N-MFP LIVE N 2015-03-31 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) LIMITED 801-69571 DELOITTE & TOUCHE LLP Boston MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 42 88 810731088.09 24263536.96 207996.16 834786628.89 0.0030 1.0002 2015-03-31 1.0002 2015-03-31 C000019137 1.00 834786628.89 1.00 176262.22 176262.22 0.00 0.0030 1.0002 2015-03-31 1.0002 2015-03-31 Bank of Montreal Bank of Montreal, 0.25% 06366CFW3 Certificate of Deposit First Tier Security 2015-04-21 2015-07-21 N N N 2000000.00 2000000.00 0.0024 N 1999860.00 1999860.00 Bank of Montreal Bank of Montreal, 0.26% 06366CKC1 Certificate of Deposit First Tier Security 2015-04-20 2015-08-18 N N N 3000000.00 3000000.00 0.0036 N 2999751.00 2999751.00 Bank of Montreal Bank of Montreal, 0.26% 06366CFU7 Certificate of Deposit First Tier Security 2015-04-20 2015-07-20 N N N 2000000.00 2000000.00 0.0024 N 1999870.00 1999870.00 Bank of Montreal Bank of Montreal, 0.29% 06366CZK7 Certificate of Deposit First Tier Security 2015-05-05 2016-01-05 N N N 3000000.00 3000000.00 0.0036 N 2999553.00 2999553.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.27% 06366CSL3 Certificate of Deposit First Tier Security 2015-07-09 2015-07-09 N N N 2000000.00 2000000.00 0.0024 N 2000388.00 2000388.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.31% 06366LDW5 Certificate of Deposit First Tier Security 2015-04-17 2015-12-11 N N N 6000000.00 6000000.00 0.0072 N 5999982.00 5999982.00 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.40% 06366CVZ8 Certificate of Deposit First Tier Security 2015-11-12 2015-11-12 N N N 4000000.00 4000000.00 0.0048 N 4001649.60 4001649.60 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HEN2 Certificate of Deposit First Tier Security 2015-04-07 2015-11-27 N N N 3000000.00 3000000.00 0.0036 N 3001092.00 3001092.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HJJ6 Certificate of Deposit First Tier Security 2015-04-10 2015-11-05 N N N 3000000.00 3000000.00 0.0036 N 2998992.00 2998992.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HDY9 Certificate of Deposit First Tier Security 2015-04-23 2015-12-18 N N N 6000000.00 6000000.00 0.0072 N 6003288.00 6003288.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417HF43 Certificate of Deposit First Tier Security 2015-05-27 2015-11-27 N N N 10000000.00 10000000.00 0.0120 N 9999160.00 9999160.00 Bank of Nova Scotia Bank of Nova Scotia, 0.31% 06417HZL3 Certificate of Deposit First Tier Security 2015-08-17 2015-08-17 N N N 4000000.00 4000000.00 0.0048 N 4001386.80 4001386.80 Bank of Nova Scotia Bank of Nova Scotia, 0.36% 06417E5W9 Certificate of Deposit First Tier Security 2015-04-13 2015-07-13 N N N 4000000.00 4000000.00 0.0048 N 4000068.00 4000068.00 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 5000300.50 5000300.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JHF6 Certificate of Deposit First Tier Security 2015-06-03 2015-06-03 N N N 5000000.00 5000000.00 0.0060 N 5000532.50 5000532.50 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JMZ6 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 6000000.00 6000000.00 0.0072 N 6000162.60 6000162.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JPD2 Certificate of Deposit First Tier Security 2015-07-10 2015-07-10 N N N 9000000.00 9000000.00 0.0108 N 9000251.10 9000251.10 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JRU2 Certificate of Deposit First Tier Security 2015-07-28 2015-07-28 N N N 3000000.00 3000000.00 0.0036 N 2999900.70 2999900.70 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.27% 06538JRX6 Certificate of Deposit First Tier Security 2015-07-29 2015-07-29 N N N 6000000.00 6000000.00 0.0072 N 5999800.20 5999800.20 Barclays Bank PLC Barclays Bank PLC, 0.30% 06741XS58 Certificate of Deposit First Tier Security 2015-06-29 2015-06-29 N N N 9000000.00 9000000.00 0.0108 N 9000449.10 9000449.10 Barclays Bank PLC Barclays Bank PLC, 0.30% 06741XS82 Certificate of Deposit First Tier Security 2015-06-30 2015-06-30 N N N 12000000.00 12000000.00 0.0144 N 12000606.00 12000606.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RTV7 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 8000000.00 8000000.00 0.0096 N 8000412.80 8000412.80 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.25% 13606Y6S0 Certificate of Deposit First Tier Security 2015-04-17 2015-06-17 N N N 1000000.00 1000002.94 0.0012 N 999953.00 999953.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.30% 13606YZK5 Certificate of Deposit First Tier Security 2015-04-16 2015-12-11 N N N 10000000.00 10000000.00 0.0120 N 10000070.00 10000070.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.33% 13606YPQ3 Certificate of Deposit First Tier Security 2015-04-07 2015-08-28 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.33% 13606YRX6 Certificate of Deposit First Tier Security 2015-04-07 2015-09-02 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Credit Agricole CIB Credit Agricole CIB, 0.28% 22533MVK4 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 13000000.00 13000000.00 0.0156 N 13000072.80 13000072.80 Credit Suisse Credit Suisse, 0.32% 22549VX65 Certificate of Deposit First Tier Security 2015-04-16 2015-08-03 N N N 5000000.00 5000000.00 0.0060 N 4999825.00 4999825.00 Credit Suisse Credit Suisse, 0.35% 22549VTE3 Certificate of Deposit First Tier Security 2015-07-06 2015-07-06 N N N 5000000.00 5000000.00 0.0060 N 5001209.00 5001209.00 Credit Suisse Credit Suisse, 0.36% 22549VNN9 Certificate of Deposit First Tier Security 2015-04-13 2015-06-11 N N N 10000000.00 10000000.00 0.0120 N 9999610.00 9999610.00 Credit Suisse Credit Suisse, 0.37% 22549VZA4 Certificate of Deposit First Tier Security 2015-04-07 2015-09-04 N N N 5000000.00 5000000.00 0.0060 N 4999795.00 4999795.00 Credit Suisse Credit Suisse, 0.38% 22549VB69 Certificate of Deposit First Tier Security 2015-04-14 2015-09-14 N N N 6000000.00 6000000.00 0.0072 N 5999724.00 5999724.