.06 ISTAR FINL INC 2015-04-15 2015-04-15 6.05 - 6.05 Other Instrument CORPORATE 3591.00 3651.06 MATTAMY GROUP CORP 2020-11-15 2020-11-15 6.5 - 6.5 Other Instrument CORPORATE 19.00 19.14 PEABODY ENERGY CORP 2016-11-01 2016-11-01 7.375 - 7.375 Other Instrument CORPORATE 6365.00 6638.89 RESOLUTE ENERGY CORP 2020-05-01 2020-05-01 8.5 - 8.5 Other Instrument CORPORATE 4048.00 3011.21 ROYAL BK SCOTLAND GROUP PLC 2018-07-03 2018-07-03 4.7 - 4.7 Other Instrument CORPORATE 2129.00 2259.91 SG STRUCTURED PRODS INC 2030-12-31 2030-12-31 N/A Other Instrument CORPORATE 95.00 89.30 SUNGARD AVAILABILITY SVCS CAP INC 2022-04-01 2022-04-01 8.75 - 8.75 Other Instrument CORPORATE 2952.00 2048.98 TERVITA CORP 2018-11-15 2018-11-15 8 - 8 Other Instrument CORPORATE 1921.00 1782.47 UNITED CONTL HLDGS INC 2026-07-15 2026-07-15 6 - 6 Other Instrument CORPORATE 157.00 153.42 US AWYS GROUP INC 2018-06-01 2018-06-01 6.125 - 6.125 Other Instrument CORPORATE 982.00 1048.40 WINDSTREAM CORP 2017-11-01 2017-11-01 7.875 - 7.875 Other Instrument CORPORATE 2239.00 2483.13 Second Tier Security 2014-12-03 2014-12-03 N N N 3000000.00 3000000.00 0.0036 N 3000032.70 3000032.70 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994YG4 0000276523 Other Repurchase Agreement N ALLIANT ENERGY CORP 2014-12-03 2014-12-03 N/A Other Commercial Paper 1035234.00 1030057.83 First Tier Security 2014-12-03 2014-12-03 N N N 1000000.00 1000000.00 0.0012 N 1000008.70 1000008.70 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% 45C994XR1 0000276523 Other Repurchase Agreement N ARES CAP CORP 2016-02-01 2016-02-01 5.75 - 5.75 Other Instrument EQUITY 995000.00 1050906.56 First Tier Security 2015-01-28 2015-01-28 N N N 1000000.00 1000000.00 0.0012 Y 1000080.00 1000080.00