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KKG2 Certificate of Deposit First Tier Security 2015-04-01 2015-04-01 N N N 10000000.00 10000000.00 0.0120 N 10000000.00 10000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.16% 51489KKK3 Certificate of Deposit First Tier Security 2015-04-07 2015-04-07 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 0.27% 51489KKA5 Certificate of Deposit First Tier Security 2015-04-17 2015-04-17 N N N 8000000.00 8000000.00 0.0096 N 8000264.00 8000264.00 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 1000046.60 1000046.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688L6E1 Certificate of Deposit First Tier Security 2015-06-17 2015-06-17 N N N 3000000.00 3000000.00 0.0036 N 3000064.50 3000064.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688L6N1 Certificate of Deposit First Tier Security 2015-06-24 2015-06-24 N N N 4000000.00 4000000.00 0.0048 N 4000093.60 4000093.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60688L6Q4 Certificate of Deposit First Tier Security 2015-07-01 2015-07-01 N N N 1000000.00 1000000.00 0.0012 N 1000025.40 1000025.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60689DAC7 Certificate of Deposit First Tier Security 2015-07-17 2015-07-17 N N N 2000000.00 2000000.00 0.0024 N 1999999.80 1999999.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60689DBA0 Certificate of Deposit First Tier Security 2015-07-27 2015-07-27 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.28% 60689DBB8 Certificate of Deposit First Tier Security 2015-07-28 2015-07-28 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L3Y0 Certificate of Deposit First Tier Security 2015-05-04 2015-05-04 N N N 3000000.00 3000000.00 0.0036 N 3000112.80 3000112.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L3Z7 Certificate of Deposit First Tier Security 2015-05-05 2015-05-05 N N N 3000000.00 3000000.00 0.0036 N 3000116.10 3000116.10 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L4H6 Certificate of Deposit First Tier Security 2015-05-13 2015-05-13 N N N 5000000.00 5000000.00 0.0060 N 5000238.00 5000238.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.29% 60688L4N3 Certificate of Deposit First Tier Security 2015-05-15 2015-05-15 N N N 2000000.00 2000000.00 0.0024 N 2000099.60 2000099.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.27% 63873FFM5 Certificate of Deposit First Tier Security 2015-04-23 2015-06-04 Y NATIXIS NY BRH N/A N/A N N 5000000.00 5000000.00 0.0060 N 4999385.00 4999385.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FKL1 Certificate of Deposit First Tier Security 2015-05-04 2015-05-04 N N N 10000000.00 10000000.00 0.0120 N 10001907.00 10001907.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FLN6 Certificate of Deposit First Tier Security 2015-06-01 2015-06-01 N N N 3000000.00 3000000.00 0.0036 N 3000743.40 3000743.40 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FLP1 Certificate of Deposit First Tier Security 2015-06-01 2015-06-01 N N N 12000000.00 12000000.00 0.0144 N 12002973.60 12002973.60 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.31% 63873FNU8 Certificate of Deposit First Tier Security 2015-07-01 2015-07-01 N N N 8000000.00 8000000.00 0.0096 N 8001757.60 8001757.60 National Bank of Canada National Bank of Canada, 0.36% 63307UDX6 Certificate of Deposit First Tier Security 2015-04-22 2015-05-22 N N N 12000000.00 12000000.00 0.0144 N 12001896.00 12001896.00 National Bank of Canada National Bank of Canada, 0.37% 63307UEA5 Certificate of Deposit First Tier Security 2015-04-10 2015-06-08 N N N 2000000.00 2000000.00 0.0024 N 2000018.00 2000018.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NRC2 Certificate of Deposit First Tier Security 2015-04-15 2015-04-15 N N N 2000000.00 2000000.00 0.0024 N 1999980.00 1999980.00 Royal Bank of Canada Royal Bank of Canada, 0.25% 78009NRQ1 Certificate of Deposit First Tier Security 2015-04-23 2015-07-23 N N N 2000000.00 2000000.00 0.0024 N 1999854.00 1999854.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSG2 Certificate of Deposit First Tier Security 2015-04-10 2015-11-10 N N N 2000000.00 2000000.00 0.0024 N 1999756.00 1999756.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSJ6 Certificate of Deposit First Tier Security 2015-04-13 2015-11-12 N N N 8000000.00 8000000.00 0.0096 N 7999000.00 7999000.00 Royal Bank of Canada Royal Bank of Canada, 0.27% 78009NSK3 Certificate of Deposit First Tier Security 2015-04-20 2015-11-19 N N N 2000000.00 2000000.00 0.0024 N 1999732.00 1999732.00 Royal Bank of Canada Royal Bank of Canada, 0.29% 78009NTU0 Certificate of Deposit First Tier Security 2015-06-23 2016-03-23 N N N 11000000.00 11000000.00 0.0132 N 10998845.00 10998845.00 Royal Bank of Canada Royal Bank of Canada, 0.30% 78009NSV9 Certificate of Deposit First Tier Security 2015-06-11 2015-12-11 N N N 4000000.00 4000000.00 0.0048 N 3999356.00 3999356.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86562Y3Q5 Certificate of Deposit First Tier Security 2015-05-07 2015-05-07 N N N 3000000.00 3000000.00 0.0036 N 3000307.80 3000307.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RAQ1 Certificate of Deposit First Tier Security 2015-06-02 2015-06-02 N N N 5000000.00 5000000.00 0.0060 N 5000699.00 5000699.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RDH8 Certificate of Deposit First Tier Security 2015-06-17 2015-06-17 N N N 10000000.00 10000000.00 0.0120 N 10000431.00 10000431.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RFN3 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 5000000.00 5000000.00 0.0060 N 5000257.50 5000257.50 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RGH5 Certificate of Deposit First Tier Security 2015-07-06 2015-07-06 N N N 3500000.00 3500000.00 0.0042 N 3500187.95 3500187.95 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.28% 86563RJP4 Certificate of Deposit First Tier Security 2015-07-23 2015-07-23 N N N 6000000.00 6000000.00 0.0072 N 5999809.80 5999809.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.37% 86562JAD9 Certificate of Deposit First Tier Security 2015-04-15 2015-09-15 N N N 7000000.00 7000000.00 0.0084 N 7000182.00 7000182.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KVX8 Certificate of Deposit First Tier Security 2015-06-05 2015-06-05 N N N 10000000.00 10000000.00 0.0120 N 10001648.00 10001648.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KWG4 Certificate of Deposit First Tier Security 2015-06-17 2015-06-17 N N N 8000000.00 8000000.00 0.0096 N 8000517.60 8000517.60 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.29% 86563KWS8 Certificate of Deposit First Tier Security 2015-07-03 2015-07-03 N N N 8000000.00 8000000.00 0.0096 N 8000624.80 8000624.80 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112UGM7 Certificate of Deposit First Tier Security 2015-04-07 2015-06-08 N N N 3000000.00 3000000.00 0.0036 N 2999898.00 2999898.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.27% 89112UYQ8 Certificate of Deposit First Tier Security 2015-04-07 2015-10-06 N N N 6000000.00 6000059.90 0.0072 N 5999400.00 5999400.00 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 4999746.06 0.0060 N 5000815.50 5000815.50 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 13003286.40 13003286.40 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 2000592.20 2000592.20 Toronto-Dominion Bank New York Branch Toronto-Dominion Bank New York Branch, 0.29% 89113EDE3 Certificate of Deposit First Tier Security 2015-05-12 2016-02-12 N N N 4000000.00 4000000.00 0.0048 N 3999564.00 3999564.00 UBS AG UBS AG, 0.33% 90267RH28 Certificate of Deposit First Tier Security 2015-04-07 2015-09-08 N N N 5000000.00 5000000.00 0.0060 N 4999790.00 4999790.00 UBS AG UBS AG, 0.33% 90267RG78 Certificate of Deposit First Tier Security 2015-04-07 2015-09-08 N N N 5000000.00 5000000.00 0.0060 N 4999790.00 4999790.00 UBS AG UBS AG, 0.34% 90267RD48 Certificate of Deposit First Tier Security 2015-06-09 2015-06-09 N N N 10000000.00 10000000.00 0.0120 N 10002523.00 10002523.00 UBS AG UBS AG, 0.34% 90267RF79 Certificate of Deposit First Tier Security 2015-07-27 2015-07-27 N N N 6000000.00 6000000.00 0.0072 N 6001175.40 6001175.40 UBS AG UBS AG, 0.36% 90267RH93 Certificate of Deposit First Tier Security 2015-04-27 2015-09-25 N N N 3000000.00 3000000.00 0.0036 N 2999580.00 2999580.00 Bmo Harris Bank NA (CD) Bmo Harris Bank NA (CD), 0.33% 05574BDZ0 Certificate of Deposit First Tier Security 2015-08-20 2015-08-20 N N N 2000000.00 2000000.00 0.0024 N 2000926.60 2000926.60 RBS Citizens NA RBS Citizens NA, 0.40% 17411TAZ6 Certificate of Deposit Second Tier Security 2015-04-06 2015-04-06 N N N 4000000.00 4000000.00 0.0048 N 4001102.00 4001102.00 State Street Bank & Trust Co. State Street Bank & Trust Co., 0.26% 8574P1DR4 Certificate of Deposit First Tier Security 2015-06-08 2015-06-08 N N N 3000000.00 3000000.00 0.0036 N 2999889.00 2999889.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.25% 94988EAR9 Certificate of Deposit First Tier Security 2015-04-07 2015-08-03 N N N 2000000.00 2000000.00 0.0024 N 1999870.00 1999870.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.26% 94988EAX6 Certificate of Deposit First Tier Security 2015-04-20 2015-08-18 N N N 1000000.00 1000000.00 0.0012 N 999917.00 999917.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.27% 94988EEF1 Certificate of Deposit First Tier Security 2015-04-10 2015-09-04 N N N 8000000.00 8000000.00 0.0096 N 7999664.00 7999664.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.29% 94988EFR4 Certificate of Deposit First Tier Security 2015-04-24 2015-12-23 N N N 7000000.00 7000000.00 0.0084 N 6998971.00 6998971.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.28% 37V995SS8 Certificate of Deposit First Tier Security 2015-05-20 2015-05-20 N N N 2000000.00 2000000.00 0.0024 N 2000193.80 2000193.80 ABN AMRO Bank NV ABN AMRO Bank NV, 0.30% 37V995TC2 Certificate of Deposit First Tier Security 2015-06-29 2015-06-29 N N N 3000000.00 2997776.74 0.0036 N 2997900.00 2997900.00 ABN AMRO Bank NV ABN AMRO Bank NV, 0.31% 37V995TA6 Certificate of Deposit First Tier Security 2015-06-19 2015-06-19 N N N 3000000.00 2997960.76 0.0036 N 2998179.90 2998179.90 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% XS1165575173 0000833029 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 8000000.00 8000000.00 0.0096 N 8002827.20 8002827.20 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJG6 0000833029 Certificate of Deposit First Tier Security 2015-08-13 2015-08-13 N N N 2000000.00 2000000.00 0.0024 N 2000823.80 2000823.80 National Australia Bank Ltd. National Australia Bank Ltd., 0.30% 39K99HJL5 0000833029 Certificate of Deposit First Tier Security 2015-09-23 2015-09-23 N N N 2000000.00 2000000.00 0.0024 N 2000097.40 2000097.40 Credit Agricole CIB Credit Agricole CIB, 0.29% 22533US46 Financial Company Commercial Paper First Tier Security 2015-05-04 2015-05-04 N N N 5000000.00 4998670.83 0.0060 N 4999339.00 4999339.00 DNB Bank ASA DNB Bank ASA, 0.30% 2332K1VQ0 Financial Company Commercial Paper First Tier Security 2015-08-24 2015-08-24 N N N 3000000.00 2996375.00 0.0036 N 2996447.40 2996447.40 Fortis Funding LLC Fortis Funding LLC, 0.27% 3495P3U60 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 2000000.00 1998560.00 0.0024 N 1998588.20 1998588.20 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640EAT5 Financial Company Commercial Paper First Tier Security 2015-04-22 2015-04-22 N N N 4000000.00 4000000.00 0.0048 N 3999912.00 3999912.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.28% 46640EAV0 Financial Company Commercial Paper First Tier Security 2015-04-27 2015-04-27 N N N 5000000.00 5000000.00 0.0060 N 4999860.00 4999860.00 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 9995416.67 0.0120 N 9997122.00 9997122.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.16% 5148X1R21 Financial Company Commercial Paper First Tier Security 2015-04-02 2015-04-02 N N N 19000000.00 18999915.56 0.0228 N 18999829.00 18999829.00 Atlantic Asset Securitization Corp. Atlantic Asset Securitization Corp., 0.23% 04821QCH2 Asset Backed Commercial Paper First Tier Security 2015-04-07 2015-06-04 Y CREDIT AGRICOLE CIB NY BRH N/A N/A Y CREDIT AGRICOLE CIB NY BRH N/A N/A N 7000000.00 6999037.65 0.0084 N 6999545.00 6999545.00 Caisse centrale Desjardins Caisse centrale Desjardins, 0.14% 1280C3R25 Other Commercial Paper First Tier Security 2015-04-02 2015-04-02 N N N 13000000.00 12999949.44 0.0156 N 12999906.40 12999906.40 Eversource Energy Eversource Energy, 0.52% 66439URA5 Other Commercial Paper Second Tier Security 2015-04-10 2015-04-10 N N N 1000000.00 999870.00 0.0012 N 999870.00 999870.00 Eversource Energy Eversource Energy, 0.52% 66439URU1 Other Commercial Paper Second Tier Security 2015-04-28 2015-04-28 N N N 500000.00 499805.00 0.0006 N 499903.55 499903.55 Florida Power & Light Co. Florida Power & Light Co., 0.27% 34108BR64 Other Commercial Paper First Tier Security 2015-04-06 2015-04-06 N N N 2000000.00 1999925.00 0.0024 N 1999933.40 1999933.40 Motiva Enterprises LLC Motiva Enterprises LLC, 0.52% 61979KR63 Other Commercial Paper Second Tier Security 2015-04-06 2015-04-06 N N N 1000000.00 999927.78 0.0012 N 999966.70 999966.70 Sempra Global Sempra Global, 0.56% 81685MRA3 Other Commercial Paper Second Tier Security 2015-04-10 2015-04-10 N N N 1000000.00 999860.00 0.0012 N 999936.10 999936.10 Sempra Global Sempra Global, 0.58% 81685MRF2 Other Commercial Paper Second Tier Security 2015-04-15 2015-04-15 N N N 1990000.00 1989551.15 0.0024 N 1989809.36 1989809.36 Verizon Communications, Inc. Verizon Communications, Inc., 0.48% 92344MR13 Other Commercial Paper Second Tier Security 2015-04-01 2015-04-01 N N N 1000000.00 1000000.00 0.0012 N 999993.60 999993.60 Verizon Communications, Inc. Verizon Communications, Inc., 0.50% 92344MR21 Other Commercial Paper Second Tier Security 2015-04-02 2015-04-02 N N N 1000000.00 999986.11 0.0012 N 999987.20 999987.20 Verizon Communications, Inc. Verizon Communications, Inc., 0.52% 92344MR88 Other Commercial Paper Second Tier Security 2015-04-08 2015-04-08 N N N 1000000.00 999898.89 0.0012 N 999948.90 999948.90 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.53% 92780KRU4 Other Commercial Paper Second Tier Security 2015-04-28 2015-04-28 N N N 900000.00 899642.25 0.0011 N 899672.40 899672.40 Xerox Corp. Xerox Corp., 0.58% 98412FRT1 Other Commercial Paper Second Tier Security 2015-04-27 2015-04-27 N N N 1000000.00 999581.11 0.0012 N 999679.80 999679.80 Xerox Corp. Xerox Corp., 0.58% 98412FSB9 Other Commercial Paper Second Tier Security 2015-05-11 2015-05-11 N N N 1000000.00 999355.55 0.0012 N 999355.55 999355.55 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 5000615.00 5000615.00 Freddie Mac Freddie Mac, 0.15% 3134G5PN9 Government Agency Debt First Tier Security 2015-05-14 2016-11-14 N N N 10000000.00 9997489.69 0.0120 N 9995930.00 9995930.00 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 4998701.39 0.0060 N 4999850.00 4999850.00 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 9047022.62 0.0108 N 9049221.00 9049221.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.38% 25746UBZ1 Other Note Second Tier Security 2015-04-20 2015-05-14 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 2000000.00 2000000.00 0.0024 N 1999652.00 1999652.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.32% 86959JDE5 Other Note First Tier Security 2015-04-15 2015-09-15 N N N 2000000.00 2000000.00 0.0024 N 2000006.00 2000006.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.35% 86959JCX4 Other Note First Tier Security 2015-04-27 2015-09-25 N N N 6000000.00 6000000.00 0.0072 N 5999754.00 5999754.00 Credit Agricole CIB Credit Agricole CIB, 0.07% 44T99H3F6 Other Instrument Time Deposits First Tier Security 2015-04-01 2015-04-01 N N N 5000000.00 5000000.00 0.0060 N 5000000.00 5000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2021-01-25 2038-12-15 2.413 - 5.5 Government Agency Debt 14871353.73 11905513.79 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-25 2044-10-25 4 - 6 Government Agency Debt 6095804.80 3009305.58 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.364 - 5.25 Government Agency Debt 23868420.05 9345236.51 Unrated Security 2015-04-01 2015-04-01 N N N 23553348.00 23553347.62 0.0282 N 23553347.62 23553347.62 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_07629 Government Agency Repurchase Agreement Y US TREASURY 2015-04-15 2044-11-15 0 - 8.125 Treasury Debt 3259515.88 3466558.70 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-25 2043-03-15 1.321 - 3.989 Government Agency Debt 332407.83 256855.54 FEDERAL NATIONAL MORTGAGE ASSOC 2019-10-09 2045-04-25 0 - 5.5 Government Agency Debt 8118717.09 6687526.29 GOVERNMENT NATIONAL MORTAGE ASSOC 2016-02-20 2044-12-20 1.625 - 5 Government Agency Debt 13181291.74 1819555.36 Unrated Security 2015-04-01 2015-04-01 N N N 11965557.00 11965556.87 0.0143 N 11965556.87 11965556.87 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_08066 Government Agency Repurchase Agreement Y US TREASURY 2015-04-15 2042-11-15 0 - 8.75 Treasury Debt 230689.07 230701.11 FEDERAL FARM CREDIT 2015-11-13 2039-08-03 0.33 - 4.875 Government Agency Debt 154284.65 156285.53 FEDERAL HOME LOAN BANK 2015-09-11 2033-02-07 0.5 - 5.625 Government Agency Debt 898472.89 914090.80 FEDERAL HOME LOAN MORTGAGE CORP 2015-04-05 2045-04-01 0 - 7 Government Agency Debt 4862341.24 4061752.62 FEDERAL NATIONAL MORTGAGE ASSOC 2015-04-06 2045-04-01 0 - 10.35 Government Agency Debt 9779377.09 7946534.61 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2045-03-20 2 - 10 Government Agency Debt 7696877.74 7559484.96 Unrated Security 2015-04-01 2015-04-01 N N N 20453809.00 20453808.89 0.0245 N 20453808.89 20453808.89 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_39304 Government Agency Repurchase Agreement Y US TREASURY 2015-04-30 2042-11-15 0 - 8.75 Treasury Debt 4995752.81 5209106.97 FEDERAL HOME LOAN MORTGAGE CORP 2018-03-07 2020-05-01 0.875 - 1.375 Government Agency Debt 24846.80 24782.94 FEDERAL NATIONAL MORTGAGE ASSOC 2017-04-20 2017-08-28 0.75 - 0.875 Government Agency Debt 64965.12 65208.40 GOVERNMENT NATIONAL MORTAGE ASSOC 2045-02-20 2045-02-20 3.5 - 3.5 Government Agency Debt 1789144.58 1887663.89 U.S. TREASURY 2016-01-31 2016-10-31 0 - 0.09 Treasury Debt 22704.84 22708.46 Unrated Security 2015-04-01 2015-04-01 N N N 7061426.00 7061425.78 0.0085 N 7061425.78 7061425.78 ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_40488 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2032-05-01 2048-08-01 3 - 5.5 Government Agency Debt 2375452.26 1460426.78 Unrated Security 2015-04-01 2015-04-01 N N N 1431767.00 1431766.62 0.0017 N 1431766.62 1431766.62 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_55502 Government Agency Repurchase Agreement Y US TREASURY 2015-05-14 2044-11-15 0 - 8.125 Treasury Debt 253248.42 259420.37 FEDERAL NATIONAL MORTGAGE ASSOC 2022-08-01 2048-08-01 0.487 - 7.5 Government Agency Debt 45215963.79 25097027.14 U.S. TREASURY 2016-01-31 2016-07-31 0 - 0.09 Treasury Debt 226.69 226.72 Unrated Security 2015-04-01 2015-04-01 N N N 24859245.00 24859244.65 0.0298 N 24859244.65 24859244.65 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.18% 49B99GEJ6 0000812291 Government Agency Repurchase Agreement Y FEDERAL AGRICULTURE MORTGAGE CORP 2016-02-10 2016-02-10 N/A Government Agency Debt 2685000.00 2679334.65 First Tier Security 2015-04-07 2015-04-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 2625000.00 2625000.00 0.0031 N 2625000.00 2625000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.16%, dated 3/31/2015 due 04/01/2015 49J998BQ3_08126 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2041-08-25 2043-12-01 2.046 - 7.5 Government Agency Debt 4426292.76 2121718.42 FINANCE CORPORATION 2015-06-27 2015-06-27 0 - 0 Government Agency Debt 78668.50 78534.76 FEDERAL NATIONAL MORTGAGE ASSOC 2027-06-18 2048-01-25 0 - 8.5 Government Agency Debt 16788213.06 4454718.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2042-09-20 2063-09-20 0.686 - 3 Government Agency Debt 1808564.55 1388496.05 Unrated Security 2015-04-01 2015-04-01 N N N 7866850.00 7866849.57 0.0094 N 7866849.57 7866849.57 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.00% 48Y99UFK8 0000315030 Other Repurchase Agreement N ACACIA CDO 2047-03-15 2047-03-15 0.571 - 0.571 Other Instrument ASSET BACKED 31335806.00 2168040.44 First Tier Security 2015-06-16 2015-06-16 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 2000000.00 2000000.00 0.0024 Y 2000940.00 2000940.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.46% 48Z992VL9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1000000.00 1031729.34 First Tier Security 2015-04-01 2015-04-01 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992EM6 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 2005000.00 2068617.33 First Tier Security 2015-04-02 2015-04-02 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992FP8 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1005000.00 1036887.99 First Tier Security 2015-04-06 2015-04-06 N N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992ES3 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 1005000.00 1036887.99 First Tier Security 2015-04-08 2015-04-08 N N N 1000000.00 1000000.00 0.0012 Y 1000010.00 1000010.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.75% 48Z992FB9 0000318336 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTAGE ASSOC 2053-10-16 2053-10-16 3.25 - 3.25 Government Agency Debt 2005000.00 2068617.33 First Tier Security 2015-04-10 2015-04-10 N N N 2000000.00 2000000.00 0.0024 Y 2000020.00 2000020.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.34% 49B99BAL6 Other Repurchase Agreement N RICHARDSON ELECTRONICS LTD 2015-03-31 2015-03-31 N/A Other Instrument OTHER NOTE 7141.00 65197.33 SPDR GOLD TRUST ETF 2015-03-31 2015-03-31 N/A Other Instrument OTHER NOTE 2109.00 239898.75 SHIRE PLC SPON ADR 2015-03-31 2015-03-31 N/A Other Instrument OTHER NOTE 7320.00 1771296.60 YPF SA CL D SPONSORED ADR 2015-03-31 2015-03-31 N/A Other Instrument OTHER NOTE 3482.00 97670.10 First Tier Security 2015-04-07 2015-04-07 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.73% 49B99BAH5 Other Repurchase Agreement N ACTAVIS PLC 2015-03-31 2015-03-31 N/A Other Instrument OTHER NOTE 10709.00 3263674.84 First Tier Security 2015-06-29 2015-06-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 Y 3000660.00 3000660.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.25% 48W99W6H3 0001287279 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2040-04-25 2041-10-25 6.026 - 6.426 Government Agency Debt 28666666.00 3090565.84 First Tier Security 2015-04-01 2015-04-01 N N N 3000000.00 3000000.00 0.0036 N 3000000.00 3000000.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99W4T9 0001287279 Other Repurchase Agreement N STRUCTURED ASSET SECURITIES CO 2035-04-25 2035-04-25 0.521 - 0.521 Other Instrument GOVERNMENT AGENCY 23130000.00 4324978.93 First Tier Security 2015-06-29 2015-06-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 4000000.00 4000000.00 0.0048 Y 4000680.00 4000680.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99W5R2 0001287279 Other Repurchase Agreement N MORGAN STANLEY CAP I TR 2047-09-15 2047-09-15 4.193 - 4.193 Other Instrument GOVERNMENT AGENCY 1625000.00 1080843.06 First Tier Security 2015-06-29 2015-06-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 Y 1000300.00 1000300.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99W4L6 0001287279 Other Repurchase Agreement N JARDEN CORPORATION 2015-03-31 2015-03-31 N/A Other Instrument OTHER NOTE 746789.00 1076455.27 FLEXTRONICS INTERNATIONAL 2015-03-31 2015-03-31 N/A Other Instrument OTHER NOTE 919.00 11625.35 First Tier Security 2015-06-29 2015-06-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 Y 1000150.00 1000150.00 J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.73% 48W99W4G7 0001287279 Other Repurchase Agreement N STRUCTURED ASSET SECURITIES CO 2035-04-25 2035-04-25 0.521 - 0.521 Other Instrument GOVERNMENT AGENCY 7212000.00 1348540.77 TBW MORTGAGE-BACKED TRUST SERI 2036-09-25 2036-09-25 0.374 - 0.374 Other Instrument GOVERNMENT AGENCY 3750000.00 1895752.92 First Tier Security 2015-06-29 2015-06-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 3000000.00 3000000.00 0.0036 Y 3000390.00 3000390.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.18% 49A991VG7 0000728612 Other Repurchase Agreement N ALY FNL FFRPP-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 161981.00 4320033.27 First Tier Security 2015-04-01 2015-04-01 N N N 4000000.00 4000000.00 0.0048 N 4000000.00 4000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.27% 49A991UX1 0000728612 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2039-12-25 2039-12-25 2.5 - 2.5 Government Agency Debt 6209921.00 4120154.52 First Tier Security 2015-04-02 2015-04-02 N N N 4000000.00 4000000.00 0.0048 N 3999974.40 3999974.40 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.50% 49A991VE2 0000728612 Other Repurchase Agreement N FIRSTKEY MTG TR 2014-1 2044-11-25 2044-11-25 N/A Other Instrument MORTGAGE 5290000.00 5243192.58 ICONS 2034-09-10 2034-09-10 N/A Other Instrument ASSET BACKED 6142146.00 4922688.55 SEQUOIA MORTGAGE TRUST 2044-07-25 2044-07-25 4.116 - 4.116 Other Instrument MORTGAGE 4454353.00 4287414.11 VENTURE CDO 2021-07-22 2021-07-22 1.157 - 1.157 Other Instrument ASSET BACKED 5750000.00 5496982.80 First Tier Security 2015-04-01 2015-04-01 N N N 19000000.00 19000000.00 0.0228 N 19000000.00 19000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.81% 49A991SK2 0000728612 Other Repurchase Agreement N MEDIVATION INC 2017-04-01 2017-04-01 2.625 - 2.625 Other Instrument EQUITY 1652000.00 4325142.50 First Tier Security 2015-06-04 2015-06-04 N N N 4000000.00 4000000.00 0.0048 Y 4000600.00 4000600.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 49A991TE5 0000728612 Other Repurchase Agreement N AMERICAN GENERAL MORTGAGE LOAN TRUST 2035-12-25 2035-12-25 N/A Other Instrument ASSET BACKED 3431729.00 1568803.78 LEHMAN MORTGAGE TRUST 2037-03-25 2037-03-25 N/A Other Instrument MORTGAGE 22957458.00 3833618.84 First Tier Security 2015-05-13 2015-05-13 N N N 5000000.00 5000000.00 0.0060 Y 5000650.00 5000650.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 49A991KH7 0000728612 Other Repurchase Agreement N TROPIC CDO 2034-04-15 2034-04-15 1.503 - 1.503 Other Instrument ASSET BACKED 1905979.00 706981.23 WELLS FARGO HOME EQUITY TRUST 2034-10-25 2034-10-25 1.424 - 1.424 Other Instrument ASSET BACKED 1839042.00 375441.42 First Tier Security 2015-05-06 2015-05-06 N N N 1000000.00 1000000.00 0.0012 Y 1000200.00 1000200.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 49A991KC8 0000728612 Other Repurchase Agreement N TROPIC CDO 2034-04-15 2034-04-15 1.503 - 1.503 Other Instrument ASSET BACKED 2918224.00 1082451.38 First Tier Security 2015-05-06 2015-05-06 N N N 1000000.00 1000000.00 0.0012 Y 1000200.00 1000200.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.95% 49A991RF4 0000728612 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2047-05-25 2047-05-25 0.908 - 0.908 Other Instrument MORTGAGE 4728335.00 614457.64 WELLS FARGO HOME EQUITY TRUST 2034-10-25 2034-10-25 1.424 - 1.424 Other Instrument ASSET BACKED 7580374.00 1547537.46 First Tier Security 2015-06-25 2015-06-25 N N N 2000000.00 2000000.00 0.0024 Y 2001160.00 2001160.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SLS5 Other Repurchase Agreement N ANHEUSER BSCH SPADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1117.00 138005.35 AUTOHOME SP ADS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 530.00 23039.10 CLM PPLN PRTN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8.00 223.20 LORAL SPACE & CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 50.00 3447.50 MARKWEST ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6578.00 429082.94 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 240.00 23491.20 PPG INDUSTRIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 53.00 11897.97 PLAINS GP HLDGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15441.00 438061.17 SHIRE SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4.00 967.92 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61.00 12015.17 First Tier Security 2015-04-02 2015-04-02 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SLY2 Other Repurchase Agreement N BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 921.00 14293.92 CISCO SYSTEMS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 129.00 3566.85 CITY NATIONAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1702.00 150371.70 CLM PPLN PRTN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 167.40 CROWN CASTLE INTL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 84.39 GOOGLE-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31.00 17112.93 KCG HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21.00 258.93 MKT VECT OIL SVCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 855.00 28984.50 MCGRAW HILL FIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6302.00 663663.62 PPG INDUSTRIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 92.00 20653.08 QUIKSILVER INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1678.00 3204.98 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 193.00 38015.21 AON 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1425.00 139792.50 First Tier Security 2015-04-07 2015-04-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SLW6 Other Repurchase Agreement N AUTOHOME SP ADS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 62.00 2695.14 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 61145.00 948970.40 CLM PPLN PRTN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2251.00 62802.90 EQT MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6800.00 524416.00 EBAY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 74.00 4286.45 KCG HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 77.00 949.41 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1453.00 59514.88 NORTHST RLT REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30233.00 547821.96 QUIKSILVER INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6.00 11.46 SIMON PRP GRP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45.00 8863.65 First Tier Security 2015-04-07 2015-04-07 Y MUFJ SECS (USA) (NON 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., 0.31% 45G99SLT3 Other Repurchase Agreement N CONTRA COSTA CNTY CALIF PENSION OBLIG 2022-06-01 2022-06-01 5.47 - 5.47 Other Municipal Debt 922614.00 1009942.49 NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV 2029-02-15 2029-02-15 7.425 - 7.425 Other Municipal Debt 23701.00 30012.99 OREGON ST 2023-06-01 2023-06-01 5.762 - 5.762 Other Municipal Debt 763.00 916.22 OWENS & MINOR INC NEW 2024-12-15 2024-12-15 4.375 - 4.375 Other Instrument CORPORATE 704.00 755.99 UNIVERSITY CALIF REVS 2030-05-15 2030-05-15 3.25 - 3.25 Other Municipal Debt 5383.00 5316.04 WISCONSIN ST GEN FD ANNUAL APPROPRIATION REV 2032-05-03 2032-05-03 1.271 - 1.271 Other Municipal Debt 1.00 0.90 WOORI BK GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY 2016-01-20 2016-01-20 4.75 - 4.75 Other Instrument CORPORATE 3151.00 3263.58 First Tier Security 2015-04-07 2015-04-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.31% 45G99SLV8 Other Repurchase Agreement N NEW JERSEY ECONOMIC DEV AUTH ST PENSION FDG REV 2029-02-15 2029-02-15 7.425 - 7.425 Other Municipal Debt 331042.00 419204.28 OGLETHORPE PWR CORP 2031-01-01 2031-01-01 6.191 - 6.191 Other Instrument CORPORATE 900.00 1085.65 OWENS & MINOR INC NEW 2024-12-15 2024-12-15 4.375 - 4.375 Other Instrument CORPORATE 11212.00 12040.00 ROYAL BK SCOTLAND GROUP PLC 2019-10-21 2019-10-21 6.4 - 6.4 Other Instrument CORPORATE 120869.00 142845.94 SKYWAY CONCESSION COMPANY 2026-06-30 2026-06-30 N/A Other Instrument CORPORATE 173589.00 144082.02 UNIVERSITY CALIF REVS 2030-05-15 2030-05-15 3.25 - 3.25 Other Municipal Debt 4225.00 4172.45 WISCONSIN ST FOR ISSUES DTD PRIOR TO 1/28/04 SEE 977056 FOR FUTURE ISSUE SEE 97705M 2031-05-01 2031-05-01 5 - 5 Other Municipal Debt 139.00 163.94 ACTAVIS FDG SCS 2017-06-15 2017-06-15 1.3 - 1.3 Other Instrument CORPORATE 715.00 710.99 CONTRA COSTA CNTY CALIF PENSION OBLIG 2022-06-01 2022-06-01 5.47 - 5.47 Other Municipal Debt 2082.00 2279.07 DALLAS FORT WORTH TEX INTL ARPT REV 2042-11-01 2042-11-01 5 - 5 Other Municipal Debt 264470.00 294083.59 GREAT RIV ENERGY 2038-07-01 2038-07-01 6.254 - 6.254 Other Instrument CORPORATE 22954.00 29522.40 First Tier Security 2015-04-07 2015-04-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 48Y998VF0 Other Repurchase Agreement N LEXINGTON RLTY REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 109326.00 1080140.88 First Tier Security 2015-04-01 2015-04-01 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 48Y998VJ2 Other Repurchase Agreement N LEXINGTON RLTY REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 109324.00 1080121.12 First Tier Security 2015-04-02 2015-04-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.32% 48Y998VN3 Other Repurchase Agreement N LEXINGTON RLTY REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 109320.00 1080081.60 First Tier Security 2015-04-07 2015-04-07 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% 48Y998RV0 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-08-25 2035-08-25 5.136 - 5.136 Other Instrument ASSET BACKED 1382227.00 1082075.02 First Tier Security 2015-04-15 2015-04-15 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998SB3 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-08-25 2035-08-25 5.136 - 5.136 Other Instrument ASSET BACKED 1382053.00 1081938.81 First Tier Security 2015-04-20 2015-04-20 N N N 1000000.00 1000000.00 0.0012 Y 1000000.00 1000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998SU1 Other Repurchase Agreement N WELLS FARGO HOME EQUITY TRUST 2035-11-25 2035-11-25 1.324 - 1.324 Other Instrument ASSET BACKED 1362396.00 1081583.89 First Tier Security 2015-05-01 2015-05-01 N N N 1000000.00 1000000.00 0.0012 Y 1000060.00 1000060.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998TA4 Other Repurchase Agreement N RASC 2035-07-25 2035-07-25 1.274 - 1.274 Other Instrument ASSET BACKED 16906.00 13447.07 WELLS FARGO HOME EQUITY TRUST 2035-11-25 2035-11-25 1.324 - 1.324 Other Instrument ASSET BACKED 1345423.00 1068109.30 First Tier Security 2015-05-04 2015-05-04 N N N 1000000.00 1000000.00 0.0012 Y 1000060.00 1000060.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48Y998UK0 Other Repurchase Agreement N ASSET BACKED SECURITIES CORPORATION HOME EQUITY LOAN TRUST 2036-01-25 2036-01-25 0.574 - 0.574 Other Instrument ASSET BACKED 2854115.00 2161638.68 First Tier Security 2015-06-01 2015-06-01 N N N 2000000.00 2000000.00 0.0024 Y 2000300.00 2000300.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48Y998RE8 Other Repurchase Agreement N COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-08-25 2035-08-25 5.136 - 5.136 Other Instrument ASSET BACKED 1382971.00 1082657.46 First Tier Security 2015-05-05 2015-05-05 N N N 1000000.00 1000000.00 0.0012 Y 1000180.00 1000180.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.24% 42T99Q7H2 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2035-07-15 2043-12-15 1.333 - 6.505 Government Agency Debt 3803156.00 268829.93 FEDERAL NATIONAL MORTGAGE ASSOC 2028-02-01 2044-03-01 2.484 - 6.479 Government Agency Debt 2186450.00 646689.32 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-06-20 2044-07-20 5.424 - 5.974 Government Agency Debt 904927.00 110672.30 First Tier Security 2015-04-01 2015-04-01 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 1000000.00 1000000.00 0.0012 N 1000000.00 1000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q7F6 0000050916 Other Repurchase Agreement N OMAHA PUB PWR DIST NEB ELEC REV 2038-02-01 2038-02-01 4 - 4 Other Municipal Debt 2195.00 2318.12 SAN JOSE CALIF FING AUTH LEASE REV 2039-06-01 2039-06-01 5 - 5 Other Municipal Debt 909077.00 1047926.39 First Tier Security 2015-04-07 2015-04-07 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% 42T99Q6W0 0000050916 Other Repurchase Agreement N ISH MSCI EAFE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 337.00 21965.66 ISH MSCI EUR FN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15381.00 358838.73 VANGRD FTSE EM MKTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12.00 490.80 VN INT-TR CR BD IDX 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3269.00 286168.26 ASML HOLD NY REG 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1578.00 162723.36 RYL CARIBBEAN CRU 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3100.00 250325.00 First Tier Security 2015-04-07 2015-04-07 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., 0.42% 42T99Q7C3 0000050916 Other Repurchase Agreement N CWALT ALTERNATIVE LOAN TRUST 2035-11-25 2035-11-25 0.464 - 0.464 Other Instrument MORTGAGE 5528.00 543.97 COUNTRYWIDE HOME LOANS 2036-01-25 2036-01-25 0.824 - 0.824 Other Instrument MORTGAGE 1575787.00 265474.89 GCCFC COMMERCIAL PASS-THROUGH CERTIFICATES 2049-12-10 2049-12-10 6.254 - 6.254 Other Instrument MORTGAGE 152727.00 162289.57 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-02-25 2036-02-25 0.404 - 0.404 Other Instrument MORTGAGE 579640.00 191037.01 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2048-10-15 2048-10-15 5.632 - 5.632 Other Instrument MORTGAGE 9643.00 9917.30 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-10-25 2046-10-25 1.008 - 1.008 Other Instrument MORTGAGE 931302.00 287702.65 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-05-25 2046-05-25 2.198 - 2.198 Other Instrument MORTGAGE 1013291.00 163324.46 First Tier Security 2015-04-07 2015-04-07 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, 0.37% 60S99B7J4 Other Repurchase Agreement N BAKER HUGHES INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 67.00 4253.16 FORD MOTOR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 442.00 7142.72 HARRIS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8557.00 664279.91 HUNTINGTON BANCSHS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 79.00 869.79 KEMET 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 71896.00 297649.44 MCCLATCHY-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7059.00 12635.61 TIME WARNER CBL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 207.00 30898.89 LAZARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21530.00 1142381.80 Second Tier Security 2015-04-02 2015-04-02 N N N 2000000.00 2000000.00 0.0024 N 1999992.80 1999992.80 SG Americas Securities, LLC SG Americas Securities, LLC, 0.48% 60S99B7H8 Other Repurchase Agreement N JPMORGAN CHASE & CO 2049-01-01 2049-01-01 7.9 - 7.9 Other Instrument CORPORATE 12854.00 14206.96 LIBERTY MUT INS CO 2097-10-15 2097-10-15 7.697 - 7.697 Other Instrument CORPORATE 6243.00 8340.85 4.625 LYOND 55 SRN 2055-02-26 2055-02-26 N/A Other Instrument CORPORATE 1.00 1.00 REGIONS FINL CORP NEW 2037-12-10 2037-12-10 7.375 - 7.375 Other Instrument CORPORATE 1608289.00 2137415.41 Second Tier Security 2015-04-01 2015-04-01 N N N 2000000.00 2000000.00 0.0024 N 2000000.00 2000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.25% 45C9944E2 0000276523 Other Repurchase Agreement N ANNALY CAP MGMT INC FORMERLY ANNALY MTG MGMT IN 2015-05-15 2015-05-15 5 - 5 Other Instrument EQUITY 3307000.00 3377733.06 INTEL CORP 2035-12-15 2035-12-15 2.95 - 2.95 Other Instrument EQUITY 8000.00 9970.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2037-12-15 2.125 - 2.125 Other Instrument EQUITY 2088000.00 4173404.50 First Tier Security 2015-04-01 2015-04-01 N N N 7000000.00 7000000.00 0.0084 N 7000000.00 7000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% 45C9942L8 0000276523 Other Repurchase Agreement N MICROCHIP TECHNOLOGY INC 2037-12-15 2037-12-15 2.125 - 2.125 Other Instrument EQUITY 542000.00 1083326.26 First Tier Security 2015-04-28 2015-04-28 N N N 1000000.00 1000000.00 0.0012 Y 1000340.00 1000340.00